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# Soft SUSY Breaking, Dilaton Domination and Intermediate Scale String Models
## 1 Introduction
Recently we have seen a radical change in our understanding of the possible physical implications of a fundamental theory. If such a theory includes higher dimensional objects, such as D-branes, then the fundamental scale of the theory can be very small compared to the Planck scale . This is because if some or all of the observable matter and interactions is confined to a brane (our universe) which is embedded in a higher dimensional bulk world, then the fundamental scale becomes essentially a free parameter.
One could say that part of the recent progress in string theory is the realization that the fundamental scale of the theory is actually completely unknown, whereas it was previously thought that it had to be near the Planck scale if strings were to describe gravity. This new freedom arises mainly because the size of the extra dimensions is not fixed within the theory, a manifestation of the vacuum degeneracy problem in conjunction with the world as a brane scenario.
This ignorance has been turned into a virtue since now we may use physical arguments to motivate possible values of the fundamental scale. For instance we may entertain the idea that the fundamental scale can be as low as the current experimental limits allow, ie 1 TeV . Two other, less radical proposals have been put forward as well. The first assumes that the size of the extra dimensions is such that the fundamental scale coincides with the GUT scale , automatically solving the problem of gauge coupling unification in string theory, which is so far the main indirect experimental information we have about physics at higher energies. The second proposal sets the string scale to the intermediate value $`M_s10^{1012}`$ GeV . This choice is motivated by several indicators, most notably the scale of supersymmetry breaking in hidden sector or gravity mediated scenarios.
Lowering the string scale may have spectacular implications at low energies, many of which are currently being explored in great detail. The TeV scale scenario is clearly the most studied since it is closer to the experimental limits and has direct implications for LHC physics. Here we will consider in detail the intermediate scale scenario, and will show that it too can have important low-energy implications. First we will review the motivations for introducing such a scale, then we will study its phenomenological implications mainly in the context of type I string models although similar results may be obtained e.g. in the type IIB non-orientifold orbifold models recently constructed in .
The most important issue that we will address is the running of the physical parameters with the renormalization group. In the standard approach, all of the physically relevant parameters such as the gauge couplings and the soft supersymmetry breaking terms start running from a very high scale, namely the GUT or Planck scale. An enormous amount of knowledge has been accumulated about the various implications of this running, particularly the constraints on the values of the soft supersymmetry breaking parameters. Our main goal in this article is to begin to see how this analysis changes when we start the running from the intermediate scale. This simple modification may have very interesting implications for the unification of gauge couplings, $`b\tau `$ unification, the possible quasi-fixed points, and so on. We will focus mainly on the running of the soft supersymmetry breaking terms in order to study a wide set of standard constraints coming from fine tuning of parameters thus achieving electroweak symmetry breaking, imposing the absence of electric charge and $`SU(3)`$ colour breaking etc.
Our work ought to be considered as only a starting point on the phenomenological issues of the intermediate scale scenario motivated by strings. Recently there has been some progress in the construction of phenomenologically realistic brane models with supersymmetry explicitly broken . The concrete models differ in several ways from the standard MSSM scenarios. Besides having unification at the intermediate scale, the hypercharge normalization is generically also different from the standard $`5/3`$ GUT inspired value. In the present article we will not consider explicit models but rather will try to analyze the intermediate scale scenario in general. The only departure we make from the MSSM structure is that we assume gauge coupling unification takes place at the fundamental, intermediate, scale. To achieve this unification we will consider the simplest possibility of adding several lepton pairs to accelerate the $`SU(2)\times U(1)`$ running and cause precocious unification . Other proposals , such as mirage unification , may achieve this unification without requiring extra matter fields. We will examine both cases and show that for most phenomenological purposes there is little difference between them. We leave for a future publication the consideration of further departures from the MSSM such as the changing of $`U(1)`$ normalization as suggested in ref..
In the next section we review the arguments in favour of an intermediate scale. Then in section 3 we discuss general issues concerning the structure of type I models. In section 4 we discuss soft supersymmetry breaking terms mainly in the context of type I strings, which allow the possibility of lowering the string scale. Assuming that SUSY-breaking is transmitted by the closed string sector of the theory, we find general expressions for the soft breaking parameters in terms of the $`F`$ terms of the moduli fields, the dilaton $`S`$, compactification size moduli $`T_i`$ and twisted blowing-up fields $`M`$. In section 5 we discuss the implications of these modifications for the physically relevant questions mentioned above.
## 2 The Case for the Intermediate Scale Scenario
### 2.1 Supersymmetry Breaking
The origin of the intermediate scale may be traced back to the early 1980’s when studies of supersymmetric models showed that the most efficient way to break supersymmetry was in a hidden sector. In those days, the preferred and simplest transmission of the information of supersymmetry breaking to the observable world was via gravitational interactions, giving rise to the ‘hidden sector’ or ‘gravity mediated’ scenarios. In these scenarios, because the observable sector only knows about supersymmetry breaking through gravitational strength interactions, the splitting among supersymmetric multiplets is of order $`M_{SUSY}^2/M_{Planck}`$. If supersymmetry is to solve the hierarchy problem this splitting should be close to the electroweak scale thereby fixing the scale of supersymmetry breaking to be of order
$$M_{SUSY}\sqrt{M_WM_{Planck}}10^{1012}\text{ GeV}.$$
(1)
This is the most studied supersymmetry breaking scenario of the past 18 years. An alternative is the ‘gauge mediated’ scenario in which gauge interactions rather than gravity connect the hidden and observable sectors and the supersymmetry breaking scale is therefore close to the electroweak scale. Other possibilities have been introduced more recently, a particularly interesting one being the ‘anomaly mediation’ scenario. As is the case for the gravity mediated supersymmetry breaking, these contributions to the supersymmetry breaking in the observable sector are always present.
In perturbative heterotic strings the hidden sector scenario could be nicely realized since the gauge group was $`E_8\times E_8`$. The standard model particles could be charged under only one of the two $`E_8`$ groups with the supersymmetry breaking hidden sector being charged under the second $`E_8`$. Gravity would then be the messenger of supersymmetry breaking to the observable sector. However, in this framework the scale of string theory was close to the Planck scale and the intermediate scale appeared only as a low energy phenomenon, being the scale at which the hidden gauge interactions become strong. In this class of models supersymmetry was broken via some non-perturbative field theoretical effect such as gaugino condensation, whereas the string theory was only treated at the perturbative level due to the lack of understanding of non-perturbative string effects.
Non-perturbative string effects are now beginning to be understood, thanks mainly to the discovery of D-branes (surfaces on which the endpoints of open strings are attached) in type I and type II strings, as well as the Horava-Witten formulation of the heterotic string which starts from 11 dimensional supergravity compactified on the interval $`S_1/ZZ_2`$, with each of the $`E_8`$’s living at the endpoints of the interval.
D-branes participate in supersymmetry breaking. First, being BPS configurations, they partially break supersymmetry. Second, in the compactification process they may wrap around different topologically non-trivial cycles of the compact space. Depending on the nature of these cycles, supersymmetry may or may not be further broken. Furthermore, there has been recent activity on non-BPS brane configurations that tend to break all supersymmetries. We can therefore imagine a situation with many different brane configurations, some of them breaking supersymmetry partially or completely, with a generic vacuum being non-supersymmetric. It is then natural for the fundamental string scale to be either the intermediate scale, if we live on a supersymmetric brane and supersymmetry is only broken by other distant branes, or the TeV scale if supersymmetry is broken in our brane. We naturally expect the fundamental scale to be of the same order or smaller than the intermediate scale since, if it were much larger, we would feel the supersymmetry breaking too strongly and would be faced with the hierarchy problem. In this case the supersymmetry breaking of the string physics can also play the role of low-energy supersymmetry breaking.
The brane/anti-brane models constructed recently realize these possibilities. The TeV scale scenario can be constructed with supersymmetry being either broken explicitly on our brane or communicated by gauge mediation. However, even though there are suggestions for addressing issues such as proton stability and gauge unification in this scheme, so far there are no convincing concrete models for the TeV scenario. On the other hand it is much simpler to realize the intermediate scale scenario whilst satisfying both of these requirements since, for instance, unification can still be achieved logarithmically, and generically baryon and lepton number violating operators are much more suppressed.
### 2.2 Strong CP Problem
The symmetries of the Standard Model allow for a term
$$_{\overline{\mathrm{\Theta }}}=\frac{g^2}{32\pi ^2}\overline{\mathrm{\Theta }}F^{\mu \nu }\stackrel{~}{F}_{\mu \nu },$$
(2)
where $`F^{\mu \nu }`$ is the QCD field strength and $`\overline{\mathrm{\Theta }}`$ is an arbitrary parameter that essentially reflects the non-trivial nature of the QCD vacua and the fact that the Standard Model is chiral. This term explicitly violates CP and consequently $`\overline{\mathrm{\Theta }}`$ is strongly bounded by the experimental limits on the neutron electric dipole moment,
$$\overline{\mathrm{\Theta }}<10^9.$$
(3)
This unnaturally small bound is the strong CP problem. The most elegant solution to it is the Peccei-Quinn mechanism in which an additional chiral symmetry, $`U(1)_{PQ}`$, is added to the model and broken spontaneously. The corresponding Goldstone mode of this symmetry is the axion field and the static $`\overline{\mathrm{\Theta }}`$ parameter is substituted by a dynamical one, $`a(x)/f_a`$, where $`a(x)`$ is the axion field and $`f_a`$ is a dimensionful constant known as the axion decay constant. The non-perturbative dynamics of QCD then fixes the axion field to be at the minimum of its potential, $`a=0`$, thereby solving the strong CP problem (for a review see ).
The axion decay constant, $`f_a`$ is very strongly constrained, mostly by astrophysical and cosmological bounds. Requiring that axion emission does not over-cool stars gives lower bounds on $`f_a`$. These have been determined for many different systems, from the sun to red giants and globular clusters. The strongest constraint comes from supernova SN1987a which requires $`f_a>10^9\text{ GeV}`$ . Since the axion couples so weakly to normal matter its lifetime exceeds the age of the universe by many orders of magnitude, and it also has a low mass ($`m_a\mathrm{\Lambda }_{QCD}^2/f_a`$). Consequently the axion also has interesting cosmological implications, especially as a cold dark matter candidate. Indeed coherent oscillations around the minimum of its potential may dominate the energy density of the universe if its potential is very flat. This puts a lower bound on the axion mass which leads to an upper bound for $`f_a`$ of order $`f_a\stackrel{<}{}\mathrm{\hspace{0.17em}10}^{12}\text{ GeV}`$. Combining the astrophysical and cosmological bounds gives a very narrow window for the axion decay constant;
$$10^9\text{ GeV}\stackrel{<}{}f_a\stackrel{<}{}\mathrm{\hspace{0.17em}\; 10}^{12}\text{ GeV}.$$
(4)
Therefore if we want the Peccei-Quinn mechanism to work, we must explain the value of $`f_a`$. The allowed range is remarkably consistent with the intermediate scale, thus providing a strong argument in favour of the intermediate string scale scenario. Alternative scenarios generally have great difficulty in explaining why $`f_a`$ falls precisely within its narrow allowed window. We note that there exist invisible axion models for the TeV scale extra dimension scenario. In these models, the mass of the axion is independent from the scale of Peccei-Quinn symmetry breaking .
In the mid 1980’s, one of the most interesting phenomenological arguments in favour of string theory was precisely the fact that these theories always predicted axion fields. There are two kinds of string axions in perturbative heterotic strings. The first is the model independent axion coming from the imaginary component of the complex dilaton field, $`S`$ ($`a=\mathrm{Im}S`$), which is always present in string theory. The second kind of axion is model dependent and is associated with the moduli $`T`$ fields, which measure the size and shape of the extra 6D compact space. These clearly depend on the compactification. However none of these fields seems to be the required QCD axion. The main obstacle for the perturbative heterotic string is the value of the axion decay constant, which is constrained to be close to the Planck scale. Moreover, the model dependent axions do not have the right couplings to start with and their corresponding Peccei-Quinn symmetry is not preserved by world-sheet instanton corrections. On the other hand the model independent axion couples not only to QCD but also to the hidden sector gauge fields in a universal way;
$$_{axion}=\frac{a}{M_P}\left(\left[F^{\mu \nu }\stackrel{~}{F}_{\mu \nu }\right]_{QCD}+\left[F^{\mu \nu }\stackrel{~}{F}_{\mu \nu }\right]_{hidden}\right).$$
(5)
The non perturbative dynamics of the hidden sector is then almost certainly the main source of the axion potential and the QCD contributions are essentially irrelevant. Therefore none of the axions present in the heterotic string is able to solve the strong CP problem of QCD.
Recent studies of, for example, type I strings have changed the above picture in a radical way. First, as we mentioned above, the string scale does not have to be similar to the Planck scale but can be as low as we want. Therefore type I realizations of the intermediate scale scenario have the right axion decay constant to satisfy the astrophysical and cosmological requirements. Furthermore, in these models there are many new candidates for axion fields which also couple to $`F^{\mu \nu }\stackrel{~}{F}_{\mu \nu }`$. These fields are Ramond-Ramond fields $`M_\alpha `$ associated with the blowing-up of orbifold singularities in orientifold constructions. Since the complex gauge coupling takes the form $`f_i=S+s_i^\alpha M_\alpha `$, where $`i`$ labels the different gauge groups, different combinations of these fields with the model independent axion couple to QCD and the hidden sector groups. This evades the second problem of the string axions mentioned above.
### 2.3 Other Arguments
In refs. several other arguments were given in favour of the intermediate scale scenario. First the realization of the see-saw mechanism for neutrino masses is consistent with a fundamental intermediate scale. It is also possible to accommodate neutrino masses in TeV scale extra dimensions via power law Yukawa coupling suppression or Kaluza-Klein see-saw. Cosmologically, several models of chaotic inflation prefer the intermediate scale . Finally the observed ultra-high energy cosmic rays, which have energies of order $`10^{20}`$ eV, could be the products of string mode decays if the fundamental scale is intermediate. These string modes are also good candidates for non-thermal dark matter known as wimpzillas .
Concerning the arguments against any scale below $`M_{GUT}`$ the two leading arguments against are firstly that the only experimental indication we have for higher energies is the apparent joining of the strong and electroweak coupling constants at $`M_{GUT}`$ in the MSSM, and secondly that it is difficult to obtain proton stability with models of lower fundamental scales<sup>1</sup><sup>1</sup>1Notice in this respect that in string models with a large string scale $`M_sM_X=2\times 10^{16}`$ GeV, proton stability is in general also a problem. Even if one manages to get a model with R-parity which forbids lepton and/or baryon number violating d=4 operators, generic dim=5 operators yield still too much proton decay unless they are forbidden by additional symmetries.. However, as mentioned in the introduction, explicit type I string models have recently been constructed where unification and proton stability are achieved with an intermediate fundamental scale .
All the arguments given in this section make intermediate models serious alternatives to the MSSM GUT scale unification scenario, and in later sections we shall see that they have other phenomenological benefits as well.
## 3 Structure of Type I String Models
Most discussions of string phenomenology in the past focused on the heterotic string, since this model appeared to have the best phenomenological properties. However following the discovery of D-branes and string dualities, we have come to appreciate the richness and phenomenological qualities of type I models. Let us briefly discuss their main features of relevance for the rest of the paper.
Type I string models can be constructed by starting with the type IIB theory and performing a so-called orientifold twist $`\mathrm{\Omega }`$ corresponding to the $`Z_2`$ identification of the two different orientations of the closed type IIB string . Open strings appear as kind of twisted sectors under this operation<sup>2</sup><sup>2</sup>2The form of the orientifold operation is related to the type of Dp-branes in the model. Thus e.g. for a $`Z_N`$ orientifold with D3-branes, it is $`\mathrm{\Omega }(1)^{F_L}R_1R_2R_3`$, instead of just $`\mathrm{\Omega }`$ for D9-branes. Here $`R_i`$ are reflection operators with respect to the three complex compact planes and $`F_L`$ is the left-handed fermion number of the Type IIB string. and are required in order to cancel all tadpoles of the twisted theory. Compactification to four dimensions can then be achieved by a standard orbifold twist in the six extra dimensions giving rise to models with $`N=1`$ supersymmetry in four dimensions. Solitonic objects of the type IIB theory correspond to extended objects known as D-branes where the endpoints of the open strings are attached. In order to preserve supersymmetry there can be only D-branes of dimensions differing by a multiple of 4. So a generic compactification has for instance 3 and 7-branes, with different gauge groups on each. $`T`$-duality with respect to the 3 complex extra dimensions exchanges D3 branes with D9-branes and D7-branes with D5-branes. One can accommodate e.g., the standard model group inside D3-branes and different quarks and leptons will come from the exchange of open strings in between D3-branes or between D7-branes and D3-branes.
The $`N=0`$ models have a similar construction but include the additional feature of anti-branes which break supersymmetry, with some of the branes and anti-branes being required to live at the orbifold fixed points in order to cancel tadpoles . In these models supersymmetry breaking in the anti-branes is transmitted to the observable branes via gravitational interactions (for which we require that the fundamental scale be the intermediate scale as explained in the previous section) or directly for which the fundamental scale has to be close to the electroweak symmetry breaking energy scale.
In these models, as in the heterotic models, there is always a dilaton field and an antisymmetric tensor field, which in four-dimensions combine to make a single chiral superfield $`S`$ (after appropriate dualization of the antisymmetric tensor field to a scalar). There are also moduli fields $`T`$ associated with the size and shape of the extra six dimensions. The explicit expression for these fields in terms of the string scale $`\alpha ^{}`$, the string coupling $`\lambda =e^\varphi `$ and the orbifold compactification radii $`R_i`$ depends on the particular brane configuration. For 3-branes, these fields can be written as
$`S`$ $`=`$ $`{\displaystyle \frac{2}{\lambda }}+i\theta `$
$`T_i`$ $`=`$ $`{\displaystyle \frac{2R_j^2R_k^2}{\lambda \alpha ^2}}+i\eta _i,ijk`$ (6)
where $`\theta `$ and $`\eta _i`$ are untwisted Ramond-Ramond closed string states (dual to antisymmetric tensors). For other brane configurations the expressions for these fields can easily be obtained by using $`T`$-duality for each of the three complex dimensions. These transformations can for instance switch the role of $`S`$ and one of the $`T_i`$ fields, allowing for the possibility that $`T_i`$ rather than $`S`$ plays the role of the standard model gauge coupling constant. This new degree of freedom opens up several interesting possibilities as discussed in ref. of allowing different gauge groups to live in different branes and so have different gauge coupling functions. However here we will restrict the discussion to the cases where all gauge fields live on a single brane and the effect of $`T`$ duality just amounts to a relabelling of the fields $`S`$ and $`T_i`$.
In orientifold models there are extra fields which also come from Ramond-Ramond antisymmetric tensors and combine with the blowing-up modes into full chiral multiplets. These fields, usually denoted as $`M_\alpha `$ play important roles in cancelling $`U(1)`$ anomalies and generating Fayet-Iliopoulos terms, in contrast with the heterotic case where only the dilaton plays that role. These are precisely the fields mentioned in the previous section which provide good stringy candidates for axion fields. The holomorphic gauge function takes the general form, for a $`Z_N`$ orientifold model at the disk level ,
$$f_a=S+\underset{\alpha }{}s_a^\alpha M_\alpha ,$$
(7)
where the $`s_a^\alpha `$ are computable model-dependent constants. The gauge coupling is given by $`\mathrm{Re}f_a=4\pi /g_a^2`$.
Let us briefly see how in type I models the string scale can be as small as is allowed by experiment. For a configuration with the standard model spectrum belonging to a Dp-brane, the low energy action takes the form
$$S=\frac{1}{2\pi }d^4x\sqrt{g}\left(\frac{R^6M^8}{\lambda ^2}+\frac{(RM)^{p3}}{4\lambda }F_{\mu \nu }^2+\mathrm{}\right),$$
(8)
where $`M=1/\sqrt{\alpha ^{}}`$ is the type I string scale, $`R`$ is taken as the overall size of the compact 6D space and $`\lambda `$ is the dilaton. Comparing the coefficient of the Einstein term with the physical Planck mass $`M_{Planck}^2`$ and the coefficient of the gauge kinetic term with the physical gauge coupling constant $`\alpha _p`$($`1/24`$ at the string scale), we find the relation
$$M^{7p}=\frac{\alpha _p}{\sqrt{2}}M_{Planck}R^{p6}.$$
(9)
From this relation we can easily see that if the Standard Model fits inside D3-branes we may have $`M10^{11}`$ GeV as long as the radius of the internal space is as large as $`R10^{23}cm`$ . Therefore the required radii are large compared with the Planck length but still extremely small compared with $`1mm`$ as required in some cases with $`M1`$ TeV. Notice that this analysis does not work for the perturbative heterotic string since in that case the relation between $`M_{Planck}`$ and $`M`$ is independent of the size of the extra dimensions $`M=\sqrt{\frac{\alpha }{8}}M_{Planck}`$.
The fields $`S`$ and $`T_i`$ are very familiar from previous studies, especially for heterotic strings, whereas the fields $`M_\alpha `$ are less well known. Even though these fields are attached to particular fixed points (twisted moduli) they may play an interesting role on breaking supersymmetry, therefore we will include them in our discussion of soft breaking terms. In order to do that, we need to consider the expression for the Kahler potential as a function of $`S,T_i`$ and $`M_\alpha `$. To simplify matters we will concentrate on a single overall modulus $`T`$ and one blowing-up mode $`M`$.
General arguments and explicit calculations have been used to write the Kähler potential for these fields . At tree level it takes the form
$$K=\mathrm{log}(S+\overline{S})3\mathrm{log}(T+\overline{T})+\underset{\alpha }{}\frac{C_\alpha \overline{C}_\alpha }{T+\overline{T}}+\widehat{K}(M,\overline{M};T,\overline{T}),$$
(10)
where $`C_\alpha `$ represent the matter fields of the theory. We have left the dependence on the field $`M`$ general, with the understanding that $`\widehat{K}`$ mixes the fields $`T`$ and $`M`$.
In addition there are usually anomalous $`U(1)`$ symmetries which induce Fayet-Iliopoulos terms of the form $`\xi \widehat{K}_M`$. These (in contrast to the heterotic string case) may consistently be zero, giving mass to the $`U(1)`$ gauge field but allowing the possibility of that symmetry remaining as a global symmetry .
## 4 Soft Supersymmetry Breaking Terms
In this section we will present a general analysis of soft supersymmetry breaking terms in a class of models which admit an intermediate fundamental scale. As we mentioned above, we will concentrate on orientifold<sup>3</sup><sup>3</sup>3Analogous results are expected in the compact type IIB orbifold (not-orientifold) examples discussed in ref.. compactifications of type IIB strings. These models have been subject to intense investigation recently and a number of interesting results have been obtained that allow us to study the structure of soft breaking terms. They share some similarities with the better known soft terms derived from heterotic string compactifications under the simple assumption of dilaton/moduli dominance of the origin of SUSY-breaking, but there are also some important differences.
These compactifications have generically three different classes of moduli-like fields. As in the perturbative heterotic string, we have the standard dilaton field $`S`$ and the moduli fields of which we will consider, for simplicity, only an overall modulus $`T`$ that measures the overall size of the compact space. As discussed in the previous section, there are also Ramond-Ramond fields which are not present in perturbative heterotic models. Again for simplicity we will consider only a single one of these which we call $`M`$. The $`S`$ and $`T`$ fields propagate in the whole of space-time, i.e. the bulk, whereas the $`M`$ fields are localized in a particular brane<sup>4</sup><sup>4</sup>4Recently the $`M`$ fields were considered as a source of gaugino masses after supersymmetry breaking in .. However, the $`M`$ fields can still play an important role in supersymmetry breaking, in the sense that its $`F`$-term may get a non vanishing vacuum expectation value (VEV) breaking supersymmetry, if the $`M`$ field lives in the observable brane this will induce supersymmetry breaking on the brane, otherwise the breaking may be communicated by the couplings to the $`S`$ and $`T`$ fields. We will then analyze the structure of soft breaking terms when all three fields $`S`$, $`T`$ and $`M`$ can have non-vanishing $`F`$-terms and therefore contribute to supersymmetry breaking. We will also consider matter fields $`C_\alpha `$, and will assume that the full gauge group of the standard model comes from one single brane, which is the most generic case in the explicit models studied so far and is the natural scenario for gauge coupling unification.
We now proceed to compute the soft breaking terms using the tree-level Kähler potential (10). As usual, for $`F`$-term breaking we need to consider the $`F`$ part of the scalar potential
$$V=e^G\left(G_a(G^1)_b^aG^b3\right),$$
(11)
where $`G=K+\mathrm{log}|W|^2`$ and $`W`$ is the, unspecified, superpotential. We will closely follow the analysis of ref. defining different goldstino angles for the mixing between the $`F`$ terms of the fields $`S`$, $`T`$ and $`M`$ and assume that SUSY-breaking effects are dominated by them. The feature here that differs from the previous approaches is the inclusion of the field $`M`$ as another source for supersymmetry breaking. Also, in contrast to the heterotic string, there is no self $`T`$-duality in these models and therefore there are no $`T`$-dependent holomorphic threshold corrections to the gauge couplings.
In this class of models there is a mixing between the $`T`$ and $`M`$ fields due to the presence of a generalized Green-Schwarz mechanism and the function $`\widehat{K}`$ of (10) is of the form
$$\widehat{K}=\widehat{K}(M+\overline{M}\delta _{\mathrm{GS}}\mathrm{log}(T+\overline{T})).$$
(12)
Thus one has the Kähler metric for $`S`$, $`T`$, $`M`$ ($`m,n=S,T,M`$, $`i,j=T,M`$):
$$(K_{m\overline{n}})=\left(\begin{array}{cc}\frac{1}{(S+\overline{S})^2}& 0\\ 0& (K_{i\overline{j}})\end{array}\right),\mathrm{with}(K_{i\overline{j}})=\left(\begin{array}{cc}K_{T\overline{T}}& \frac{\delta _{\mathrm{GS}}\widehat{K}^{\prime \prime }}{T+\overline{T}}\\ \frac{\delta _{\mathrm{GS}}\widehat{K}^{\prime \prime }}{T+\overline{T}}& \widehat{K}^{\prime \prime }\end{array}\right),$$
(13)
where
$$K_{T\overline{T}}=\frac{1}{(T+\overline{T})^2}\left(3+2\underset{\alpha }{}\frac{C_\alpha \overline{C}_\alpha }{T+\overline{T}}+\delta _{\mathrm{GS}}^{\mathrm{\hspace{0.33em}2}}\widehat{K}^{\prime \prime }+\delta _{\mathrm{GS}}\widehat{K}^{}\right)$$
and the primes denote derivatives with respect to the argument of $`\widehat{K}`$.
Since there is mixing between the $`T`$ and $`M`$ fields, we would like to normalize the kinetic terms, i.e. multiply by a matrix $`P`$ such that $`P^{}(K_{i\overline{j}})P=I`$. Defining<sup>5</sup><sup>5</sup>5Note that in limit where all fields are at the minimum of their potential, i.e. $`C_\alpha =0=\widehat{K}^{}`$, one has $`k=3/\widehat{K}^{\prime \prime }`$. $`k=(T+\overline{T})^2K_{T\overline{T}}/\widehat{K}^{\prime \prime }\delta _{\mathrm{GS}}^{\mathrm{\hspace{0.33em}2}}`$ and expanding in powers of $`1/(T+\overline{T})`$ we obtain
$$P=\frac{1}{\sqrt{\widehat{K}^{\prime \prime }}}\left(\begin{array}{cc}\frac{T+\overline{T}}{\sqrt{k}}& \frac{\delta _{\mathrm{GS}}}{T+\overline{T}}\\ \frac{\delta _{\mathrm{GS}}}{\sqrt{k}}+\frac{\delta _{\mathrm{GS}}\sqrt{k}}{(T+\overline{T})^2}& 1\frac{\delta _{\mathrm{GS}}^{\mathrm{\hspace{0.33em}2}}}{(T+\overline{T})^2}\end{array}\right)+𝒪\left(\frac{1}{(T+\overline{T})^3}\right).$$
(14)
In this expansion we assumed that $`\widehat{K}^{\prime \prime }`$ goes to a constant in the limit $`T+\overline{T}\mathrm{}`$.
After having diagonalised the Kähler metric we can now define the mixing between the $`F`$-terms of the fields $`T`$ and $`M`$ by using a vector $`\mathrm{\Theta }`$ of modulus one:
$$\mathrm{\Theta }=\left(\begin{array}{c}\mathrm{\Theta }_{\overline{T}}\\ \mathrm{\Theta }_{\overline{M}}\end{array}\right)=\left(\begin{array}{c}\mathrm{sin}\varphi \\ \mathrm{cos}\varphi \end{array}\right).$$
(15)
The $`F`$-terms $`F^T`$ and $`F^M`$ are then defined by
$$\left(\begin{array}{c}F^T\\ F^M\end{array}\right)=\sqrt{3}Cm_{3/2}\mathrm{cos}\theta P\mathrm{\Theta }$$
(16)
where $`C=\sqrt{1+\frac{V_0}{3m_{3/2}^2}}`$ and $`V_0`$ is the vacuum energy.
We can now write an explicit expression for the corresponding F-terms in the large $`T`$ limit:
$`F^T`$ $``$ $`\sqrt{3}Cm_{3/2}\mathrm{cos}\theta \left({\displaystyle \frac{T+\overline{T}}{\sqrt{k}}}\mathrm{sin}\varphi {\displaystyle \frac{\delta _{\mathrm{GS}}}{T+\overline{T}}}\mathrm{cos}\varphi \right),`$
$`F^M`$ $``$ $`\sqrt{3}Cm_{3/2}\mathrm{cos}\theta \left(\left({\displaystyle \frac{\delta _{\mathrm{GS}}}{\sqrt{k}}}+{\displaystyle \frac{\delta _{\mathrm{GS}}\sqrt{k}}{(T+\overline{T})^2}}\right)\mathrm{sin}\varphi +\left(1{\displaystyle \frac{\delta _{\mathrm{GS}}^{\mathrm{\hspace{0.33em}2}}}{(T+\overline{T})^2}}\right)\mathrm{cos}\varphi \right).`$ (17)
For the dilaton $`S`$ there is no mixing and its F-term is simply given by
$$F^S=\sqrt{3}Cm_{3/2}\mathrm{sin}\theta (S+\overline{S}).$$
(18)
### 4.1 Gaugino masses
In general the gaugino masses for gauge group $`G_a`$ are given by
$$M_a=\frac{1}{2}(\mathrm{Re}f_a)^1F^m_mf_a.$$
(19)
Here $`f_a=S+\frac{s_a}{4\pi }M`$ denotes the gauge kinetic function normalised as $`\mathrm{Re}f_a=4\pi /g_a^2`$. We then find
$$M_a=\frac{\sqrt{3}Cm_{3/2}}{S+\overline{S}+\frac{s_a}{4\pi }(M+\overline{M})}\left(\mathrm{sin}\theta (S+\overline{S})+\frac{s_a}{4\pi }\mathrm{cos}\theta (P_{M\overline{T}}\mathrm{sin}\varphi +P_{M\overline{M}}\mathrm{cos}\varphi )\right).$$
(20)
In the limit $`T+\overline{T}\mathrm{}`$ and using $`2\mathrm{R}\mathrm{e}f_a=2\alpha _a^1`$ and $`S+\overline{S}=2\alpha _{\mathrm{GUT}}^1`$ we then obtain
$$M_a=\sqrt{3}Cm_{3/2}\frac{\alpha _a}{\alpha _{\mathrm{GUT}}}\left(\mathrm{sin}\theta \frac{s_a}{8\pi }\alpha _{\mathrm{GUT}}\mathrm{cos}\theta \left(\frac{\delta _{\mathrm{GS}}}{\sqrt{k}}\mathrm{sin}\varphi +\mathrm{cos}\varphi \right)\right)+𝒪\left(\frac{1}{(T+\overline{T})^2}\right).$$
(21)
### 4.2 Scalar masses
Writing the Kähler potential (10) as
$$K=\overline{K}(S,\overline{S},T,\overline{T},M,\overline{M})+\underset{\alpha }{}\stackrel{~}{K}_\alpha (S,\overline{S},T,\overline{T},M,\overline{M})C_\alpha \overline{C}_\alpha ,$$
(22)
the scalar mass squared of the field $`C_\alpha `$ is given by
$$m_\alpha ^2=(m_{3/2}^2+V_0)\overline{F^m}F^n_{\overline{m}}_n\mathrm{log}\stackrel{~}{K}_\alpha .$$
(23)
In our case we find
$$m_\alpha ^2=m_{3/2}^2\left(13C^2\mathrm{cos}^2\theta \frac{(P_{T\overline{T}}\mathrm{sin}\varphi +P_{T\overline{M}}\mathrm{cos}\varphi )^2}{(T+\overline{T})^2}\right)+V_0.$$
(24)
In the limit $`T+\overline{T}\mathrm{}`$ we obtain
$$m_\alpha ^2=V_0+m_{3/2}^2\left(1\frac{3}{k}C^2\mathrm{cos}^2\theta \mathrm{sin}^2\varphi \right)+𝒪\left(\frac{1}{(T+\overline{T})^2}\right).$$
(25)
### 4.3 A-terms
The A-terms are derived from the formula
$$A_{\alpha \beta \gamma }=F^m\left(\overline{K}_m+_m\mathrm{log}Y_{\alpha \beta \gamma }_m\mathrm{log}(\stackrel{~}{K}_\alpha \stackrel{~}{K}_\beta \stackrel{~}{K}_\gamma )\right).$$
(26)
From the structure of the Kähler potential (22) and assuming that the Yukawa couplings do not depend on the moduli, i.e. $`_m\mathrm{log}Y_{\alpha \beta \gamma }=0`$, we obtain the following in the large-volume limit:
$`A_{\alpha \beta \gamma }`$ $`=`$ $`\sqrt{3}Cm_{3/2}\left(\mathrm{sin}\theta +\mathrm{cos}\theta \mathrm{cos}\varphi \widehat{K}^{}\right)+𝒪\left({\displaystyle \frac{1}{(T+\overline{T})^2}}\right).`$ (27)
### 4.4 Dilaton Domination Scenario
Rather than discussing details of the general scenario for the soft breaking terms, it is more useful to concentrate on particular limiting cases which tend to have very different physical implications. Let us begin therefore by considering the well studied dilaton domination scenario which can be obtained by setting $`\mathrm{cos}\theta =0`$. We find
$`M_a`$ $`=`$ $`\sqrt{3}m_{3/2}(1+\kappa _a)^1,\kappa _a={\displaystyle \frac{s_a}{4\pi }}{\displaystyle \frac{M+\overline{M}}{S+\overline{S}}}`$
$`m_\alpha ^2`$ $`=`$ $`m_{3/2}^2`$
$`A`$ $`=`$ $`\sqrt{3}m_{3/2},`$ (28)
where we have set $`C=1`$ (vanishing cosmological constant). Notice that the $`\kappa _a`$ dependence makes the gaugino masses non universal, in contrast to the heterotic case. This, however, is a one-loop effect and to first approximation, for very small values of $`\kappa _a`$, the dilaton dominated type I string has the same supersymmetry breaking terms as the standard dilaton dominated perturbative heterotic string. As we shall see in the next section, the big difference arises when we start the RG running at the intermediate scale, something which is allowed for type I strings but it not for perturbative heterotic string.
### 4.5 $`M`$ Domination Scenario
A completely new scenario which is allowed in these models is the limit in which only the $`M`$ field is the main source of supersymmetry breaking. We obtain this scenario by setting $`\mathrm{sin}\theta =\mathrm{sin}\varphi =0`$ in the above equations, and we find the following expressions for the soft breaking terms:
$`M_a`$ $`=`$ $`{\displaystyle \frac{\sqrt{3}}{8\pi }}\alpha _as_am_{3/2}`$
$`m_\alpha ^2`$ $`=`$ $`m_{3/2}^2`$
$`A`$ $`=`$ $`\sqrt{3}m_{3/2}\widehat{K}^{}.`$ (29)
This scenario applies only if the $`M`$ field lives in the same brane as the standard model fields. $`M`$ domination could also occur with the $`M`$ fields and standard model fields living on different branes, however in that case the induced soft breaking terms will all be vanishingly small since $`M`$ does not couple directly to the visible sector.
### 4.6 Moduli Domination Scenario
The $`T`$ dominated scenario corresponds to the limit $`\mathrm{sin}\theta =\mathrm{cos}\varphi =0`$, for which we obtain
$`M_a`$ $`=`$ $`{\displaystyle \frac{\sqrt{3}\delta _{\mathrm{GS}}}{\sqrt{k}}}{\displaystyle \frac{s_a\alpha _a}{8\pi }}m_{3/2}`$
$`m_\alpha ^2`$ $`=`$ $`m_{3/2}^2{\displaystyle \frac{k3}{k}}`$
$`A`$ $`=`$ $`0.`$ (30)
Notice that the structure of the soft breaking terms is different from that found in ref. for the moduli domination scenario in heterotic models. The main reason for this difference is the fact that in the heterotic case there are $`T`$ dependent threshold corrections for the gauge couplings which are required by $`T`$-duality. Type I models are not self dual under $`T`$ duality and there are no $`T`$ dependent thresholds .
Notice that the moduli and $`M`$ domination soft breaking terms simplify substantially if the minimum of the $`M`$ field potential is at vanishing Fayet-Iliopoulos term for which $`\widehat{K}^{}=0`$. In this case one has $`k=3`$ if the VEVs of the charged fields vanish. Independent of this, in both scenarios the gaugino masses are one-loop suppressed, unlike the dilaton dominated case. Therefore these soft terms are of the same order as or dominated by those induced by anomaly mediated supersymmetry breaking . Hence anomaly mediation should also be included in the analysis and cannot be neglected in the renormalization group analysis. Furthermore, once one-loop effects become relevant, we would have to consider loop corrections to the Kähler potential which are not yet well understood in type I models. A complete analysis including the effects of anomaly mediated supersymmetry breaking is beyond the scope of the present article and it is left for a future publication. In the following we will therefore concentrate on the dilaton dominated scenario in which the effects of anomaly mediation are negligible.
## 5 Phenomenological Considerations
The phenomenological study of SUSY breaking in various string models has in the past been almost exclusively focused upon high (GUT or higher) scale stringy models . Here, we turn to pertinent phenomenological consequences of the dilaton domination scenario discussed above. We perform the analysis for an intermediate string scale $`M_X=10^{11}`$ GeV and the conventional GUT scale $`M_{GUT}=2\times 10^{16}`$ GeV. This allows us to contrast the intermediate scale models with their GUT-scale counterparts. We will focus upon the case where the effective theory below the string scale is the MSSM. The effective theory below the string scale affects the results by altering the renormalization of the soft SUSY breaking and supersymmetric parameters down to the weak scale. In fact, as we demonstrate, going beyond the MSSM approximation by adding extra leptons in order to achieve gauge unification does not significantly alter many of the results. Where there is a large change, we display the results when we take new leptons into account in the gauge beta functions.
First, we show that adding just a few (in an explicit example, 5) extra vector-like representations of leptons can achieve gauge unification at the intermediate scale. We then perform an analysis of Yukawa unification. The implications and viability of bottom-tau Yukawa unification are investigated briefly. These results are approximately independent of the assumed form of SUSY breaking, so we ignore sparticle splittings in order to make the analysis more model independent. For the other phenomenological analyses, we take the full non-degenerate sparticle spectrum into account. Next, the assumed limit of SUSY breaking (dilaton dominated) is employed in order to set the boundary conditions of the soft SUSY breaking parameters at the string scale. We will focus upon the spectra, charge and colour breaking (CCB) bounds and fine-tuning measure in each case. We then combine these quantities with the experimental bounds upon sparticle masses to identify the allowed parameter space, how fine-tuned it is, and predict the sparticle and Higgs masses. This will allow a useful comparison of the two different string-scale scenarios.
### 5.1 Gauge and Yukawa Unification
We now turn to the constraints and fits from gauge and Yukawa unification, both of which may be successful in SUSY GUTs . In this subsection only, we will use the two-loop MSSM RGEs above $`m_t`$, thus assuming a degenerate MSSM spectrum (with the extra states) at $`m_t`$. Later, when we consider SUSY breaking phenomenology, we will therefore go beyond this approximation, taking sparticle splittings into account. Although loop corrections involving sparticles to the weak-scale Yukawa couplings are expected, we will ignore them. This approximation allows us to make broad statements that do not depend upon the details of SUSY breaking and are therefore more model independent.
The issue of gauge unification at the intermediate scale has already been studied to one-loop order . It was suggested that extra leptons may be added to the MSSM in order to achieve it. The simplest model found involved adding $`4(L_L+E_R)`$ supermultiplets in vector-like copies to the MSSM. We now examine this statement to two loop order, in the hope of finding the minimal addition of leptons to the MSSM which achieves gauge unification at the intermediate scale. To two-loop order and using central experimental inputs for the gauge couplings and masses as in section 5.5, we find that $`2\times L_L+3\times E_R`$ extra vector-like representations<sup>6</sup><sup>6</sup>6Note that we assume the extra states do not contribute to electroweak symmetry breaking, or mix with the MSSM leptons. are enough to achieve approximate gauge unification at $`M_X10^{11}`$ GeV. With this spectrum, we obtain
$$g_1(M_X)=0.81,g_2(M_X)=0.82,g_3(M_X)=0.81.$$
(31)
As a case study, we will consider the MSSM augmented by $`2\times L_L+3\times E_R`$ vector-like representations when we want to examine the possible effect of adding extra states to the MSSM spectrum in order to achieve gauge unification. The default analysis will however be valid for the MSSM, where we assume that either the corrections from the extra states are small, or that mirage unification (where stringy corrections change the boundary conditions at the string scale in just the correct way to agree with the measured gauge couplings) occurs at $`M_X`$.
Yukawa unification in the third family can be a prediction of SUSY GUTs, and has successfully passed empirical constraints . It may also be predicted in some particular string models. This prediction may appear in either its weaker form
$$R_{b/\tau }\frac{h_b(M_X)}{h_\tau (M_X)}=1$$
(32)
or in a stronger form
$$h_t(M_X)=h_b(M_X)=h_\tau (M_X).$$
(33)
We do not analyse the stronger form because it requires the high $`\mathrm{tan}\beta `$ region requires the addition of large finite corrections, which are not available to us at this time. In the canonical GUT scale universal scenario, these finite corrections render Eq. 33 incompatible with the data .
Instead, we turn to the more general constraint in Eq. 32. For a given $`\mathrm{tan}\beta `$, we determine the third family Yukawa couplings at $`m_t`$ as in section 5.5 by running the low energy empirical inputs up.
We run the Yukawa and gauge couplings (using the MSSM RGEs) from $`m_t`$ to $`M_X`$ for $`M_X=2\times 10^{16}`$,$`10^{11}`$ GeV, i.e. the GUT-scale and intermediate scale unification hypotheses respectively.
$`R_{b/\tau }`$, as defined in eq.(32), is displayed for the intermediate and GUT-scale unification scenarios for various $`\mathrm{tan}\beta `$ in fig. 1. For each scenario, the range of $`R_{b/\tau }`$ predicted by varying $`\alpha _s=0.119\pm 0.002`$, $`m_\tau (m_\tau )=1.77705\pm 0.00027`$ GeV, $`m_b(m_b)=4.25\pm 0.15`$ GeV and $`m_t(m_t)=165\pm 5`$ GeV within their 1$`\sigma `$ errors is depicted as the region between two lines. In the MSSM SUSY GUT scenario (e.g. SUSY minimal $`SU(5)`$), this region (between the two solid lines) constrains $`\mathrm{tan}\beta `$ to be either $`23`$, or<sup>7</sup><sup>7</sup>7We note that there are large uncertainties in the large $`\mathrm{tan}\beta >40`$ region from neglected finite corrections, and as such our results may not be quantitatively accurate there. $`\stackrel{>}{}\mathrm{\hspace{0.17em}55}`$, since that is where it crosses $`R_{b/\tau }=1`$. In the intermediate scale scenario, we see that there is no such constraint upon $`\mathrm{tan}\beta `$ because there is a point between the dashed lines consistent with $`R_{b/\tau }=1`$ for any $`\mathrm{tan}\beta `$.
### 5.2 CCB bounds
Supersymmetric models have many directions in field space that are $`F`$ and/or $`D`$ flat, and supersymmetry breaking can cause these directions to develop global minima which break charge and colour (CCB minima) , and we shall include the constraints that arise from avoiding such minima in our later analysis. Of particular relevance is the fact that there is always such a minimum in dilaton dominated models if unification occurs at the GUT scale . (These minima also afflict M theory models .) This is a pity since dilaton domination has many phenomenological advantages in addition to the purely aesthetic ones of simplicity and predictability. For example, dilaton dominance guarantees universal supersymmetry breaking terms thereby solving the problem of large FCNCs.
Before continuing we should mention a general ‘solution’ to the problem of CCBs which is really a cosmological observation; the rate of tunneling from a false vacuum (i.e. the physical vacuum in which we are living) to the global CCB minimum is usually many orders of magnitude longer than the age of the universe in standard cosmology. Thus provided that cosmology can also place the universe in the relatively small physical vacuum initially (for example during a period of heating to temperature higher than the supersymmetry breaking scale) the existence of a CCB minimum is allowed. On evidence, since dilaton domination has fallen out of favour, this solution does not seem to be very appealing.
In our numerical results we shall see that one of the most significant effects of reducing the string scale is a complete change in the behaviour of CCB minima. In fact at lower string scales the most restrictive CCB minima disappear and dilaton domination is allowed once again. We find this solution to CCB minima an appealing feature of a lower string scale. This change in the CCB bounds was anticipated near the low $`\mathrm{tan}\beta `$ quasi-fixed point (where the Yukawa coupling blows up at the string scale) in ref. by using approximate analytic solutions for the renormalization group equations. Since that type of analysis is necessarily rather technical we briefly summarize the main findings.
There are two important kinds of bounds; those corresponding to $`D`$-flat directions which develop a minimum due to large trilinear supersymmetry breaking terms; those corresponding to $`D`$ and $`F`$ flat directions which correspond to a combination of gauge invariants involving $`H_2`$. The first kind of flat directions give a familiar set of constraints on the trilinear couplings which is typically of the form
$$A_t^2\stackrel{<}{}\mathrm{\hspace{0.17em}3}(m_{H_2}^2+m_{t_R}^2+m_{t_L}^2),$$
(34)
where the notation is conventional. These constraints turn out to be very weak. Much more severe bounds come from the directions which are $`F`$ and $`D`$ flat. (The bound can be optimized as in ref. and indeed as has been done in our numerical analysis, but the optimal direction is very close to the $`F`$ and $`D`$ flat direction and the bounds do not change significantly.)
$`F`$ and $`D`$ flat directions can be constructed from conjunctions of $`LH_2`$ plus any one of the following gauge invariants ,
$$LLE\text{}LQD\text{}QULE\text{}QUQD\text{}QQQLLLE.$$
(35)
Absence of CCB minima along the first two directions is usually enough to guarantee their absence along the rest . As an example consider the $`L_iL_3E_3`$, $`L_iH_2`$ direction, which corresponds to the choice of VEVs,
$`h_2^0`$ $`=`$ $`a^2\mu /h_{E_{33}}`$
$`\stackrel{~}{e}_{L_3}=\stackrel{~}{e}_{R_3}`$ $`=`$ $`a\mu /h_{E_{33}}`$
$`\stackrel{~}{\nu }_i`$ $`=`$ $`a\sqrt{1+a^2}\mu /h_{E_{33}},`$ (36)
where $`a`$ parameterizes the distance along the flat direction. The potential along this direction depends only on the soft supersymmetry breaking terms;
$$V=\frac{\mu ^2}{h_{D_{33}}^2}a^2(a^2(m_{H_2}^2+m_{L_{ii}}^2)+m_{L_{ii}}^2+m_{E_{33}}^2+m_{L_{33}}^2).$$
(37)
In order to minimize the one-loop corrections, the mass squared parameters in eq.(37) are evaluated at a renormalization scale of $`Q=\text{max}(h_th_2^0,M_{susy})`$. The first term in the potential dominates at large VEVs when $`a1`$ and, because $`m_{H_2}^2<0`$ in order to give electroweak symmetry breaking, this radiatively generates a dangerous CCB minimum with a VEV which is typically a few orders of magnitude larger than the weak scale.
The general weakening of the CCB bounds as we lower the string scale is caused by the interplay of the first ($`a^4`$) and second ($`a^2`$) terms in eq.(37). Both terms are assumed to be positive at the string scale but only the first can become negative due to the strong scale dependence of $`m_{H_2}^2`$. However when $`a1`$ the second term dominates since the mass squared terms are of the same order. Hence if a CCB minimum forms at all along this direction it can only do so for $`a1`$ or from eq.(5.2)
$$h_2^0\left|\frac{\mu }{h_{E_{33}}}\right|.$$
(38)
This implies that if we choose a string scale which is less than $`\left|\frac{\mu }{h_{E_{33}}}\right|`$ the possibility of a CCB minimum along this direction is excluded entirely. The behaviour of the bounds as the unification scale is increased towards the usual GUT scale was examined in ref.. This entailed a detailed treatment of the renormalization group equations, but the net result is that the CCB bounds increase rather smoothly towards their usual GUT scale values.
The $`F`$ and $`D`$ flat direction discussed here provides the severest bounds on the parameter space and for the usual constrained MSSM with $`M_X=2\times 10^{16}`$ it can be expressed as a bound on the degenerate scalar mass at the GUT scale,
$$m_0<\lambda (\mathrm{tan}\beta )M_a,$$
(39)
where the GUT scale gaugino masses are of course degenerate, and where $`\lambda (\mathrm{tan}\beta )1`$ at the quasi-fixed point and falls off to $`0.4`$ and larger values of $`\mathrm{tan}\beta `$. The $`m_0`$ and $`M_a`$ parameters are related by the dilaton and moduli VEVs, and we can immediately see that the dilaton dominated scenario is ruled out by the above. We show this numerically later using the techniques summarized in ref.
### 5.3 Fine Tuning
At tree-level, the $`Z`$ boson mass is determined to be
$$\frac{1}{2}M_Z^2=\frac{m_{H_1}^2m_{H_2}^2\mathrm{tan}^2\beta }{\mathrm{tan}^2\beta 1}\mu ^2$$
(40)
by minimizing the Higgs potential. $`\mathrm{tan}\beta `$ refers to the ratio of Higgs vacuum expectation values (VEVs) $`v_1/v_2`$ and $`\mu `$ to the Higgs mass parameter in the MSSM superpotential. In the universal models discussed here, $`m_{H_2}`$ has the same origin as the super-partner masses ($`m_0`$). Thus as search limits put lower bounds upon super-partners’ masses, the lower bound upon $`m_0`$ rises, and consequently so does $`|m_{H_2}|`$. A cancellation is then required between the first and second terms of eq.(40) in order to provide the measured value of $`M_Z|m_{H_2}|`$. Various measures have been proposed in order to quantify this cancellation .
The definition of naturalness $`c_a`$ of a ‘fundamental’ parameter $`a`$ employed in ref. is
$$c_a\left|\frac{\mathrm{ln}M_Z^2}{\mathrm{ln}a}\right|.$$
(41)
From a choice of a set of fundamental parameters $`\{a_i\}`$, the fine-tuning of a particular model is defined to be $`c\text{max}(c_a)`$. Our choice of free, continuously valued, independent and fundamental parameters are
$$a_i\{\mu ,B,m_{3/2}\},$$
(42)
i.e. the one on the right hand side of eq.(28), but augmented by the superpotential Higgs mass $`\mu `$ and the soft SUSY breaking Higgs bilinear parameter $`B`$. Notice that, following ref., we have not explicitly considered variations of $`M_Z`$ with respect to the top Yukawa coupling $`h_t`$. The origin of soft terms and Yukawa couplings are so different that putting them on equal footing seems, in our opinion, inadequate. Other authors have considered including $`h_t(M_X)`$ , in scenarios where it makes a large difference ($`m_0M_{1/2}`$). We have checked that here, the exclusion or inclusion of $`h_t`$ makes no difference since the fine-tuning measure comes predominantly from $`\mu `$.
### 5.4 Gaugino masses
It is possible to make some predictions of the MSSM gaugino masses $`M_{1,2,3}`$ at low energy scales depending upon their boundary conditions at the unification scale $`M_X`$. We are able to do this because to one-loop order and for the MSSM (with any additional extra $`N=1`$ supermultiplets), we have
$$16\pi ^2\frac{d(M_i/\alpha _i)}{d\mathrm{ln}\mu }=0\frac{M_i(\mu )}{\alpha _i(\mu )}=\frac{M_i(M_X)}{\alpha _i(M_X)}.$$
(43)
In the standard unification scenario where gauge couplings and gaugino masses are unified at $`M_X`$, this leads to the familiar prediction
$$M_1(\mu )\alpha _1(\mu )^1=M_2(\mu )\alpha _2(\mu )^1=M_3(\mu )\alpha _3(\mu )^1,$$
(44)
valid at any renormalisation scale $`\mu `$. In particular, we may take $`\mu M_Z`$ in order to estimate $`M_{1,2,3}`$. From experiment, we have $`\alpha _{1,2,3}^1(M_Z)\{90,30,8\}`$ roughly (for $`\alpha _1`$ in the GUT normalisation). Thus
$$9M_13M_2M_3$$
(45)
predicts the gaugino mass ratios in the canonical unification scenario, $`M_X10^{16}`$ GeV. If $`M_{1,2,3}`$ are deduced from experiments, the relation eq.(45) would therefore provide an immediate test of this scenario. We note here that the same relation results in the case where the gauge couplings meet at the intermediate scale (for example by adding the vector-like copies of $`2\times E_R+3\times L`$ to the MSSM).
### 5.5 SUSY Breaking Numerical Analysis
The softly broken MSSM RGEs used are contained within ref.. We follow here a fairly standard numerical algorithm to calculate the MSSM sparticle spectrum, e.g. see ref., so here we merely briefly review our approximations. The soft breaking parameters’ RGEs are calculated to one-loop order with full family dependence, but all supersymmetric parameters are evolved to two-loop order. The Yukawa matrices are approximated to be diagonal. To obtain their $`\overline{MS}`$ values (as well as that of $`\alpha _s(\mu )`$) at $`\mu =m_t(m_t)`$, we use 3 loop QCD$``$1 loop QED as an effective theory to run the quark and lepton masses up (with step-function decoupling of quarks and the tau).
Near the weak scale, thresholds from sparticles are modelled by the step function and all finite corrections are neglected. Thus the sparticles are decoupled below their running mass as in ref.. The tree-level MSSM Higgs potential supplemented by the largest (top and stop) one-loop corrections to the tadpoles is used to calculate $`\mu `$ and $`B`$ from the radiative electroweak symmetry breaking constraints at the scale where one-loop corrections are small , $`\widehat{Q}=\sqrt{(m_{\stackrel{~}{t}_1}^2+m_{\stackrel{~}{t}_2}^2)/2}`$. Tree-level mass matrices are used to calculate the sparticle masses from the weak scale MSSM parameters, except for the Higgs masses, where state-of-the-art expressions including finite terms and some large two-loop contributions are utilized .
The most important empirically-derived inputs used are shown in table 1. $`m_x(\mathrm{\Lambda })`$ are running masses in the $`\overline{MS}`$ scheme at scale $`\mathrm{\Lambda }`$. The weak-boson masses are extracted in the on-shell scheme. All masses are measured in GeV. Note that $`m_t(m_t)`$ is kept constant over SUSY breaking parameter space. A more accurate calculation would use a constant value of the empirically derived pole mass, and derive the $`\overline{MS}`$ running mass from it by taking QCD and gluino radiative corrections into effect. Our procedure corresponds to taking a slightly different value of the top pole mass at different points of parameter space, but should still be mostly within $`m_t=175\pm 5`$ GeV . Similarly, $`m_b(m_b)`$ receives contributions from sparticles for $`\mathrm{tan}\beta \stackrel{>}{}\mathrm{\hspace{0.17em}40}`$ that we have neglected.
We will constrain the models to respect empirical lower bounds upon MSSM particle masses , as shown in table 2. The most restrictive bounds turn out to be those upon $`h^0`$, the lightest CP even Higgs, $`\stackrel{~}{g}`$ the gluino, and $`\chi _1^\pm `$, the lightest charginos.
### 5.6 Spectra
We now turn to the spectrum of the dilaton dominated SUSY-breaking scenario, i.e. using universal boundary conditions as in eq.(28).
Fig. 2 displays the fine-tuning over the whole dilaton-dominated parameter space, assuming the usual GUT scale $`M_X=M_{GUT}=2\times 10^{16}`$ GeV (and sgn($`\mu `$)=1). This value of $`M_X`$ approximates the true perturbative heterotic string-scale $`M_H5\times 10^{17}`$ GeV. We have neglected the renormalization between $`M_H`$ and $`M_{GUT}`$, which should not be a bad approximation because the running depends logarithmically upon the renormalization scale, and we have only neglected one order of magnitude compared with 14 between the GUT scale and the weak scale. The whole parameter space is ruled out by the CCB constraint, as explained in the previous section. In order to compare the rest of the parameter space with a lower value of $`M_X`$, we do not display this constraint in the figure, but instead show the spectra of the lightest Higgs $`h`$, the gluino $`\stackrel{~}{g}`$, the lightest neutralino $`m_{\chi _1^0}`$ and the lightest stop $`m_{\stackrel{~}{t}_1}`$. The experimental limits derive from the gluino and lightest MSSM Higgs constraints in table 2. The region denoted ‘charged LSP’ has the stau as the LSP and is therefore ruled out (if R-parity is conserved)<sup>8</sup><sup>8</sup>8In this region, $`m_{\chi _1^0}`$ is almost degenerate with $`m_{\stackrel{~}{\tau }}`$. Thus, higher order radiative corrections could potentially raise the stau mass above the lightest neutralino. We therefore counsel care in the interpretation of this bound.
The fine-tuning parameter (as defined above) is displayed in the background and by the bar to the right of each figure. The fine-tuning increases sharply for the region of low $`\mathrm{tan}\beta `$ and high $`M_{3/2}`$. We have extended the region of parameter space for larger values of $`M_{3/2}`$ than those shown, and have found that $`m_h<116`$ GeV.
Fig. 3 shows the equivalent spectra and fine-tuning for an intermediate scale $`M_X=10^{11}`$ GeV and sgn($`\mu )`$=1. It is important to note that the CCB bound, shown by the shaded region, is now even less restrictive than the empirical lower bounds upon the gluino and lightest MSSM Higgs. We also see that $`\mathrm{tan}\beta <28`$ is required by the charged LSP constraint. The fine-tuning is roughly half-that of the canonical GUT scale scenario, for a given point in parameter space. Extending the region of parameter space covered yields $`m_h<117`$ GeV.
We now examine the effect of adding extra states in order to achieve gauge unification at the intermediate scale. As a case study, we pick the example of extra leptons: $`3\times E_R+2\times L`$ (and vector-like partners). We assume these extra states have negligible Yukawa couplings so that their effect upon the spectra may be encapsulated by changes in the beta functions of the gauge couplings only. We take these changes into account to one-loop order. There is negligible difference to any of the spectra except for the weak gauginos, and so we display the lightest chargino and neutralino masses in fig. 4. We note that, due to small corrections to the stau and lightest neutralino masses, the charged LSP bound has significantly relaxed.
### 5.7 FCNCs and CP
Flavour Changing Neutral Current processes (FCNCs) such as $`bs\gamma `$ and Electric Dipole Moments (EDMs) are important experimental tests for supersymmetry. Since a generic supersymmetric model fails these tests, they offer important insight into the structure of supersymmetry breaking. The dilaton dominated models in the present paper represent a significant improvement in this direction, as we now discuss.
First let us review the current status. It is generally believed that the observed absence of FCNCs and large EDMs implies that one or more of the following is an integral feature of the supersymmetry breaking (see ref. for a review);
* Universality: This proposal uses the fact that the masses of squarks and quarks can be simultaneously diagonalised if the supersymmetry breaking is degenerate for particles with the same hypercharge. The resulting suppression of FCNC is similar to the GIM mechanism.
* Heavy 1st and 2nd generations : really a variant of the first proposal which relies on the fact that the most severe constraints tend to involve the 1st and 2nd generations, whereas electroweak symmetry breaking involves the 3rd generation. It is therefore possible to make the squarks of the 1st and 2nd generation simultaneously heavy without paying too high a price in fine tuning. These models can, for example, be motivated by horizontal flavour symmetries.
* Specific flavour structure : a relaxation of the first proposal which relies on the fact that EDMs and FCNCs depend on certain elements in the supersymmetry breaking. For example, EDMs can be acceptably small if the CP violation occurs only in flavour off-diagonal elements of the supersymmetry breaking. This type of situation can arise in heterotic string models with a suitable choice of modular weights.
Concerning FCNC, the first of the above suggestions is the oldest and arises in the simpler 4 dimensional $`N=1`$ supergravity models<sup>9</sup><sup>9</sup>9Note that as well as these proposals there is of course the possibility that contributions to various processes happen to cancel . This in general will involve a certain amount of fine tuning. . In phenomenological studies the model with degenerate $`A`$-terms and mass squareds (the Constrained MSSM) has becomes something of a benchmark. However it is important to realise that such degeneracy only arises naturally in string theory in the dilaton dominated scenario and as we have seen this scenario is excluded for theories in which the soft parameters are set at the conventional GUT scale because the physical vacuum is unstable. The remaining two proposals can therefore be seen as attempts to find a natural (in the sense of t’Hooft) solution to the SUSY flavour and CP problems that is consistent with cosmological constraints.
However in the previous sections we have seen that one of the predictions of intermediate scale string scenarios is that the physical vacuum is stable in the dilaton dominated scenario and that fine-tuning is relatively mild. They are therefore the first realistic (string derived) models that automatically solve the SUSY flavour problem, and are consistent with cosmological constraints.
It is easy to see that in models with a lowered string scale the supersymmetric contributions to these FCNC processes are qualitatively the same as in the CMSSM. Running the RGEs in models with universal supersymmetry breaking at the string scale results in squark mass squareds that have small flavour off-diagonal components, $`\mathrm{\Delta }_{ij}`$. The phenomenological constraints are conveniently expressed as bounds on
$$\delta =\frac{\mathrm{\Delta }}{\stackrel{~}{m}^2},$$
(46)
where $`\stackrel{~}{m}^2`$ is a measure of the average squark mass in the offending diagram. One may use the mass insertion approximation to calculate bounds on these parameters (see e.g. ref.). For example $`bs\gamma `$ implies that $`\left|(\delta _{23}^d)_{LR}\right|\stackrel{<}{}\mathrm{\hspace{0.17em}10}^2`$ in order to satisfy the experimental bounds. Now, a typical contribution to the off-diagonal piece is almost linear, i.e. of the form $`\mathrm{\Delta }\frac{A_{D23}}{M_3}`$ (this of course is necessary for the mass insertion approximation to be valid at all). Renormalization contributions to $`A_{D23}`$ are proportional to $`\mathrm{log}(M_X/M_W)`$ and this implies that the FCNC effects are relatively independent of the string scale and qualitatively the same as those for standard SUGRA models. The quantitative differences will be discussed in detail in a future work .
For CP violation, the dilaton domination scenario does not solve the EDM problem, even though it has been argued that it can ameliorate it. In the dilaton domination scenario, almost all the CP violation that we observe in the Kaon system, for instance, must be a result of CP violation in the Yukawa couplings. One remaining question for the dilaton breaking scenario is how this CP violation arises. In string theory CP is a discrete gauge symmetry and consequently must be broken spontaneously. A natural assumption in the dilaton dominated models is that this breaking is caused by the VEVs of moduli fields, even though they do not enter the supersymmetry breaking.
This idea has been examined for orbifold models in ref. and we briefly re-cap how CP violation appears. Ref. makes use of the PSL(2,Z), $`T`$-duality present in heterotic string models. In that case the scalar potential for the $`T`$ field always has supersymmetric extrema at the points $`T=1`$ (real) and $`T=e^{i\pi /6}`$ which breaks CP. If the minimum of the potential is at any of these points $`T`$ will not break supersymmetry and we have dilaton dominance. Therefore if the minimum is at the CP violating fixed point $`T=e^{i\pi /6}`$, this will not induce CP violation on soft supersymmetry breaking terms, however CP violation enters the Yukawa couplings in a non-trivial way.
As we have said, for heterotic strings, the drawback is that dilaton dominance implies the existence of vacuum instability and CCBs. However for intermediate scale string models this scenario of CP violation becomes extremely attractive. In particular it automatically excludes CP violation from all the supersymmetry breaking terms. There is an interesting additional difference between the heterotic case and the present one. In the models we have been discussing there is no modular symmetry. Thus the non-perturbative contributions to the superpotential coming from gaugino condensation are not restricted by modular invariance and consequently dilaton dominance plus spontaneous CP violation do not require us to be at the special fixed point $`T=e^{i\pi /6}`$. In the models being considered here, the only requirement is dilaton dominance. The expectation value of the modulus may be at any point consistent with this requirement and generically this point will have a phase that spontaneously breaks CP.
The reason why the dilaton domination scenario, through a mechanism like this, does not really solve the EDM problem is that it does not say anything about the phase of the $`\mu `$ parameter (see for instance ) which can then contribute to CP violation. Therefore we can say that reviving the dilaton domination scenario, by having an intermediate string scale, has the spin off of solving the FCNC problem and may allow the possibility of ameliorating the EDM problem but does not solve it.
## 6 Conclusions
Lowering the value of the fundamental scale clearly has very important consequences for supersymmetric models. It makes available a new degree of freedom that radically changes the nature and analysis of the low-energy implications of particular models through the running of the different physical parameters under the renormalization group. Our work is only the beginning of this exploration. The most striking implication of our results is that the dilaton domination scenario which was ruled out by the CCB constraint for high-scale strings becomes viable when the string scale is lowered to the intermediate scale. We summarise some highlights from the phenomenological results in table 3. Dilaton domination has reasonable fine-tuning, independent of whether or not leptons are added in order to achieve field-theoretic gauge unification at the intermediate scale.
Here we have performed the analysis for an intermediate fundamental scale and compared the results with the standard GUT scale scenario. These two particular scales are motivated by very different physical pictures. However, it may also be interesting to repeat our analysis for fundamental scales in other ranges, even if they are not physically motivated at present. An interesting possibility might be to start the running at a scale significantly closer to the TeV scale that, although leaving some room for the running of the parameters, may still be relevant at lower energies.
We have not explored the phenomenological prospects of all possible scenarios discussed in the text. In particular the new possibility allowed in type I string models of having the blowing-up modes be the dominant source of supersymmetry breaking may be worth exploring in the future, as well as other different combinations.
Furthermore, recently a new class of D-brane models has been constructed in which supersymmetry is explicitly broken and transmitted to the observable sector via gravitational interactions, for which the intermediate scale is naturally selected . The most interesting models in this class happen to be versions of the left-right symmetric models, with $`SU(3)\times SU(2)_L\times SU(2)_R`$ gauge symmetry surviving at very low energies. They have spectra that give unification at the intermediate scale and other interesting properties, such as automatic $`R`$-parity symmetry and a stable proton. It would be very interesting to extend our analysis to include such models.
In conclusion we believe that our analysis opens up new avenues of exploration for supersymmetric models. Our predictions allow the possibility of direct experimental verification in the near future.
###### Acknowledgments.
This work has been partially supported by CICYT (Spain), the European Commission (grant ERBFMRX-CT96-0045) and PPARC. Cambridge University High Performance Computing Facility has been used for the numerical analysis. We would like to thank E. Poppitz and G. Servant for conversations and K. Matchev for useful comparisons of numerical computation.
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# ISO detection of a 60 𝜇m source near GRB 970508
## 1 Introduction
The recent discoveries of fading afterglows to a number of $`\gamma `$–ray bursts (GRBs) have been precipitated by the accurate and prompt localisation capability of the two Wide Field Cameras (WFC) aboard the ‘BeppoSAX’ X-ray satellite (Boella et al. 1997; Piro et al. 1998a). The typical $`3^{}`$ radius error circles, obtained in a matter of hours after the occurrence of the GRBs, are easily covered by ground-based optical and radio telescopes, allowing rapid and deep follow-up observations. The reduction of GRB error circles by BeppoSAX also made it feasible to study the content of these regions at far-infrared wavelengths with the European Space Agency’s Infrared Space Observatory<sup>1</sup><sup>1</sup>1Based on observations with ISO, an ESA project with instruments funded by ESA Member States (especially the PI countries: France, Germany, the Netherlands and the United Kingdom) with the participation of ISAS and NASA., ISO Kessler et al. (1996). The error region of GRB 970402 was the first to be rapidly surveyed at far-infrared wavelengths Castro-Tirado et al. (1998a). ISO observed this GRB error circle 55 hours, and again 8 days, after the burst event and detected no new transient sources down to a 5 $`\sigma `$ limit of 0.14 mJy at 12 $`\mu `$m and 350 mJy at 170 $`\mu `$m. Details of the ISO observations of GRBs may be found in Delaney et al. (1999) .
## 2 Observations of GRB 970508
GRB 970508 triggered the GRB Monitor Frontera et al. (1997) of BeppoSAX at 21:41:47 UT on May 8, 1997 Costa et al. (1997). The GRB localisation was subsequently improved by the BeppoSAX WFC2 detector to a $`3^{}`$ radius (99% confidence) error circle Heise et al. (1997). Follow-up observations by the BeppoSAX narrow-field instruments (NFI) then detected a new, fading X–ray source, consistent with the GRB error circle, but with an improved positional accuracy of 50<sup>′′</sup> radius (Piro et al. 1998b). Within this error circle an optical transient (OT) was discovered whose flux increased for the first two days and subsequently decayed Bond (1997); Djorgovski et al. (1997). The decay phase was characterised by a power law dependence with time, $`f(t)t^{1.1}`$ days Castro-Tirado et al. (1998b). Near-infrared (2.2$`\mu `$m) emission was also observed from the OT source between May 13.25 (K<sub>s</sub> = 18.2$`\pm 0.2`$ mag) and May 20.21 (K<sub>s</sub> = 19$`\pm 0.3`$ mag) Chary et al. (1998). Spectra of the OT taken with the Keck II 10 m telescope revealed the presence of \[OII\] emission and FeII and MgII absorption lines consistent with a source at a redshift of 0.835, providing the first direct measurement of the distance to a GRB (Metzger et al. 1997a, 1997b). Radio afterglow was also detected from a source at the position of the OT Frail et al. (1997); Bremer et al. (1998); Galama et al. (1998). Observations by HST have shown the OT position to be remarkably well-centred with respect to the host galaxy Fruchter et al. (1999). The host is late-type, with the characteristics of a blue compact galaxy Sokolov et al. (1999).
We report here on ISO observations of the field of GRB 970508 in the weeks following the GRB and on a follow-up observation made in November 1997.
## 3 ISO Observations
The GRB 970508 error circle was not initially visible with ISO due to orbital constraints but became visible for seven short windows lasting from 3000 to 8500 seconds between May 20 and May 26, during which time target of opportunity observations were made with ISOCAM Cesarsky et al. (1996) and ISOPHOT Lemke et al. (1996). A second window was available from October 25 to November 21 1997 and follow-up observations were then made with ISOPHOT. Details and results from the CAM observations are presented elsewhere Hanlon et al. (1999). The May observations were centred at RA(2000): 6 h 53 m 46.7 s, Dec(2000): +79 16 02.0<sup>′′</sup>, the centre of the X–ray afterglow error circle Piro et al. (1998a). The November observations were centred on the position of the optical transient associated with the GRB Bond (1997).
Raster maps of the NFI 50<sup>′′</sup> radius error circle were obtained with the PHT C100 and C200 detectors Klaas et al. (1994). The PHT C100 camera is a 3$`\times `$3 pixel Ge: Ga array, with a pixel centre-to-centre distance of $`46^{\prime \prime }`$ in both directions. The C$`\mathrm{\_}60`$ filter (reference wavelength at 60 $`\mu `$m, width 23.9 $`\mu `$m) and the C$`\mathrm{\_}90`$ filter (reference wavelength at 90 $`\mu `$m, width 51.4 $`\mu `$m) are associated with the C100 detector. Observations in these filters employed a 5$`\times `$5 position raster grid with a $`23^{\prime \prime }`$ step size in both directions. The grid was aligned with the orientation of the detector array. The size of the area covered was therefore $`230^{\prime \prime }\times 230^{\prime \prime }`$. This mode of observing was selected to obtain a fully sampled map with a high level of redundancy in the map centre and to minimise the uncertainties due to cirrus confusion. The redundancy was highest in the inner $`46^{\prime \prime }\times 46^{\prime \prime }`$ where it was 25. At 60 and 90 $`\mu `$m the FWHM of the beam profiles (psf convolved with pixel) are $`41^{\prime \prime }`$ and $`47^{\prime \prime }`$ respectively.
The PHT C200 camera is a 2$`\times `$2 pixel stressed Ge: Ga array, with a pixel centre-to-centre separation of $`92^{\prime \prime }`$. A 5$`\times `$5 grid raster with a $`46^{\prime \prime }`$ step size in both directions was used for the C200 observations in the C$`\mathrm{\_}160`$ filter band (reference wavelength at 170 $`\mu `$m, width 89.4 $`\mu `$m). The area covered was $`368^{\prime \prime }\times 368^{\prime \prime }`$ with a redundancy for the inner $`91^{\prime \prime }\times 91^{\prime \prime }`$ of 16.
## 4 ISOPHOT Data Processing
The ISOPHOT data were processed using the software package PIA version 7.3 Gabriel et al. (1997). All standard processing steps were included to obtain the flux per raster point per detector pixel before map coaddition Laureijs et al. (1998). This flux was taken to be the median value of all signals measured during a given raster point integration thereby minimising any positive flux bias due to the relatively high number of glitches, induced by ionising particles, in the data stream. The data were flatfielded by imposing the same integrated flux for all detector pixel scans. This operation yielded a correction factor for each pixel without affecting the total flux. The maps were constructed by coadding the flatfielded fluxes per raster point per detector pixel in a regular image grid of $`23^{\prime \prime }\times 23^{\prime \prime }`$ image pixels which are aligned with the orientation of the detector pixels.
Photometry on the C$`\mathrm{\_}60`$ and C$`\mathrm{\_}90`$ maps was carried out by integrating the flux in an area of $`5\times 5`$ image pixels, minus the corner pixels, in the region of interest and then subtracting the mean background flux derived from the remaining pixels in the map. The measured signal was then scaled up to the full PHT beam-size. Since the maps from May and November have different orientations and map centres, the 60 $`\mu `$m, 90 $`\mu `$m and merged (combined 60 $`\mu `$m and 90 $`\mu `$m) maps were reprojected to have the position of the OT as map centre and with zero position angle. These maps were used to derive photometric fluxes.
## 5 Results
A point source was detected at 60 $`\mu `$m on May 24, consistent with the OT position, given the uncertainty in the position of the peak of the beam profile with respect to the geometric shape of a given pixel (Fig. 1). For a relatively low signal to noise detection such as this (see Table 1), which is significant in only a few pixels (not all 9), an offset of even a few arcsec can cause the mapping routine to shift the source by an entire image pixel. However, it is possible that the offset of the source relative to the OT position is real and the consequences of this are discussed below.
Further observations were made with PHT in November 1997 to verify the detection. The source was again detected at 60 $`\mu `$m (albeit at a lower significance level than in May) but no significant excess at the position of the OT was detected at 90 $`\mu `$m (see Fig. 2 and Table 1). Although the 60 $`\mu `$m flux is lower in November than in May, we do not regard this as providing strong evidence for variability, since the two fluxes agree to within 2$`\sigma `$. The offset of the source relative to the OT is again observed in the November map.
In an attempt to improve the signal to noise ratio of the C100 observations from November 1997, the data from both filters were merged into a single map (Fig. 3).
The 60 $`\mu `$m and 90 $`\mu `$m data were separately flatfielded and the corrected fluxes per pixel per detector and per filter were coadded on a common grid. The fluxes per filter were weighted by their respective uncertainties. The merged map has a noise level intermediate between the noise in the individual maps and the significance of this is discussed below. In addition, the source is detected at a signal to noise ratio consistent with that of the 60 $`\mu `$m map alone. This suggests that the source is not significant at 90 $`\mu `$m. Upper limits ($`3\sigma `$), derived from the $`170\mu `$m observations in May and November, are given in Table 1.
### 5.1 Assessment of uncertainties in the maps
Per raster point, the integration times were 20 s at 60 $`\mu `$m in the May observation and 60 s at 60 $`\mu `$m and 90 $`\mu `$m in the November observations. Although the integration time per raster point was three times longer at 60 $`\mu `$m in the second epoch, the noise levels per raster point in the two 60 $`\mu `$m maps are comparable (35 mJy/beam in May, 31 mJy/beam in November). The relative increase in the noise level of the C\_60 measurement in November is most likely due to the fact that the observation was made at the end of a revolution and was therefore subject to an increased glitch rate as the satellite re-entered the radiation belts Kessler et al. (1996). The noise level in the C\_90 measurement was 17 mJy/beam. Including the redundancy, the predicted flux level in the map centre is about 12 mJy/beam at 60 $`\mu `$m and 6 mJy/beam at 90 $`\mu `$m.
The detection limit is also determined by the cirrus confusion noise ($`N`$), which can be estimated from
$$N(\mathrm{mJy})=1.08\left(\frac{\lambda }{100\mu \mathrm{m}}\right)^{2.5}\times \left(\frac{I_\nu (\lambda )}{1\mathrm{M}\mathrm{J}\mathrm{y}/\mathrm{sr}}\right)^{1.5}$$
where $`\lambda `$ is the wavelength, $`I_\nu `$ is the background surface brightness level and a telescope of diameter 60 cm is assumed Helou & Beichman (1990). The validity of the formula is discussed in Herbstmeier et al. (1998) , and is probably better than an order of magnitude. The detection limit also depends on the absolute calibration of the background surface brightness. The maps indicate background surface brightness levels in the range 3-6 MJy/sr which correspond to cirrus confusion noise fluxes of N(60 $`\mu `$m) $``$ 1.5–4.4 mJy and N(90 $`\mu `$m) $``$ 5.6–15.8 mJy. These numbers indicate that most of the noise measured at 90 $`\mu `$m (7 mJy according to Table 1) is probably due to cirrus structures. However, this is not the case at 60 $`\mu `$m. Therefore the noise in the merged 60+90 $`\mu `$m map is higher than the noise in the 90 $`\mu `$m map, contrary to the predicted weighted uncertainty if the noise is purely statistical. The presence of cirrus structures at 90 $`\mu `$m therefore imposes a limit on the signal to noise which can be achieved.
## 6 Discussion
### 6.1 Origin of the 60 $`\mu `$m emission
Blink comparison of the November 60 $`\mu `$m and 90 $`\mu `$m maps (Fig. 2) indicate a striking similarity in background structure between them. A correlation analysis confirms that there is a structure in the maps (correlation coefficient 0.62) but that the random noise dominates over the intrinsic variations in the background. The surface brightness ratio (in MJy/sr) determined from the maps is consistent with that expected from cirrus in the Galaxy (I90/I60 = $`2.03\pm 0.9`$). It is therefore plausible that the background structures in the maps are due to cirrus. If the 90 $`\mu `$m emission at the position of the GRB is entirely attributed to cirrus, then the maximum cirrus contribution to the flux at 60 $`\mu `$m is $``$10 mJy. Subtracting this component from the observed fluxes in May and November, an averaged source flux of 45$`\pm 18`$ mJy is obtained. On the other hand, if the 60 $`\mu `$m flux is attributed to cirrus then the flux at 90 $`\mu `$m should be $`100`$ mJy which is clearly not the case. We can thus rule out a Galactic cirrus origin for the source at 60 $`\mu `$m.
A stellar origin for the 60 $`\mu `$m source can also be excluded on the basis that the ISO colours are incompatible with stellar spectra over the full range of spectral types Smith et al. (1987); Henden & Stone (1998).
We can also exclude with reasonable confidence the possibility that the 60 $`\mu `$m source is entirely due to transient fireball emission from the GRB on the basis that (a) the flux at 60 $`\mu `$m on May 24 is about two orders of magnitude greater than the extrapolated radio-optical afterglow spectrum on the same date and (b) the source is detected again in November at a consistent flux level (to within 2$`\sigma `$). If the 60 $`\mu `$m emission followed the t<sup>-1.1</sup> decay of the afterglow, its flux should have decayed by a factor of roughly 15 by November. The relativistic shock scenario accounts quite well for the features of the broadband spectral energy distributions of GRB afterglows and a new physical mechanism, beyond the scope of this paper, would have to be developed if the extraordinary excess at 60 $`\mu `$m was to be connected to the fireball. We now argue instead that the infrared colours we observe in the source are physically reasonable if attributed to conventional dust emission from a single blackbody source.
Modified blackbody spectra of the form $`\nu ^n\times \mathrm{B}_\nu (\mathrm{T}),`$ were fit to the range of 60 $`\mu `$m/12 $`\mu `$m colour ratios ($`R`$) obtained from observations in May 1997 Hanlon et al. (1999):
| F60 $`\mu `$m=66 mJy/F12 $`\mu `$m=0.065 mJy | $``$ $`R1000`$ |
| --- | --- |
| F60 $`\mu `$m=76 mJy/F12 $`\mu `$m=0.035 mJy | $``$ $`R2200`$ |
| F60 $`\mu `$m=56 mJy/F12 $`\mu `$m=0.095 mJy | $``$ $`R600`$ |
No colour corrections were incorporated in view of the errors on the flux determinations. Estimated temperatures for modified blackbody spectra with $`0<n<2`$ were then obtained for these $`R`$ values and predicted F90 $`\mu `$m/F60 $`\mu `$m ratios were calculated for each derived dust temperature and assumed emissivity (Table 2).
The temperatures for each dust model are well constrained. Moreover, the predicted 90 $`\mu `$m fluxes do not vary significantly for a given $`n`$ even when $`R`$ changes by almost a factor of 4. These results also show that subtracting a 10 mJy cirrus component from the 60 $`\mu `$m flux does not significantly affect the conclusion. Since no observations were made at 90 $`\mu `$m in May 1997, due to orbital constraints, we cannot compare these predicted ratios with observations at the same epoch. However, the fit results can be used to predict the 90 $`\mu `$m flux in November 1997 by appropriate scaling of the 60 $`\mu `$m flux ratios from May (66$`\pm 10`$ mJy) and November (43$`\pm 13`$ mJy). Taking into account the photometric errors, the ratio of the May to November 60 $`\mu `$m flux is in the range 76/30 (2.5) to 56/56 (1). Multiplying the predicted F90 $`\mu `$m/F60 $`\mu `$m ratios in Table 2 by these scaling factors we see that the predicted 90 $`\mu `$m flux for November 1997 is consistent with the observed 90 $`\mu `$m value for all dust models when the scaling factor is 2.5 and for the $`n=2`$ case when the scaling factor is 1. Therefore it is not necessary to speculate that the infrared source has varied between the two epochs because the ISO observations are consistent with dust emission from a single blackbody with a temperature of $`70`$ K and $`n=2`$. The predicted 170 $`\mu `$m fluxes are always within the upper limits obtained (Table 1), being a factor of two lower than the 90 $`\mu `$m values.
If the 60 $`\mu `$m source is associated with the GRB host galaxy, at a redshift of 0.835, limits can be placed on its bolometric luminosity. A broadband spectral energy distribution (SED) for the 60 $`\mu `$m source, assuming it is the host galaxy of the GRB, is shown in Fig. 4. The assumed cosmological parameters are H<sub>0</sub>=50 km s<sup>-1</sup> Mpc<sup>-1</sup> and q<sub>0</sub>=0.5. If the upper limits across the spectral range are included and the area under the SED is integrated using a power law interpolation between spectral points, an upper limit on the bolometric luminosity (0.4–1000 $`\mu `$m) of $`2.9\times 10^{12}`$L is obtained. A value of $`2.0\times 10^{12}`$L is obtained if we consider only the ISO data points and upper limits as contributing towards the luminosity and clearly the emission is dominated by the infrared component.
Alternatively, the 60 $`\mu `$m source may be associated with the foreground absorbing system at z=0.767 in which case the infrared luminosity is $`1.7\times 10^{12}`$L. In either case the source is an ultraluminous infrared galaxy (ULIG, L$`{}_{\mathrm{ir}}{}^{}>10^{12}`$L) Sanders & Mirabel (1996). Although ULIGs were discovered by the IRAS satellite in our local universe (z $`<`$ 0.2) Soifer et al. (1986) a recent re-analysis of the IRAS data has shown the existence of ULIGs out to z=0.529 van der Werf et al. (1999). The extremely rare hyperluminous infrared galaxies (HyLIG, L$`{}_{\mathrm{ir}}{}^{}>10^{13}`$L) have been detected to z=2.2 Rowan-Robinson et al. (1991); Cutri et al. (1994).
There are two galaxies within 5<sup>′′</sup> of GRB 970508, either of which may be responsible for the absorption system seen at z=0.767 Pian et al. (1998). Due to the large PHT pixel size, it is possible that one of these galaxies, rather than the GRB host, is the counterpart of the 60 $`\mu `$m source. The galaxy to the north-west of the GRB, ‘G2’ Pian et al. (1998) has the colours of a late-type spiral at a redshift of 0.7, making it unlikely to be the counterpart, since IRAS detected no late-type spirals with $`\mathrm{L}_{\mathrm{ir}}>10^{11}\mathrm{L}_{\mathrm{}}`$ Sanders & Mirabel (1996). Galaxy ‘G1’ to the north-east, has extremely blue colours indicative of a rapidly star-forming system Pian et al. (1998) and we cannot rule out that it is the counterpart of the 60 $`\mu `$m source.
The prototypical ULIG is Arp 220 with a far-infrared luminosity $`>10^{12}`$L. The SED of Arp 220 (Fig. 4) consists of a cold component, corresponding to a modified blackbody temperature of $`50`$ K and a warm component with a temperature of 120 K peaking shortward of 60 $`\mu `$m Klaas et al. (1997). It has been suggested that the warm component (L$`{}_{\mathrm{warm}}{}^{}=10^{11}\mathrm{L}_{\mathrm{}}`$) is heated by an active nucleus, while the cold component (L$`{}_{\mathrm{cold}}{}^{}=10^{12}\mathrm{L}_{\mathrm{}}`$) is starburst powered Rowan-Robinson & Efstathiou (1993).
### 6.2 Probability of a chance superposition
The a posteriori probability of finding a 60 $`\mu `$m source within a PHT 41<sup>′′</sup> diameter beam can be estimated by extrapolating recently determined ISO survey source counts at 15 $`\mu `$m, 90 $`\mu `$m and 170 $`\mu `$m. At 15 $`\mu `$m the integral source counts at 50 mJy from the ELAIS survey are $`10^4`$ per steradian while at 90 $`\mu `$m there are 10<sup>5</sup> to 10<sup>6</sup> sources per steradian to the same flux limit Rowan-Robinson et al. (1999). In a deep survey of the Lockman Hole, source counts at 95 $`\mu `$m and 170 $`\mu `$m at 150 mJy extrapolate into the same range as ELAIS at 50 mJy Kawara et al. (1999). The consistency of the source counts from 90 to 175 $`\mu `$m and the increasing source counts from 15 $`\mu `$m to 175 $`\mu `$m indicate that an estimate of $`10^5`$ sources per steradian at 60 $`\mu `$m is reasonable. This implies a probability of $`5\times 10^3`$ of finding a 60 $`\mu `$m source down to a detection limit of 50 mJy by chance in a PHT beam of 41<sup>′′</sup> diameter.
Alternatively, modelled source counts at 60 $`\mu `$m can be used to derive the probability that the 60 $`\mu `$m source is a chance superposition with the GRB host Pearson & Rowan-Robinson (1996). Taking into account source counts due to normal, starburst, Seyfert and HyLIGs, the probability of finding a 60 $`\mu `$m source with the observed flux within a PHT beam is also $`5\times 10^3`$. These estimates are sufficiently small to hypothesise a physical connection between the 60 $`\mu `$m source and the host galaxy of the GRB.
### 6.3 The star formation rate of the 60 $`\mu `$m source
It has long been recognised that some starbursts are obscured by dust Kennicutt (1998) and recent results from ISO have shown that such obscuration is widespread and important for the history of star formation in the universe Elbaz et al. (1999). Hence far-infrared luminosities provide a more reliable estimate of star formation rates in galaxies. If the source is a ULIG, then most of its massive star formation occurs in dense molecular clouds and what is observed at visible frequencies represents emission from stars forming near the edges of clouds which can escape directly without being reprocessed by the dust Rowan-Robinson et al. (1997). The SFR can be deduced from the far-infrared luminosity using the following expressions for M, the rate of star formation per year in units of M: $`\mathrm{M}_{}=2.6\varphi /ϵ\times \frac{\mathrm{L}_{60}}{\mathrm{L}_{\mathrm{}}}\times 10^{10}\mathrm{and}\mathrm{M}_{}=9.3\varphi /ϵ\times \frac{\mathrm{L}_{15}}{\mathrm{L}_{\mathrm{}}}\times 10^{10}`$ where $`\varphi `$ incorporates a correction factor from a Salpeter initial mass function (IMF) to the true IMF and a correction if the starburst is only forming massive stars Rowan-Robinson et al. (1997). $`ϵ`$ is the fraction ($`1`$) of optical and ultraviolet energy emitted in a starburst (lasting 1 Gyr) which is absorbed by dust and re-emitted in the far infrared. $`\mathrm{L}_{60}`$ and $`\mathrm{L}_{15}`$ are the restframe 60 $`\mu `$m and 15 $`\mu `$m luminosities ($`\nu \mathrm{L}_\nu `$ expressed in units of $`\mathrm{L}_{\mathrm{}}`$). These two measures yield values for M of between 190$`\varphi `$ and 220$`\varphi `$ M/year. An alternative estimate which uses the infrared (8–1000 $`\mu `$m) luminosity and which assumes starbursts lasting $`<10^8`$ years, yields a SFR of $`500\mathrm{M}_{\mathrm{}}`$/year Kennicutt (1998).
The identification of a ULIG as the possible parent of the GRB host galaxy therefore favours models of GRB formation involving compact stellar remnant progenitors, such as supernovae Berezinsky et al. (1996); Woosley (1993) or hypernovae Paczynski (1998), which place GRBs in or near star-forming regions. The possible detection of an iron line in the X-ray spectrum of GRB 970508 provides independent support for this scenario Piro et al. (1999). However, the HST data show that the optical transient is well-centred on the host galaxy, which is quite blue Fruchter et al. (1999). Since ULIGs tend to be disturbed, dusty systems, with a significant fraction undergoing mergers, the host galaxy would be expected to be redder in colour and its morphology more disturbed than is observed Clements et al. (1996). Another possibility is that the GRB host has been formed by the ULIG, as the product of a merger. Small galaxies formed along the tidal tails in mergers are likely to detach to become dwarf systems with characteristics (e.g. colour, absolute magnitude) similar to the GRB host Sanders & Mirabel (1996); Hunsberger et al. (1996). We can speculate in that case that the offset observed in the May and November 60 $`\mu `$m maps between the 60 $`\mu `$m peak and the OT is genuine, arising from the observation that the most luminous tidal dwarfs are those at the largest projected distances from the parent nucleus Hunsberger et al. (1996). The galaxy G1 may also have been formed in the merger but a direct redshift determination would be required to support this hypothesis.
## 7 Conclusions
The ISO observations of GRB 970508 place unique limits on the level of far-infrared emission in the weeks and months following the burst event. Non-transient emission observed at 60 $`\mu `$m indicates the presence of a ULIG which may be the parent of the host galaxy of the GRB. This result may have important implications for GRB progenitor models, favouring those which place GRBs in or near star-forming regions.
###### Acknowledgements.
The ISOPHOT data presented in this paper was reduced using PIA, which is a joint development by the ESA Astrophysics Division and the ISOPHOT consortium. The ISOCAM data presented in this paper was analysed using CIA, a joint development by the ESA Astrophysics Division and the ISOCAM Consortium. The ISOCAM Consortium is led by the ISOCAM PI, C. Cesarsky, Direction des Sciences de la Matiere, C.E.A., France.
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# References
Exactly Soluble Model for Nuclear Liquid-Gas Phase Transition
K.A. Bugaev<sup>1,2</sup>, M.I. Gorenstein<sup>1,2</sup>, I.N. Mishustin<sup>1,3,4</sup> and W. Greiner<sup>1</sup>
<sup>1</sup> Institut für Theoretische Physik, Universität Frankfurt, Germany
<sup>2</sup> Bogolyubov Institute for Theoretical Physics, Kyiv, Ukraine
<sup>3</sup> The Kurchatov Institute, Russian Research Center, Moscow, Russia
<sup>4</sup> The Niels Bohr Institute, University of Copenhagen, Denmark
## Abstract
Thermodynamical properties of nuclear matter undergoing multifragmentation are studied within a simplified version of the statistical model. An exact analytical solution has been found for the grand canonical ensemble. Excluded volume effects are taken into account in the thermodynamically self-consistent way. In thermodynamic limit the model exhibits a first order liquid-gas phase transition with specific mixed phase properties. An extension of the model including the Fisher’s term is also studied. The possibility of the second order phase transition at or above the critical point is demonstrated. The fragment mass distributions in the different regions of the phase diagram are discussed.
Key words: Nuclear multifragmentation, Van der Waals excluded volume, grand canonical ensemble, liquid-gas phase transition
I. Introduction
Nuclear multifragmentation, i.e. multiple production of intermediate mass fragments, is one of the most spectacular phenomena in intermediate energy nuclear reactions. The statistical multifragmentation model (SMM) has been developed during last two decades (see and references therein). Numerous comparisons with experimental data (see e.g. Ref. ) show that it is rather successful in explaining many important features of nuclear multifragmentation. Moreover, there are serious indications that multifragmentation in equilibrated systems is related to a liquid-gas phase transition in nuclear matter. Recently a simplified version of the SMM has been proposed to study this relationship. The calculations within the canonical ensemble of non-interacting fragments suggest the existence of a 1-st order phase transition. This was demonstrated by increasing the total number of particles in the system up to A=2800. These numerical calculations appeared to be rather efficient due to the recursive formula which explicitly expressed the canonical partition function for A particles in terms of the canonical partition functions for 1,2,…,A-1 particles. The recursive procedure essentially simplifies the numerical evaluations and makes them possible for rather large values of A. However, the analytical studies of the system behavior in the thermodynamic limit, i.e. when both the system mass number A and volume V go to infinity, are still missing. On the other hand, the investigation of the thermodynamic limit is crucial to proof the existence of a phase transition and to study its exact nature.
In the present paper we give an exact analytical solution of the simplified version of the SMM performing its complete study in the thermodynamic limit. The accurate treatment of the excluded volume effects is an important part of our study. We work in the grand canonical ensemble which significantly simplifies the mathematical problems and leads to the explicit analytical solution in the thermodynamic limit.
The paper is organized as follows. In Sect. II the simplified version of the SMM is formulated. In Sect. III we introduce the isobaric partition function. The relationship between its singularities and the phase transition existence is discussed in Sect. IV. Sect. V is dealing with the first order phase transition and properties of the mixed phase. In Sect. VI the possibility of a second order phase transition is demonstrated. Fragment mass distributions are discussed in Sect. VII. Sect. VIII is reserved for conclusions.
II. Model Formulation
Let us consider a system composed of many different nuclear fragments and characterized by the total number of nucleons $`A`$, volume $`V`$ and temperature $`T`$. The system states are specified by the multiplicities $`\{n_k\}`$ ($`n_k=0,1,2,\mathrm{}`$) of $`k`$-nucleon fragments ($`k=1,2,\mathrm{},A`$). The partition function of a single fragment with $`k`$ nucleons is assumed to have the standard form (here and below the units $`\mathrm{}=c=1`$ are used)
$$\omega _k=V\left(\frac{mTk}{2\pi }\right)^{3/2}z_k,$$
(1)
where $`m`$ is the nucleon mass and the fragment mass is approximated as $`mk`$. The first two factors in Eq. (1) originate from the non-relativistic thermal motion of the $`k`$-fragment in the volume $`V`$ at temperature $`T`$. The last factor, $`z_k`$, represents the intrinsic partition function of the $`k`$-fragment. For $`k=1`$ (nucleon) we take $`z_1=4`$ (4 internal spin-isospin states) and for fragments with $`k>1`$ we use the expression motivated by the liquid drop model (see details in Ref. ):
$$z_k=\mathrm{exp}\left(\frac{f_k}{T}\right),$$
(2)
where
$$f_k=[W_\mathrm{o}+T^2/ϵ_\mathrm{o}]k+\sigma (T)k^{2/3}+\tau T\mathrm{ln}(k)$$
(3)
is the internal free energy of the $`k`$-fragment. Here $`W_\mathrm{o}=16`$ MeV is the volume binding energy per nucleon, $`T^2/ϵ_\mathrm{o}`$ is the contribution of the excited states taken in the Fermi-gas approximation ($`ϵ_\mathrm{o}=16`$ MeV) and $`\sigma (T)`$ is the surface free energy tension which is parameterized in the following form
$$\sigma (T)=\sigma _\mathrm{o}\left(\frac{T_c^2T^2}{T_c^2+T^2}\right)^{5/4}\theta (T_cT),$$
(4)
with $`\sigma _\mathrm{o}=18`$ MeV and $`T_c=18`$ MeV. Finally, $`\tau T\mathrm{ln}(k)`$ is the phenomenological Fisher’s term ($`\tau `$ is a dimensionless constant) which we introduce to generalize our discussion. This form of $`z_k`$ (with $`\tau =0`$) was used in Refs. . The symmetry and Coulomb contributions to the free energy are neglected. Such a model, however, appears to be a good starting point for the phase transition studies.
III. Isobaric Partition Function
The canonical partition function (CPF) of the ideal gas of nuclear fragments has the following form:
$$Z_A(V,T)=\underset{\{n_k\}}{}\underset{k}{}\frac{\omega _k^{n_k}}{n_k!}\delta (A\underset{k}{}kn_k),$$
(5)
where $`\delta `$-function takes care of the total baryon number conservation. An important assumption of the model is that the fragments do not overlap in a coordinate space. This gives rise to the repulsive interaction which we take into account in the Van der Waals excluded volume approximation. This is achieved by substituting the total volume $`V`$ in Eq. (5) by the free volume $`V_fVbA`$, where $`b=1/\rho _\mathrm{o}`$ ($`\rho _\mathrm{o}=0.16`$ fm<sup>-3</sup> is the normal nuclear density). The calculation of the CPF (5) is difficult because of the restriction $`_kkn_k=A`$. This constraint can be avoided by calculating the grand canonical partition function (GCPF). Using the standard definition we can write
$`𝒵(V,T,\mu ){\displaystyle \underset{A=0}{\overset{\mathrm{}}{}}}\mathrm{exp}\left({\displaystyle \frac{\mu A}{T}}\right)Z_A(VbA,T)\mathrm{\Theta }(VbA)`$
$`=`$ $`{\displaystyle \underset{\{n_k\}}{}}{\displaystyle \underset{k}{}}{\displaystyle \frac{1}{n_k!}}\left[\left(Vb{\displaystyle \underset{k}{}}kn_k\right)\varphi _k(T)\mathrm{exp}(\mu k/T)\right]^{n_k}\mathrm{\Theta }\left(Vb{\displaystyle \underset{k}{}}kn_k\right),`$
where $`\varphi _k(T)\omega _k(T,V)/V`$.
The presence of the theta-function in the GCPF (S0.Ex1) guarantees that only configurations with positive value of the free volume are counted. However, similarly to the delta function restriction in Eq. (5), it makes again the calculation of $`𝒵(V,T,\mu )`$ (S0.Ex1) to be rather difficult. This problem can be solved by performing the Laplace transformation of $`𝒵(V,T,\mu )`$. This introduces the so-called isobaric partition function (IPF):
$`\widehat{𝒵}(s,T,\mu ){\displaystyle _0^{\mathrm{}}}𝑑V\mathrm{exp}(sV)𝒵(V,T,\mu )`$
$`=`$ $`{\displaystyle _0^{\mathrm{}}}𝑑V^{}\mathrm{exp}(sV^{}){\displaystyle \underset{\{n_k\}}{}}{\displaystyle \underset{k}{}}{\displaystyle \frac{1}{n_k!}}\left\{V^{}\varphi _k(T)\mathrm{exp}\left[{\displaystyle \frac{(\mu sbT)k}{T}}\right]\right\}^{n_k}`$
$`=`$ $`{\displaystyle _0^{\mathrm{}}}𝑑V^{}\mathrm{exp}(sV^{})\mathrm{exp}\left\{V^{}{\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}\varphi _k\mathrm{exp}\left[{\displaystyle \frac{(\mu sbT)k}{T}}\right]\right\}.`$
After changing the integration variable $`VV^{}`$, the constraint of $`\mathrm{\Theta }`$-function has disappeared. Then all $`n_k`$ were summed independently leading to the exponential function. Now the integration over $`V^{}`$ in Eq. (S0.Ex3) can be straightforwardly done resulting in
$$\widehat{𝒵}(s,T,\mu )=\frac{1}{s(s,T,\mu )},$$
(8)
where
$`(s,T,\mu )={\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}\varphi _k\mathrm{exp}\left[{\displaystyle \frac{(\mu sbT)k}{T}}\right]`$
$`=`$ $`\left({\displaystyle \frac{mT}{2\pi }}\right)^{3/2}\left[z_1\mathrm{exp}\left({\displaystyle \frac{\mu sbT}{T}}\right)+{\displaystyle \underset{k=2}{\overset{\mathrm{}}{}}}k^{\frac{3}{2}\tau }\mathrm{exp}\left({\displaystyle \frac{(\nu sbT)k\sigma k^{2/3}}{T}}\right)\right].`$
Here we have introduced the shifted chemical potential $`\nu \mu +W_\mathrm{o}+T^2/ϵ_\mathrm{o}`$. Now the GCPT can be obtained by the inverse Laplace transformation
$$𝒵(V,T,\mu )=\frac{1}{2\pi i}_{ai\mathrm{}}^{a+i\mathrm{}}𝑑s\mathrm{exp}(sV)\widehat{𝒵}(s,T,\mu ),$$
(10)
where the integration is taken along the imaginary axis. In the thermodynamic limit $`V\mathrm{}`$ the system pressure is defined by the farthest-right singularity, $`s^{}(T,\mu )`$, of IPF $`\widehat{𝒵}(s,T,\mu )`$ (S0.Ex3) (see Ref. for details):
$$p(T,\mu )T\underset{V\mathrm{}}{lim}\frac{\mathrm{ln}𝒵(V,T,\mu )}{V}=Ts^{}(T,\mu ).$$
(11)
The simple connection of the farthest-right $`s`$-singularity of $`\widehat{𝒵}`$, Eq. (8), to the asymptotic, $`V\mathrm{}`$, behavior of $`𝒵`$, Eq. (6), is a general mathematical property of the Laplace transform. Due to this property the study of the system behavior in the thermodynamic limit $`V\mathrm{}`$ can be reduced to the investigation of the singularities of $`\widehat{𝒵}`$.
IV. Singularities of IPF and Phase Transitions
The IPF, Eq. (S0.Ex3), has two types of singularities:
1). the simple pole singularity defined by the equation
$$s_g(T,\mu )=(s_g,T,\mu ),$$
(12)
2). the essential singularity of the function $`(s,T,\mu )`$ it-self at the point $`s_l`$ where the coefficient in linear over $`k`$ terms in the exponent is equal to zero,
$$s_l(T,\mu )=\frac{\nu }{Tb}.$$
(13)
The simple pole singularity corresponds to the gaseous phase where pressure is determined from the following transcendental equation
$$p_g(T,\mu )=\left(\frac{mT}{2\pi }\right)^{3/2}T\left[z_1\mathrm{exp}\left(\frac{\mu bp_g}{T}\right)+\underset{k=2}{\overset{\mathrm{}}{}}k^{\frac{3}{2}\tau }\mathrm{exp}\left(\frac{(\nu bp_g)k\sigma k^{2/3}}{T}\right)\right].$$
(14)
The singularity $`s_l(T,\mu )`$ of the function $`(s,T,\mu )`$ (S0.Ex4) defines the liquid pressure
$$p_l(T,\mu )Ts_l(T,\mu )=\frac{\nu }{b}.$$
(15)
In the considered model the liquid phase is represented by an infinite fragment, i.e. it corresponds to the macroscopic population of the single mode $`k=\mathrm{}`$. Here one can see the analogy with the Bose condensation where the macroscopic population of a single mode occurs in the momentum space.
In the $`(T,\mu )`$-regions where $`\nu <bp_g(T,\mu )`$ the gas phase dominates ($`p_g>p_l`$), while the liquid phase corresponds to $`\nu >bp_g(T,\mu )`$. The liquid-gas phase transition occurs when two singularities coincide, i.e. $`s_g(T,\mu )=s_l(T,\mu )`$. A schematic view of singular points is shown in Fig. 1a for $`T<T_c`$, i.e. when $`\sigma >0`$. The two-phase coexistence region is therefore defined by the equation
$$p_l(T,\mu )=p_g(T,\mu ),\mathrm{i}.\mathrm{e}.,\nu =bp_g(T,\mu ).$$
(16)
One can easily see that $`(s,T,\mu )`$ is monotonously decreasing function of $`s`$. The necessary condition for the phase transition is that this function remains finite in its singular point $`s_l=\nu /Tb`$:
$$(s_l,T,\mu )<\mathrm{}.$$
(17)
The convergence of F is determined by $`\tau `$ and $`\sigma `$. At $`\tau =0`$ the condition (17) requires $`\sigma (T)>0`$. Otherwise, $`(s_l,T,\mu )=\mathrm{}`$ and the simple pole singularity $`s_g(T,\mu )`$ (12) is always the farthest-right $`s`$-singularity of $`\widehat{𝒵}`$ (S0.Ex3) (see Fig. 1b). At $`T>T_c`$, where $`\sigma (T)=0`$, the considered system can exist only in the one-phase state. It will be shown below that for $`\tau >5/2`$ the condition (17) can be satisfied even at $`\sigma (T)=0`$.
V. 1-st Order Phase Transition and Mixed Phase
At $`T<T_c`$ the system undergoes the 1-st order phase transition across the line $`\mu ^{}=\mu ^{}(T)`$ defined by Eq.(16). Its explicit form is given by the expression ($`WW_\mathrm{o}+T^2/ϵ_\mathrm{o}`$):
$$\mu ^{}(T)=W+\left(\frac{mT}{2\pi }\right)^{3/2}Tb\left[z_1\mathrm{exp}\left(\frac{W}{T}\right)+\underset{k=2}{\overset{\mathrm{}}{}}k^{\frac{3}{2}\tau }\mathrm{exp}\left(\frac{\sigma k^{2/3}}{T}\right)\right].$$
(18)
The points on the line $`\mu ^{}(T)`$ correspond to the mixed phase states. We first consider the case when $`\tau =0`$. The line $`\mu ^{}(T)`$ (18) for this case is shown in Fig. 2.
The baryonic density is calculated as $`(p/\mu )_T`$ and is given by the following formulae in the liquid and gas phases, respectively:
$`\rho _l`$ $``$ $`\left({\displaystyle \frac{p_l}{\mu }}\right)_T={\displaystyle \frac{1}{b}},`$ (19)
$`\rho _g`$ $``$ $`\left({\displaystyle \frac{p_g}{\mu }}\right)_T={\displaystyle \frac{\rho _{id}}{1+b\rho _{id}}},`$ (20)
where the function $`\rho _{id}`$ is defined as
$$\rho _{id}(T,\mu )=\left(\frac{mT}{2\pi }\right)^{3/2}\left[z_1\mathrm{exp}\left(\frac{\mu bp_g}{T}\right)+\underset{k=2}{\overset{\mathrm{}}{}}k^{\frac{5}{2}\tau }\mathrm{exp}\left(\frac{(\nu bp_g)k\sigma k^{2/3}}{T}\right)\right].$$
(21)
Due to the condition (16) this expression is simplified in the mixed phase:
$$\rho _{id}^{mix}(T)\rho _{id}(T,\mu ^{}(T))=\left(\frac{mT}{2\pi }\right)^{3/2}\left[z_1\mathrm{exp}\left(\frac{W}{T}\right)+\underset{k=2}{\overset{\mathrm{}}{}}k^{\frac{5}{2}\tau }\mathrm{exp}\left(\frac{\sigma k^{2/3}}{T}\right)\right].$$
(22)
This formula clearly shows that the bulk (free) energy acts in favor of the composite fragments, but the surface term favors single nucleons.
Since at $`\sigma >0`$ the sum in Eq. (22) converges at any $`\tau `$, $`\rho _{id}`$ is finite and according to Eq. (20) $`\rho _g<1/b`$. Therefore, the baryonic density has a discontinuity $`\mathrm{\Delta }\rho =\rho _l\rho _g>0`$ across the line $`\mu ^{}(T)`$ (18) shown for $`\tau =0`$ in upper panel of Fig. 2. The discontinuities take place also for the energy and entropy densities. The phase diagram of the system in the $`(T,\rho )`$-plane is shown in lower panel of Fig. 2. The line $`\mu ^{}(T)`$ (18) corresponding to the mixed phase states is transformed into the finite region in the $`(T,\rho )`$-plane. In this mixed phase region of the phase diagram the baryonic density $`\rho `$ is a superposition of the liquid and gas baryonic densities:
$$\rho =\lambda \rho _l+(1\lambda )\rho _g.$$
(23)
Here $`\lambda `$ ($`0<\lambda <1`$) is a fraction of the system volume occupied by the liquid inside the mixed phase. Similar linear combination is also valid for the energy density:
$$\epsilon =\lambda \epsilon _l+(1\lambda )\epsilon _g,$$
(24)
with $`(i=l,g)`$:
$$\epsilon _iT\frac{p_i}{T}+\mu \frac{p_i}{\mu }p_i.$$
(25)
One finds
$`\epsilon _l={\displaystyle \frac{T^2/ϵ_\mathrm{o}W_\mathrm{o}}{b}},`$ (26)
$`\epsilon _g={\displaystyle \frac{1}{1+b\rho _{id}}}\{{\displaystyle \frac{3}{2}}p_g+(T^2/ϵ_\mathrm{o}W_\mathrm{o})\rho _{id}`$ (27)
$`+\left({\displaystyle \frac{mT}{2\pi }}\right)^{3/2}(\sigma T{\displaystyle \frac{d\sigma }{dT}})[z_1\mathrm{exp}\left({\displaystyle \frac{\mu bp_g}{T}}\right)+{\displaystyle \underset{k=2}{\overset{\mathrm{}}{}}}k^{\frac{13}{6}\tau }\mathrm{exp}\left({\displaystyle \frac{(\nu bp_g)k\sigma k^{2/3}}{T}}\right)]\}`$
The pressure on the phase transition line $`\mu ^{}(T)`$ (18) is a monotonously increasing function of $`T`$
$$p^{}(T)p_g(T,\mu ^{}(T))=\left(\frac{mT}{2\pi }\right)^{3/2}T\left[z_1\mathrm{exp}\left(\frac{W}{T}\right)+\underset{k=2}{\overset{\mathrm{}}{}}k^{\frac{3}{2}\tau }\mathrm{exp}\left(\frac{\sigma k^{2/3}}{T}\right)\right].$$
(28)
Fig. 3 shows the pressure isotherms as functions of the reduced density $`\rho /\rho _\mathrm{o}`$ for $`\tau =0`$. Inside the mixed phase the obtained pressure isotherms are horizontal straight lines in accordance with the Gibbs criterion. These straight lines go up to infinity when $`TT_c0`$. This formally corresponds to the critical point, $`T=T_c`$, $`\rho =\rho _c=1/b`$ and $`p_c=\mathrm{}`$, in the considered case of $`\tau =0`$. For $`T>T_c`$ the pressure isotherms never enter into the mixed phase region. Note that, if $`\sigma (T)`$ would never vanish, the mixed phase would extend up to infinite temperatures.
Inside the mixed phase at constant density $`\rho `$ the parameter $`\lambda `$ is temperature dependent as shown in Fig. 4: $`\lambda (T)`$ drops to zero in the narrow vicinity of the boundary separating the mixed phase and the pure gaseous phase. This specific behavior of $`\lambda (T)`$ causes a strong increase of the energy density (24) and as its consequence a narrow peak of the specific heat $`C_V(T)(\epsilon /T)_\rho `$. It should be emphasized that the energy density is continuous at the boundary of the mixed phase and the gas phase, and the sharpness of the peak in $`C_V`$ is entirely due to the strong temperature dependence of $`\lambda (T)`$ near this boundary. A narrow peak of the specific heat was observed in the canonical ensemble calculations of Refs. . However, in contrast to the expectation in Refs. , the height of the $`C_V(T)`$ peak is not equal to infinity and its width is not zero in the thermodynamic limit considered in our study. Note also that the shape of the $`C_V(T)`$ depends strongly on the parameter $`\tau `$ and on the chosen value of the baryon density $`\rho `$.
VI. Possibility of 2-nd Order Phase Transition
The results presented in Figs. 2-4 are obtained for $`\tau =0`$. New possibilities appear at non-zero values of the parameter $`\tau `$. At $`0<\tau 5/2`$ the qualitative picture remains the same as discussed above, although there are some quantitative changes. For $`\tau >5/2`$ the condition (17) is also satisfied at $`T>T_c`$ where $`\sigma (T)=0`$. Therefore, the liquid-gas phase transition extends now to all temperatures. Its properties are, however, different for $`\tau >7/2`$ and for $`\tau <7/2`$ (see Fig. 5). If $`\tau >7/2`$ the gas density is always lower than $`1/b`$ as $`\rho _{id}`$ is finite. Therefore, the liquid-gas transition at $`T>T_c`$ remains the 1-st order phase transition with discontinuities of baryonic density, entropy and energy densities. The pressure isotherms as functions of the reduced density $`\rho /\rho _\mathrm{o}`$ are shown for this case in Fig. 6.
At $`5/2<\tau <7/2`$ the baryonic density of the gas in the mixed phase, Eqs. (20,22), becomes equal to that of the liquid at $`T>T_c`$, since $`\rho _{id}\mathrm{}`$ and $`\rho _g^{mix}=1/b\rho _\mathrm{o}`$. It is easy to prove that the entropy and energy densities for the liquid and gas phases are also equal to each other. There are discontinuities only in the derivatives of these densities over $`T`$ and $`\mu `$, i.e., $`p(T,\mu )`$ has discontinuities of its second derivatives. Therefore, the liquid-gas transition at $`T>T_c`$ for $`5/2<\tau <7/2`$ becomes the 2-nd order phase transition. According to standard definition, the point $`T=T_c`$, $`\rho =1/b`$ separating the first and second order transitions is the tricritical point. One can see that this point is now at a finite pressure. Fig. 7 shows the pressure isotherms as functions of the reduced density $`\rho /\rho _\mathrm{o}`$.
It is interesting to note that at $`\tau >0`$ the mixed phase boundary shown in Fig.5 is not so steep function of $`T`$ as in the case $`\tau =0`$ presented in Fig.3. Therefore, the peak in the specific heat discussed above becomes less pronounced.
VII. Fragment Mass Distributions
The density of fragments with $`k`$ nucleons can be obtained by differentiating the gas pressure (14) with respect to the $`k`$-fragment chemical potential $`\mu _k=k\mu `$. This leads to the fragment mass distribution $`P(k)`$ in the gas phase
$$P_g(k)=a_\mathrm{o}k^{3/2\tau }\mathrm{exp}(a_1ka_2k^{2/3}),$$
(29)
where $`a_1(bp_g\nu )/T0`$, $`a_2\sigma /T`$ and $`a_\mathrm{o}`$ is the normalization constant. Since the coefficients $`a_\mathrm{o},a_1,a_2`$ depend on $`T`$ and $`\mu `$ the distribution $`P(k)`$ (29) has different shapes in different points of the phase diagram. In the mixed phase the condition (16) leads to $`a_1=0`$ and Eq. (29) is transformed into
$$P_g^{mix}(k)=a_\mathrm{o}k^{3/2\tau }\mathrm{exp}(a_2k^{2/3}).$$
(30)
The liquid inside the mixed phase is one infinite fragment which occupies a fraction $`\lambda `$ of the total system volume. Therefore, in a large system with $`A`$ nucleons in volume $`V`$ ($`A/V=\rho `$) the mixed phase consists of one big fragment with $`\lambda V\rho _\mathrm{o}`$ nucleons (liquid) and $`(1\lambda )V\rho _g`$ nucleons distributed in different $`k`$-fragments according to Eq. (30) (gas). At low $`T`$ most nucleons are inside one big liquid-fragment with only few small gas-fragments distributed according to Eq. (30) with large $`a_2`$. At increasing temperature the fraction of the gas fragments increases and their mass distribution becomes broader since $`a_2(T)`$ in Eq. (30) decreases. Outside the mixed phase region the liquid disappears and the fragment mass distribution acquires an exponential falloff, Eq.(29). Therefore, the fragment mass distribution is widest at the boundary of the mixed phase. At even higher temperatures, $`T>T_c`$, the coefficient $`a_2`$ vanishes.
Details of the fragment mass distribution depend on the parameter $`\tau `$. At $`\tau <5/2`$ we observe a sudden transformation of the large liquid fragment into light and intermediate mass fragments in the narrow vicinity of the mixed phase boundary. This sudden change of the fragment composition has the same origin as a narrow peak in the specific heat, i.e. a sharp drop of $`\lambda (T)`$ near the mixed phase boundary (see Fig. 4). For larger $`\tau `$ all these changes are getting smoother.
An interesting possibility opens when $`5/2<\tau <7/2`$. As shown in Fig. 7 the mixed phase in this case ends at the tricritical point $`T=T_c`$, $`\rho =\rho _\mathrm{o}`$. In this point both the coefficients $`a_1`$ and $`a_2`$ vanish and the mass distribution becomes a pure power law
$$P_g(k)=a_\mathrm{o}k^{\frac{3}{2}\tau }.$$
(31)
At $`\tau >7/2`$ the mixed phase exists at all $`T`$. Thus the mass distribution of gaseous fragments inside the mixed phase fulfills a power-law (31)at all $`T>T_c`$.
VIII. Conclusions
We have used a simplified version of the statistical multifragmentation model (SMM) to establish the relationship between multifragmentation phenomenon and a liquid-gas phase transition in nuclear matter. Recently, in Refs. interesting peculiarities of this model were found numerically in the canonical ensemble formulation. In present paper this simplified SMM is solved analytically by considering the thermodynamic limit $`V\mathrm{}`$ in the grand canonical ensemble. The progress has been achieved by applying an elegant mathematical method which reduces the description of phase transitions to the investigation of singularities of the isobaric partition function. In this way we have exactly solved the model in the thermodynamic limit. The excluded volume effects are fully taken into account.
The model clearly demonstrates the 1-st order phase transition of the liquid-gas type. It is rather surprising that in thermodynamic limit the liquid phase emerges as an infinite-mass fragment. The structure of the mixed phase and some peculiar properties near its boundary are discussed in details. The phase diagram appears to be rather sensitive to the value of the parameter $`\tau `$ in the Fisher’s free energy term included in our treatment. New interesting possibilities for the phase diagram emerge for $`\tau >5/2`$ in comparison with the case when $`\tau <5/2`$. The case $`5/2<\tau <7/2`$ is particularly interesting because of the appearance of the tricritical point separating the 1-st and 2-nd order phase transitions.
The results presented in this paper will be further developed taking into account additional physical inputs (e.g. finite size effects, Coulomb interactions and symmetry energy) to make the model closer to reality.
Acknowledgments
The authors gratefully acknowledges the warm hospitality of the Institute for Theoretical Physics of the Frankfurt University. K.A.B. and I.N.M. are grateful to the Alexander von Humboldt Foundation for the financial support. M.I.G. acknowledges financial support of DFG, Germany.
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# Ordered group invariants for one-dimensional spaces
## 1. Introduction
Ordered groups have been useful invariants for the classification of many different categories. A class of ordered groups, dimension groups, was used in the study of $`C^{}`$-algebras to classify AF-algebras (), and Giordano, Herman, Putnam and Skau () defined (simple) dimension groups in terms of dynamical concepts to give complete information about the orbit structure of zero-dimensional minimal dynamical systems. Swanson and Volkmer () showed that the dimension group of a primitive matrix is a complete invariant for weak equivalence, which is called $`C^{}`$-equivalence by Bratteli, Jørgensen, Kim, and Roush (). And Barge, Jacklitch, and Vago () showed that, for certain class of one-dimensional inverse limit spaces, two spaces are homeomorphic if and only if their associated substitutions are weak equivalent, and if two inverse limit spaces are homeomorphic and the square of their connection maps are orientation preserving, then the dimension groups of the adjacency matrices associated to the substitutions are order isomorphic.
A recent development () is the refinement of $`\stackrel{ˇ}{H}^1(X)`$ as a topological invariant for certain one-dimensional spaces $`X`$, by making this group an ordered group. Here $`\stackrel{ˇ}{H}^1(X)`$ is the direct limit of first cohomology groups on graphs approximating the space X. There is a natural order on the first cohomology of a graph (a coset is positive if it contains a nonnegative function), and the standard order on $`\stackrel{ˇ}{H}^1(X)`$ is the direct limit order derived from the natural graph orders (see definition 3.7). Except for parts of and , the ordered cohomology results have involved the standard order.
A second order on $`\stackrel{ˇ}{H}^1(X)`$, the winding order, is geometrically natural as its positive elements are the homotopy classes of continuous orientation preserving maps from $`X`$ to $`S^1`$. Boyle and Handelman () defined the winding order for suspension spaces of zero-dimensional dynamical systems, and showed that in some (but not all) cases it agrees with the standard order. Forrest () defined the winding order for the first Čech cohomology groups of directed graphs (thus taking the step of removing dynamics), and used this to show that whenever two one-dimensional inverse limit spaces are pro-homotopy equivalent, then their first Čech cohomology groups with the standard order are order isomorphic.
In this paper, we extend the definition of the winding order to a large class of one dimensional spaces, “compact branched matchbox manifolds”. We show that for a compact connected orientable branched matchbox manifold with an inverse limit presentation satisfying the Simplicity Condition, the Bruschlinsky group with the winding order is a simple dimension group, and the winding order equals the standard order. This is a natural extension of the relations between zero-dimensional minimal systems and simple dimension groups in Giordano, Herman, Putnam and Skau () to an appropriate class of one-dimensional spaces. As a corollary we obtain an independent proof of some results of Forrest and Barge, Jacklitch and Vago () computing dimension group invariants for the oriented generalized one-dimensional solenoids of Williams ().
The outline of the paper is as follows. In section 2, using works of Aarts and Oversteegen (), Mardešić and Segal () and Rogers (), we define compact connected orientable branched matchbox manifolds, and show they all have presentations by orientation preserving maps of finite directed nondegenerate graphs. In section 3, we show that the Bruschlinsky group with the winding order of a compact connected orientable branched matchbox manifold with the Simplicity Condition is order isomorphic to the direct limit of the graph groups with the standard order defined from the presentation (and therefore the winding and standard orders agree). And in section 4, we recall the axioms for one-dimensional generalized solenoids and calculate the Bruschlinsky groups with the winding order of an example in which the Bruschlinsky group is not given by the obvious direct limit of presenting matrices.
## 2. Branched matchbox manifolds and ordered groups
Aarts and Oversteegen () defined a matchbox manifold to be a separable metric space $`Y`$ such that each point $`yY`$ has a neighborhood which is homeomorphic to $`S_y\times I_y`$ where $`S_y`$ is a zero-dimensional space and $`I_y`$ is an open interval. For a topological embedding $`h:S_y\times I_yY`$, they called $`h\left(S_y\times I_y\right)`$ a matchbox neighborhood of $`yY`$. A matchbox manifold $`Y`$ is called orientable if each arc component $`C_\alpha `$, $`\alpha A`$, of $`Y`$ has a parameterized immersed arc $`p_\alpha :C_\alpha `$ such that each point $`yY`$ has a matchbox neighborhood $`h\left(S_y\times I_y\right)`$ with the following property: for each $`\alpha A`$ and each $`t`$ with $`p_\alpha (t)h\left(S_y\times I_y\right)`$ there exists an open interval $`I`$ containing $`t`$ such that $`pr_2h^1p_\alpha `$ is increasing on $`I`$ where $`pr_2`$ is the canonical projection from $`S_{p_\alpha (t)}\times I_{p_\alpha (t)}`$ to $`I_{p_\alpha (t)}`$.
###### Theorem 2.1 ().
For a one-dimensional space $`Y`$, the following are equivalent:
1. $`Y`$ is an orientable matchbox manifold.
2. $`Y`$ is the phase space of a flow without rest point.
3. There exists a cross section $`K`$ with return time map $`r_K`$ such that $`Y`$ is the standard suspension of $`(K,r_K)`$.
### Branched matchbox manifold
We define a branched matchbox to be a topological space homeomorphic to $`U=((S_1\times (1,0])(S_2\times [0,1)))/`$ such that $`S_1`$ and $`S_2`$ are zero dimensional separable metrizable spaces and there is a (closed) equivalence relation $``$ on $`S_1S_2`$ such that
1. For every $`s_1S_1`$ ($`\sigma _2S_2`$, respectively) there exists at least one $`s_2S_2`$ ($`\sigma _1S_1`$, respectively) such that $`s_1s_2`$ ($`\sigma _1\sigma _2`$, respectively),
2. $`(S_1S_2)/`$ is a zero dimensional metrizable space with the quotient topology and
3. $`(s_1,i)(s_2,j)`$ if and only if either $`s_1s_2`$ and $`i=j=0`$ or $`s_1=s_2`$ and $`i=j`$.
###### Remark 2.2.
In this paper, we will always be concerned with the case that $`S_1`$ and $`S_2`$ are compact.
For $`s_1S_1`$ and $`s_2S_2`$ such that $`s_1s_2`$, the set
$$((\{s_1\}\times (1,0])(\{s_2\}\times [0,1)))/$$
is called a match.
A branched matchbox manifold is a separable metrizable space $`Y`$ together with a collection of maps called charts such that
* a chart is a homeomorphism $`h:VU`$ where $`V`$ is an open set in $`X`$ and $`U`$ is a branched matchbox,
* every point in $`Y`$ is in the domain of some chart,
* for charts $`h_1:V_1U_1`$ and $`h_2:V_2U_2`$ the change of coordinates map $`h_2h_1^1:h_1\left(V_1V_2\right)h_2\left(V_1V_2\right)`$ is continuous.
Every branched matchbox $`U`$ has the direction given by the second coordinate with a continuous projection $`p_U:U(1,1)`$ defined by $`[(z,j)]j`$. Following the approach of Aarts and Oversteegen (\[1, §3\]), we call a branched matchbox manifold $`Y`$ orientable if it can be covered by branched matchboxes with directions agreeing on overlaps, i.e., there are oriented branched matchboxes $`U_i`$ with projections $`p_i:U_i(1,1)`$, open sets $`V_i`$ covering $`Y`$, and homeomorphisms $`h_i:V_iU_i`$ such that for every $`i,j`$ and every locally one-to-one curve $`\gamma :[0,1]V_iV_j`$, $`p_ih_i\gamma `$ is increasing if and only if $`p_jh_j\gamma `$ is increasing. The particular collection of charts, maximal with respect to this change of coordinate property, is called an orientation of the branched matchbox manifold $`Y`$.
### Ordered group
A preordered group is a pair $`(G,G_+)`$ where $`G`$ is an Abelian group and the positive cone $`G_+`$ is a submonoid of $`G`$ which generates $`G`$. We write $`g_1g_2`$ if $`g_2g_1G_+`$ for $`g_1,g_2G`$. If $`(G,G_+)`$ satisfies the additional condition that $`G_+G_+=\{0\}`$, then $`(G,G_+)`$ is called an ordered group.
An order unit in a preordered group is an element $`uG_+`$ such that for every $`gG`$ there exists a positive integer $`n=n(g)`$ such that $`gnu`$. A preordered group $`(G,G_+)`$ is unperforated if for every $`gG`$ and positive integer $`n`$, $`ngG_+`$ implies $`gG_+`$. We say that an ordered group $`(G,G_+)`$ satisfies the Riesz Interpolation property if given $`g_1,g_2,h_1,h_2G`$ with $`g_ih_j`$ ($`i,j=1,2`$), then there is a $`kG`$ such that $`g_ikh_j`$.
### Bruschlinsky group with the winding order
For a compact metric space $`Y`$, let $`C(Y,S^1)`$ be the set of continuous functions from $`Y`$ to $`S^1`$, and
$$R(Y)=\{\varphi C(Y,S^1)\varphi (y)=\mathrm{exp}(2\pi ig(y))\text{ for some }gC(Y,)\}.$$
Then $`R(Y)`$ is the subgroup of functions homotopic to a constant map in $`C(Y,S^1)`$. The Bruschlinsky group of $`Y`$ (\[13, §4.3\]) is given by
$$\text{Br}(Y)=C(Y,S^1)/R(Y).$$
It is well-known that $`\stackrel{ˇ}{H}^1(Y)`$, the first Čech cohomology group of $`Y`$, is isomorphic to the Bruschlinsky group of $`Y`$ ().
Now suppose that $`Y`$ is an oriented compact branched matchbox manifold. Let $`C_{}(Y,S^1)`$ be the set of $`\varphi C(Y,S^1)`$ such that there exists a map $`\psi R(Y)`$ such that $`\varphi \psi `$ is non-orientation-reversing, i.e., for every orientation preserving parameterized curve $`\gamma :Y`$, $`(\varphi \psi )(\gamma )(t)`$ does not move in the clockwise direction as $`t`$ increases.
Define $`\text{Br}_{}(Y)=\{[\varphi ]\varphi C_{}(Y,S^1)\}`$. Then $`(\text{Br}(Y),\text{Br}_{}(Y))`$ is a preordered group. We call this preorder the winding order (\[4, §4\]).
###### Remark 2.3 (\[4, 4.7\]).
It is possible that the Bruschlinsky group with the winding order of compact orientable space is not an ordered group.
###### Observation 2.4.
Homeomorphic orientable compact metric spaces have order-isomorphic Bruschlinsky groups with the winding order.
###### Proposition 2.5 ().
The Bruschlinsky group of a compact branched matchbox manifold is a torsion-free group.
Recall that a continuum is a compact connected metric space.
###### Lemma 2.6 ().
Let $`Y`$ be a continuum, $`\varphi C(Y,S^1)`$, and $`p_n:S^1S^1`$ defined by $`zz^n`$ for every positive integer $`n`$. Then $`n\left[\varphi \right]=\left[p_n\varphi \right]`$.
###### Proposition 2.7.
The Bruschlinsky group with the winding order of a compact connected oriented branched matchbox manifold $`Y`$ is unperforated.
###### Proof.
Suppose that $`\varphi C(Y,S^1)`$ and $`n_+`$ such that $`n\left[\varphi \right]=\left[p_n\varphi \right]\text{Br}_{}(Y)`$. Then there exists a map $`\psi R(Y)`$ given by $`y\mathrm{exp}\left(2\pi ig(y)\right)`$ with $`gC(Y,)`$ such that $`\left(p_n\varphi \right)\psi `$ is non-orientation reversing.
Define $`\stackrel{~}{\psi }:YS^1`$ by $`y\mathrm{exp}\left(2\pi i\frac{1}{n}g(y)\right)`$. Then we have $`\stackrel{~}{\psi }R(Y)`$ and $`\left(p_n\varphi \right)\psi =p_n\left(\varphi \stackrel{~}{\psi }\right)`$. For every orientation preserving parameterized curve $`\gamma :Y`$,
$$\left(\left(p_n\varphi \right)\psi \right)\gamma (t)=p_n\left(\varphi \stackrel{~}{\psi }\right)\gamma (t)=p_n\left(\left(\varphi \stackrel{~}{\psi }\right)\gamma (t)\right)$$
does not move clockwise on $`S^1`$ as $`t`$ increases. So $`\varphi \stackrel{~}{\psi }`$ is non-orientation-reversing as $`n`$ is a positive integer. Therefore $`\varphi C_{}(Y,S^1)`$, and $`(\text{Br}(Y),\text{Br}_{}(Y))`$ is unperforated. ∎
###### Remark 2.8.
If $`Y`$ is a compact connected orientable matchbox manifold, then the above Propositions 2.5 and 2.7 follow from Propositions 4.5 and 3.4 of and Theorem 2.1.
### One dimensional continua
In , Rogers introduced the following notations for one-dimensional continua.
Suppose that $`X_1`$ and $`X_2`$ are graphs and that $`𝒱_i`$ and $`_i`$ are the vertex set and the edge set of $`X_i`$, respectively, $`i=1,2`$. A continuous onto map $`f:X_2X_1`$ is called simplicial relative to $`(𝒱_1,𝒱_2)`$ if $`f(𝒱_2)𝒱_1`$ and for every edge $`e_2_2`$ there is an edge $`e_1_1`$ such that $`f|_{e_2\backslash 𝒱_2}`$ is a homeomorphism onto $`e_1\backslash 𝒱_1`$ or a constant map. The map $`f:X_2X_1`$ is simplicial if it is simplicial relative to some vertex sets of $`X_1`$ and $`X_2`$. And $`f`$ is called light if the preimage of each point is totally disconnected.
An inverse limit sequence $`\{X_k,f_k\}`$ on graphs is called light simplicial if each $`f_k`$ is light simplicial, and is called light uniformly simplicial if each $`X_k`$ is a graph with a vertex set $`𝒱_k`$ and each map $`f_k:X_kX_{k1}`$ is light simplicial relative to $`(𝒱_{k1},𝒱_k)`$.
###### Theorem 2.9 ().
Suppose that $`\overline{X}`$ is a one-dimensional continuum.
1. $`\overline{X}`$ is homeomorphic to an inverse limit of a light simplicial sequence $`\{X_k,f_k\}`$ on graphs, and
2. $`\overline{X}`$ is homeomorphic to a light uniformly simplicial inverse limit on graphs if and only if there exists a map $`\pi :\overline{X}[0,1]`$ such that $`\pi ^1(\{0,1\})`$ is totally disconnected and $`\pi |_e`$ is a homeomorphism for every $`e`$ which is a closure of component of $`\overline{X}\backslash \pi ^1(\{0,1\})`$.
Suppose that $`\{X_k,f_k\}`$ is a light simplicial sequence on graphs. Let
$$\overline{X}=X_0\stackrel{f_1}{}X_1\stackrel{f_2}{}\mathrm{}=\left\{(x_0,x_1,x_2,\mathrm{})\underset{0}{\overset{\mathrm{}}{}}X_k\right|f_{k+1}(x_{k+1})=x_k\}.$$
For a one-dimensional continuum $`Y`$, we call the sequence $`\{X_k,f_k\}`$ a presentation of $`Y`$ if $`\overline{X}`$ is homeomorphic to $`Y`$.
###### Notation 2.10.
Suppose that $`G`$ is a directed graph. We consider a directed edge $`e`$ of $`G`$ as the image of a local homeomorphism from $`[0,1]`$ to $`e`$ such that $`e(0)`$ is the initial point of $`e`$ and $`e(1)`$ is the terminal point. Then we can represent each point $`xe`$ as $`e(t)`$ (possibly $`e(0)=e(1)`$).
Recall that a continuous map $`p:[0,1]G`$, a directed graph, is orientation preserving if $`e^1p:I[0,1]`$ is increasing for every interval $`I[0,1]`$ such that $`p(I)`$ is a subset of a directed edge $`e`$. A continuous map $`f:G_1G_2`$ between two directed graphs is orientation preserving if, for every orientation preserving map $`p:[0,1]G_1`$, $`fp:[0,1]G_2`$ is orientation preserving (). A directed graph is called nondegenerate if every vertex has at least one incoming edge and at least one outgoing edge.
Suppose that $`Y`$ is a compact connected oriented branched matchbox manifold. Since $`Y`$ is a one-dimensional continuum, there is a light simplicial presentation $`\{X_k,f_k\}`$ of $`Y`$ by Theorem 2.9. The following proposition shows that the orientation of $`Y`$ decides the directions of edges in each coordinate space $`X_k`$ so that every connection map $`f_k:X_kX_{k1}`$ is orientation preserving.
###### Proposition 2.11.
Suppose that $`Y`$ is a compact connected oriented branched matchbox manifold. Then $`Y`$ has a light simplicial presentation by orientation preserving maps of directed nondegenerate graphs.
###### Proof.
Suppose that $`\{h_U:VU\}`$ is an orientation of $`Y`$ where $`U`$ is a branched matchbox with the projections $`p_U:U(1,1)`$. Let $`\{X_k,f_k\}`$ be a light uniformly simplicial presentation of $`Y`$ given by Theorem 2.9, and $`\pi _k:YX_k`$ the canonical projection to the $`k`$th coordinate space. If $`e`$ is an edge of $`X_k`$ with $`\pi _k^1\left(e\backslash 𝒱_k\right)h_U^1(U)\mathrm{}`$, then give the direction to the set $`\left(e\backslash 𝒱_k\right)\left(\pi _kh_U^1(U)\right)e`$ so that, for every curve $`\gamma :[0,1]\pi _k^1\left(e\backslash 𝒱_k\right)h_U^1(U)`$, $`p_Uh_U\gamma `$ is increasing if and only if $`e^1\pi _k\gamma `$ is increasing. Since $`\{h_U\}`$ is an orientation of $`Y`$, we can extend this direction on $`\left(e\backslash 𝒱_k\right)\pi _kh_U^1(U)`$ to $`e`$, and each edge $`X_k`$ has a direction induced by the orientation of $`Y`$.
Suppose that $`x=(x_0,x_1,\mathrm{})`$ is a point in $`Y`$ such that $`x_kX_k`$ is a vertex and that $`U`$ is a branched matchbox such that the domain of $`h_U`$ contains $`x`$. Then there is a match $`MU`$ containing $`h_U(x)`$ such that $`p_U|_Mh_U(x)=t`$ for some $`t(1,1)`$. Since $`\pi _kh_U^1\left(p_U|_M\right)^1\left((1,t)\right)`$ and $`\pi _kh_U^1\left(p_U|_M\right)^1\left((t,1)\right)`$ are nonempty sets in $`X_k`$, there exist an edge $`e_{}`$ such that $`\left(\pi _kh_U^1\left(p_U|_M\right)^1\left((1,t)\right)\right)e_{}\mathrm{}`$, which is incoming to $`x_k`$, and an edge $`e_+`$ such that $`\left(\pi _kh_U^1\left(p_U|_M\right)^1\left((t,1)\right)\right)e_+\mathrm{}`$, which is outgoing from $`x_k`$. Therefore $`X_k`$ is nondegenerate.
Suppose that $`e_k_k`$ and $`e_{k1}_{k1}`$ are two edges such that $`e_{k1}=f_k(e_k)`$, and that $`h_U:VU`$ is a chart such that $`W=\pi _kh_U^1(U)\left(e_k\backslash 𝒱_k\right)\mathrm{}`$. Then we have $`f_k\left(W\right)\pi _{k1}h_U^1(U)\left(e_{k1}\backslash 𝒱_{k1}\right)`$, and for every every curve $`\gamma :[0,1]h_U^1(U)\pi _k^1\left(e_k\backslash 𝒱_k\right)`$, $`e_k^1\pi _k\gamma \text{ is increasing}p_Uh_u\gamma \text{ is increasing}e_{k1}^1\pi _{k1}\gamma \text{ is increasing}`$.
Let $`\gamma :[a,b]h_U^1(U)\pi _k^1\left(e_k\backslash 𝒱_k\right)`$ be given by $`\pi _k\gamma (t)=e_k(t)`$. Then we have $`\pi _{k1}\gamma (t)=f_ke_k(t)`$, and $`e_{k1}^1\pi _{k1}\gamma (t)=e_{k1}^1f_ke_k(t)`$ is increasing as $`t`$ is increasing. Therefore $`f_k:X_kX_{k1}`$ is orientation preserving. ∎
###### Corollary 2.12.
Suppose that $`Y`$ is a compact connected orientable branched matchbox manifold. Then there is a continuous map $`\pi :YS^1`$ such that $`\pi ^1(1)`$ is totally disconnected and $`\pi |_{\mathrm{}}`$ is an orientation preserving homeomorphism for every $`\mathrm{}`$ which is an arc component of $`Y\backslash \pi ^1(1)`$.
###### Proof.
Define $`\pi :YS^1`$ by $`x=(x_0,x_1,\mathrm{})\mathrm{exp}(2\pi it)`$ where $`t[0,1]`$ is given by $`x_0=e(t)e_0`$. Then $`\pi `$ is well-defined and $`\pi ^1(1)=\{xYx_0𝒱_0\}`$ is a zero dimensional set. Since $`\mathrm{}`$, an arc component of $`Y\backslash \pi ^1(1)`$, is given by $`\mathrm{}=(e_0\backslash 𝒱_0,e_1\backslash 𝒱_1,\mathrm{})`$ where $`e_i_i`$, $`\pi :\mathrm{}S^1`$ given by $`x=(e_0(t),e_1(t),\mathrm{})\mathrm{exp}(2\pi it)`$ is an orientation preserving homeomorphism. ∎
We have the following proposition from theorem 2.9.
###### Proposition 2.13.
Every compact connected orientable branched matchbox manifold has a light uniformly simplicial presentation.
###### Standing Assumption 2.14.
From now on, a graph means a finite directed nondegenerate graph.
## 3. Orientable one dimensional inverse limit spaces
In this section we suppose that $`\overline{X}`$ is a compact connected oriented branched matchbox manifold with a presentation $`\{X_k,f_k\}`$ such that each $`X_k`$ is a graph with a fixed vertex set $`𝒱_k`$ and each map $`f_k:X_kX_{k1}`$ is an orientation preserving map such that $`f_k\left(𝒱_k\right)𝒱_{k1}`$ and $`f_k|_{X_k\backslash 𝒱_k}`$ is locally one-to-one. Let $`_k`$ be the set of directed edges in $`X_k`$ defined by $`𝒱_k`$, $`C(_k,)`$ the set of integer-valued functions on $`_k`$, and $`C_+(_k,)`$ the subset of $`C(_k,)`$ with range in the nonnegative integers $`_+`$. For each vertex $`p_i`$ of $`X_k`$, define the vertex function $`v_iC(_k,)`$ such that for every edge $`e_k`$
$$v_i(e)=\{\begin{array}{cc}1\hfill & \text{ if }e\text{ is an edge from }p_i\text{ to other vertex point},\hfill \\ 1\hfill & \text{ if }e\text{ is an edge from other vertex point to }p_i,\hfill \\ 0\hfill & \text{ if }p_i\text{ is the initial and terminal point of }e\text{, or }p_ie.\hfill \end{array}$$
Denote $`V_k`$ as the set of integral combinations of $`\{v_i\}C(_k,)`$, and call an element of $`V_k`$ a vertex coboundary. Define
$$𝒢^k=C(_k,)/V_k\text{ and }𝒢_+^k=C_+(_k,)/V_k.$$
Then $`(𝒢^k,𝒢_+^k,\mathrm{𝟏})`$ is a unital preordered group.
###### Notation 3.1.
By a path in a graph $`X`$ we mean a finite sequence $`e_1^{s(1)}\mathrm{}e_n^{s(n)}`$ of edges such that, for $`1i<n`$, $`s(i)=\pm 1`$ represents the direction of $`e_i`$ and the terminal vertex of $`e_i^{s(i)}`$ is the initial vertex of $`e_{i+1}^{s(i+1)}`$. We write $`e^s\mathrm{}`$ if $`\mathrm{}`$ is a path and $`e`$ is an edge such that $`e^s`$ is a factor of $`\mathrm{}`$. A cycle is a path $`e_1^{s(1)}\mathrm{}e_n^{s(n)}`$ such that the terminal vertex of $`e_n^{s(n)}`$ is the initial vertex of $`e_1^{s(1)}`$.
We say that a function $`g`$ in $`C(_k,)`$ is zero $`(`$nonnegative, respectively$`)`$ on cycles if the sum of $`g(e)`$ over the edges $`e`$ of every cycle in $`X_k`$ is zero (nonnegative, respectively).
###### Lemma 3.2 (\[4, §3\]).
Suppose that $`g`$ is an element of $`C(_k,)`$. Then
* $`g`$ is an element of $`V_k`$ if and only if $`g`$ is zero on cycles in $`X_k`$, and
* $`[g]`$ is an element of $`C_+(_k,)/V_k=𝒢_+^k`$ if and only if $`g`$ is nonnegative on cycles.
Given $`gC(_k,)`$, define a continuous map
$$\varphi _g:X_kS^1\text{ by }x\mathrm{exp}(2\pi itg(e))\text{ for }x=e(t),t[0,1].$$
Then $`\varphi _g`$ is well-defined as every vertex point maps to $`1S^1`$, and $`\varphi _g`$ is an element of $`C(X_k,S^1)`$.
###### Lemma 3.3.
Suppose that $`g`$ is an element of $`C(_k,)`$. Then $`g`$ is an element of $`V_k`$ if and only if $`\varphi _g`$ is homotopic to a constant function $`1`$ in $`C(X_k,S^1)`$.
###### Proof.
Suppose that $`g`$ is an element of $`V_k`$. For each vertex function $`v_i`$ defined at the vertex $`p_i`$ of $`X_k`$, define a map $`h_{sv_i}:X_kS^1`$ for $`0s1`$ by
$$h_{sv_i}\left(e(t)\right)=\{\begin{array}{cc}e^{2\pi ist}\hfill & \text{if }e\text{ is an edge from }p_i\text{ to another vertex point},\hfill \\ e^{2\pi ist}\hfill & \text{if }e\text{ is an edge from another vertex point to }p_i,\hfill \\ e^{2\pi is}\hfill & \text{if }p_i\text{ is the initial and terminal point of }e,\hfill \\ 1\hfill & \text{otherwise}.\hfill \end{array}$$
Then $`sh_{sv_i}`$, $`0s1`$, is a homotopy between $`\varphi _{v_i}`$ and $`1`$.
Now suppose that $`\varphi _g`$ and $`1`$ are homotopic on $`X_k`$. Since the winding number of the restriction of $`\varphi _g`$ on every cycle in $`X_k`$ is a homotopy invariant and $`\underset{e\mathrm{}}{}g(e)`$ is the winding number for every cycle $`\mathrm{}`$ in $`X_k`$, we have that $`g`$ is zero on every cycle, and $`g`$ is an element of $`V_k`$ by Lemma 3.2. ∎
Therefore we have a well-defined map
$$\iota _k:𝒢^k\text{Br}(X_k)\text{ given by }[g][\varphi _g].$$
###### Proposition 3.4.
Let $`\iota _k`$ be defined as above. Then $`\iota _k`$ is an isomorphism of preordered groups $`(𝒢^k,𝒢_+^k)`$ and $`(\mathrm{Br}(X_k),\mathrm{Br}_{}(X_k))`$.
###### Proof.
Since $`\varphi _{g+h}=\varphi _g\varphi _h`$, $`\iota _k`$ is a group homomorphism. By Lemma 3.3, $`\varphi _g`$ is homotopic to a constant function $`1`$ if and only if $`g`$ is a vertex coboundary. So we have $`\iota _k:𝒢^k\text{Br}(X_k)`$ is injective.
To obtain an inverse of $`\iota _k`$, suppose that $`\varphi `$ belongs to $`C(X_k,S^1)`$. Then we can choose a map $`\rho :𝒱_k`$ where $`𝒱_k`$ is the vertex set of $`X_k`$ such that $`\varphi (p)=\varphi \left(2\pi i\rho (p)\right)`$ for every vertex $`p`$ of $`X_k`$. Define $`S_\rho C(X_k,S^1)`$ by
$$e(t)\mathrm{exp}\left(2\pi i\left((1t)\rho (e(0))+t\rho (e(1))\right)\right),\text{ }0t1.$$
Then $`S_\rho `$ is homotopic to the constant map $`1`$ by $`H_u=S_{u\rho }`$ for $`0u1`$, $`\varphi `$ is homotopic to $`\varphi /S_\rho `$, and for every vertex $`p`$ of $`X_k`$, $`\left(\varphi /S_\rho \right)(p)=1S^1`$.
For each edge $`e_k`$, let $`r_\varphi (e)`$ be the number of times the loop $`\left(\varphi /S_\rho \right)(x)`$ winds around $`S^1`$ as $`x=e(t)`$ moves on $`e`$. Since $`\left(\varphi /S_\rho \right)(p)=1S^1`$ for every vertex $`p`$ of $`X_k`$, $`r_\varphi (e)`$ is well-defined for each edge $`e`$. Then $`r_\varphi :er_\varphi (e)`$ is an element of $`C(_k,)`$, and $`\varphi _{r_\varphi }`$ wraps around $`S^1`$ the same number of times as $`\varphi /S_\rho `$. Therefore $`\varphi _{r_\varphi }`$ is homotopic to $`\varphi /S_\rho `$, and $`\left[\varphi \right][r_\varphi ]`$ gives the desired inverse to $`\iota _k`$.
Clearly if $`gC(_k,_+)`$, then $`\left[\iota _k(g)\right]=\left[\varphi _g\right]`$ is a positive element in the winding order. Conversely if $`\left[\varphi _g\right]\mathrm{Br}(X_k)`$ is a positive in the winding order, then there exists a map $`\psi R(X_k)`$ such that $`\varphi _g\psi `$ is non-orientation-reversing. It follows that $`g`$ has to be nonnegative on cycles, and we have $`\left[g\right]𝒢_+^k`$ by lemma 3.2. Therefore $`\iota _k`$ is an isomorphism of preordered groups. ∎
Since $`f_{k+1}:X_{k+1}X_k`$ is an orientation preserving map, if $`e`$ is an edge in $`_{k+1}`$, then $`f_{k+1}(e)`$ is a path $`e_1\mathrm{}e_n`$ in $`X_k`$. Hence $`f_{k+1}`$ induces a map
$$f_{k+1}^{}:C(_k,)C(_{k+1},)\text{ defined by }ggf_{k+1}$$
where $`(gf_{k+1})(e)=\underset{i=1}{\overset{n}{}}g(e_i)`$ such that $`f_{k+1}(e)=e_1\mathrm{}e_n`$ in $`_k`$. And $`f_{k+1}`$ induces another map
$$\stackrel{~}{f}_{k+1}^{}:C(X_k,S^1)C(X_{k+1},S^1)\text{ defined by }\varphi \varphi f_{k+1}.$$
###### Lemma 3.5.
Let $`f_{k+1}^{}`$ and $`\stackrel{~}{f}_{k+1}^{}`$ be given as above. Then there are well-defined homomorphisms from $`𝒢^k\text{ to }𝒢^{k+1}`$ and from $`\mathrm{Br}(X_k)\text{ to }\mathrm{Br}(X_{k+1})`$ defined by $`f_{k+1}^{}`$ and $`\stackrel{~}{f}_{k+1}^{}`$, respectively.
###### Proof.
For every $`vV_k`$ and every cycle $`\mathrm{}`$ in $`X_{k+1}`$, $`f_{k+1}(\mathrm{})`$ is a cycle in $`X_k`$ and $`f_{k+1}^{}(v)(\mathrm{})=v\left(f_{k+1}(\mathrm{})\right)=0`$ by Lemma 3.2. Therefore $`f_{k+1}^{}(v)`$ is an element of $`V_{k+1}`$, and the map $`𝒢^k𝒢^{k+1}`$ given by $`[g][f_{k+1}^{}(g)]`$ is a well-defined homomorphism. That $`\stackrel{~}{f}_{k+1}^{}`$ induces a homomorphism follows from the definition of the Bruschlinsky group. ∎
Let us denote these well-defined homomorphisms as $`f_{k+1}^{}`$ and $`\stackrel{~}{f}_{k+1}^{}`$, respectively, if they do not give any confusion.
###### Proposition 3.6.
Let $`\iota _k:𝒢^k\mathrm{Br}(X_k)`$, $`f_{k+1}^{}`$ and $`\stackrel{~}{f}_{k+1}^{}`$ be given as above. Then we have $`\iota _{k+1}f_{k+1}^{}=\stackrel{~}{f}_{k+1}^{}\iota _k`$ and that $`f_{k+1}^{}`$ and $`\stackrel{~}{f}_{k+1}^{}`$ are order preserving homomorphisms.
###### Proof.
It is not difficult to check, for every $`[g]𝒢^k`$,
$$\left(\iota _{k+1}f_{k+1}^{}\right)\left(\left[g\right]\right)=\left(\stackrel{~}{f}_{k+1}^{}\iota _k\right)\left(\left[g\right]\right),$$
and we have $`\iota _{k+1}f_{k+1}^{}=\stackrel{~}{f}_{k+1}^{}\iota _k`$.
To show that $`\stackrel{~}{f}_{k+1}^{}`$ is order preserving, suppose $`[\varphi ]\mathrm{Br}_{}(X_k)`$. Then there exists a $`\psi R(X_k)`$ such that $`\varphi \psi `$ is non-orientation-reversing. Since $`\stackrel{~}{f}_{k+1}^{}\left(\psi \right)=\psi f_{k+1}`$ is an element of $`R(X_{k+1})`$ by lemma 3.5 and $`f_{k+1}:X_{k+1}X_k`$ is orientation preserving, for every orientation preserving parameterized curve $`\gamma :X_{k+1}`$, $`f_{k+1}\gamma `$ is an orientation preserving parameterized curve in $`X_k`$, and
$$\left(\left(\varphi f_{k+1}\right)\left(\psi f_{k+1}\right)\right)\left(\gamma (t)\right)=\left(\left(\varphi \psi \right)f_{k+1}\right)\left(\gamma (t)\right)=\left(\varphi \psi \right)\left(f_{k+1}\gamma \right)(t)$$
does not move in the clockwise direction as $`t`$ increases. Therefore $`\left[\varphi f_{k+1}\right]=\stackrel{~}{f}_{k+1}^{}\left([\varphi ]\right)`$ is an element of $`\mathrm{Br}_{}(X_{k+1})`$, and $`\stackrel{~}{f}_{k+1}^{}`$ is an order preserving homomorphism. Since $`\iota _k`$ is an order preserving isomorphism by proposition 3.4, $`f_{k+1}^{}=\iota _{k+1}^{}{}_{}{}^{1}\stackrel{~}{f}_{k+1}^{}\iota _k`$ is also order preserving. ∎
Then $`\{𝒢^k,f_{k+1}^{}\}`$ and $`\{\mathrm{Br}(X_k),\stackrel{~}{f}_{k+1}^{}\}`$ are directed systems. Let $`\underset{}{lim}𝒢^k`$ and $`\underset{}{lim}\mathrm{Br}(X_k)`$ be the direct limits of $`\{𝒢^k,f_{k+1}^{}\}`$ and $`\{\mathrm{Br}(X_k),\stackrel{~}{f}_{k+1}^{}\}`$, respectively.
###### Definition 3.7.
Recall that $`C_+(_k,)`$ is the subset of $`C(_k,)`$ with range in $`_+`$, and that $`𝒢_+^k`$ is given by $`C_+(_k,)/𝒱_k`$. Since $`f_{k+1}^{}:C(_k,)C(_{k+1},)`$ defined by $`ggf_{k+1}`$ is an order preserving homomorphism by proposition 3.6, $`(\underset{}{lim}𝒢^k)_+=\underset{}{lim}𝒢_+^k`$ is well-defined. This set, as a positive set, defines the order which is the direct limit order or the standard order on $`\underset{}{lim}𝒢^k`$.
### The standard isomorphism $`\underset{}{lim}𝒢^k\mathrm{Br}\left(\overline{X}\right)`$.
Suppose $`\overline{X}=\underset{}{lim}X_k`$ and that $`\pi _k:\overline{X}X_k`$ is the projection map to the $`k`$th coordinate space. If $`\varphi `$ is an element in $`C(X_k,S^1)`$, then $`\varphi `$ induces an element $`\varphi \pi _kC(\overline{X},S^1)`$, We will use the isomorphism $`\iota _k:𝒢^k\mathrm{Br}(X_k)`$ and the natural map $`\mathrm{Br}(X_k)\mathrm{Br}(\overline{X})`$ defined by $`[\varphi ][\varphi \pi _k]`$ to make an isomorphism $`\iota :\underset{}{lim}𝒢^k\mathrm{Br}\left(\overline{X}\right)`$.
Let $`1_{X_k}:X_kS^1`$ and $`1_{\overline{X}}:\overline{X}S^1`$ be given by $`x_k1S^1`$ and $`x1`$ for all $`x_kX_k`$ and $`x\overline{X}`$, respectively. Suppose that $`\varphi `$ is an element of $`C(X_k,S^1)`$ such that $`\varphi `$ is homotopic to $`1_{X_k}`$ by $`H:X_k\times [0,1]S^1`$. Then $`\varphi \pi _k`$ is homotopic to $`1_{\overline{X}}=1_{X_k}\pi _k`$ by the map $`\overline{H}:\overline{X}\times [0,1]S^1`$ given by $`\overline{H}(x,t)=H(\pi _k(x),t)`$. Thus there is a well-defined map
$$\pi _k^{}:\mathrm{Br}(X_k)\text{Br}(\overline{X})\text{ given by }[\varphi ][\varphi \pi _k].$$
Since $`(\varphi _1\varphi _2)\pi _k=(\varphi _1\pi _k)(\varphi _2\pi _k)`$ for all $`\varphi _1,\varphi _2C(X_k,S^1)`$, $`\pi _k^{}`$ is a homomorphism. That $`f_{k+1}\pi _{k+1}=\pi _k:\overline{X}X_k`$ implies the following lemma.
###### Lemma 3.8.
Let $`\pi _k^{}`$ and $`\stackrel{~}{f}_{k+1}^{}`$ be defined as above. Then for all $`k`$, $`\pi _{k+1}^{}\stackrel{~}{f}_{k+1}^{}=\pi _k^{}`$.
Let $`\phi _k^{}:\mathrm{Br}(X_k)\underset{}{lim}\mathrm{Br}(X_k)`$ be the natural map for each $`k`$. If $`\phi _k^{}([\varphi ])=\phi _l^{}([\psi ])`$ for $`[\varphi ]\mathrm{Br}(X_k)`$ and $`[\psi ]\mathrm{Br}(X_l)`$, then there is a positive integer $`mk,l`$ such that $`\stackrel{~}{f}_{m+1}^{}\mathrm{}\stackrel{~}{f}_{k+1}^{}([\varphi ])=\stackrel{~}{f}_{m+1}^{}\mathrm{}\stackrel{~}{f}_{l+1}^{}([\psi ])`$. Hence
$$\pi _k^{}([\varphi ])=\pi _{m+1}^{}\stackrel{~}{f}_{m+1}^{}\mathrm{}\stackrel{~}{f}_{k+1}^{}([\varphi ])=\pi _{m+1}^{}\stackrel{~}{f}_{m+1}^{}\mathrm{}\stackrel{~}{f}_{l+1}^{}([\psi ])=\pi _l^{}([\psi ]),$$
and there is a well-defined group homomorphism
$$\pi ^{}:\underset{}{lim}\mathrm{Br}(X_k)\text{Br}(\overline{X})\text{ given by }\phi _k^{}([\varphi ])\pi _k^{}([\varphi ])=\left[\varphi \pi _k\right].$$
###### Lemma 3.9.
Suppose that $`\xi `$ is an element of $`C(\overline{X},S^1)`$. Then there exist $`\xi ^{}C(\overline{X},S^1)`$ and $`k0`$ such that $`\xi `$ is homotopic to $`\xi ^{}`$ and $`\xi ^{}(x)=\xi ^{}(y)`$ if $`x_k=y_k`$.
###### Proof.
Define a metric $`d`$ on $`\overline{X}`$ by $`d(x,y)=\underset{k=0}{\overset{\mathrm{}}{}}{\displaystyle \frac{1}{2^k}}d_k(x_k,y_k)`$ where $`x=(x_0,x_1,\mathrm{})`$, $`y=(y_0,y_1,\mathrm{})\overline{X}`$ and $`d_k`$ is a metric on $`X_k`$ compatible with its topology. Since $`\overline{X}`$ is a compact Hausdorff space, every element in $`C(\overline{X},S^1)`$ is uniformly continuous. So, for given $`\xi `$ and $`ϵ>0`$, there exists a nonnegative integer $`k`$ such that for $`x,y\overline{X}`$, $`x_k=y_k`$ implies $`d(\xi (x),\xi (y))<ϵ`$.
For $`x=(x_0,\mathrm{},x_k,\mathrm{})\overline{X}`$, let’s denote $`x^k=\{y\overline{X}y_k=x_k\}`$. Then for all $`a,bx^k`$, $`d(\xi (a),\xi (b))<ϵ`$ and we can choose a point $`\stackrel{~}{x}S^1`$ such that $`\stackrel{~}{x}`$ is the center of the smallest interval containing $`\xi (x^k)`$ in $`S^1`$. Define $`\xi ^{}:\overline{X}S^1`$ by $`\xi ^{}|_{x^k}=\stackrel{~}{x}`$. Then it is clear that $`\xi ^{}C(\overline{X},S^1)`$ and $`\xi ^{}(x)=\xi ^{}(y)`$ if $`x_k=y_k`$. Since $`d(\xi (x),\xi ^{}(x))<ϵ`$ for all $`x\overline{X}`$, $`\xi `$ is homotopic to $`\xi ^{}`$. ∎
###### Proposition 3.10.
Let $`\pi ^{}`$ be defined as above. Then $`\pi ^{}`$ is a group isomorphism.
###### Proof.
To show that $`\pi ^{}`$ is surjective, suppose $`\xi C(\overline{X},S^1)`$ and that $`\xi ^{}`$ and $`k`$ are given in Lemma 3.9. Define $`\varphi _k:X_kS^1`$ by $`x_k\xi ^{}(x)`$ for $`x=(x_0,\mathrm{},x_k,\mathrm{})\overline{X}`$. Then $`\varphi _k`$ is well-defined, and it is trivial that $`\varphi _k\pi _k=\xi ^{}`$. Therefore $`\xi C(\overline{X},S^1)`$ is homotopic to $`\varphi _k\pi _k`$, and $`\pi ^{}:\underset{}{lim}\mathrm{Br}(X_k)\text{Br}(\overline{X})`$ is surjective.
Suppose $`\xi _1,\xi _2C(\overline{X},S^1)`$ and that $`\xi _1`$ is homotopic to $`\xi _2`$. Then by the surjectivity of $`\pi ^{}`$, there exist nonnegative integers $`kl`$ and $`\varphi C(X_k,S^1)`$, $`\psi C(X_l,S^1)`$ such that $`\xi _1`$ is homotopic to $`\varphi \pi _k`$ and $`\xi _2`$ is homotopic to $`\psi \pi _l`$. Since $`\varphi \pi _k=\varphi f_{k+1}\mathrm{}f_l\pi _l`$, we have
$$\phi _l^{}\left([\psi ]\right)=\phi _l^{}\left([\varphi f_{k+1}\mathrm{}f_l]\right)=\phi _l^{}\stackrel{~}{f}_l^{}\mathrm{}\stackrel{~}{f}_{k+1}^{}\left([\varphi ]\right)=\phi _k^{}\left([\varphi ]\right).$$
Hence $`\pi ^{}`$ is injective. ∎
Therefore the isomorphisms $`\iota _k:𝒢^K\mathrm{Br}(X_k)`$ and $`\pi ^{}:\underset{}{lim}\mathrm{Br}(X_k)\text{Br}(\overline{X})`$ induce an isomorphism $`\iota :\underset{}{lim}𝒢^k\text{Br}(\overline{X})`$.
### Order isomorphism
Assume now that the presentation $`\{X_k,f_k\}`$ satisfies the following Simplicity Condition:
* for each $`k1`$ there exists $`\kappa (k)k`$ such that for every $`l\kappa (k)`$ and $`e_l`$ $`f_{k+1}\mathrm{}f_l(e)=X_k`$ where $`_l`$ is the edge set of $`X_l`$.
Then the winding order on $`\mathrm{Br}(X_k)`$ and $`\mathrm{Br}(\overline{X})`$ is an order.
###### Theorem 3.11.
Suppose that the presentation $`\{X_k,f_k\}`$ satisfies the above Simplicity Condition. Then $`\iota :(\underset{}{lim}𝒢^k,\underset{}{lim}𝒢_+^k)(\text{Br}(\overline{X}),\text{Br}_{}(\overline{X}))`$ is an isomorphism of ordered groups.
###### Proof.
(*Trivial case*). Suppose that all but finitely many $`X_k`$ has a unique edge, i.e., $`X_k`$ is homeomorphic to a circle $`S^1`$ with a unique vertex by the standing assumption 2.14, and that the connection map $`f_k:X_kX_{k1}`$ is the identity map if $`X_k=X_{k1}=S^1`$. Then it is obvious that
$$(\underset{}{lim}𝒢^k,\underset{}{lim}𝒢_+^k)(\text{Br}(\overline{X}),\text{Br}_{}(\overline{X}))=(,_+),$$
and $`\iota `$ is an isomorphism.
(*Nontrivial case*). We have that $`\iota `$ is a group isomorphism, and clearly $`\iota (\underset{}{lim}𝒢_+^k)\text{Br}_{}(\overline{X})`$. It remains to show that $`\iota `$ maps $`\underset{}{lim}𝒢_+^k`$ onto $`\text{Br}_{}(\overline{X})`$. So we assume that $`[\varphi ]`$ is an element of $`\text{Br}_{}(\overline{X})`$. Then there is an $`[h]`$ in $`𝒢^k`$ for some $`k0`$ such that $`[\varphi ]=[\varphi _h\pi _k]`$, and we need to show $`[h]𝒢_+^k`$.
That $`[\varphi ]`$ is an element of $`\text{Br}_{}(\overline{X})`$ implies that there is a map $`\gamma R(\overline{X})`$ such that $`(\varphi _h\pi _k)\gamma `$ is non-orientation-reversing. Since $`\gamma `$ is an element of $`R(\overline{X})`$, there is a continuous map $`g:\overline{X}`$ such that $`\gamma (x)=\mathrm{exp}(2\pi ig(x))`$. For $`y=(y_0,\mathrm{},y_k,\mathrm{})\overline{X}`$, if $`y_k=e(t)`$ for $`e_k`$ and $`t[0,1]`$, then $`\varphi _h\pi _k\gamma `$ is defined by $`y\mathrm{exp}(2\pi i(th(e)+g(y)))`$,
Suppose that $`(\varphi _h\pi _k)\gamma `$ is a constant map to $`S^1`$. Then we have $`[(\varphi _h\pi _k)\gamma ]=[\varphi _h\pi _k][\gamma ]=[\varphi _h\pi _k]=[1]`$ in $`\text{Br}(\overline{X})`$ as $`\gamma `$ is homotopic to the identity element in $`\text{Br}(\overline{X})`$. Hence the equivalence class of $`h`$ is the identity element in $`\underset{}{lim}𝒢^k`$, for $`\iota :\underset{}{lim}𝒢^k\text{Br}(\overline{X})`$ is an isomorphism.
Next suppose that $`(\varphi _h\pi _k)\gamma `$ is not constant on $`S^1`$. Then there are nonnegative integer $`m`$, a small interval $`I`$ contained in some edge $`e^{}`$ of $`X_{k+m}`$, and $`ϵ>0`$ such that if $`\mathrm{\Gamma }`$ is any orientation preserving curve in $`\overline{X}`$ and $`\pi _{k+m}(\mathrm{\Gamma }|_{[a,b]})=I`$, then $`length\{((\varphi _h\pi _k)\gamma )\mathrm{\Gamma }|_{[a,b]}\}>ϵ`$.
Given an arbitrary constant $`L`$, by the simplicity condition we can choose a sufficiently large integer $`M`$ such that $`e^{}`$ is covered under $`f^{k+m+1}\mathrm{}f^{k+m+M}`$ at least $`L`$ times by every edge in $`_{k+m+M}`$.
Define $`H=f_{k+m+M}^{}\mathrm{}f_{k+1}^{}(h)=hf_{k+1}\mathrm{}f_{k+m+M}C(_{k+m+M},)`$. Then by Lemma 3.8, $`\varphi _H\pi _{k+m+M}C(\overline{X},S^1)`$ is homotopic to $`\varphi _h\pi _k`$. For $`x=(x_0,\mathrm{},x_{k+m+M},\mathrm{})\overline{X}`$, as $`x_{k+m+M}`$ moves forward through a directed edge $`e`$ of $`_{k+m+M}`$, its image under $`\varphi _H\pi _{k+m+M}`$ moves $`h(\widehat{e})n_e(\widehat{e})`$ times around $`S^1`$ where $`n_e(\widehat{e})`$ is the number of times $`e`$ covers $`\widehat{e}_k`$ under the map $`f^{k+1}\mathrm{}f^{k+m+M}`$.
###### Lemma 3.12.
For every edge $`e_{k+m+M}`$, $`H(e)2\pi Lϵ2\mathrm{max}|g|`$.
###### Proof of Lemma.
Regard $`e`$ as a curve $`e(t)`$, $`0t1`$, and pick a curve $`\mathrm{\Gamma }:[0,1]\overline{X}`$ such that $`\pi _{k+m+M}\mathrm{\Gamma }(t)=e(t)`$. As $`t`$ increases from $`0`$ to $`1`$, the point
$$\left((\varphi _h\pi _k)\gamma \right)\mathrm{\Gamma }(t)=\left(\varphi _h\pi _k\mathrm{\Gamma }(t)\right)\left(\gamma \mathrm{\Gamma }(t)\right)$$
moves counterclockwise on $`S^1`$ from $`e^{2\pi ig(\mathrm{\Gamma }(0))}`$ to $`e^{2\pi i\left(g(\mathrm{\Gamma }(1))+H(e)\right)}`$, covering an arclength $`A`$ in the plane such that
$$A\frac{1}{2\pi }\left(H(e)+2\text{max}|g|\right).$$
Because $`\varphi _h\pi _k\mathrm{\Gamma }=\varphi _hf_{k+1}\mathrm{}f_{k+m+M}\pi _{k+m+M}\mathrm{\Gamma }`$, as $`t`$ runs from $`0`$ to $`1`$ the curve $`f_{k+m+1}\mathrm{}f_{k+m+M}\pi _{k+m+M}\mathrm{\Gamma }(t)`$ wraps around $`e^{}`$ at least $`L`$ times, and therefore $`ALϵ`$. Consequently $`2\pi Lϵ2\mathrm{max}|g|H(e)`$ as required. ∎
Since we can choose $`M`$ to make $`L`$ as large as we wish, we can make the choice to guarantee $`H(e)>0`$ for every edge. Therefore $`[H]=[h]`$ is an element of $`𝒢_+^k`$. ∎
### Dimension group
Let $`M`$ be an $`r\times s`$ nonnegative integer matrix. Then the matrix $`M`$ determines a homomorphism $`^s^r`$ by the ordinary matrix multiplication. The simplicial order on $`^r`$ is the usual ordering $`_+^r=\{(n_1,\mathrm{},n_r)n_i0\}`$. Then the corresponding homomorphism $`M:^s^r`$ is positive with respect to the simplicial order, that is, $`a0`$ implies $`M(a)0`$.
###### Definition 3.13 (\[6, §2\]).
Let $`M_i`$ be an $`r(i)\times r(i1)`$ nonnegative integer matrix. For a system of ordered groups and positive maps
$$^{r(0)}\stackrel{M_1}{}^{r(1)}\stackrel{M_2}{}\mathrm{},$$
the set theoretic direct limit $`\underset{}{lim}(^{r(i)},M_i)`$ is an ordered group under the usual limit addition operation with the positive cone $`\underset{}{lim}(_+^{r(i)},M_i)=\underset{i=1}{\overset{\mathrm{}}{}}M_i\mathrm{}\left(_+^{r(i1)}\right)`$ where $`M_i\mathrm{}`$ is the induced map from $`^{r(i1)}`$ to the direct limit $`\underset{}{lim}(^{r(i)},M_i)`$.
An ordered group $`(G,G_+)`$ is called a dimension group if it is order isomorphic to the limit of a system of simplicially ordered groups with positive maps.
Let $`(G,G_+)`$ be a dimension group. A subgroup $`H`$ of $`G`$ is called an order ideal if $`H`$ is an ordered group with the positive cone $`H_+=HG_+`$ and $`0abH`$ implies $`aH`$. The dimension group $`(G,G_+)`$ is called simple if it has no proper order ideal.
In a simple dimension group $`(G,G_+)`$ with an element $`gG`$, if neither $`g`$ nor $`g`$ lies in $`G_+`$, then $`g`$ is called an infinitesimal element. If $`u`$ is an order unit and $`g`$ is an infinitesimal element of $`G`$, then $`g+u`$ is also an order unit.
It is well known that a dimension group defined as above by matrices $`M_i`$ is simple if for every $`i`$ there exists $`j`$ such that all entries of the matrix $`M_jM_{j1}\mathrm{}M_{i+1}M_i`$ are strictly positive.
Suppose that $`\{X_k,f_k\}`$ is a presentation of an (orientable) branched matchbox manifold with the edge set $`_k`$ of $`X_k`$. Then for each edge $`e_i_k`$, $`f_k(e_i)`$ is a path $`e_{i,1}^{s(1)}\mathrm{}e_{i,j(i)}^{s(j(i))}`$ in $`X_{k1}`$ such that $`s(j)=\pm 1`$ denotes the direction and the terminal point of $`e_{i,j}^{s(j)}`$ is the initial point of $`e_{i,j+1}^{s(j+1)}`$ for $`1j<j(i)`$. Therefore we can define an induced map $`\stackrel{ˇ}{f}_k:_k_{k1}^{}`$ by
$$\stackrel{ˇ}{f}_k:e_ie_{i,1}^{s(1)}\mathrm{}e_{i,j(i)}^{s(j(i))}.$$
###### Definition 3.14.
Suppose that $`X_k`$ has $`n_k`$ edges for all $`k0`$. Then the adjacency matrix $`M_k`$ of $`(\stackrel{ˇ}{f}_k,_k,_{k1})`$ is an $`n_k\times n_{k1}`$ matrix such that for any edges $`e_i_k`$ and $`e_j_{k1}`$, $`M_k(i,j)`$ is the number of times $`\stackrel{ˇ}{f}_k(e_i)`$ covers $`e_j`$ ignoring the direction of the covering.
###### Lemma 3.15 (\[6, §3\]).
A countable ordered group is a dimension group if and only if it is unperforated and has the Riesz Interpolation Property.
###### Proposition 3.16.
Suppose that $`\{X_k,f_k\}`$ is a presentation of a compact connected orientable branched matchbox manifold with the adjacency matrices $`M_k`$. Then
* $`(\underset{}{lim}C(_k,),\underset{}{lim}C_+(_k,))(\underset{}{lim}(^{n_k},M_k),\underset{}{lim}(_+^{n_k},M_k))`$.
If the presentation satisfies the Simplicity Condition, then
* $`(\underset{}{lim}C(_k,),\underset{}{lim}C_+(_k,))`$ and $`(\underset{}{lim}𝒢^k,\underset{}{lim}𝒢_+^k)`$ are simple dimension groups.
###### Proof.
(1) For each $`gC(_{k1},)`$ and $`f_k^{}:C(_{k1},)C(_k,)`$ given by $`ggf_k`$, if we represent $`g`$ as $`(g(e_1),\mathrm{},g(e_{n_{k1}}))^{n_{k1}}`$, then $`C(_{k1},)`$ is isomorphic to $`^{n_{k1}}`$ and $`f_k^{}(g)=gf_k`$ is given by $`M_k(g(e_1),\mathrm{},g(e_{n_{k1}}))^t`$. Hence we have $`\underset{}{lim}C(_{k1},)\underset{}{lim}(^{n_k},M_k)`$. Since $`C_+(_{k1},)`$ is the set of elements in $`C(_{k1},)`$ with range in $`_+`$, $`C(_{k1},)`$ is simplicially ordered, and so is $`\underset{}{lim}C(_k,)`$. Therefore $`(\underset{}{lim}C(_k,),\underset{}{lim}C_+(_k,))`$ is order isomorphic to $`(\underset{}{lim}(^{n_k},M_k),\underset{}{lim}(_+^{n_k},M_k))`$.
(2) Suppose that $`H`$ is a proper order ideal of $`(\underset{}{lim}C(_k,),\underset{}{lim}C_+(_k,))`$ and that $`bH_+`$. Then there exist a nonnegative integer $`k`$ and $`hC_+(_k,)`$ such that $`b=\left[h\right]\underset{}{lim}C(_k,)`$. By the Simplicity Condition, there is a nonnegative integer $`\kappa (k)k`$ such that, for every $`l\kappa (k)`$ and every edge $`e_l`$, $`f_{k+1}\mathrm{}f_l(e)=X_k`$. If $`a\underset{}{lim}C_+(_k,)`$, then we can choose a positive integer $`l\kappa (k)`$ and $`gC_+(_l,)`$ such that $`a=\left[g\right]`$. Let $`n=\underset{e_l}{\mathrm{max}}g(e)`$. Then $`nb=\left[nf_l^{}\mathrm{}f_{k+1}^{}h\right]H_+`$ and $`nf_l^{}\mathrm{}f_{k+1}^{}hgC_+(_l,)`$. So we have $`0anb`$ and $`aH_+`$. Therefore $`H_+=\underset{}{lim}C_+(_k,)`$, and $`(\underset{}{lim}C(_k,),\underset{}{lim}C_+(_k,))`$ is a simple dimension group.
The group $`(\underset{}{lim}𝒢^k,\underset{}{lim}𝒢_+^k)(\mathrm{Br}(\overline{X}),\mathrm{Br}_{}(\overline{X}))`$ is an unperforated ordered group by proposition 2.7, and its positive set is the image of the positive set of $`\underset{}{lim}C(_k,)`$ under the quotient map $`\chi :\underset{}{lim}C(_k,)\underset{}{lim}𝒢^k`$. We claim that with this quotient order, $`(\underset{}{lim}𝒢^k,\underset{}{lim}𝒢_+^k)`$ satisfies the Riesz Interpolation Property (and therefore by Lemma 3.15 is a dimension group.) (We learned this argument from unpublished remarks of David Handelman. The general line of argument is also implicit in remarks on pp. 58 and 66 of .)
Let $`V=\text{ker}\chi `$. Note that if $`V`$ contains a nonzero positive element $`u`$, then for every $`g\underset{}{lim}C_+(_k,)`$ we have for some integer $`n`$ that $`0gnu`$, and therefore $`0\chi (g)0`$, which contradicts the image of $`\chi `$ being a nontrivial ordered group. Therefore all elements of $`V`$ are infinitesimals.
To show the Riesz Interpolation Property, suppose that $`[a_1],[a_2],[b_1],[b_2]\underset{}{lim}𝒢^k`$ satisfy $`[a_i]<[b_j]`$ ($`i,j=1,2`$). Let $`a_i`$ and $`b_j\underset{}{lim}C(_k,)`$ be preimages of $`[a_i]`$ and $`[b_j]`$, respectively. Since $`[a_i]+[b_j]`$ is a nonzero positive element of $`\underset{}{lim}𝒢^k`$, there exists a $`v_{i,j}V`$ such that $`a_i+v_{i,j}+b_j`$ is a nonzero positive element of $`\underset{}{lim}C(_k,)`$. Because $`v_{ij}`$ is an infinitesimal element, it follows that $`a_i+b_j`$ is a nonzero positive element of $`\underset{}{lim}C(_k,)`$, and $`a_i<b_j`$ for $`i,j=1,2`$. Hence by the Riesz Interpolation Property for $`\underset{}{lim}C(_k,)`$ there exists an element $`c\underset{}{lim}C(_k,)`$ such that $`a_icb_j`$. Then by definition of the quotient order we have $`[a_i][c][b_j]`$ for all $`i,j`$ as required. Therefore $`(\underset{}{lim}𝒢^k,\underset{}{lim}𝒢_+^k)`$ is a dimension group by lemma 3.15.
Suppose that $`(G,G_+)`$ is a proper order ideal of $`(\underset{}{lim}𝒢^k,\underset{}{lim}𝒢_+^k)`$. Then it is not difficult to see that $`(H,H_+)=(\chi ^1(G),\chi ^1(G_+))`$ is a proper order ideal of $`(\underset{}{lim}C(_k,),\underset{}{lim}C_+(_k,))`$ which is a simple dimension group. Therefore $`(\underset{}{lim}𝒢^k,\underset{}{lim}𝒢_+^k)`$ is a simple dimension group. ∎
If each graph $`X_k`$ is a wedge of circle, then $`V_k=\{0\}`$ as each edge in $`X_k`$ is a cycle. So we have the following corollary
###### Corollary 3.17.
Suppose that the presentation $`\{X_k,f_k\}`$ satisfies the Simplicity Condition and that each graph $`X_k`$ is a wedge of circles. Then $`(\underset{}{lim}𝒢^k,\underset{}{lim}𝒢_+^k)`$ is order isomorphic to $`(\underset{}{lim}(^{n_k},M_k),\underset{}{lim}(_+^{n_k},M_k))`$.
The following corollary follows from Observation 2.4 and Theorem 3.11.
###### Corollary 3.18.
Suppose that $`(\overline{X_i},\overline{f_i})`$ is a compact connected orientable branched matchbox manifold with the Simplicity Condition for $`i=1,2`$. If $`\overline{X_1}`$ is homeomorphic to $`\overline{X_2}`$, then $`\underset{}{lim}𝒢_1^k`$ is order isomorphic to $`\underset{}{lim}𝒢_2^k`$.
###### Remark 3.19.
* The dimension group of adjacency matrices is not a homeomorphism invariant. See example 4.4.
* The isomorphism in corollary 3.18 need not respect distinguished order unit (\[4, §1\]).
## 4. One-dimensional generalized solenoid
One interesting class of branched matchbox manifolds is one-dimensional branched solenoids, including one-dimensional generalized solenoids of Williams (). Let $`X`$ be a directed graph with vertex set $`𝒱`$ and edge set $``$, and $`f:XX`$ a continuous map. We define some axioms which might be satisfied by $`(X,f)`$ ().
1. (Indecomposability) $`(X,f)`$ is indecomposable.
2. (Nonwandering) All points of $`X`$ are nonwandering under $`f`$.
3. (Flattening) There is $`k1`$ such that for all $`xX`$ there is an open neighborhood $`U`$ of $`x`$ such that $`f^k(U)`$ is homeomorphic to $`(ϵ,ϵ)`$.
4. (Expansion) There are a metric $`d`$ compatible with the topology and positive constants $`C`$ and $`\lambda `$ with $`\lambda >1`$ such that for all $`n>0`$ and all points $`x,y`$ on a common edge of $`X`$, if $`f^n`$ maps the interval $`[x,y]`$ into an edge, then $`d(f^nx,f^ny)C\lambda ^nd(x,y)`$.
5. (Nonfolding) $`f^n|_{X𝒱}`$ is locally one-to-one for every positive integer $`n`$.
6. (Markov) $`f(𝒱)𝒱`$.
Let $`\overline{X}`$ be the inverse limit space
$$\overline{X}=X\stackrel{𝑓}{}X\stackrel{𝑓}{}\mathrm{}=\left\{(x_0,x_1,x_2,\mathrm{})\underset{0}{\overset{\mathrm{}}{}}X\right|f(x_{n+1})=x_n\},$$
and $`\overline{f}:\overline{X}\overline{X}`$ the induced homeomorphism defined by
$$(x_0,x_1,x_2,\mathrm{})(f(x_0),f(x_1),f(x_2),\mathrm{})=(f(x_0),x_0,x_1,\mathrm{}).$$
Let $`Y`$ be a topological space and $`g:YY`$ a homeomorphism. We call $`Y`$ a 1-dimensional generalized solenoid or $`1`$-solenoid and $`g`$ a solenoid map if there exist a directed graph $`X`$ and a continuous map $`f:XX`$ such that $`(X,f)`$ satisfies all six Axioms and $`(\overline{X},\overline{f})`$ is topologically conjugate to $`(Y,g)`$. If $`(X,f)`$ satisfies all Axioms except possibly the Flattening Axiom, then we call $`Y`$ a branched solenoid. If we can choose the direction of each edge in $`X`$ so that the connection map $`f:XX`$ is orientation preserving, then we call $`(X,f)`$ an orientable presentation, and $`Y`$ an orientable (branched) solenoid. If $`(Y,g)`$ is a branched solenoid with a presentation $`(X,f)`$, then there exist an $`n\times n`$ adjacency matrix $`M_{X,f}`$ where $`n`$ is the cardinal number of the set of edges in $`X`$. If $`X`$ is a wedge of circles and $`f`$ leaves the unique branch point of $`X`$ fixed, then we say $`(X,f)`$ an elementary presentation.
We have the following proposition from theorem 3.11 and corollary 3.17.
###### Proposition 4.1.
Suppose that $`(\overline{X},\overline{f})`$ is an orientable branched solenoid with an adjacency matrix $`M`$. Then $`\iota :(\underset{}{lim}(^n,M),\underset{}{lim}(_+^n,M))(\text{Br}(\overline{X}),\text{Br}_{}(\overline{X}))`$ is an epimorphism of ordered groups. If $`(X,f)`$ is an elementary presentation, then $`\iota `$ is an isomorphism.
###### Remark 4.2.
We need the elementary presentation condition for the injectivity of $`\iota `$. See example 4.4.
###### Example 4.3 (\[18, §2\] and \[11, §7.5\]).
Let $`X`$ be the unit circle on the complex plane. Suppose that $`1`$ and $`1`$ are the vertices of $`X`$, and that the upper half circle $`e_1`$ and the lower half circle $`e_2`$ with counterclockwise direction are the edges of $`X`$. Define $`f:XX`$ by $`f:zz^2`$. The $`\stackrel{ˇ}{f}:_X_X^{}`$ is given by $`\stackrel{ˇ}{f}:e_1e_1e_2,e_2e_1e_2`$, and the adjacency matrix is
$$M_{X,f}=\left(\begin{array}{cc}1& 1\\ 1& 1\end{array}\right).$$
Therefore we have
$$(\text{Br}(\overline{X}),\text{Br}_{}(\overline{X}))=(\left[1/2\right],\left[1/2\right]_+).$$
We give Figure 1 to represent the presentation $`(X,f)`$ with the wrapping rule $`\stackrel{~}{f}`$.
Similarly, if $`(Y,g)`$ is given by Figure 2,
then $`(Y,g)`$ does not satisfy the flattening axiom and $`(\overline{Y},\overline{g})`$ is a branched solenoid. The wrapping rule $`\stackrel{ˇ}{g}:_Y_Y^{}`$ is given by $`aab`$, $`ba`$ and the adjacency matrix is
$$M_{Y,g}=\left(\begin{array}{cc}1& 1\\ 1& 0\end{array}\right).$$
Thus $`\text{Br}(\overline{Y})=`$ and $`\text{Br}_{}(\overline{Y})=\{\text{v}\text{v}(\frac{1+\sqrt{5}}{2},1)>0\}\{\text{0}\}`$.
The following example shows that the dimension group of adjacency matrices induced by a presentation is not a homeomorphism invariant.
###### Example 4.4 (\[18, 4.8 and 5.1\]).
Let $`X`$ be a wedge of two circles $`a,b`$ with a unique vertex $`p`$, and $`f:XX`$ defined by $`aaab`$ and $`bab`$. So $`(X,f)`$ is given by Figure 3.
Suppose that $`Y`$ is given by Figure 4
and that the wrapping rule $`\stackrel{ˇ}{g}:_Y_Y^{}`$ is given by
$$\alpha \gamma \alpha \beta ,\beta \gamma ,\gamma \beta \gamma \alpha \beta .$$
Then it is shown in \[18, 4.8\] that $`(\overline{X},\overline{f})`$ is topologically conjugate to $`(\overline{Y},\overline{g})`$. And their adjacency matrices are given by the following matrices
$$M_{(X,f)}=\left(\begin{array}{cc}2& 1\\ 1& 1\end{array}\right)\text{ and }M_{(Y,g)}=\left(\begin{array}{ccc}1& 1& 1\\ 0& 0& 1\\ 1& 2& 1\end{array}\right).$$
Since the determinants of $`M_{(X,f)}`$ and $`M_{(Y,g)}`$ are $`1`$ and $`1`$, respectively, $`M_{(X,f)}`$ and $`M_{(Y,g)}`$ are invertible over $``$. Hence the dimension group of $`M_{(X,f)}`$ is $`^2`$ and that of $`M_{(Y,g)}`$ is $`^3`$. Therefore the dimension group of $`M_{(X,f)}`$ is not isomorphic to the dimension group of $`M_{(Y,g)}`$
Since $`(X,f)`$ is elementary presented, the dimension group of $`M_{(X,f)}`$ is order isomorphic to the Bruschlinsky group of $`(\overline{X},\overline{f})`$. And the Bruschlinsky group of $`(\overline{Y},\overline{g})`$ is given by the dimension group of $`\left(\begin{array}{cc}1& 1\\ 1& 2\end{array}\right)`$. Hence we have $`\mathrm{Br}(\overline{X})\mathrm{Br}(\overline{Y})`$ with
$$\mathrm{Br}_{}(\overline{X})\mathrm{Br}_{}(\overline{Y})\{\text{v}\text{v}(\frac{1+\sqrt{5}}{2},1)>0\}\{\text{0}\}.$$
###### Acknowledgment.
This paper is a part of my Ph.D. dissertation at UMCP. I sincerely express my gratitude to my advisor Dr. M. Boyle for his encouragement and advice. The proof of Lemma 3.12 was suggested by Dr. Boyle. By kind permission, I presented his proof here.
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# Variational Methods, Multisymplectic Geometry and Continuum Mechanics
## 1 Introduction
The purpose of this paper is to give a variational multisymplectic formulation of continuum mechanics from a point of view that will facilitate the development of a corresponding discrete theory, as in the PDE Veselov formulation due to Marsden, Patrick, and Shkoller . This discrete theory and its relation to finite element methods will be the subject of a companion paper, Marsden, Pekarsky, Shkoller, and West .
In this paper, we restrict our attention to non-relativistic theories, but on general Riemannian manifolds. The relativistic case was considered in Kijowski and Tulczyjew , where the authors take an alternative approach of inverse fields, effectively exchanging the base and fiber spaces. See also Fernández, García and Rodrigo .<sup>1</sup><sup>1</sup>1There are a number of reasons, both functional analytic and geometric for motivating a formulation in terms of direct particle placement fields rather than on inverse fields. For example, in the infinite dimensional context, this is the setting in which one has the deeper geometric and analytical properties of the Euler equations and related field theories, as in Arnold , Ebin and Marsden , Shkoller , and Marsden, Ratiu and Shkoller . Moreover, the relativistic approach adopted in Kijowski and Tulczyjew cannot describe an incompressible fluid or elasticity because the notion of incompressibility is not defined in the relativistic context.
Two main applications of our theory are considered—fluid dynamics and elasticity—each specified by a particular choice of the Lagrangian density. The resulting Euler-Lagrange equations can be written in a well-known form by introducing the pressure function $`P`$ and the Piola-Kirchhoff stress tensor $`𝒫`$ (equations (2.18) and (2.21) below, respectively).
We only consider *ideal*, that is nonviscous, fluid dynamics in this paper, both compressible and incompressible cases. In the compressible case, we work out the details for *barotropic* fluids for which the stored energy is a function of the density. These results can be trivially extended to *isentropic* (compressible) fluids, when the stored energy depends also on the entropy. Both the density and the entropy are assumed to be some given functions in material representation, so that our formalism naturally includes *inhomogeneous* ideal fluids. However, in our discussion of symmetries and corresponding conservation laws considered in §5 we restrict ourselves, for simplicity only, to fluids that are homogeneous in the reference configuration. We elaborate on this point below.
For the theory of elasticity we restrict our attention to *hyperelastic* materials, that is to materials whose constitutive law is derived from a stored energy function. Similarly, we assume that the material density is some given function which describes a possibly *heterogeneous* hyperelastic material.
A general formalism for treating constrained multisymplectic theories is developed in §3. Often, constraints that are treated in the multisymplectic context are dynamically invariant, as with the constraint $`\mathrm{div}𝐄=0`$ in electromagnetism (see, for example, Gotay, Isenberg, and Marsden ), or $`\mathrm{div}𝐄=\rho `$ for electromagnetism interacting with charged matter. Our main example of a constraint in this paper is the incompressibility constraint in fluids, which, when viewed in the standard Eulerian, or spatial view of fluid mechanics is often considered to be a nonlocal constraint (because the pressure is determined by an elliptic equation and, correspondingly, the sound speed is infinite), so it is interesting how it is handled in the multisymplectic context, which is, by nature, a local formalism.
In the current work we restrict our attention to first-order theories, in which both the Lagrangian and the constraints depend only on first derivatives of the fields. Moreover, we assume that time derivatives do not enter the constraints, which corresponds, using a chosen space-time splitting, to holonomic constraints on the corresponding infinite-dimensional configuration manifold in material representation. We briefly discuss the issues related to extending this approach to non-holonomic constraints and to space-time covariant field theories in the last section.
Symmetries and corresponding momentum maps and conservation theorems are considered in a separate section (§5) since they are very different for different models of a continuous media, e.g. homogeneous fluid dynamics has a huge symmetry, namely the particle relabeling symmetry, while standard elasticity (usually assumed to be inhomogeneous) has much smaller symmetry groups, such as rotations and translations in the Euclidean case. We emphasize that although the rest of the paper describes general heterogeneous continuous media, the results of §5.1 only apply to fluid dynamics that is homogeneous in the reference configuration (e.g., the fluid starts out, but need not remain, homogeneous), where the symmetry group is the full group of volume-preserving diffeomorphisms $`𝒟_\mu `$. However, these results can be generalized to inhomogeneous fluids, in which case the symmetry group is a *subgroup* $`𝒟_\mu ^\rho 𝒟_\mu `$ that preserves the level sets of the material density for barotropic fluids, or a *subgroup* $`𝒟_\mu ^{\rho ,\text{ent}}𝒟_\mu `$ that preserves the level sets of the material density and entropy for isentropic fluids. This puts us in the realm of a multisymplectic version of the Euler-Poincaré theory – one needs to introduce additional *advected quantities* as basic fields to handle this situation (see the discussion on symmetry and reduction in §6). We remark also that all continuum mechanics models should satisfy material frame indifference principle, which, as is well known, can be readily accomplished by requiring the stored energy function to be a function of the Cauchy-Green tensor alone (see, e.g. Marsden and Hughes , Lu and Papadopoulos ).
We finally remark on the notation. The reader is probably aware that typical fluids and elasticity literatures adhere to completely different sets of notations, which both differ substantially from those adopted in multisymplectic theories. In our notations we follow Gotay, Isenberg, and Marsden . The companion paper Marsden, Pekarsky, Shkoller, and West uses primarily notation from Marsden and Hughes and concentrates on models of continuum mechanics in Euclidean spaces and their variational discretizations.
## 2 Compressible Continuum Mechanics
To describe the multisymplectic framework of continuum mechanics, we must first specify the covariant configuration and phase spaces. Once we obtain a better understanding of the geometry of these manifolds we can consider the dynamics determined by a particular covariant Lagrangian.
### 2.1 Configuration and Phase Spaces
##### The Jet Bundle.
We shall set up a formalism in which a continuous medium is described using sections of a fiber bundle $`Y`$ over $`X`$; here $`X`$ is the base manifold and $`Y`$ consists of fibers $`Y_x`$ at each point $`xX`$. Sections of the bundle $`\pi _{XY}:YX`$ represent configurations, e.g. particle placement fields or deformations.
Let $`(B,G)`$ be a smooth $`n`$-dimensional compact oriented Riemannian manifold with a smooth boundary and let $`(M,g)`$ be a smooth $`N`$-dimensional compact oriented Riemannian manifold. For the non-relativistic case, the base manifold can be chosen to be a spacetime manifold represented by the product $`X=B\times `$ of the manifold $`B`$ together with time; $`(x,t)X`$. Let us set $`x^0=t`$, so that $`x^\mu =(x^i,x^0)=(x^i,t)`$, with $`\mu =0,\mathrm{},n,i=1,\mathrm{},n`$, denote coordinates on the $`(n+1)`$-dimensional manifold $`X`$. Construct a trivial bundle $`Y`$ over $`X`$ with $`M`$ being a fiber at each point; that is, $`Y=X\times M(x,t,y)`$ with $`yM`$ — the fiber coordinate. This bundle,
$$\pi _{XY}:YX;(x,t,y)(x,t),$$
with $`\pi _{XY}`$ being the projection on the first factor, is the covariant configuration manifold for our theory. Let $`𝒞C^{\mathrm{}}(Y)`$ be the set of smooth sections of $`Y`$. Then, a section $`\varphi `$ of $`𝒞`$ represents a time dependent configuration.
Let $`y^a,i=1,\mathrm{},N`$ denote fiber coordinates so that a section $`\varphi `$ has a coordinate representation $`\varphi (x)=(x^\mu ,\varphi ^a(x))=(x^\mu ,y^a)`$. The first jet bundle $`J^1Y`$ is the affine bundle over $`Y`$ whose fiber above $`yY_x`$ consists of those linear maps $`\gamma :T_xXT_yY`$ satisfying $`T\pi _{XY}\gamma =Id_{T_xX}`$. Coordinates on $`J^1Y`$ are denoted $`\gamma =(x^\mu ,y^a,v_{}^{a}{}_{\mu }{}^{})`$. For a section $`\varphi `$, its tangent map at $`xX`$, denoted $`T_x\varphi `$, is an element of $`J^1Y_{\varphi (x)}`$. Thus, the map $`xT_x\varphi `$ is a local section of $`J^1Y`$ regarded as a bundle over $`X`$. This section is denoted $`j^1\varphi `$ and is called the first jet extension of $`\varphi `$. In coordinates, $`j^1\varphi `$ is given by $`(x^\mu ,\varphi ^a(x),_\mu \varphi ^a)`$, where $`_0\varphi ^a=_t\varphi ^a`$ and $`_k\varphi ^a=_{x^k}\varphi ^a`$.
Notice that we have introduced *two different* Riemannian structures on the configuration bundle. The internal metric on the spatial part $`B`$ of the base manifold $`X`$ is denoted by $`G`$ and the fiber, or field, metric on $`M`$ is denoted by $`g`$. There are two main cases, which we consider in this paper:
* fluid dynamics on a fixed background with fixed boundaries, when $`B`$ and $`M`$ are the same and the fiber metric $`g`$ coincides with the base metric $`G`$; a special case of this is fluid dynamics on a region in Euclidean space;
* elasticity on a fixed background, when the metric spaces $`(B,G)`$ and $`(M,g)`$ are essentially different.
Both approaches result in *background theories*. The case of relativistic fluid and elasticity was considered by Kijowski (see, e.g. Kijowski and Tulczyjew ).
Define the following function on the first jet bundle:
$$J(x,t,y,v)=det[v]\sqrt{\frac{det[g(y)]}{det[G(x)]}}:J^1Y.$$
(2.1)
We shall see later that its pull-back by a section $`\varphi `$ has the interpretation of the Jacobian of the linear transformation $`D\varphi _t`$.
A very important remark here is that even though in fluid dynamics metrics $`g`$ and $`G`$ coincide, i.e. on each fiber $`Y_x`$, $`g`$ is a copy of $`G`$, there is no cancellation because the metric tensors are evaluated at different points. For instance, in (2.1) $`g(y)`$ does not coincide with $`G(x)`$ unless $`y=x`$ or both metrics are constant. Hence, only for fluid dynamics in Euclidean spaces, can one trivially raise and lower indices and drop all metric determinants and derivatives in the expressions in the next sections.
##### The Dual Jet Bundle.
Recall that the dual jet bundle $`J^1Y^{}`$ is an affine bundle over $`Y`$ whose fiber at $`yY_x`$ is the set of affine maps from $`J^1Y`$ to $`\mathrm{\Lambda }^{n+1}X_x`$, where $`\mathrm{\Lambda }^{n+1}X`$ denotes the bundle of $`(n+1)`$-forms on $`X`$. A smooth section of $`J^1Y^{}`$ is an affine bundle map of $`J^1Y`$ to $`\mathrm{\Lambda }^{n+1}X`$ covering $`\pi _{XY}`$. Fiber coordinates on $`J^1Y^{}`$ are $`(\mathrm{\Pi },p_{a}^{}{}_{}{}^{\mu })`$, which correspond to the affine map given in coordinates by $`v_{}^{a}{}_{\mu }{}^{}(\mathrm{\Pi }+p_{a}^{}{}_{}{}^{\mu }v_{}^{a}{}_{\mu }{}^{})d^{n+1}x`$.
To define canonical forms on $`J^1Y^{}`$, another description of the dual bundle is convenient. Let $`\mathrm{\Lambda }=\mathrm{\Lambda }^{n+1}Y`$ denote the bundle of $`(n+1)`$-forms on $`Y`$, with fiber over $`yY`$ denoted by $`\mathrm{\Lambda }_y`$ and with projection $`\pi _{Y\mathrm{\Lambda }}:\mathrm{\Lambda }Y`$. Let $`Z`$ be its “vertically invariant” subbundle whose fiber is given by
$$Z_y=\{z\mathrm{\Lambda }_yv\text{ }\text{ }w\text{ }\text{ }z=0\text{for all}v,wV_yY\},$$
where $`V_yY=\{vT_yYT\pi _{XY}v=0\}`$ is a vertical subbundle. Elements of $`Z`$ can be written uniquely as
$$z=\mathrm{\Pi }d^{n+1}x+p_{a}^{}{}_{}{}^{\mu }dy^ad^nx_\mu $$
where $`d^nx_\mu =_\mu d^{n+1}x`$, so that $`(x^\mu ,y^a,\mathrm{\Pi },p_{a}^{}{}_{}{}^{\mu })`$ give coordinates on $`Z`$.
Equating the coordinates $`(x^\mu ,y^a,\mathrm{\Pi },p_{a}^{}{}_{}{}^{\mu })`$ of $`Z`$ and of $`J^1Y^{}`$ defines a vector bundle isomorphism $`ZJ^1Y^{}`$. This isomorphism can also be defined intrinsically (see Gotay, Isenberg, and Marsden ).
Define the canonical $`(n+1)`$-form $`\mathrm{\Theta }_\mathrm{\Lambda }`$ on $`\mathrm{\Lambda }`$ by $`\mathrm{\Theta }_\mathrm{\Lambda }(z)=(\pi _{Y\mathrm{\Lambda }}^{}z)`$, where $`z\mathrm{\Lambda }`$. The canonical $`(n+2)`$-form is given by $`\mathrm{\Omega }_\mathrm{\Lambda }=d\mathrm{\Theta }_\mathrm{\Lambda }`$. If $`i_{\mathrm{\Lambda }Z}:Z\mathrm{\Lambda }`$ denotes the inclusion, the corresponding canonical forms on $`Z`$ are given by $`\mathrm{\Theta }=i_{\mathrm{\Lambda }Z}^{}\mathrm{\Theta }_\mathrm{\Lambda }`$ and $`\mathrm{\Omega }=d\mathrm{\Theta }=i_{\mathrm{\Lambda }Z}^{}\mathrm{\Omega }_\mathrm{\Lambda }`$. In coordinates they have the following representation
$$\mathrm{\Theta }=p_{a}^{}{}_{}{}^{\mu }dy^ad^nx_\mu +\mathrm{\Pi }d^{n+1}x,\mathrm{\Omega }=dy^adp_{a}^{}{}_{}{}^{\mu }d^nx_\mu d\mathrm{\Pi }d^{n+1}x.$$
#### Ideal Fluid
We now recall the classical material and spatial descriptions of ideal (i.e., nonviscous) fluids moving in a fixed region, i.e., with fixed boundary conditions. We set $`B=M`$ and call it the reference fluid container. A fluid flow is given by a family of diffeomorphisms $`\eta _t:MM`$ with $`\eta _0=\mathrm{Id}`$, where $`\eta _t(M)`$ is the fluid configuration at some later time $`t`$. Let $`xM`$ denote the original position of a fluid particle, then $`y\eta _t(x)M`$ is its position at time $`t`$; $`x`$ and $`y`$ are called material and spatial points, respectively. The material velocity is defined by $`V(x,t)=(/t)\eta _t(x)`$. The same velocity viewed as a function of $`(y,t)`$ is called the spatial velocity. It is denoted by $`u`$; that is, $`u(y,t)=V(x(y),t)`$, where $`x=\eta _t^1(y)`$, so that $`u=V\eta _t^1=\dot{\eta }\eta _t^1`$.
Thus, in the bundle picture above, the spatial part of the base manifold $`BX`$ has the interpretation of the reference configuration, while an extra dimension of $`X`$ corresponds to the time evolution. All later configurations of the fluid are captured by a section $`\varphi `$ of the bundle $`Y`$, which gets the interpretation of a particle placement field. Pointwise this implies that $`x`$ in the base point $`(x,t)`$ represents the material point, while $`yY_{(x,t)}`$ represents the spatial point and corresponds to a position $`y=\varphi (x,t)=\eta _t(x)`$ of the fluid particle $`x`$ at time $`t`$.
#### Elasticity
For the theory of elasticity (as well as for fluids with a free boundary), the base and fiber spaces are generally different; $`(B,G)`$ is traditionally called the reference configuration, while $`(M,g)`$ denotes the ambient space. For classical $`2`$ or $`3`$ dimensional elasticity, $`M`$ and $`B`$ have the same dimension, while for rods and shells models the dimension of the reference configuration $`B`$ is less than that of the ambient space.
For a fixed time $`t`$, sections of the bundle $`Y`$, denoted by $`\varphi _t`$, play the role of deformations; they map reference configuration $`B`$ into spatial configuration $`M`$. Upon restriction to the space of first jets, the fiber coordinates $`v`$ of $`\gamma =(x,y,v)J^1Y`$ become partial derivatives $`\varphi ^a/x^\mu `$; they consist of the time derivative of the deformation $`\dot{\varphi ^a}`$ and the deformation gradient, $`F_{}^{a}{}_{i}{}^{}=\varphi ^a/x^i`$. The first jet of a section $`\varphi `$ then has the following local representation $`j^1\varphi =((x,t),\varphi (x,t),\dot{\varphi }(x,t),F(x,t)):XJ^1Y`$.
Using the map $`\varphi `$, one can pull back and push forward metrics on the base and fiber manifolds. In particular, a pull-back of the field metric $`g`$ on $`M`$ to $`BX`$ defines the Green deformation tensor (also called the right Cauchy-Green tensor) $`C`$ by $`C^{\mathrm{}}=\varphi _t^{}(g)`$, while a push-forward of the base metric $`G`$ on $`BX`$ to $`M`$ defines the inverse of the Finger deformation tensor $`b`$ (also called the left Cauchy-Green tensor): $`c=b^1=(\varphi _t)_{}(G)`$. In coordinates,
$$C_{ij}(x,t)=g_{ab}F_{}^{a}{}_{i}{}^{}F_{}^{b}{}_{j}{}^{}(x,t),c_{ab}(y)=G_{ij}(F^1)_{}^{i}{}_{a}{}^{}(F^1)_{}^{j}{}_{b}{}^{}(y),$$
(2.2)
where $`F^1`$ is thought of as a function of $`y`$. We remark that $`C`$ is defined whether or not the deformation is regular, while $`b`$ and $`c`$ rely on the regularity of $`\varphi _t`$. Another important remark is that operations flat $`\mathrm{}`$ and sharp $`\mathrm{}`$ are taken with respect to the corresponding metrics on the space, so that, e.g $`(\varphi _t^{}g)^{\mathrm{}}\varphi _t^{}(g^{\mathrm{}})`$.
Notice that $`J`$ restricted to the first jets of sections is the Jacobian of $`D\varphi _t`$, that is, the determinant of the linear transformation $`D\varphi _t`$; it is given in coordinates by
$$J(j^1\varphi )=det[F]\sqrt{\frac{det[g]}{det[G]}}(j^1\varphi ):X.$$
It is a scalar function of $`x`$ and $`t`$, invariant under coordinate transformations. Notice also that $`J(x,t)>0`$ for regular deformations with $`\varphi (x,0)=x,F(x,0)=\mathrm{Id}`$ because $`J(x,0)=1`$.
### 2.2 Lagrangian Dynamics.
To obtain the Euler-Lagrange equations for a particular model of a continuous medium, one needs to specify a Lagrangian density $``$. Naturally, it should contain terms corresponding to the kinetic energy and to the potential energy of the medium. Such terms depend on material properties such as mass density $`\rho `$ as well as on the constitutive relation. The latter is determined by the form of the potential energy of the material. We remark that such an approach excludes from our consideration non-hyperelastic materials whose constitutive laws cannot be obtained from a potential energy function.
##### Lagrangian Density.
Let the mass density $`\rho :B`$ be given for a particular model of continuum mechanics. The Lagrangian density $`:J^1Y\mathrm{\Lambda }^{n+1}X`$ for a multisymplectic model of continuum mechanics is a smooth bundle map
$$\begin{array}{c}(\gamma )=L(\gamma )d^{n+1}x=𝕂=\frac{1}{2}\sqrt{det[G]}\rho (x)g_{ab}v_{}^{a}{}_{0}{}^{}v_{}^{b}{}_{0}{}^{}d^{n+1}x\hfill \\ \hfill \sqrt{det[G]}\rho (x)W(x,G(x),g(y),v_{}^{a}{}_{j}{}^{})d^{n+1}x,\end{array}$$
(2.3)
where $`\gamma J^1Y`$ and $`W`$ is the stored energy function. The first term in (2.3) corresponds to the kinetic energy of the matter when restricted to first jet extensions, as $`v_{}^{a}{}_{0}{}^{}`$ becomes the time derivative $`_t\varphi ^a`$ of the section $`\varphi `$. The second term reflects the potential energy and depends on the spatial derivatives of the fields (upon restriction to first jet extensions), i.e. on the deformation gradient $`F`$.
A choice of the stored energy energy function specifies a particular model of a continuous medium. While different general functional forms distinguish various broad classes of materials (elastic, fluid, etc.), the specific functional forms determine specific materials. Typically, for elasticity, $`W`$ depends on the field’s partial derivatives through the (Green) deformation tensor $`C`$, while for Newtonian fluid dynamics, $`W`$ is only a function of the Jacobian $`J`$ (2.1).
##### Legendre Transformations.
The Lagrangian density (2.3) determines the Legendre transformation $`𝔽:J^1YJ^1Y^{}`$. The conjugate momenta are given by the following expressions
$$p_{a}^{}{}_{}{}^{0}=\frac{L}{v_{}^{a}{}_{0}{}^{}}=\rho g_{ab}v_{}^{b}{}_{0}{}^{}\sqrt{det[G]},p_{a}^{}{}_{}{}^{j}=\frac{L}{v_{}^{a}{}_{j}{}^{}}=\rho \frac{W}{v_{}^{a}{}_{j}{}^{}}\sqrt{det[G]},$$
(2.4)
$$\mathrm{\Pi }=L\frac{L}{v_{}^{a}{}_{\mu }{}^{}}v_{}^{a}{}_{\mu }{}^{}=\left[\frac{1}{2}g_{ab}v_{}^{a}{}_{0}{}^{}v_{}^{b}{}_{0}{}^{}W+\frac{W}{v_{}^{a}{}_{j}{}^{}}v_{}^{a}{}_{j}{}^{}\right]\rho \sqrt{det[G]}$$
Define the energy density $`e`$ by
$$e=p_{a}^{}{}_{}{}^{0}v_{}^{a}{}_{0}{}^{}L\mathrm{or},\mathrm{equivalently}ed^{n+1}x=𝕂+,$$
(2.5)
then
$$\mathrm{\Pi }=p_{a}^{}{}_{}{}^{j}v_{}^{a}{}_{j}{}^{}\sqrt{det[G]}e.$$
##### The Cartan Form.
Using the Legendre transformation (2.4), we can pull-back the canonical $`(n+1)`$-form from the dual bundle. The resulting form on $`J^1Y`$ is called the Cartan form and is given by
$$\begin{array}{c}\mathrm{\Theta }_{}=\rho g_{ab}v_{}^{b}{}_{0}{}^{}\sqrt{det[G]}dy^ad^nx_0\rho \frac{W}{v_{}^{a}{}_{j}{}^{}}\sqrt{det[G]}dy^ad^nx_j\hfill \\ \hfill +\left[\frac{1}{2}g_{ab}v_{}^{a}{}_{0}{}^{}v_{}^{b}{}_{0}{}^{}W+\frac{W}{v_{}^{a}{}_{j}{}^{}}v_{}^{a}{}_{j}{}^{}\right]\rho \sqrt{det[G]}d^{n+1}x.\end{array}$$
(2.6)
We set $`\mathrm{\Omega }_{}=d\mathrm{\Theta }_{}`$.
Theorem 2.1 below provides a nicer method for obtaining the Cartan form via the Calculus of Variations and remains entirely on the Lagrangian bundle $`J^1Y`$. Moreover, the variational approach is essential for the Veselov type discretization of our multisymplectic theory. We present it here for the benefit of the reader, but remark that it is not essential for our current exposition and can be omitted on a first reading (see Marsden, Patrick, and Shkoller for details).
##### Variational Approach.
To make the variational derivation of the equations of motion rigorous as well as that of the geometric objects, such as the multisymplectic form and the Noether current, we need to introduce some new notations (see Marsden, Patrick, and Shkoller ). These are generalizations of the notations used in the rest of the paper. They only apply to the variational derivation described here and later in Subsection 5.1 and do not influence the formalism and results in the rest of the paper. The reason for such generalizations is very important yet subtle: one should allow for *arbitrary* and not only *vertical* variations of the sections.
Vertical variations are confined to the vertical subbundle $`VYTY`$, $`V_yY=\{𝒱T_yY|T\pi _{XY}𝒱=0\}`$; this allows only for *fiber-preserving* variations, i.e., if $`\varphi (X)Y_x`$ and $`\stackrel{~}{\varphi }`$ is a new section, then $`\stackrel{~}{\varphi }Y_x`$. In general, one should allow for arbitrary variations in $`TY`$, when $`\stackrel{~}{\varphi }Y_{\stackrel{~}{x}}`$ for some $`\stackrel{~}{x}x`$. Introducing a splitting of the tangent bundle into a vertical and a horizontal parts, $`T_yY=V_yYH_yY`$ ($`H_yY`$ is not uniquely defined), one can decompose a general variation into a vertical and horizontal components, respectively.
Explicit calculations show (see Marsden, Pekarsky, Shkoller, and West ) that while both vertical and arbitrary variations result in the same Euler-Lagrange equations, the Cartan form obtained from the vertical variations only is missing one term (corresponding to the $`d^{n+1}x`$ from on $`X`$); the horizontal variations account precisely for this extra term and make the Cartan form complete.
One can account for general variations either by introducing new “tilted sections”, or by introducing some true new sections that compensate for the horizontal variation. The later can be implemented in the following way. Let $`UX`$ be a smooth manifold with smooth closed boundary. Define the set of smooth maps
$$𝒞=\{\phi :UY|\pi _{XY}\phi :UX\text{is an embedding}\}.$$
For each $`\phi 𝒞`$, set $`\phi _X=\pi _{XY}\phi `$ and $`U_X=\pi _{XY}\phi (U)`$, so that $`\phi _X:UU_X`$ is a diffeomorphism and $`\phi \phi _X^1`$ is a section of $`Y`$. The tangent space to the manifold $`𝒞`$ at a point $`\phi `$ is the set $`T_\phi 𝒞`$ defined by
$$\{𝒱C^{\mathrm{}}(X,TY)|\pi _{Y,TY}𝒱=\phi \&T\pi _{XY}𝒱=𝒱_X,\text{a vector field on}X\}.$$
Arbitrary (i.e., including both vertical and horizontal) variations of sections of $`Y`$ can be induced by a family of maps $`\phi `$ defined through the action of some Lie group. Let $`𝒢`$ be a Lie group of $`\pi _{XY}`$ bundle automorphisms $`\eta _Y`$ covering diffeomorphisms $`\eta _X`$. Define the action of $`𝒢`$ on $`𝒞`$ by composition: $`\eta _Y\phi =\eta _Y\phi `$. Hence, while $`\phi \phi _X^1`$ is a section of $`\pi _{U_X,Y}`$, $`\eta _Y\phi `$ induces a section $`\eta _Y(\phi \phi _X^1)\eta _X^1`$ of $`\pi _{\eta _X(U_X),Y}`$.
A one parameter family of variations can be obtain in the following way. Let $`\epsilon \eta _Y^\epsilon `$ be an arbitrary smooth path in $`𝒢`$ with $`\eta _Y^0=e`$, and let $`𝒱T_\phi 𝒞`$ be given by
$$𝒱=\frac{d}{d\epsilon }|_{\epsilon =0}\eta _Y^\epsilon \phi .$$
Define the action function
$$S(\phi )=_{U_X}(j^1(\phi \phi _X^1)):𝒞,$$
and call $`\phi `$ a critical point (extremum) of $`S`$ if
$$dS(\phi )𝒱\frac{d}{d\epsilon }|_{\epsilon =0}S(\eta _Y^\epsilon \phi )=0.$$
The Euler-Lagrange equations and the Cartan form can be obtained by analyzing this condition. We summarize the results in the following theorem from Marsden, Patrick, and Shkoller which illustrates the application of the variational principle to multisymplectic field theory.
###### Theorem 2.1.
Given a smooth Lagrangian density $`:J^1Y\mathrm{\Lambda }^{n+1}(X)`$, there exist a unique smooth section $`D_{EL}C^{\mathrm{}}(Y^{^{\prime \prime }},\mathrm{\Lambda }^{n+1}(X)T^{}Y))`$ ($`Y^{^{\prime \prime }}`$ being the space of second jets of sections) and a unique differential form $`\mathrm{\Theta }_{}\mathrm{\Lambda }^{n+1}(J^1Y)`$ such that for any $`𝒱T_\varphi 𝒞`$, and any open subset $`U_X`$ such that $`\overline{U}_XX=\mathrm{}`$,
$$dS(\phi )𝒱=_{U_X}D_{EL}(j^2(\phi \phi _X^1))𝒱+_{U_X}j^1(\phi \phi _X^1)^{}[j^1(𝒱)\text{ }\text{ }\mathrm{\Theta }_{}].$$
(2.7)
Furthermore,
$$D_{EL}(j^2(\phi \phi _X^1))𝒱=j^1(\phi \phi _X^1)^{}[j^1(𝒱)\text{ }\text{ }\mathrm{\Omega }_{}]\text{ in }U_X.$$
(2.8)
In coordinates, the action of the Euler-Lagrange derivative $`D_{EL}`$ on $`Y^{^{\prime \prime }}`$ is given by
$$\begin{array}{c}D_{EL}(j^2(\phi \phi _X^1))=[\frac{L}{y^a}(j^1(\phi \phi _X^1))\frac{^2L}{x^\mu v_{}^{a}{}_{\mu }{}^{}}(j^1(\phi \phi _X^1))\hfill \\ \hfill \frac{^2L}{y^bv_{}^{a}{}_{\mu }{}^{}}(j^1(\phi \phi _X^1))(\phi \phi _X^1)_{,\mu }^b\\ \hfill \frac{^2L}{v_{}^{b}{}_{\nu }{}^{}v_{}^{a}{}_{\mu }{}^{}}(j^1(\phi \phi _X^1))(\phi \phi _X^1)_{,\mu \nu }^b]dy^ad^{n+1}x,\end{array}$$
(2.9)
while the form $`\mathrm{\Theta }_{}`$ matches the definition of the Cartan form obtained via Legendre transformation and has the coordinate expression
$$\mathrm{\Theta }_{}=\frac{L}{v_{}^{a}{}_{\mu }{}^{}}dy^ad^nx_\mu +\left(L\frac{L}{v_{}^{a}{}_{\mu }{}^{}}v_{}^{a}{}_{\mu }{}^{}\right)d^{n+1}x.$$
(2.10)
###### Corollary 2.1.
The ($`n+1`$)-form $`\mathrm{\Theta }_{}`$ defined by the variational principle satisfies the relationship
$$(𝔷)=𝔷^{}\mathrm{\Theta }_{}$$
for all holonomic sections $`𝔷C^{\mathrm{}}(\pi _{X,J^1Y})`$.
Another important general theorem, which we quote from Marsden, Patrick, and Shkoller , is the so-called multisymplectic form formula
###### Theorem 2.2.
If $`\varphi `$ is a solution of the Euler-Lagrange equation (2.9), then
$$_{U_X}(j^1(\phi \phi _X^1))^{}\left[j^1𝒱\text{ }\text{ }j^1𝒲\text{ }\text{ }\mathrm{\Omega }_{}\right]=0$$
(2.11)
for any $`𝒱,𝒲`$ which solve the first variation equations of the Euler-Lagrange equations, i.e. any tangent vectors to the space of solutions of (2.9).
This result is the multisymplectic analog of the fact that the time $`t`$ map of a mechanical system consists of canonical transformations. See Marsden, Patrick, and Shkoller for the proofs.
Finally we remark that in order to obtain vertical variations we can require $`\phi _X`$ (and, hence, $`\phi _X^1`$) to be the identity map on $`X`$. Then, $`\varphi =\phi \phi _X^1`$ becomes a true section of the bundle $`Y`$.
##### Euler-Lagrange Equations.
Treating $`(J^1Y,\mathrm{\Omega }_{})`$ as a multisymplectic manifold, the Euler-Lagrange equations can be derived from the following condition on a section $`\varphi `$ of the bundle $`Y`$:
$$(j^1\varphi )^{}(𝒲\text{ }\text{ }\mathrm{\Omega }_{})=0,$$
for any vector field $`𝒲`$ on $`J^1Y`$ (see Gotay, Isenberg Marsden for the proof). This translates to the following familiar expression in coordinates
$$\frac{L}{y^a}(j^1\varphi )\frac{}{x^\mu }\left(\frac{L}{v_{}^{a}{}_{\mu }{}^{}}(j^1\varphi )\right)=0,$$
(2.12)
which is equivalent to equation (2.9).
Substituting the Lagrangian density (2.3) into equation (2.12) we obtain the following Euler-Lagrange equation for a continuous medium:
$$\begin{array}{c}\rho g_{ab}\left(\frac{D_g\dot{\varphi }}{Dt}\right)^b\frac{1}{\sqrt{det[G]}}\frac{}{x^k}\left(\rho \frac{W}{v_{}^{a}{}_{k}{}^{}}(j^1\varphi )\sqrt{det[G]}\right)=\hfill \\ \hfill \rho \frac{W}{g_{bc}}\frac{g_{bc}}{y^a}(j^1\varphi ),\end{array}$$
(2.13)
where
$$\left(\frac{D_g\dot{\varphi }}{Dt}\right)^b\frac{\dot{\varphi }^b}{t}+\gamma _{bc}^a\dot{\varphi }^b\dot{\varphi }^c$$
is the covariant time derivative, which corresponds to material acceleration, with
$$\gamma _{ab}^c=\frac{1}{2}g^{cd}\left(\frac{g_{ad}}{y^b}+\frac{g_{bd}}{y^a}\frac{g_{ab}}{y^d}\right)$$
being the Christoffel symbols associated with the ‘field’ metric $`g`$. We remark that all terms in this equation are functions of $`x`$ and $`t`$ and hence have the interpretation of material quantities.
Equation (2.13) is a PDE to be solved for a section $`\varphi (x,t)`$ for a given type of potential energy $`W`$. As the gravity here is treated parametrically, the term on the right hand side of (2.13) can be thought of as a derivative with respect to a parameter, and we can define a multisymplectic analogue of the Cauchy stress tensor $`\sigma `$ as follows
$$\sigma ^{ab}=\frac{2\rho }{J}\frac{W}{g_{ab}}(j^1\varphi ):X,$$
(2.14)
where $`J=det[F]\sqrt{det[g]/det[G]}`$ is the Jacobian. Equation (2.14) is known in the elasticity literature as the Doyle-Ericksen formula (recall that our $`\rho `$ corresponds to $`\rho _{Ref}`$, so that the Jacobian $`J`$ in the denominator disappears).
Another important remark is that the balance of moment of momentum
$$\sigma ^T=\sigma $$
follows from definition (2.14) and the symmetry of the metric tensor $`g`$.
Finally, in the case of Euclidean manifolds with constant metrics $`g`$ and $`G`$, equation (2.13) simplifies to
$$\rho \frac{^2\varphi _a}{t^2}=\frac{}{x^k}\left(\rho \frac{W}{v_{}^{a}{}_{k}{}^{}}(j^1\varphi )\right).$$
(2.15)
#### Barotropic Fluid
For standard models of barotropic fluids, the potential energy of a fluid depends only on the Jacobian of the fluid’s “deformation”, so that $`W=W(J(g,G,v))`$. For a general inhomogeneous barotropic fluid, the material density is a given function $`\rho (x)`$. In material representation, this formalism also includes the case of isentropic fluids in which there is a possible dependence on entropy. Since, in that case, entropy is advected, this dependency in the material representation is subsumed by the dependency of the stored energy function on the deformation gradient. <sup>2</sup><sup>2</sup>2In spatial representation, of course one has to introduce the entropy as an independent variable, but this naturally happens via reduction. See Holm, Marsden and Ratiu for related results from the point of view of the Euler-Poincaré theory with advected quantities.
The Legendre transformation can be thought of as defining the pressure function $`P`$. Notice that
$$p_{a}^{}{}_{}{}^{i}=\rho \frac{W}{v_{}^{a}{}_{i}{}^{}}\sqrt{det[G]}=\rho \frac{W}{J}\frac{J}{v_{}^{a}{}_{i}{}^{}}\sqrt{det[G]}=\rho \frac{W}{J}J(v^1)_{a}^{}{}_{}{}^{i}\sqrt{det[G]}$$
and define the pressure function to be
$$P(\varphi ,x)=\rho (x)\frac{W}{J}(j^1\varphi (x)):𝒞\times X.$$
(2.16)
Then for a given section $`\varphi `$, $`P(\varphi ):X`$ has the interpretation of the material pressure which is a function of the material density. In this case, the Cauchy stress tensor defined by (2.14) is proportional to the metric with the coefficient being minus the pressure itself:
$$\sigma ^{ab}(x)=\frac{2\rho }{J}\frac{W}{J}\frac{J}{g_{ab}}(j^1\varphi )=\frac{2P}{J}J\frac{1}{2}g^{ab}(j^1\varphi )=P(x)g^{ab}(y(x)).$$
We remark that this can be a defining equation for the pressure from which (2.16) would follow. With this notation the left hand side of the Euler-Lagrange equations (2.13) becomes
$$\begin{array}{c}\rho g_{ab}\left(\frac{D_g\dot{\varphi }}{Dt}\right)^b\frac{1}{\sqrt{det[G]}}\frac{}{x^k}\left(PJ\left(\left(\frac{\varphi }{x}\right)^1\right)_a^k\sqrt{det[G]}\right)=\hfill \\ \hfill \rho g_{ab}\left(\frac{D_g\dot{\varphi }}{Dt}\right)^b+\frac{P}{x^k}J\left(\left(\frac{\varphi }{x}\right)^1\right)_a^k+\frac{Pdet\left({\displaystyle \frac{\varphi }{x}}\right)}{\sqrt{det[G]}}\left(\left(\frac{\varphi }{x}\right)^1\right)_a^k\frac{det[g]}{x^k}\\ \hfill +(I)+(II)=\rho g_{ab}\left(\frac{D_g\dot{\varphi }}{Dt}\right)^b+\frac{P}{x^k}J\left(\left(\frac{\varphi }{x}\right)^1\right)_a^k+\frac{P}{2}Jg^{bc}\frac{g_{bc}}{y^a},\end{array}$$
(2.17)
where terms (I) and (II) arise from differentiating $`det[v]`$ and $`(v^1)_{a}^{}{}_{}{}^{k}`$ and cancel each other. The right hand side of (2.13) is given by
$$\rho \frac{W}{g_{bc}}\frac{g_{bc}}{y^a}=\rho \frac{W}{J}\frac{J}{g_{bc}}\frac{g_{bc}}{y^a}=\frac{P}{2}Jg^{bc}\frac{g_{bc}}{y^a}.$$
Notice that the last term in (2.17) and in the equation above coincide, so that the Euler-Lagrange equations for the barotropic fluid have the following form
$$\rho g_{ab}\left(\frac{D_g\dot{\varphi }}{Dt}\right)^b=\frac{P}{x^k}J\left(\left(\frac{\varphi }{x}\right)^1\right)_a^k,$$
(2.18)
where the pressure depends on the section $`\varphi `$ and the density $`\rho `$ and is defined by (2.16). Both the metric $`g_{ab}`$ and the Christoffel symbols $`\gamma _{ab}^c`$ in the covariant derivative are evaluated at $`y=\varphi (x,t)`$.
One can re-write (2.18) introducing the spatial density $`\rho _{\mathrm{sp}}=\rho /J`$ and defining the spatial pressure $`p(y)`$ by the relation $`P(x)=p(y(x))=p(\varphi _t(x)`$. This yields
$$\frac{D_gV}{Dt}(x,t)=\frac{1}{\rho _{\mathrm{sp}}}\mathrm{grad}p\varphi (x,t),$$
where $`V=\dot{\varphi }`$. Compare this to the equations for incompressible ideal hydrodynamics in §4.
#### Elasticity
The Legendre transformation defines the first Piola-Kirchhoff stress tensor $`𝒫_{a}^{}{}_{}{}^{i}`$. It is given, up to the multiple of $`1/\sqrt{det[G]}`$, by the matrix of the partial derivatives of the Lagrangian with respect to the deformation gradient:
$$𝒫_{a}^{}{}_{}{}^{i}(\varphi ,x)=\rho (x)\frac{W}{v_{}^{a}{}_{i}{}^{}}(j^1\varphi (x)),$$
(2.19)
and for a given section $`\varphi `$, $`𝒫_{a}^{}{}_{}{}^{i}`$ is a stress tensor defined on $`X`$.
Notice that the first Piola-Kirchhoff stress tensor is proportional to the spatial momenta, $`𝒫_{a}^{}{}_{}{}^{i}=p_{a}^{}{}_{}{}^{i}/\sqrt{det[G]}`$. The coefficient $`\sqrt{det[G]}`$ arises from the difference in the volume forms used in standard and multisymplectic elasticity. In the former, the Lagrangian density is integrated over a space area using the volume form $`\mu _G=\sqrt{det[G]}d^nx`$ associated with the metric $`G`$, while in the latter, the integration is done over the space-time using $`d^{n+1}x=dtd^nx`$. We also remark that though traditionally the first Piola-Kirchhoff stress tensor is normally taken with both indices up, our choice is more natural in the sense that it arise from the Lagrange transformation (2.19) which relates $`𝒫_{a}^{}{}_{}{}^{i}`$ with the spatial momenta.
Using definitions (2.14) and (2.19), we can re-write equation (2.13) in the following form
$$\rho g_{ab}\left(\frac{D_g\dot{\varphi }}{Dt}\right)^b=𝒫_{a}^{}{}_{}{}^{i}{}_{|i}{}^{}+\gamma _{ac}^b(𝒫_{b}^{}{}_{}{}^{j}F_{}^{c}{}_{j}{}^{}Jg_{bd}\sigma ^{dc}),$$
(2.20)
where we have introduced a covariant divergence according to
$$𝒫_{a}^{}{}_{}{}^{i}{}_{|i}{}^{}=\mathrm{DIV}𝒫=\frac{𝒫_{a}^{}{}_{}{}^{i}}{x^i}+𝒫_{a}^{}{}_{}{}^{j}\mathrm{\Gamma }_{jk}^k𝒫_{b}^{}{}_{}{}^{i}\gamma _{ac}^bF_{}^{c}{}_{i}{}^{}.$$
Here $`\mathrm{\Gamma }_{jk}^i`$ are the Christoffel symbols corresponding to the base metric $`G`$ on $`BX`$ (see, for example, Marsden and Hughes for an exposition on covariant derivatives of two-point tensors).
We emphasize that in (2.20) there is no a-priori relationship between the first Piola-Kirchhoff stress tensor and the Cauchy stress tensor, that is, $`W`$ has the most general form $`W(x,G,g,v)`$. Such a relationship can, however, be derived from the fact that for standard models of elasticity the stored energy function $`W`$ depends on the deformation gradient $`F`$ (i.e. on $`v`$) and on the field metric $`g`$ only via the Green deformation tensor $`C`$ given by (2.2), that is $`W=W(C(v,g))`$. Thus, the partial derivatives of $`W`$ with respect to $`g`$ and $`v`$ are related, and the following equation
$$𝒫_{a}^{}{}_{}{}^{i}=J(\sigma F^1)_{a}^{}{}_{}{}^{i}$$
follows from definitions (2.14) and (2.19). This relation immediately follows from the form of the stored energy function; it recovers the Piola transformation law, which in conventional elasticity relates the first Piola-Kirchhoff stress tensor and the Cauchy stress tensor. Substituting this relation in (2.20) one easily notices that the last term on the right hand side cancels, so that the Euler-Lagrange equation for the standard elasticity model can be written in the following covariant form
$$\rho \frac{D_gV}{Dt}=\mathrm{DIV}𝒫,$$
(2.21)
where $`V=\dot{\varphi }`$. For elasticity in a Euclidean space, this equation simplifies and takes a well-known form:
$$\rho \frac{V^a}{t}=\frac{𝒫^{ai}}{x^i}.$$
## 3 Constrained Multisymplectic Field Theories
Multisymplectic field theory is a formalism for the construction of Lagrangian field theories. This is to be contrasted with the formalism in which one takes the view of infinite dimensional manifolds of fields as configuration spaces. The multisymplectic view makes explicit use of the fact that many Lagrangian field theories are local theories, that is, the Lagrangian depends only pointwise on the values of the fields and their derivatives. In formulating a constrained multisymplectic theory, we will therefore only be concerned with the imposition of pointwise constraints $`\mathrm{\Phi }(\gamma ),\gamma J^1Y`$, depending on point values of the fields and their derivatives. In the current work we also restrict our attention to first-order theories, in which only first derivatives of the fields are considered.
Despite the pointwise nature of the Lagrangian $`(\gamma ),\gamma J^1Y`$, the variational principle assumes variations of local sections over some region $`UX`$, that is, it is the action $`S(\varphi )=_U(j^1\varphi )`$ as a function of sections that is being minimized. In order to use the theory of Lagrange multipliers to impose the constraints, it is therefore necessary to form a function $`\mathrm{\Psi }(\varphi )`$ of local sections which is defined through point values of the constraint $`\mathrm{\Phi }(j^1\varphi )`$ evaluated at the first jets of sections. It is then possible, however, to use the pointwise nature of the Lagrangian and the constraint function to derive a purely local condition, the Euler-Lagrange equations, for the constrained field variables. We will make these ideas precise in Section 3.2.
For holonomic constraints it is well known that Hamilton’s principle constrained to the space of allowable configurations gives the correct equations of motion. Hamilton’s principle can be naturally extended by either extremizing over the space of motions satisfying the constraints (so-called vakonomic mechanics), which is appropriate for optimal control, but not for dynamics, or by requiring stationarity of the action with respect to variations which satisfy the constraints (the Lagrange-d’Alembert or virtual work principle). The equations of motion derived in each case are, however, different.
Derivations from balance laws (Jalnapurkar ), evidence from experiments (Lewis and Murray ) and comparison to Gauss’ Principle of Least Constraint and the Gibbs-Appell equations (Lewis ) indicates that it is the Lagrange-d’Alembert principle which gives the correct equations of motion; see Bloch and Crouch for further discussion and references.
While the subject of linear and affine non-holonomic constraints is relatively well-understood (see Bloch, Krishnaprasad, Marsden, and Murray ), it is less clear how to proceed for non-linear non-holonomic constraints. Part of the problem lies in the lack of examples for which the correct equations are clear from physical grounds. In the context of constrained field theories, however, there are many cases where nonlinear constraints involving spatial derivatives of the fields need to be applied, such as incompressibility in fluid mechanics, and it is clear what the physically correct equations should be. Here we deliberately avoid the use of the term non-holonomic, to avoid confusion with its standard meaning in the ODE context, where it applies only to time derivatives. Other examples of nonlinearly constrained field theories include constrained director models of elastic rods and shells.
The fact that the constraints involve only spatial and not time derivatives means that imposing the constraints is equivalent to restricting the infinite-dimensional configuration manifold used to formulate the theory as a traditional Hamiltonian or Lagrangian field theory. In this case, the constraint is simply a holonomic or configuration constraint and it is known that restricting Hamilton’s principle to the constraint submanifold gives the correct equations for the system.
### 3.1 Lagrange Multipliers
The Lagrange multiplier theorem naturally makes use of the dual of the space of constraints. In a finite-dimensional setting this is a well defined object, with all definitions being equivalent. When considering infinite-dimensional constraint spaces, however, the issue of what is being used as the dual becomes less clear and more important.
We shall consider constrained multisymplectic field theories for which the constraint space is the space of smooth sections of a particular vector bundle. In the case of the incompressibility constraint, the vector space is one-dimensional and the constraint bundle is, effectively, the space of real valued functions on the base space $`X`$. A dual of the constraint space is then defined with respect to an inner product structure on the vector bundle. This is made explicit in the following statement of the Lagrange multiplier theorem where we assume that fields and Lagrange multipliers are sufficiently regular (see Luenberger ).
###### Theorem 3.1 (Lagrange multiplier theorem).
Let $`\pi _,:`$ be an inner product bundle over a smooth manifold $``$, $`\mathrm{\Psi }`$ a smooth section of $`\pi _,`$, and $`h:`$ a smooth function. Setting $`𝒩=\mathrm{\Psi }^1(0)`$, the following are equivalent:
1. $`\phi 𝒩`$ is an extremum of $`h|_𝒩`$
2. there exists an extremum $`\overline{\phi }`$ of $`\overline{h}:`$ such that $`\pi _,(\overline{\phi })=\phi `$
where $`\overline{h}(\overline{\phi })=h(\pi _,(\overline{\phi }))\overline{\phi },\mathrm{\Psi }(\pi _,(\overline{\phi }))_{}`$.
If $``$ is a trivial bundle over $``$, then in coordinates of the trivialization we have $`\overline{\phi }=(\phi ,\lambda )`$, where $`\lambda :/`$ is a Lagrange multiplier function.
In the next section we shall use this theorem to relate the constrained Hamilton’s principle with the extremum of the augmented action integral which contains the constraint paired with a Lagrange multiplier. Both of them result in constrained Euler-Lagrange equations. We shall furthermore demonstrate that, using the trivialization coordinates, these equations can be equivalently obtained from a Lagrangian defined on an extended configuration bundle. In this picture, the Lagrange multiplier corresponds to a new field, which extends the dimension of the fiber space, and the augmented Lagrangian contains an additional part corresponding to the pairing of this field with the constraint. The Euler-Lagrange equations of motion then follow from *unconstrained* Hamilton’s principle in a standard way.
### 3.2 Multisymplectic Field Theories
In the setting above, the *configuration bundle* is a fiber bundle $`\pi _{X,Y}:YX`$ and $`\pi _{Y,J^1Y}:J^1YY`$ is the corresponding first jet bundle with $`x^\mu `$ and $`y^a`$ being a local coordinate system on $`X`$ and $`Y`$ respectively, and $`v_{}^{a}{}_{\mu }{}^{}`$ the fiber coordinates on $`J^1Y`$.
Choose the *configuration manifold* $``$ to be the space $`𝒞`$ of smooth sections $`\varphi `$ of $`\pi _{X,Y}`$. Recall that for a Lagrangian density $`:J^1Y\mathrm{\Lambda }^{n+1}X`$, a section $`\varphi `$ is said to satisfy Hamilton’s principle if $`\varphi `$ is an extremum of the action function $`S(\varphi )=_X(j^1\varphi ):`$. Choose the $`h`$ above to be the action function $`S`$ and use $`\overline{S}`$ instead of $`\overline{h}`$.
To apply the Lagrange multiplier theorem we need to define constraints as a section of some bundle $``$ (below called the constraint bundle). As mentioned above, we restrict our attention to constraints $`\mathrm{\Phi }`$ which depend only on point values of the fields and their derivatives. Using such constraints we can construct induced constraints $`\mathrm{\Psi }`$ according to (3.1). This is made precise below. We point out, however, that our treatment excludes inherently global constraints, such as those on the inverse Laplacian of the field, which can not be derived from pointwise values.
On the other hand, we also exclude from the consideration a (simple) case when the constrained subbundle of $`J^1Y`$ can be trivially realized as the first jet of some subbundle of $`Y`$.
Define an inner product vector bundle $`\pi _{X,𝒱}:𝒱X`$ with the inner product denoted by $`,_𝒱`$ whose fibers are isomorphic to $`^n`$. Let $`𝒞^{\mathrm{}}(𝒱)`$ be the inner product space of smooth sections of $`\pi _{X,𝒱}`$ with the inner product given by
$$a,b=_Xa(x),b(x)_𝒱d^{n+1}x.$$
The constraint function is an $`^n`$-valued function on $`J^1Y`$:
$$\mathrm{\Phi }:J^1Y^n.$$
We say that a point $`\gamma J^1Y`$ satisfies the constraint if $`\mathrm{\Phi }(\gamma )=0`$. By restricting $`\mathrm{\Phi }`$ to the space of first jets of sections $`\varphi `$ of $`Y`$, we can define the induced constraint function $`\mathrm{\Psi }`$ from $`\mathrm{\Phi }`$ by setting
$$\mathrm{\Psi }(\varphi )(x)=\mathrm{\Phi }((j^1\varphi )(x))$$
(3.1)
for all $`\varphi `$ and $`xX`$. By construction, $`\mathrm{\Psi }`$ is a map from the space $``$ of sections of $`Y`$ to the space $`𝒞^{\mathrm{}}(𝒱)`$ of sections of $`𝒱`$, hence it can be thought of as a smooth section $`\mathrm{\Psi }:`$ of the constraint bundle $``$. This bundle is the trivial inner product bundle given by $`\times 𝒞^{\mathrm{}}(𝒱)`$ over $``$. Then, a configuration $`\varphi `$ is said to *satisfy the constraints* if $`\mathrm{\Phi }((j^1\varphi )(x))=0`$ for all $`xX`$, that is, the section $`\mathrm{\Psi }(\varphi )`$ must be a zero function on $`X`$. This implies that the space of configurations which satisfy the constraints is given by $`𝒩=\mathrm{\Psi }^1(0)`$.
The *constrained Hamilton’s principle* now seeks a $`\varphi 𝒩`$ which is an extremum of $`S|_𝒩`$. The Lagrange multiplier theorem given in the previous subsection can be applied to conclude that this is equivalent to the existence of $`\overline{\varphi }`$ with $`\pi _,(\overline{\varphi })=\varphi `$ which is an extremum of $`\overline{S}`$. Using the coordinates of the trivialization of $``$ we can write $`\overline{\varphi }=(\varphi ,\lambda )`$, where $`\varphi =\pi _,(\overline{\varphi })`$ is the base point, i.e. section $`\varphi `$ of $`Y`$, and $`\lambda `$ is thought of as a section of the bundle $`\pi _{X,𝒱}`$, i.e. an $`^n`$-valued function on $`X`$. Then $`\overline{S}:`$ is given by
$`\overline{S}(\overline{\varphi })`$ $`=S(\varphi )\lambda ,\mathrm{\Psi }(\varphi )_{}`$
$`={\displaystyle _X}L((j^1\varphi )(x))d^{n+1}x{\displaystyle _X}\lambda (x),\mathrm{\Phi }((j^1\varphi )(x))_𝒱d^{n+1}x`$
$`={\displaystyle _X}\left[L((j^1\varphi )(x))\lambda (x),\mathrm{\Phi }((j^1\varphi )(x))_𝒱\right]d^{n+1}x`$
In the next section, we demonstrate these constructions for the incompressibility constraint for continuum theories.
The requirement that $`\overline{S}`$ be stationary with respect to variations in $`\lambda `$ at the point $`\overline{\varphi }`$ implies that
$`0={\displaystyle \frac{\delta \overline{S}}{\delta \lambda }}(\overline{\varphi })\delta \lambda `$ $`={\displaystyle _X}\left[\delta \lambda (x),\mathrm{\Phi }((j^1\varphi )(x))_𝒱\right]d^{n+1}x`$
for all variations $`\delta \lambda `$, and thus that $`\mathrm{\Phi }((j^1\varphi )(x))=0`$ for all $`xX`$. This therefore recovers the condition that $`\varphi `$ must satisfy the constraints.
Stationarity of $`\overline{S}`$ with respect to variations in $`\varphi `$ can be used to derive the *constrained Euler-Lagrange equations*, which have the form
$$\begin{array}{c}\frac{}{x^\mu }\left(\frac{L}{v_{}^{a}{}_{\mu }{}^{}}((j^1\varphi )(x))\right)\frac{L}{y^a}((j^1\varphi )(x))\hfill \\ \hfill +\lambda (x),\frac{\mathrm{\Phi }}{y^a}((j^1\varphi )(x))\frac{}{x^\mu }\lambda (x),\frac{\mathrm{\Phi }}{v_{}^{a}{}_{\mu }{}^{}}((j^1\varphi )(x))=0.\end{array}$$
(3.2)
Alternatively, one can handle the constraints by introducing another bundle, denoted by $`E`$, which is a product bundle over $`X`$ with fibers diffeomorphic to $`Y_x\times 𝒱_x`$. One can think of $`E`$ as a configuration bundle of the corresponding *unconstrained* system whose Lagrangian contains an additional part corresponding to the pairing of the constraint with the Lagrange multiplier:
$$L_\mathrm{\Phi }=L+\lambda ,\mathrm{\Phi }_𝒱.$$
The Euler-Lagrange equations of motion then follow from *unconstrained* Hamilton’s principle in a standard way and coincide with (3.2). We work out the details for the incompressibility constraint in the next section.
## 4 Incompressible Continuum Mechanics
In this section we shall consider the incompressibility constraint using the multisymplectic description of continuum mechanics. The main issue is a proper interpretation of the constraint using the Lagrange multiplier formalism developed in the previous section.
### 4.1 Configuration and Phase Spaces
Here we briefly summarize the results. See the analogous parts of §2 for more details.
##### Extended Covariant Configuration Bundle.
The fibers of $`𝒱`$ in this case are one-dimensional and sections $`\overline{\varphi }=(\varphi ,\lambda )`$ of $`E`$ contain both the deformation field and the Lagrange multiplier, i.e., $`E`$ denotes a bundle over $`X`$ whose fibers are diffeomorphic to the product manifold $`M\times `$ with the projection map
$$\pi _{XE}:EX;(x,t,y,\lambda )(x,t).$$
Here $`\lambda `$ is a section of the trivial bundle $`X\times `$ over $`X`$, which can be thought of as a function $`\lambda (x,t)`$ on $`X`$. The phase space is then the first jet bundle $`J^1E`$ with coordinates $`\overline{\gamma }=(x^\mu ,y^a,\lambda ,v_{}^{a}{}_{\mu }{}^{},\beta _\mu )`$; the first jet extension of a section $`\overline{\varphi }=(\varphi ,\lambda )`$ has the following coordinate representation $`(x^\mu ,y^a,\lambda ,_\mu \varphi ^a,_\mu \lambda )`$.
##### The Dual Jet Bundle.
We can consider the affine dual bundle $`J^1E^{}`$ as a “vertically invariant” subbundle $`Z`$ of the bundle $`\mathrm{\Lambda }=\mathrm{\Lambda }^{n+1}E`$ of all $`(n+1)`$-forms on $`E`$. Elements of $`Z`$ can be written uniquely as
$$z=\mathrm{\Pi }d^{n+1}x+p_{a}^{}{}_{}{}^{\mu }dy^ad^nx_\mu +\pi ^\mu d\lambda d^nx_\mu ,$$
where $`d^nx_\mu =_\mu d^{n+1}x`$, so that $`(x^\mu ,y^a,\lambda ,\mathrm{\Pi },p_{a}^{}{}_{}{}^{\mu },\pi ^\mu )`$ give coordinates on $`Z`$.
The canonical $`(n+1)`$-form is constructed in a standard manner and in the above coordinates has the following representation
$$\mathrm{\Theta }=p_{a}^{}{}_{}{}^{\mu }dy^ad^nx_\mu +\pi ^\mu d\lambda d^nx_\mu +\mathrm{\Pi }d^{n+1}x.$$
We set $`\mathrm{\Omega }=d\mathrm{\Theta }`$.
The *primary constraint manifold* $``$ is a subbundle of the dual jet bundle and corresponds to the incompressibility constraint. The pull-back of the inclusion map $`i_{}:J^1E^{}`$ defines a degenerate $`(n+2)`$-form $`\mathrm{\Omega }_{}`$ on $``$. We shall discuss the explicit form of the constraint in the next subsection.
##### Incompressibility Constraint.
Recall that such a constraint in, for example, incompressible fluid dynamics, is a reflection of the divergence-free property of the Eulerian fluid velocity and, hence, has a pointwise character. The divergence-free character of the velocity field arises from the requirement that the particle placement map be volume preserving at each instant of time. Then, according to the general theory of constrained multisymplectic fields outlined above, it can be obtained from a pointwise constraint $`\mathrm{\Phi }`$ defined on the first jet bundle $`J^1Y`$.
For $`\gamma (x^\mu ,y^a,v_{}^{a}{}_{\mu }{}^{})J^1Y`$ we impose the constraint $`\mathrm{\Phi }(\gamma )=0`$ on the Jacobian of the deformation, where
$$\mathrm{\Phi }:J^1Y;\gamma J(\gamma )1,J(\gamma )=det[v]\sqrt{\frac{det[g(y)]}{det[G(x)]}},$$
(4.1)
where we have used the definition of $`J`$ given in (2.1). Restricting $`\mathrm{\Phi }`$ to the first jet of a section $`\varphi `$ results in a constraint on the matrix of spatial partial derivatives $`_j\varphi ^a`$.
For the Lagrange multiplier itself, we choose the following Ansatz
$$\lambda (x)=\sqrt{det[G]}P(x):X,$$
(4.2)
where $`P`$ will be shown later to have the interpretation of the *material* pressure. Equation (4.2) guarantees that $`\lambda `$ transforms like a density under the transformations of the base manifold $`X`$, so that the pairing of $`\lambda `$ and $`\mathrm{\Phi }`$, defined by integrating over $`X`$, has the correct transformation law.
### 4.2 Lagrangian Dynamics.
As we have already mentioned, the main distinguishing feature of incompressible models of continuum mechanics is the presence of the constraint (4.1). We shall now explain how this modification to the Lagrangian alters the Legendre transform as well as the Euler-Lagrange equations.
##### The Lagrangian Density.
The Lagrangian density $`:J^1E\mathrm{\Lambda }^{n+1}X`$ for the multisymplectic model of incompressible continuum mechanics is a smooth bundle map defined by
$$_\mathrm{\Phi }(\overline{\gamma })=\left(L(\gamma )+\lambda \mathrm{\Phi }(\gamma )\right)d^{n+1}x=𝕂+\lambda \mathrm{\Phi }d^{n+1}x,$$
(4.3)
where $`L`$ (i.e. $`𝕂`$ and $``$) is given by (2.3) and depends on the choice of the stored energy function $`W`$.
##### The Legendre Transformation.
For the above choice of the Lagrangian, the Legendre transform thought of as a fiber preserving bundle map $`𝔽_\mathrm{\Phi }:J^1EJ^1E^{}`$ over $`E`$ is degenerate due to the constrained character of the dynamics. Indeed, the Lagrange multiplier $`\lambda `$ is a cyclic variable as the Lagrangian (4.3) does not depend on its derivatives, $`\beta _\mu `$. Hence, the conjugate momentum to $`\lambda `$ is identically zero: $`\pi ^\mu L_\mathrm{\Phi }/\beta _\mu =0`$. The set $`\{\pi ^\mu =0\}`$ defines the primary constraint set as a subset of the dual bundle $`J^1E^{}`$ to which we restrict the Legendre transformation to make it non-degenerate. The rest of the momenta are given by the following expressions
$$p_{a}^{}{}_{}{}^{0}=\frac{L_\mathrm{\Phi }}{v_{}^{a}{}_{0}{}^{}}=\rho g_{ab}v_{}^{b}{}_{0}{}^{}\sqrt{det[G]},$$
$$p_{a}^{}{}_{}{}^{j}=\frac{L_\mathrm{\Phi }}{v_{}^{a}{}_{j}{}^{}}=\left(PJ(v^1)_{a}^{}{}_{}{}^{j}\rho \frac{W}{v_{}^{a}{}_{j}{}^{}}\right)\sqrt{det[G]},$$
(4.4)
$$\mathrm{\Pi }=\left[\rho \frac{1}{2}g_{ab}v_{}^{a}{}_{0}{}^{}v_{}^{b}{}_{0}{}^{}+\rho \frac{W}{v_{}^{a}{}_{j}{}^{}}v_{}^{a}{}_{j}{}^{}\rho WP\left(J(n1)+1\right)\right]\sqrt{det[G]}.$$
##### Euler-Lagrange Equations
Using the trivialization $`(\varphi ,\lambda )`$, we now consider the Euler-Lagrange equations for a section $`\overline{\varphi }`$ of $`E`$, both with respect to the deformation $`\varphi `$ and with respect to the Lagrange multiplier $`\lambda `$. The former can be written in coordinates as follows
$$\frac{L_\mathrm{\Phi }}{y^a}(j^1\overline{\varphi })\frac{}{x^\mu }\left(\frac{L_\mathrm{\Phi }}{v_{}^{a}{}_{\mu }{}^{}}(j^1\overline{\varphi })\right)=0.$$
(4.5)
The Euler-Lagrange equation for $`\lambda `$ trivially recovers the constraint $`\mathrm{\Phi }=0`$ itself restricted to the first jet :
$$\frac{L_\mathrm{\Phi }}{\lambda }(j^1\overline{\varphi })\frac{}{x^\mu }\left(\frac{L_\mathrm{\Phi }}{\beta _\mu }(j^1\overline{\varphi })\right)=\mathrm{\Phi }(j^1\varphi )d^{n+1}x=(J(j^1\varphi )1)d^{n+1}x=0.$$
(4.6)
These two equations are to be solved for the Lagrange multiplier $`\lambda `$ (equivalently, for the pressure $`P`$) and for the section $`\varphi `$.
Substituting Lagrangian (4.3) into (4.5), we obtain the Euler-Lagrange equation (2.13) modified by the pressure term:
$$\begin{array}{c}\rho g_{ab}\left(\frac{D_g\dot{\varphi }}{Dt}\right)^b\frac{1}{\sqrt{det[G]}}\frac{}{x^k}\left(\rho \frac{W}{v_{}^{a}{}_{k}{}^{}}(j^1\varphi )\sqrt{det[G]}\right)=\hfill \\ \hfill \rho \frac{W}{g_{bc}}\frac{g_{bc}}{y^a}(j^1\varphi )\frac{P}{x^k}(v^1)_{a}^{}{}_{}{}^{k}J(j^1\varphi ).\end{array}$$
(4.7)
Notice that in the case of parameterized *non-constant* metrics, the extra pressure term in (4.4) gives rise to the term
$$\frac{}{y^b}\left(\left(PJ(v^1)_{a}^{}{}_{}{}^{j}\sqrt{det[G]}\right)(j^1\varphi )\right)\frac{y^b}{x^j},$$
which follows from the chain rule applied to $`_{x^j}g(y(x))`$. This term exactly cancels another term coming from differentiating the constraint with respect to $`y`$ due again to the composition $`g=g(y)`$ :
$$\lambda \frac{\mathrm{\Phi }}{y^a}=\frac{P}{2}Jg^{bc}\frac{g_{bc}}{y^a}\sqrt{det[G]}$$
and other cancellations occur as in equation (2.17).
In the case of Euclidean manifolds with constant metrics $`g`$ and $`G`$, the Euler-Lagrange equations simplify to
$$\rho \frac{^2\varphi _a}{t^2}=\frac{}{x^k}\left(\rho \frac{W}{v_{}^{a}{}_{k}{}^{}}(j^1\varphi )\right)\frac{P}{x^k}(v^1)_{a}^{}{}_{}{}^{k}J(j^1\varphi )$$
(4.8)
together with the constraint (4.6).
### 4.3 Incompressible Ideal Hydrodynamics
For fluid dynamics, the stored energy term in the Lagrangian is a constant function precisely because of the incompressibility constraint. Indeed, as we have mentioned above, $`W`$ in ideal fluid models is a function of the Jacobian $`J`$, but the latter is constrained to be $`1`$. For simplicity, consider an ideal homogeneous incompressible fluid, so that the material density $`\rho `$ is constant, and we can set $`\rho =1`$ (for inhomogeneous fluids the dependence of material density on the point $`x`$ is implicit in the pressure function $`P`$).
The Lagrangian is given by (4.3) with $`=\mathrm{const}`$. Hence, two terms in equation (4.7) which correspond to the derivatives of $`W`$ vanish, so that the dynamics of an incompressible ideal fluid is described by
$$g_{ab}\left(\frac{D_g\dot{\varphi }}{Dt}\right)^b=\frac{P}{x^k}J\left(\left(\frac{\varphi }{x}\right)^1\right)_a^k,$$
(4.9)
together with the constraint
$$J(j^1\varphi )=\left(\frac{\sqrt{det[G\varphi ]}}{\sqrt{det[G]}}det\left(\frac{\varphi }{x}\right)\right)(x,t)=1,$$
(4.10)
where we have used the fact that $`g=G`$.
Compare (4.9) with (2.18) and notice that the incompressibility constraint $`J(j^1\varphi )=1`$ implies that the spatial density $`\rho _{\mathrm{sp}}=\rho /J`$ is constant, e.g., $`1`$. Introducing the spatial pressure $`p=P\varphi _t^1`$, the above equation can be written as
$$\frac{D_g\dot{\varphi }}{Dt}(x,t)=\mathrm{grad}p\varphi (x,t),$$
(4.11)
where we have set $`\rho _{\mathrm{sp}}=1`$. We remark again that the covariant derivative is evaluated at $`y=\varphi (x,t)`$.
##### A New Look at the Pressure.
Here we shall demonstrate that the same equations of motion are obtained if the potential energy in the Lagrangian (4.3) is not set to a constant, but rather is treated as a function of the Jacobian, $`W=W(J)`$. This will also clarify the relation between the two definitions of pressure that we have thus far examined.
Recall the definition of the pressure function for barotropic fluids given by (2.16) as a partial derivative of the stored energy function $`W`$ with respect to the Jacobian $`J`$. Compare this to the definition (4.2) of the pressure as a Lagrange multiplier corresponding to the incompressibility constraint (4.1) (modulo a $`\sqrt{det[G]}`$ term). In this subsection we shall denote these objects by $`P_W`$ and $`P_\lambda `$, respectively:
$$P_W=\rho \frac{W}{J},P_\lambda =\frac{1}{\sqrt{det[G]}}\lambda .$$
The resulting Euler-Lagrange equations can be obtained by combining (2.18) with (4.9) and are given by:
$$g_{ab}\left(\frac{D_g\dot{\varphi }^b}{Dt}\right)^b=\frac{(P_W+P_\lambda )}{x^k}J\left(\left(\frac{\varphi }{x}\right)^1\right)_a^k$$
together with the constraint (4.10). We can define a new pressure function
$$P=P_W+P_\lambda .$$
(4.12)
Notice that when the constraint $`J=1`$ is enforced by the Euler-Lagrange equation (4.6), $`P_W(J)=\mathrm{const}`$, so that $`P=P_\lambda +\mathrm{const}`$. This is equivalent to a re-definition of the Lagrange multiplier $`\lambda `$. At the same time, the above Euler-Lagrange equation coincides with (4.9) because $`_kP=_kP_\lambda `$.
##### Relation to Standard Ideal Hydrodynamics.
Recall the Lie-Poisson description of fluid dynamics as a right-invariant system on the group $`𝒟_\mu (M)`$ of volume-preserving diffeomorphisms of a Riemannian manifold $`(M,G)`$. Here we follow Marsden and Ratiu and Arnold and Khesin , using our notations. The Lie algebra of $`𝒟_\mu (M)`$ is the algebra of divergence-free vector fields on $`M`$ tangential to the boundary with minus the Jacobi-Lie bracket. The $`L^2`$ inner-product on this algebra is given by
$$u,v_{L^2}=_Mu(x),v(x)_G\mu ,$$
where $`\mu `$ is the Riemannian volume form on $`M`$.
We extend this metric by right invariance to the entire group. The resulting Riemannian manifold with right invariant $`L^2`$ metric, denoted by $`(𝒟_\mu (M),L^2)`$, is the configuration space for the Lie-Poisson or Euler-Poincaré model of ideal hydrodynamics. Its tangent bundle is the phase space, so that $`(\eta _t,\dot{\eta }_t)`$ are the basic “coordinates”; here $`\eta _t𝒟_\mu (M)`$ is a diffeomorphism that transforms the reference fluid configuration to its configuration at time $`t`$. Then, using the kinetic energy of fluid particles as a Lagrangian, one obtains the following covariant equations of motion:
$$\frac{D\dot{\eta }}{Dt}(x)=\mathrm{grad}p\eta (x),$$
(4.13)
where
$$\frac{D\dot{\eta }}{Dt}=\ddot{\eta }+\mathrm{\Gamma }_\eta (\dot{\eta },\dot{\eta })$$
denotes covariant material time derivative with respect to the metric ($`\mathrm{\Gamma }_\eta `$ denotes the connection associated to the metric) and $`p`$ is the *spatial pressure*. Notice that covariant derivative is evaluated at $`\eta (x)`$.
Now define $`\eta _t(x)=\eta (t,x)`$ to be the flow of the time-dependent vector field $`u(t,x)`$, so that $`_t\eta (t,x)=u(t,\eta (t,x))`$. Then composing (4.13) on the right with $`\eta ^1`$ gives the classical Eulerian description of incompressible ideal fluids :
$$_tu(t,x)+(u)u=\mathrm{grad}p,\mathrm{div}u=0.$$
Taking the divergence of both sides of this expression yields the equation for the pressure
$$\mathrm{\Delta }p=\mathrm{div}\left((u)u\right).$$
(4.14)
One readily notices that equations (4.11) and (4.13) coincide provided $`\eta _t(x)=\varphi (x,t)`$. Upon this identification, the Euler-Lagrange equations for the multisymplectic model of incompressible ideal hydrodynamics recover the well-known evolution of fluid diffeomorphisms (4.13). Similarly, taking the divergence of both sides of (4.11) results in the Poisson equation on the pressure (4.14).
### 4.4 Incompressible Elasticity
In a manner similar to the previous subsection, we modify the elasticity Lagrangian by the constraint and extend the phase space to include the Lagrange multiplier. Recall that the stored energy is a function of the Green deformation tensor $`W=W(C)`$ and use the definition of the first Piola-Kirchhoff stress tensor $`𝒫_{a}^{}{}_{}{}^{i}`$ (2.19) to write down the equations of motion:
$$\rho g_{ab}\left(\frac{D_g\dot{\varphi }}{Dt}\right)^b=𝒫_{a}^{}{}_{}{}^{i}{}_{|i}{}^{}\frac{P}{x^k}J\left(\left(\frac{\varphi }{x}\right)^1\right)_a^k,$$
together with the constraint (4.6). The above equation can be written in a fully covariant form
$$\rho \frac{D_gV}{Dt}=\mathrm{DIV}𝒫\mathrm{grad}p\varphi ,$$
where $`V=\dot{\varphi }`$ is the velocity vector field, $`𝒫`$ is the first Piola-Kirchhoff stress tensor, and $`p`$ is the spatial pressure.
## 5 Symmetries, Momentum Maps and Noether’s Theorem
We already mentioned in the introduction that homogeneous fluid dynamics has a huge symmetry, namely the particle relabeling symmetry, while standard elasticity (usually assumed to be inhomogeneous) has much smaller symmetry groups, such as rotations and translations in the Euclidean case. While inhomogeneous fluids (especially the compressible ones) are of great interest, the results worked out in §5.1 only apply to homogeneous fluid dynamics, when the symmetry group is the full group of volume-preserving diffeomorphisms $`𝒟_\mu `$. However, these results can be generalized to inhomogeneous fluids, in which case the symmetry group is a *subgroup* $`𝒟_\mu ^\rho 𝒟_\mu `$ that preserves the level sets of the material density for barotropic fluids, or a *subgroup* $`𝒟_\mu ^{\rho ,\text{ent}}𝒟_\mu `$ that preserves the level sets of the material density and entropy for isentropic fluids.
A general model of continuum mechanics will have the metric $`g`$ isometry as its symmetry. In particular, the group of rotations and translations is a symmetry for models of fluid dynamics and elasticity in Euclidean spaces. The later is treated in Marsden, Pekarsky, Shkoller, and West , where the overall emphasis is on continuum mechanics in Euclidean spaces.
The only symmetry which is universal for *non-relativistic* continuum mechanics is the time translation invariance. This is due to the fact that the base manifold is a tensor product of the spatial part and the time direction, rather than a space-time, so that all material quantities, such as density $`\rho `$, metric $`G`$, etc. depend only on $`xBX`$. In this section we shall treat these symmetries separately. We start with the particle relabeling symmetry, introducing the necessary notations.
### 5.1 Relabeling Symmetry of Ideal Homogeneous Hydrodynamics
In this subsection we shall consider both the barotropic model and the incompressible model of ideal homogeneous fluids with fixed boundaries at the same time. Their corresponding Lagrangians differ only by the constraint term and both are equivariant with respect to the action of the group of volume-preserving diffeomorphisms.
##### The Group Action.
The action of the diffeomorphism group $`𝒟_\mu (B)`$ on the (spatial part of the) base manifold $`BX`$ captures precisely the meaning of particle relabeling. For any $`\eta 𝒟_\mu (B)`$, denote this action by $`\eta _X:(x,t)(\eta (x),t)`$. The lifts of this action to the bundles $`Y`$ and $`E`$ are given by $`\eta _Y:(x,t,y)(\eta (x),t,y)`$ and $`\eta _E:(x,t,y,\lambda )(\eta (x),t,y,\lambda )`$, respectively. Both lifts are fiber-preserving and act on the fibers themselves by the identity transformation. The coordinate expressions have the following form:
$$\eta _X^0=\mathrm{Id}t,\eta _X^i=\eta ^i(x),\eta _Y^a=\delta _b^ay^b,\eta _E^a=(\delta _b^ay^b,\mathrm{Id}\lambda ).$$
(5.1)
##### Jet Prolongations.
The jet prolongations are natural lifts of automorphisms of $`Y`$ to automorphisms of its first jet $`J^1Y`$ and can be viewed as covariant analogues of the tangent maps (see Gotay, Isenberg and Marsden ).
Let $`\gamma `$ be an element of $`J^1Y`$ and $`\overline{\gamma }`$ be a corresponding element of the extended phase phase space $`J^1E`$, in coordinates $`\gamma =(x^\mu ,y^a,v_\mu ^a)`$ and $`\overline{\gamma }=(x^\mu ,y^a,\lambda ,v_\mu ^a,\beta _\mu )`$. The prolongation of $`\eta _Y`$ is defined by
$$\eta _{J^1Y}(\gamma )=T\eta _Y\gamma T\eta _X^1,\eta _{J^1E}(\overline{\gamma })=T\eta _E\overline{\gamma }T\eta _X^1.$$
(5.2)
We shall henceforth consider $`\eta _{J^1E}`$, since it includes $`\eta _{J^1Y}`$ as a special case. In coordinates, we have
$$\eta _{J^1E}(\overline{\gamma })=(\eta ^k(x),t;y^b,\lambda ;v_{}^{a}{}_{0}{}^{},v_{}^{a}{}_{m}{}^{}\left((\frac{\eta }{x})^1\right)_j^m;\beta _0,\beta _m\left((\frac{\eta }{x})^1\right)_j^m).$$
If $`\xi `$ is a vector field on $`E`$ whose flow is $`\eta _ϵ`$, then its prolongation $`j^1\xi `$ is the vector field on $`J^1E`$ whose flow is $`j^1(\eta _ϵ)`$, that is $`j^1\xi j^1(\eta _ϵ)=(d/dϵ)j^1(\eta _ϵ)`$. In particular, the vector field $`\xi `$ corresponding to $`\eta _E`$ given by (5.1) has coordinates $`(\xi ^i,0,0,0)`$ and is divergence-free; its prolongation $`j^1\xi `$, which corresponds to the prolongation $`\eta _{J^1E}`$ of $`\eta _E`$, has the following coordinate expression:
$$j^1\xi =(\xi ^i,0;0,0;0,v_{}^{a}{}_{m}{}^{}\frac{\xi ^m}{x^j};0,\beta _m\frac{\xi ^m}{x^j}).$$
(5.3)
##### Noether’s Theorem.
Suppose the Lie group $`𝒢`$ acts on $`𝒞`$ and leaves the action $`S`$ invariant. This is equivalent to the Lagrangian density $``$ being equivariant with respect to $`𝒢`$, that is, for all $`\eta 𝒢`$ and $`\gamma J^1Y`$,
$$(\eta _{J^1Y}(\gamma ))=(\eta _X^1)^{}(\gamma ),$$
where $`(\eta _X^1)^{}(\gamma )=(\eta _X)_{}(\gamma )`$ is a push-forward; this equality means equality of $`(n+1)`$-forms at $`\eta (x)`$. Denote the covariant momentum map on $`J^1Y`$ by $`J_{}L(𝔤,\mathrm{\Lambda }^n(J^1Y))`$. It is defined by the following expression
$$j^1(\xi )\text{ }\text{ }\mathrm{\Omega }_{}=dJ_{}(\xi )$$
(5.4)
and can be thought of as a Lie algebra valued $`n`$-form on $`J^1Y`$.
Recall that $`\varphi `$ is a solution of the Euler-Lagrange equations if and only if
$$(j^1\varphi )^{}(𝒲\text{ }\text{ }\mathrm{\Omega }_{})=0$$
for any vector field $`𝒲`$ on $`J^1Y`$. In particular, setting $`𝒲=j^1(\xi )`$ and applying $`(j^1\varphi )^{}`$ to (5.4), we obtain the following basic Noether conservation law:
###### Theorem 5.1.
Assume that group $`𝒢`$ acts on $`Y`$ by $`\pi _{XY}`$-bundle automorphisms and that the Lagrangian density $``$ is equivariant with respect to this action for any $`\gamma J^1Y`$. Then, for each $`\xi 𝔤`$
$$𝐝\left((j^1\varphi )^{}J_{}(\xi )\right)=0$$
(5.5)
for any section $`\varphi `$ of $`\pi _{XY}`$ satisfying the Euler-Lagrange equations. The quantity $`(j^1\varphi )^{}J_{}(\xi )`$ is called the Noether current.
See Gotay, Isenberg and Marsden for a proof.
##### The Variational Route to Noether’s Theorem.
The variational route to the covariant Noether’s theorem on $`J^1Y`$ was first presented on pages 374–375 in Marsden, Patrick, and Shkoller . We shall briefly describe this formulation now.
Recall the notations of the maps $`\phi :UY`$ and the corresponding induced local sections $`\phi \phi _X^1`$ of $`Y`$ from Subsection 2.2. Here again it is important to allow for both vertical and horizontal variations of the sections. Vertical variations alone capture only fiber preserving symmetries (i.e., spatial symmetries), while taking arbitrary variations allows for both material and spatial symmetries to be included.
The invariance of the action $`S=_{U_X}`$ under the Lie group action is formally represented by the following expression:
$$S(\eta _Y\phi )=S(\phi )\text{for all}\eta _Y𝒢.$$
(5.6)
Equation (5.6) implies that for each $`\eta _Y𝒢`$, $`\eta _Y\phi `$ is a solution of the Euler-Lagrange equations, whenever $`\phi `$ is a solution. We restrict the action of $`𝒢`$ to the space of solutions, and let $`\xi _𝒞`$ be the corresponding infinitesimal generator on $`𝒞`$ restricted to the space of solutions; then
$`0=(\xi _𝒞\text{ }d𝒮)(\phi )`$ $`=`$ $`{\displaystyle _{U_X}}j^1(\phi \phi _X^1)^{}[j^1(\xi )\text{ }\mathrm{\Theta }_{}]`$
$`=`$ $`{\displaystyle _{U_X}}j^1(\phi \phi _X^1)^{}[j^1(\xi )\text{ }\mathrm{\Omega }_{}],`$
since the Lie derivative $`𝔏_{j^1(\xi )}\mathrm{\Theta }_{}=0`$ by (5.6) and Corollary 2.1.
Using (5.4), we find that $`_{U_X}d[j^1(\phi \phi _X^1)^{}J_{}(\xi )]=0`$, and since this holds for arbitrary regions $`U_X`$, the integrand must also vanish. Recall that $`\varphi =\phi \phi _X^1`$ is a true section of the bundle $`Y`$, so that this is precisely a restatement of the Noether’s Theorem 5.1.
##### Covariant Canonical Transformations.
The computations of the momentum map from definition (5.4) can be simplified significantly in some special cases which we discuss here. A $`\pi _{XJ^1Y}`$-bundle map $`\eta _{J^1Y}:J^1YJ^1Y`$ covering the diffeomorphism $`\eta _X:XX`$ is called a covariant canonical transformation if $`\eta _{J^1Y}^{}\mathrm{\Omega }_{}=\mathrm{\Omega }_{}`$. It is called a special covariant canonical transformation if $`\eta _{J^1Y}^{}\mathrm{\Theta }_{}=\mathrm{\Theta }_{}`$. Recall that forms $`\mathrm{\Omega }_{}`$ and $`\mathrm{\Theta }_{}`$ can be obtained either by variational arguments or by pulling back canonical forms $`\mathrm{\Omega }`$ and $`\mathrm{\Theta }`$ from the dual bundle using the Legendre transformation $`𝔽`$.
From Gotay, Isenberg and Marsden , any $`\eta _{J^1Y}`$ which is obtained by lifting some action $`\eta _Y`$ on $`Y`$ to $`J^1Y`$, is automatically a special canonical transformation. In this case the momentum mapping is given by
$$J_{}(\xi )=j^1\xi \text{ }\text{ }\mathrm{\Theta }_{}.$$
(5.7)
We remark that the validity of this expression does not rely on the way in which the Cartan form was derived, i.e., for simplicity of the computations in concrete examples, one can forgo the issues of vertical vs. arbitrary variations in the variational derivation and obtain the Cartan form directly from the dual bundle by means of Legendre transformations. Then, evaluating this form on the prolongation of a vector of an infinitesimal generator gives the momentum $`n`$-form.
##### Equivariance of the Lagrangian.
To apply Theorem 5.1 to our case we need to establish equivariance of the fluid Lagrangians:
###### Proposition 5.1.
The Lagrangian of an ideal homogeneous barotropic fluid (2.3) and the Lagrangian of an ideal homogeneous incompressible fluid (4.3) are equivariant with respect to the $`𝒟_\mu (B)`$ action (5.1):
$$(\eta _{J^1E}(\overline{\gamma }))=(\eta _X^1)^{}(\overline{\gamma }),$$
for all $`\overline{\gamma }J^1E`$.
###### Proof.
First observe that the material density of an ideal homogeneous (compressible or incompressible) fluid is constant. Notice also that Lagrangians (2.3) and (4.3) differ only in the potential energy terms. Both these terms are functions of the Jacobian, which is equivariant with respect to the action of volume preserving diffeomorphisms given by (5.3). Indeed,
$`f\left(J(\eta _{J^1E}(\overline{\gamma }))\right)d^{n+1}x`$ $`=f\left({\displaystyle \frac{\sqrt{det[g]}}{\sqrt{det[G]}}}det(v)det\left({\displaystyle \frac{\eta }{x}}\right)^1\right)d^{n+1}x`$
$`=(\eta _X^1)^{}\left(f(J(\overline{\gamma }))d^{n+1}x\right)`$
due to the fact that $`det_i\eta ^j=1`$ for a volume preserving diffeomorphism $`\eta `$; here $`f`$ can be any function, e.g. the stored energy $`W`$ or the constraint $`\mathrm{\Phi }`$.
For the same reason, and the fact that (5.3) acts trivially on $`v_{}^{a}{}_{0}{}^{}`$, the kinetic part of both Lagrangians is also equivariant. ∎
Proposition 5.1 enables us to use (5.7) for explicit computations of the momentum maps for the relabeling symmetry of homogeneous hydrodynamics. We shall consider barotropic and incompressible ideal fluids separately because their Lagrangians and, hence, their momentum mappings are different.
#### Barotropic Fluid
Using (5.7) we can compute the Noether current corresponding to the relabeling symmetry of the Lagrangian (2.3) to be
$$\begin{array}{c}j^1(\varphi )^{}J_{}(\xi )=\left(\frac{1}{2}\rho g_{ab}\dot{\varphi }^a\dot{\varphi }^b\rho WPJ\right)\sqrt{det[G]}\xi ^kd^nx_k\hfill \\ \hfill \left(g_{ab}\dot{\varphi }^b\varphi _{,k}^a\right)\rho \sqrt{det[G]}\xi ^kd^nx_0,\end{array}$$
(5.8)
where $`j^1\xi `$ is the prolongation of the vector field $`\xi `$ and is given by (5.3).
The differential of this quantity restricted to the solutions of the Euler-Lagrange equation is identically zero according to Theorem 5.1. Conversely, requiring the differential of (5.8) to be zero for arbitrary sections $`\varphi `$ recovers the Euler-Lagrange equation. Indeed, computing the exterior derivative and taking into account that the vector field $`\xi `$ is divergence free, we obtain:
$$g_{ab}\left(\frac{D_g\dot{\varphi }}{Dt}\right)^b=\frac{P}{x^k}J\left(\left(\frac{\varphi }{x}\right)^1\right)_a^k,$$
which coincides with the Euler-Lagrange equation (2.18).
#### Incompressible Ideal Fluid
Similar computations using Lagrangian (4.3) with the potential energy set to a constant give the following expression for the Noether current corresponding to the relabeling symmetry:
$$\begin{array}{c}j^1(\varphi )^{}J_{}(\xi )=\left(\frac{1}{2}\rho g_{ab}\dot{\varphi }^a\dot{\varphi }^bP\right)\sqrt{det[G]}\xi ^kd^nx_k\hfill \\ \hfill \left(g_{ab}\dot{\varphi }^b\varphi _{,k}^a\right)\rho \sqrt{det[G]}\xi ^kd^nx_0.\end{array}$$
(5.9)
The assumptions of Theorem 5.1 are satisfied; hence the exterior differential of this Noether current $`d\left(j^1(\varphi )^{}J_{}(j^1\xi )\right)`$ is equal to zero for all section $`\varphi `$ which are solutions of the Euler-Lagrange equations.
Now consider the inverse statement. That is, let us analyze whether the Noether conservation law implies the Euler-Lagrange equations for incompressible ideal fluids. Computing the exterior differential of (5.9) for an arbitrary section $`\overline{\varphi }=(\varphi ,\lambda )`$ we obtain:
$$g_{ab}\left(\frac{D_g\dot{\varphi }}{Dt}\right)^b=\frac{P}{x^k}\left(\left(\frac{\varphi }{x}\right)^1\right)_a^k.$$
Here, we have used the fact that $`\xi `$ is a divergence free vector field on $`X`$. This is precisely the Euler-Lagrange equation (4.9) with the constraint $`J=1`$ substituted in it. We point out that the above equation is not equivalent to the Euler-Lagrange equations, i.e. the constraint cannot be recovered from the Noether current. Notice also that the Noether currents (5.8) and (5.9) are different due to the difference in the corresponding Lagrangians.
### 5.2 Time Translation Invariance
Lagrangian densities (2.3) and (4.3) are equivariant with respect to the group $``$ action on $`Y`$, given by $`\tau _Y:(x,t,y)(x,t+\tau ,y)`$ for any $`\tau `$. This is because the Lagrangians are explicitly time independent. One can readily compute the jet prolongation of the corresponding infinitesimal generator vector field $`\zeta _Y=(0,\zeta ,0)`$, where $`\tau =\mathrm{exp}\zeta `$. Then, the pull-back by $`j^1\varphi `$ of the covariant momentum map corresponding to this symmetry, which we denote by $`J_{}^t`$ to distinguish it from expressions in the previous section, is given by the following $`n`$-form on $`X`$:
$$\begin{array}{c}(j^1\varphi )^{}J_{}^t(\zeta )=\zeta \left(L(j^1\varphi )d^nx_0p_{a}^{}{}_{}{}^{\mu }(j^1\varphi )\dot{\varphi }^ad^nx_\mu \right)=\hfill \\ \hfill \zeta \left(e(j^1\varphi )d^nx_0+p_{a}^{}{}_{}{}^{j}(j^1\varphi )\dot{\varphi }^ad^nx_j\right)(j^1\varphi ),\end{array}$$
(5.10)
where, in the last equality, we have used the definition of the energy density $`e`$ given by (2.5).
Noether’s Theorem 5.1 implies that the exterior derivative of this expression will be zero along solutions of the Euler-Lagrange equations. Computing this divergence for an arbitrary $`\zeta `$ recovers the energy continuity equation. For a barotropic fluid, it is given by
$$\dot{e}=\sqrt{det[G]}\mathrm{DIV}\left(PJ\left(\left(\frac{\varphi }{x}\right)^1\right)_a^j\dot{\varphi }^a\right),$$
while for standard elasticity the equation has the form:
$$\dot{e}=\sqrt{det[G]}\mathrm{DIV}(𝒫_{a}^{}{}_{}{}^{j}\dot{\varphi }^a).$$
The expressions for an incompressible fluid and elastic medium are similar.
Alternatively, one can consider the inverse statement and *require* that $`d\left(J_{}^t(\zeta )\right)=0`$. This forces the energy continuity equation to be satisfied for some arbitrary section $`\varphi `$.
## 6 Concluding Remarks and Future Directions
In the last section of our paper we would like to comment on the work in progress and point out general future directions of the multisymplectic program. Some of the aspects discussed here are analyzed in detail in our companion paper Marsden, Pekarsky, Shkoller, and West .
##### Other Models of Continuum Mechanics.
The formalism set up in this paper naturally includes other models of three-dimensional linear and non-linear elasticity and fluid dynamics, as well as rod and shell models. For elasticity, the choice of the stored energy $`W`$ determines a particular model with the corresponding Euler-Lagrange equation given by (2.13); this is a PDE to be solved for the deformation field $`\varphi `$. Introducing the first Piola-Kirchhoff stress tensor $`𝒫`$, the same equation can be written in a compact fully covariant form (2.21). An explicit form of the Euler-Lagrange equations and conservation laws for rod and shell models are not included in this paper but can be easily derived by following the steps outlined above. The constrained director models which are common in such models are handled well by the formulation of constraints that we use in §3.
##### Constrained Multisymplectic Theories.
The issue of holonomic vs. non-holonomic constraints in classical mechanics has a long history in the literature. Though there are still many open questions, the subject of linear and affine non-holonomic constraints is relatively well-understood (see, e.g. Bloch, Krishnaprasad, Marsden, and Murray ). We already mentioned in §3 that this topic is wide open for multisymplectic field theories, partly due to the fact that there is simply no well-defined notion of a non-holonomic constraint for such theories – it appears that one needs to distinguish between time and space partial derivatives.
As all of the examples under present consideration are non-relativistic and do not have constraints involving time derivatives, we used the restriction of Hamilton’s principle to the space of allowed configurations to derive the equations of motion. Note that this reduces to vakonomic mechanics in the case of an ODE system with non-holonomic constraints, and is thus incorrect. Of course a multisymplectic approach to non-holonomic field theories (such as one elastic body rolling, while deforming, on another, such as a real automobile tire on pavement), would be of considerable interest to develop.
##### Multisymplectic Form Formula and Conservation Laws.
A very important aspect of any multisymplectic field theory is the existence of the multisymplectic form formula (2.11) which is the covariant analogue of the fact that the flow of conservative systems consists of symplectic maps. We deliberately avoid here any detailed analysis of the implications of this formula to the multisymplectic continuum mechanics and refer the reader to Marsden, Pekarsky, Shkoller, and West , where it is treated in the context of Euclidean spaces and discretization. Preliminary results indicate, however, that applications of the multisymplectic form formula not only can be linked to some known principles in elasticity (such as the Betti reciprocity principle), but also can produce some new interesting relations which depend on the space-time direction of the first variations $`𝒱,𝒲`$ in (2.11). An accurate and consistent discretization of the model then results in so called multisymplectic integrators which preserve the discrete analogues of the multisymplectic form and the conservation laws.
##### Discretization.
This is another very interesting and important part of our project which is addressed in detail in our companion paper Marsden, Pekarsky, Shkoller, and West , where the approach of finite elements for models in Euclidean spaces is adopted. It is shown that the finite element method for static elasticity is a multisymplectic integrator. Moreover, based on the result in Marsden and West , it is shown that the finite elements time-stepping with the Newmark algorithm is a multisymplectic discretization.
As we mentioned in the previous paragraph, a consistent discretization based on the variational principle would preserve the discrete multisymplectic form formula together with the discrete multi-momentum maps corresponding to the symmetries of a particular system. Then, the integral form of the discrete Noether’s Theorem implies that a sum of the values of the discrete momentum map over some set of nodes is zero. One implication of this statement for incompressible fluid dynamics is a discrete version of the vorticity preservation. Such discrete conservations are among the hot topics of the ongoing research.
##### Symmetry Reduction.
In the previous section we discussed at length the particle relabeling symmetry of ideal homogeneous hydrodynamics and its multisymplectic realization. Reduction by this symmetry takes us from the Lagrangian description in terms of *material* positions and velocities to the Eulerian description in terms of *spatial* velocities. In the compressible case one only reduces by the subgroup of the particle relabeling group that leaves the stored energy function invariant; for example, if the stored energy function depends on the deformation only through the density and entropy, then this means that one introduces them as dynamic fields in the reduction process, as in Euler-Poincaré theory (see Holm, Marsden and Ratiu .)
In the unconstrained (i.e., defined on the extended jet bundle $`J^1E`$) multisymplectic description of ideal incompressible fluids, the multisymplectic reduced space is realized as a fiber bundle $`\mathrm{{\rm Y}}`$ over $`X`$ whose fiber coordinates include the Eulerian velocity $`u`$ and some extra field corresponding to compressibility. Then, the reduced Lagrangian density determines, by means of a constrained variational principle, the Euler-Lagrange equations which give the evolution of the spatial velocity field $`u(x)\mathrm{{\rm Y}}_x`$ together with a condition of $`u`$ being divergence-free. A general Euler-Poincaré type theorem relates this equation with equation (4.11) by relating the corresponding variational principles.
Such a description is a particular example of a general procedure of multisymplectic reduction. The case of a finite-dimensional vertical group action was first considered in Castrillón-López, Ratiu and Shkoller . More general cases of an infinite-dimensional group action such as that for incompressible ideal hydrodynamics, electro-magnetic fields and symmetries in complex fluids is planned for a future publication. The reader is also referred to a related work by Fernández, García, and Rodrigo .
##### Vortex Methods.
One of our ultimate objectives is to further develop, using the multisymplectic approach, some methods and techniques which were derived in the infinite-dimensional framework and which proved to be very useful. One of them is the vortex blob method developed by Chorin , which recently has been linked to the so-called averaged Euler equations of ideal fluid (see Oliver and Shkoller ).
##### Higher Order Theories.
Constraints involving higher than first-order derivatives are beyond the current exposition and should be treated in the context of higher-order multisymplectic field theories defined on $`J^kY,k>1`$.
The averaged Euler equations (see Holm, Marsden and Ratiu and Marsden, Ratiu and Shkoller and references therein) provide an interesting example of a higher order fluid theory with constraints (depending only on first derivatives of the field) to which the multisymplectic methods can presumably be applied by using the techniques of Kouranbaeva and Shkoller . It would be interesting to carry this out in detail. In the long run, this promises to be an important computational model, so that its formulation as a multisymplectic field theory and the multisymplectic discretization of this theory is of considerable interest.
##### Covariant Hamiltonian description.
Finally, another very interesting aspect of the project is developing the multi-Hamiltonian description of continuum mechanics along the lines outlined in Marsden and Shkoller .
### Acknowledgments
The authors would like to thank Sanjay Lall, Tudor Ratiu and Michael Ortiz for their comments and interest in this work.
### References
Arnold, V.I. Sur la géométrie differentielle des groupes de Lie de dimenson infinie et ses applications à l’hydrodynamique des fluids parfaits. Ann. Inst. Fourier, Grenoble 16, 319–361.
Arnold, V.I. and B. Khesin Topological Methods in Hydrodynamics. Appl. Math. Sciences 125, Springer-Verlag.
Bloch, A. M. and P.E. Crouch, Optimal control, optimization, and analytical mechanics. Mathematical control theory, 268–321, Springer, New York, 1999.
Bloch A.M. and P.S. Krishnaprasad and J.E. Marsden and R.M. Murray Nonholonomic mechanical systems with symmetry, Arch. Rat. Mech. An., 136, 21–99
Castrillón-López, M., T.S. Ratiu and S. Shkoller Reduction in Principal Fiber Bundles: Covariant Euler-Poincaré Equations, Proc. Am. Math. Soc., to appear.
Chorin, A. Numerical study of slightly viscous flow, J. Fluid Mech. 57, 785-796.
Ebin, D.G. and J.E. Marsden Groups of diffeomorphisms and the motion of an incompressible fluid, Ann. Math. 92, 102–163.
Fernández A., P.L. García, and C. Rodrigo Stress-energy-momentum tensors in higher order variational calculus, J. Geom. Phys., to appear.
Gotay, M., J. Isenberg, and J.E. Marsden Momentum Maps and the Hamiltonian Structure of Classical Relativistic Field Theories, I and II, available from http://www.cds.caltech.edu/~marsden/.
Gotay, M.J. and J.E. Marsden Stress-energy-momentum tensors and the Belifante-Resenfeld formula. Cont. Math. AMS. 132, 367–392.
Holm, D.D., J. E. Marsden and T. S. Ratiu The Euler–Poincaré equations and semidirect products with applications to continuum theories, Adv. in Math., 137, 1-81.
Jalnapurkar S.M. Modeling of Constrained Systems,
http://www.cds.caltech.edu/{̃}smj/.
Kijowski, J. and Magil, G Relativistic elastomechanics as a Lagrangian field theory. J. Geo. Phys. 9, 207-223.
Kijowski, J. and W. Tulczyjew A Symplectic Framework for Field Theories. Springer Lect. Notes in Physics 107.
Kouranbaeva S. and S. Shkoller A variational approach to second-order multisymplectic field theory, J. Geom. Phys., to appear.
Lewis A.D. The geometry of the Gibbs-Appell equations and Gauss’s Principle of Least Constraint, Rep. on Math. Phys., 38, 11-28.
Lewis A.D. and R.M. Murray Variational principles for constrained systems: theory and experiment, The Intern. J. of Nonlinear Mech., 30, 793–815.
Lu J. and P. Papadopoulos A covariant constitutive approach to finite plasticity, to appear in Proc. 8th International Symposium on Plasticity.
D. G. Luenberger Optimization by Vector Space Methods. John Wiley, New York.
Marsden, J.E. , The Hamiltonian formulation of classical field theory, Cont. Math. AMS 71, 221-235.
Marsden, J.E. , Lectures on Mechanics London Mathematical Society Lecture note series, 174, Cambridge University Press.
Marsden, J.E. and T.J.R. Hughes Mathematical Foundations of Elasticity. Prentice Hall, reprinted by Dover Publications, N.Y., 1994.
Marsden, J. E., G. W. Patrick, and S. Shkoller Multisymplectic Geometry, Variational Integrators, and Nonlinear PDEs, Comm. Math. Phys. 199, 351–395.
Marsden J. E., S. Pekarsky, S. Shkoller and M. West Multisymplectic continuum mechanics in Euclidean spaces, preprint.
Marsden, J.E., T.S. Ratiu, and S. Shkoller The geometry and analysis of the averaged Euler equations and a new diffeomorphism group, Geom. and Funct. An. (to appear).
Marsden, J.E. and T.S. Ratiu Introduction to Mechanics and Symmetry. Texts in Applied Mathematics, 17, Springer-Verlag, 1994. Second Edition, 1999.
Marsden J. E. and S. Shkoller Multisymplectic geometry, covariant Hamiltonians, and water waves Math. Proc. Camb. Phil. Soc., 125, 553–575.
Oliver M. and S. Shkoller The vortex blob method as a second-grade non-Newtonian fluid, E-print,
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Shkoller, S. Geometry and curvature of diffeomorphism groups with $`H^1`$ metric and mean hydrodynamics, J. Func. Anal. 160, 337–365.
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# Quantum critical effects on transition temperature of magnetically mediated 𝑝-wave superconductivity
\[
## Abstract
We determine the behavior of the critical temperature of magnetically mediated $`p`$-wave superconductivity near a ferromagnetic quantum critical point in three dimensions, distinguishing universal and non-universal aspects of the result. We find that the transition temperature is non-zero at the critical point, raising the possibility of superconductivity in the ferromagnetic phase.
\]
Recent experimental work has shown that superconductivity in strongly correlated electron systems is closely associated with proximity to magnetic quantum critical points , suggesting it is mediated by critical spin fluctuations , as indicated by theoretical calculations . However, the interplay of superconductivity and criticality is not fully understood. In this paper we study the theoretically simplest case, namely $`p`$-wave superconductivity near a ferromagnetic quantum critical point in dimension $`d=3`$. Our work is complimentary to that of Abanov, Chubukov and Schmalian who studied pairing near a two dimensional antiferromagnetic quantum critical point.
We have two motivations. One is practical: one would like to know whether the superconducting $`T_c`$ vanishes as the magnetic critical point is approached (as shown for example in the left-hand panel of Fig. 1 and as found by Abanov, Chubukov and Schmalian), or whether it does not (as shown in the right-hand panel). The latter scenario raises the interesting possibility of the coexistence of superconductivity and magnetism. This question has not been definitively theoretically settled, because numerical difficulties have prevented a straightforward attack .
Our second motivation is theoretical. Studies of magnetically mediated superconductivity have almost uniformly been based on the Eliashberg equations (defined below) which are simple generalizations of the equations which describe conventional phonon-mediated superconductors . While these equations are believed to give the leading contributions to the low-energy behavior of systems near critical points, non-critical and high-frequency processes may also be important for the superconducting $`T_c`$ (These lead, e.g. to the $`\mu ^{}`$ familiar from conventional superconductivity) . Our results show how to isolate the critical contributions and allow the magnetic analogue of $`\mu ^{}`$ to be estimated.
We consider a three-dimensional metal near a ferromagnetic quantum critical point. The magnetic susceptibility is
$`\chi (q,\nu )=`$ (1)
$`\left[{\displaystyle \frac{|\nu |}{\mathrm{\Lambda }}}{\displaystyle \frac{q}{p_F}}\mathrm{tan}^1\left({\displaystyle \frac{\mathrm{\Lambda }}{|\nu |}}{\displaystyle \frac{p_F}{q}}\right)+\left({\displaystyle \frac{q}{2p_F}}\right)^2+r\right]^1+\mathrm{}`$ (2)
where $`r`$ is a parameter that measures the distance of the system from its quantum critical point (Fig. 1) and the ellipsis denotes less singular terms. Here $`p_F`$ is a momentum scale of the order of the Fermi momentum and $`\mathrm{\Lambda }v_Fp_F`$ is an energy scale of the order of the Fermi energy. We assume (following ) that the coupling of these to the electron system is given by the Eliashberg equations (shown diagrammatically in Fig. 2) for the electron self-energy $`\mathrm{\Sigma }(p,i\omega )=i\omega (1Z_p(\omega ))`$ and the anomalous self-energy $`W(p,i\omega )`$. $`W(p,i\omega )`$ vanishes at the superconducting critical temperature and grows continuously in the superconducting state. We find $`T_c`$ by solving the linearized Eliashberg equations, which are
$`i\omega (1Z_p(\omega ))`$ $`=`$ $`g^2s_0{\displaystyle N(\mathrm{\Omega }_p^{})d\mathrm{\Omega }_p^{}_{\mathrm{}}^{\mathrm{}}dϵ_p^{}}`$ (3)
$`\pi T{\displaystyle \underset{i\omega ^{}}{}}`$ $`\chi `$ $`(pp^{},i\omega i\omega ^{}){\displaystyle \frac{1}{i\omega ^{}Z_p(\omega ^{})ϵ_p^{}}}`$ (4)
$`W(p,i\omega )`$ $`=`$ $`g^2s_l{\displaystyle N(\mathrm{\Omega }_p^{})d\mathrm{\Omega }_p^{}_{\mathrm{}}^{\mathrm{}}dϵ_p^{}}`$ (5)
$`\pi T{\displaystyle \underset{i\omega ^{}}{}}`$ $`\chi `$ $`(pp^{},i\omega i\omega ^{}){\displaystyle \frac{W(p^{},i\omega ^{})}{\left[i\omega ^{}Z_p(\omega ^{})\right]^2ϵ_p^{}^2}}.`$ (6)
Here the momentum integration has been separated into integration in a direction perpendicular to the Fermi surface ($`ϵ_p`$ integration) and integration over angles $`\mathrm{\Omega }_p`$ of the spherical Fermi surface; $`N(\mathrm{\Omega }_p)`$ is the angle-dependent density of states of the quasiparticles on the Fermi surface. The numerical factors $`s_l`$ relate to the nature of the spin fluctuations and the symmetry of the pairing state. For a system with a Heisenberg symmetry there are three independent soft spin components all of which contribute to $`\omega Z`$ so $`s_0=3`$. However, for spin triplet pairing only one combination can contribute to any given component of the gap function, so $`s_1=1`$. The importance of this factor was stressed by Monthoux and Lonzarich . For a system with a strong Ising anisotropy, both $`s_0`$ and $`s_1=1`$. We will present results for the Heisenberg - Ising crossover elsewhere. $`g`$ is a constant vertex representing the interaction between spin fluctuations and low-energy quasiparticles. It may be experimentally defined from the singular (as $`r0`$) behavior of the specific heat coefficient
$$\gamma =\underset{T0}{lim}\frac{C}{T}=\frac{m_ep_F}{3\mathrm{}^3}k_B^2Z(0).$$
(7)
Eqs. (3) and (5) apply only for frequencies much less than the electron bandwidth and only if the momentum dependence of $`Z_p`$ and $`W`$ is negligible relative to the frequency dependence, conditions which are satisfied for the leading singular behavior as $`r0`$. We therefore employ the Migdal approximation $`Z_p(\omega )Z(\omega )`$, $`W(p,\omega )W(\mathrm{\Omega }_p,i\omega )`$ and perform the integral over the magnitude of the momentum. To perform the remaining integration over angles we note that $`i\omega Z(\omega )`$ has the full symmetry of the lattice, while for $`p`$-wave superconductivity $`W`$ corresponds to the $`l=1`$ spherical harmonic.
The momentum transfer $`q`$ carried by the spin fluctuations in Eq. (2) is given by $`q^2=(pp^{})^2=2p_F^2\left(1(pp^{})/|p||p^{}|\right)+ϵ_p^{}^2/v_F^2`$. The first term in $`q^2`$ is obtained by placing both momenta $`p`$ and $`p^{}`$ on the Fermi surface while the last term is a small correction $`\delta p`$ taking into account the fact that intermediate states can explore regions close to the Fermi surface (Fig. 3) and will be important as a cutoff. We perform the $`ϵ_p`$ integral, use the angle dependences of $`Z`$ and $`W`$ and obtain
$`|\omega |\left(1Z(\omega )\right)`$ $`=`$ $`\pi Ts_0{\displaystyle \underset{\omega }{}}D_0(\omega \omega ^{})\mathrm{sgn}(\omega ^{})`$ (8)
$`W_l(\omega )`$ $`=`$ $`\pi Ts_l{\displaystyle \underset{\omega }{}}D_l(\omega \omega ^{}){\displaystyle \frac{W_l(\omega ^{})}{|\omega ^{}Z(\omega ^{})|}},`$ (9)
where
$$D_l(\overline{\nu })=16\pi ^2g^2_0^1N_0(x)\frac{xP_l(12x^2)\mathrm{d}x}{U(U+|\omega ^{}Z(\omega ^{})|/\mathrm{\Lambda })}$$
(10)
with $`U=\left[(\overline{\nu }/x)\mathrm{tan}^1(x/\overline{\nu })+x^2+r\right]^{1/2}`$, $`\overline{\nu }=\nu /\mathrm{\Lambda }`$, $`P_l(x)`$ is a Legendre polynomial and the $`|\omega Z|/\mathrm{\Lambda }`$ comes from the $`ϵ_p^{}^2`$ term. It is numerically very small and is important only as a cutoff at $`r<T^2`$ and $`\nu =0`$; except in these cases we drop it. In the following we combine all constant prefactors in $`D_l`$ into a single coupling constant: $`16\pi ^2g^2N_0\lambda `$.
To solve Eqs. (8) - (9) we follow Bergmann and Rainer , defining a new order parameter $`\mathrm{\Phi }_l(\omega )=W_l(i\omega )/|\omega Z(\omega )|`$ and casting Eqs. (8) and (9) into an eigenvalue problem for an eigenvalue $`\rho `$
$`{\displaystyle \underset{\omega ^{}}{}}[s_lD_l(\omega `$ $`\omega ^{})`$ $`s_0{\displaystyle \frac{|\omega ^{}Z(\omega ^{})|}{\pi T}}\delta _{\omega \omega ^{}}]\mathrm{\Phi }_l(\omega ^{})=\rho \mathrm{\Phi }_l(\omega )`$ (11)
$`|\omega Z(\omega )|=`$ $`|\omega |`$ $`+\pi T\left(D_0(0)+2{\displaystyle \underset{\omega ^{}=0}{\overset{\omega }{}}}D_0(\omega \omega ^{})\right).`$ (12)
At high temperatures the eigenvalues $`\rho _n(T)`$ are negative; at $`T_c`$ the leading eigenvalue crosses 0. We solve the matrix system numerically; the size of the kernel, $`K_{nm}=s_lD_l(\omega _n\omega _m)\delta _{nm}s_0|\omega _mZ(\omega _m)|/\pi T`$ is $`\mathrm{\Lambda }/(2\pi T_c)`$.
For $`p`$-wave pairing in systems of Heisenberg symmetry the critical temperatures are typically $`\pi T_c10^5\mathrm{\Lambda }`$ which translates into numerically unmanageable kernel sizes of $`N\mathrm{50\; 000}`$. We therefore use a down-folding procedure: we separate $`\mathrm{\Phi }_l(\omega _n)`$ in Eq. (11) into a low-frequency part $`\mathrm{\Phi }_l^{LOW}(\omega _n)`$ with $`0|n|N_{LOW}`$ and high-frequency part $`\mathrm{\Phi }_l^{HIGH}(\omega _n)`$ with $`N_{LOW}<|n|N`$. Then Eq. (11) can be written as a block linear system and formally solved for $`\mathrm{\Phi }^{HIGH}`$, yielding $`K^{LOW}\mathrm{\Phi }^{LOW}=\rho \mathrm{\Phi }^{LOW}`$ with $`K_{nm}^{LOW}=K_{nm}+_{|i|,|j|>N_{LOW}}K_{ni}\left(\rho K_{ij}\right)^1K_{jm}`$. This transformation is exact. The simplification is that for large $`N_{LOW}`$ $`K`$ is nearly diagonal so $`K^1`$ may easily be computed in the “high” subspace. In physical terms, this approximation retains only the diagonal scattering-dominated terms $`K_{nn}(s_1s_0)D_0(0)(2n+1)(1+(2/3)\lambda s_0+(2/3)\lambda s_0\mathrm{ln}(\mathrm{\Lambda }/2\pi Tn))`$ and drops all off-diagonal pairing terms $`s_lD_1(\nu _{nm})(\lambda s_1/3)\mathrm{ln}(\mathrm{\Lambda }/2\pi T|nm|)`$ for $`n,m>N_{LOW}`$ in the high-frequency kernel. We have verified that this approximation reproduces faithfully the eigenvalues of Eq. (11) for large temperatures, and that our results are insensitive to the choice of $`N_{LOW}`$.
Our results for $`T_c(r)`$ are shown in Fig. 4. The top panel of the figure demonstrates the convergence of the scaling procedure with reduced kernel size $`N_{LOW}`$. Kernel sizes $`N_{LOW}500`$ show satisfactory convergence, so we have used sizes $`N_{LOW}=500`$ in most of our work. That large kernels are needed shows that in this problem $`T_c`$ is not controlled by low-energy physics. As previously noted $`T_c`$ is very low in the $`p`$-wave Heisenberg case because of the factor of three between the pairing vertex and the self energy. The Ising case has not been previously studied; we see $`T_c`$ is much higher.
We find that in both Heisenberg and Ising cases, $`T_c(r0)>0`$, raising the interesting possibility of superconductivity extending into the magnetic phase. We confirm that $`T_c(r=0)>0`$ using a variational argument. The ansatz $`W(\omega _m)=\mathrm{\Delta }Z(\omega _m)\mathrm{\Theta }(\omega ^2\omega _m^2)`$ allows the leading eigenvalue to be computed if $`\omega ^{}<<\mathrm{\Lambda }`$. At $`r=0`$, the leading eigenvalue becomes positive for $`T<T^{var}`$ with
$$T^{var}=\frac{\omega ^{}}{\pi }\mathrm{exp}\left[\frac{3/2\lambda +s_0}{s_1\left(1+\mathrm{ln}(\mathrm{\Lambda }/\omega ^{})\right)}\frac{s_0}{s_1}\right]$$
(13)
which is thus a lower bound for $`T_c`$. Abanov, Chubukov and Schmalian , who studied a two dimensional antiferromagnetic problem, argued that the divergent mass enhancement associated with the critical fluctuation would drive the superfluid stiffness and thus $`T_c`$ to zero. In their case the divergent mass occurs only at one point on the Fermi surface, so it seems to us the considerations of Hlubina and Rice should imply a non-zero superfluid stiffness. In any event, in the ferromagnetic problem of interest here the critical fluctuations are long-wavelength, and thus do not lead to divergences in the “transport mass” controlling the superfluid stiffness.
We see from Fig. 4a that the Heisenberg case $`T_c(r)`$ displays a maximum at a small non-zero $`r`$, whereas in the Ising case there is no maximum. We believe the small $`r`$ behavior is controlled by the interplay of pairing and scattering, as discussed by Bergmann and Rainer for $`s`$-wave superconductivity and by Millis, Sachdev, Varma for $`d`$-wave . To see this mathematically we compute $`\mathrm{d}T_c/\mathrm{d}r`$ using the Feynman-Hellman theorem :
$$\frac{\mathrm{d}T_c}{\mathrm{d}r}=\left(\frac{\mathrm{d}\rho }{\mathrm{d}T_c}\right)^1\frac{\mathrm{d}\rho }{\mathrm{d}r}=\left(\frac{\mathrm{d}\rho }{\mathrm{d}T_c}\right)^1\mathrm{\Phi }|\frac{\mathrm{d}K}{\mathrm{d}r}|\mathrm{\Phi }.$$
(14)
The expectation value is infrared dominated numerically and we find that at small $`\omega `$, $`\mathrm{\Phi }_l(\omega )1/|\omega |`$. From Eqs. (11) and (12) we see there are two contributions to $`\mathrm{d}K/\mathrm{d}r`$: one positive and proportional to $`s_l`$, coming from the pairing term $`D_l(\nu )`$ and one negative and proportional to $`s_0`$, from the depairing term $`|\omega Z|`$ in Eq. (11). As $`r0`$ the dominant term in $`D_0`$ becomes identical to the dominant term in $`D_1`$. It is convenient to isolate the contribution from zero-frequency spin fluctuations. For the leading singular behavior in $`r`$ we find
$`{\displaystyle \frac{\mathrm{d}T_c}{\mathrm{d}r}}`$ $``$ $`{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{s_0s_l}{(2n+1)^2}}𝒟_0(n)2{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \underset{m=0}{\overset{n1}{}}}({\displaystyle \frac{s_0}{(2n+1)^2}}`$ (15)
$`+`$ $`{\displaystyle \frac{s_l}{(2m+1)(2n+1)}})𝒟_\omega (nm)`$ (16)
Here
$$𝒟_0(n)=\frac{\lambda }{2}\frac{1}{\sqrt{r}(\sqrt{r}+|\omega _nZ|/\mathrm{\Lambda })}$$
(17)
comes from differentiating Eq. (10) at $`\overline{\nu }=0`$ while
$$𝒟_\omega =\frac{\lambda }{r}F\left(\frac{2\pi T}{r^{3/2}}(nm)\right)$$
(18)
comes from differentiating Eq. (10) at $`\overline{\nu }0`$ and dropping the $`|\omega Z|`$ term. The scaling function
$$F(x)=_0^{\mathrm{}}\frac{y\mathrm{d}y}{(x/y+y^2+1)^2};$$
(19)
$`F(0)=1/2`$ and as $`x\mathrm{}`$, $`F(x)(2\pi /9\sqrt{3})x^{2/3}`$.
For $`s_0=1`$ (Ising case) the $`𝒟_0`$ term vanishes and the $`𝒟_\omega `$ term is negative. The pairing and depairing effects of quasistatic ($`\omega <T`$) spin fluctuations exactly cancel (as in the $`s`$-wave case ) while at $`\omega >T`$ the pairing effect wins. Thus $`T_c`$ monotonically increases as $`r0`$ because the spin fluctuations become stronger. At $`r=0`$, $`\mathrm{d}T_c/\mathrm{d}rT^{2/3}`$, i.e. $`T_c(r)`$ is linear; for $`r>T_c^{3/2}`$ the derivative $`(\mathrm{ln}1/r)/r`$, so we expect $`T_c\mathrm{ln}^21/r`$.
For $`s_0=3`$ (Heisenberg case) the $`𝒟_0`$ term is non-vanishing, and indeed is dominant at small $`r`$: quasistatic spin fluctuations are pairbreaking. At $`r=0`$ $`T_c`$ is set by the temperature at which the effect of these fluctuations becomes small enough to allow pairing. For $`r<\lambda ^2(\pi T_c)^2\mathrm{ln}^2\mathrm{\Lambda }/T_c`$, the $`\omega Z`$ term is important and $`\mathrm{d}T_c/\mathrm{d}r1/(\sqrt{r}\lambda \pi T_c\mathrm{ln}\mathrm{\Lambda }/T_c)`$. For $`\lambda ^2(\pi T_c)^2\mathrm{ln}^2\mathrm{\Lambda }/T_c<r<(\pi T_c)^{3/2}`$; $`\mathrm{d}T_c/\mathrm{d}r1/r`$. In our calculations, this intermediate regime is not wide enough to see. For larger $`r`$, the variation of the pairing ($`𝒟_\omega `$) term with $`r`$ becomes most important.
To summarize, we have presented a theory of the variation of a $`p`$-wave superconducting $`T_c`$ near a ferromagnetic quantum critical point. We have shown that the variation of $`T_c`$ with distance from criticality is controlled by the low energy spin fluctuations which are theoretically tractable, and demonstrated the crucial role played by the symmetry of the magnetic fluctuations. We have found generically that $`T_c>0`$ at the magnetic critical point, raising the interesting possibility of superconductivity within the ordered phase.
We acknowledge NSF DMR 9996282. A.J.M. thanks G.G. Lonzarich for many helpful discussions.
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# A differential equation approach for examining the subtraction schemes
\[
## Abstract
We propose a natural differential equation with respect to mass(es) to analyze the scheme dependence problem. It is shown that the vertex functions subtracted at an arbitrary Euclidean momentum (MOM) do not satisfy such differential equations, as extra unphysical mass dependence is introduced which is shown to lead to the violation of the canonical form of the Slavnov-Taylor identities, a notorious fact with MOM schemes. By the way, the traditional advantage of MOM schemes in decoupling issue is shown to be lost in the context of Callan-Symanzik equations.
\]
Conventionally, it is widely believed that different renormalization schemes (that differ arbitrarily with each other) are perfectly equivalent provided the perturbation is completed. Once truncated at finite order, they yield the annoying scheme dependence problem, i.e., different schemes yield different predictions, and we have no better reasons to prefer one scheme to the others. But recently, it has been realized that the traditional on-shell definition of unstable particles masses and width (say, e.g., masses and widths of $`W^\pm ,Z^0`$ and Higgs particles in the electroweak model) is problematic and should be replaced by the more physical and appropriate pole mass schemes, as the on-shell schemes would incur severe gauge dependence and IR singularities or ambiguities. That means, though we do not know the unique way of performing the physical definition, the freedom in choosing renormalization conditions or schemes deserves closer examination.
In this brief report, we suggest to examine the problem by formulating the Feynman amplitudes as a series of differential equations parametrized in terms of momenta (and masses for certain theories)<sup>*</sup><sup>*</sup>*Viewing the quantum field theories as just effective sectors of the complete and well defined quantum theory of everything (QTOE), we can derive finite loop integrals by formulating them as solutions of appropriate differential equations in terms of energy, momenta and masses, without introducing any UV divergences, see Ref.., this is feasible since the loop amplitudes must be functions of external momenta and masses after all. Then, as we shall see shortly, not all subtraction prescriptions or schemes satisfy such differential equations. The differential equation analysis follows from the well known fact that the differentiation with respect to physical parameters like momenta and masses lowers the divergence degree of a superficially divergent Feynman diagram. The solutions to these natural differential equations must be well defined or finite functions of momenta (and masses if any) and uniquely defined up to a certain set of constants to be defined through ’boundary’ conditions, which just correspond to the definition of a renormalization/subtraction scheme, the parameters of the solutions must have been finite ones. It is worthwhile to point out that such analysis has already applied in the usual renormalization programs through the critical use of Ward identities, a set of partial differentiation equations in terms of momenta. Our differential equation analysis is in fact a mathematical generalization of the differential form Ward identities. In this short report, we temporarily focus on the differential equations in terms of masses for QFTs with massive fields.
One might object such analysis with respect to masses as the differentiation operation would shift or perturb the original theory. Such an objection is simply unjustified. First, no matter what kind of changes the differentiation brings into the theory, it does bring us information between the two theories that slightly differ in masses. Then as long as the difference is essentially analytical, we can integrate the difference back to find mass dependence of the original theory (up to ambiguities to be fixed by boundary conditions). Second, a more direct and mathematical way to see this is, if we believe that the theories depend on the mass parameters in an almost analytical way, or that the Feynman diagrams are regular functions of masses, then no matter what the differentiation with respect to masses physically brings about, we can perform differential analysis. Until now, we have not learned of any example of QFT whose mass dependence is so singular that it defies differentiation equation analysis. So, as far as the mass dependence of Feynman amplitudes is concerned, it does not matter whether or not a method shifted the original theory or violated any symmetry of the original theory as long as the perturbation or violation give rise to no completely singular mass dependence. We do not know any special roles played by the gauge symmetry and SUSY in preserving the analytical mass dependence.
In fact such operation preserves most novel symmetries, like gauge invariance, Lorentz invariance, and SUSY since canonical masses are gauge invariant, Lorentz invariant and SUSY invariant if they are masses of SUSY multiplet. For masses from symmetry breaking, the differentiation equation analysis will become complicated due to the complexity of the Higgs sector which will be examined in a separate report. Here we focus on the invariant mass cases to demonstrate that not all subtraction schemes are consistent with the differential equation analysis. Note that we are not claiming that these subtraction schemes can not consistently renormalize QFTs with masses. We leave the implications of our result open to the readers.
We will illustrate the analysis with a simple vertex function at the lowest order in a QFT, say, the 1-loop photon vacuum polarization tensor $`\mathrm{\Pi }^{\mu \nu }(p,p,m)`$ ($`ie^2d^nktr\{\gamma ^\mu \frac{1}{p/+k/m}\gamma ^\nu \frac{1}{k/m}\}`$) in QED for simplicity. But the main points of the analysis apply in the same way to higher orders and to other theories like massive scalar theories and heavy quark theories.
It is easy to see that this amplitude satisfies the following well defined inhomogeneous differential equation in any gauge invariant regularization scheme ($`GIR`$)
$`_m\mathrm{\Pi }^{\mu \nu }(p,p,m)`$ (1)
$`=`$ $`ie^2{\displaystyle }\left(d^4k\right)_{GIR}tr\{\gamma ^\mu ({\displaystyle \frac{1}{p/+k/m}})^2\gamma ^\nu {\displaystyle \frac{1}{k/m}}`$ (2)
$`+`$ $`\gamma ^\mu {\displaystyle \frac{1}{p/+k/m}}\gamma ^\nu ({\displaystyle \frac{1}{k/m}})^2\}`$ (3)
as the RHS of Eq.(1) is well defined in such schemes. Or it satisfies the following well defined equation in any regularization schemes
$`(_m)^3\mathrm{\Pi }^{\mu \nu }(p,p,m)=ie^2{\displaystyle \underset{l=0}{\overset{3}{}}}C_l^3{\displaystyle \left(d^4k\right)_{GIR}}`$ (4)
$`tr\{\gamma ^\mu ({\displaystyle \frac{1}{p/+k/m}})^{l+1}\gamma ^\nu ({\displaystyle \frac{1}{k/m}})^{4l}\}`$ (5)
where $`C_l^3`$ is the combinatorial factor arising from the differentiation operation.
It suffices to demonstrate our points with Eq.(1). Dropping the mass independent transverse factor $`(g^{\mu \nu }p^2p^\mu p^\nu )`$ we have the following equation
$$_m\mathrm{\Pi }(p^2,m)=\frac{e^2}{\pi ^2}_0^1𝑑x\frac{x(1x)m}{m^2x(1x)p^2}.$$
(6)
The solution to this equation is easy to find, it reads
$`\mathrm{\Pi }(p^2,m;C)=`$ $`{\displaystyle \frac{e^2}{2\pi ^2}}{\displaystyle _0^1}𝑑xx(1x)\mathrm{ln}{\displaystyle \frac{m^2x(1x)p^2}{C}}`$ (7)
$`+`$ $`F\left(p^2\right)`$ (8)
with $`C`$ being the natural integration constant independent of to be fixed by regularization and/or subtraction schemes and $`F\left(p^2\right)`$denoting an arbitrary mass independent function of momentum which can be fixed to be zero by solving the differential equation in terms of momentum. Then we have
$`\mathrm{\Pi }^{\mu \nu }(p,p,m;C)`$ (9)
$`=`$ $`{\displaystyle \frac{e^2}{2\pi ^2}}(g^{\mu \nu }p^2p^\mu p^\nu ){\displaystyle _0^1}𝑑x(xx^2)\mathrm{ln}{\displaystyle \frac{m^2(xx^2)p^2}{C}}`$ (10)
with mass here being a finite or renormalized one. Note that the constant $`C`$ here denotes any regularization scheme that is both gauge invariant and mass independent. In other words, those possible mass dependent regularization schemes are already excluded, just like we exclude those regularization schemes that violate gauge invariance and other physical symmetries in realistic models.
In all mass independent schemes, the subtraction is so defined that $`C`$ is fixed to be a mass independent constant which still satisfies Eq.(3). However, in the MOM schemes, the subtraction is defined in the following way,
$`\mathrm{\Pi }(p^2,m;C_{Mom})_{p^2=\mu ^2}=0`$ (12)
$`C_{Mom}=m^2+x(1x)\mu ^2`$ (13)
which ceases to be a solution of Eq.(3) but satisfies the following equation instead
$`_m\mathrm{\Pi }(p^2,m;C_{Mom})=`$ $`{\displaystyle \frac{e^2}{\pi ^2}}{\displaystyle _0^1}𝑑x{\displaystyle \frac{x(1x)m}{m^2x(1x)p^2}}`$ (14)
$`+`$ $`\delta (\mu ^2,m),`$ (15)
with $`\delta (\mu ^2,m)\frac{e^2}{\pi ^2}_0^1𝑑x\frac{x(1x)m}{m^2+x(1x)\mu ^2}`$. It is clear in Eq.(7) that the canonical relation of Eq.(3) is violated by the presence of an extra term that is dependent on the arbitrary subtraction point $`\mu `$ when massive particles are present. The extra term comes from the nontrivial dependence of subtraction constant upon particle mass in contrast to the mass independent schemes (MIS) where $`_mC_{MIS}0`$, and therefore becomes the source of problems in realistic applications. Regarding the mass dependence, the on-shell scheme belongs to the same class as MOM. It will lead to ’extra unphysical’ mass dependence for the vertex functions (including self-energies) for theories with massive bosons, which is just the source of troubles illustrated in . The MOM like schemes are also known to violate the canonical Ward or Slavnov-Taylor identities except in the background gauge , which we think is related to the fact pointed out above.
We would like to provide more arguments regarding the mass dependence of renormalization schemes. Since the mass differentiation would insert mass operators that is closely related to the trace of the energy stress tensor which in turn couples to gravity, such operation should not lead to any ’extra unphysical’ piece. It is easy to see that in Eq.(3) we can replace $`_m`$ by $`m_m`$ without changing the problem. Alternatively, the $`m_m`$ operation is part of the overall rescaling operation which also includes $`p^\mu _{p^\mu }`$. The latter operation should unveil the physical dependence of vertex functions on spacetime, and hence the mass dependence of vertex functions should also be physical due to the overall rescaling entangle the mass dependence with that of momenta. We can then understand why mass dependent schemes often violate the canonical Ward identities, as the differential form of Ward identities contain the operation $`_{p^\mu }`$, if we multiply this operator from the left by $`p^\mu `$ then we see that it is part of the scaling equations. Since the overall homogeneity of the vertex functions with respect to all massive variables will entangle the momentum dependence with the mass dependence, the extra term in Eq.(7) will lead to violation of the canonical Ward identities. In this connection we note that the pole mass for fermion is related to the effective mass which is gauge invariant and IR finite by the equation $`m_{eff}(p^2,\overline{m})|_{p^2=M_{pol}^2}=M_{pol}`$, i.e., the dependence of pole mass on the MS running mass (Lagrangian mass) is normal since $`m_{eff}`$ can be defined in MS scheme though it is scheme independent. The situation for bosons is similar, see .
Thus, contrary to the naive expectation, the differential equation analysis does not allow for all kinds of subtraction schemes. That means we should reexamine our conventional belief with due care. If we accepted this approach, then the conventionally claimed scheme invariance of certain objects within a subset of schemes (i.e., within the mass independent schemes) can now be viewed as a full ’invariance’ for all schemes that solve the differential equations in terms of all physical parameters. Otherwise, the significance of the claims like the significance of scheme invariance of the first two coefficients ($`\beta _0,\beta _1`$) of beta function would be diminished by the mass dependent schemes. In a sense we advanced a plausible rationale for using mass independent schemes in our calculations. We also wish to point out that our investigation in fact derives rationale from the well known fact that not all regularization schemes would satisfy the Ward identities. In our point of view, complicated schemes (like MOM) not only bring about inconvenience, but also might be unnatural choices. In other words, the freedom in choosing the schemes is a restricted freedom if one works in the differential equation approach suggested above.
Indeed there exists no literature up to date that provided convincing constraints on mass dependence of schemes, but it is also hard to convince people that a scheme that defines the one loop vacuum polarization tensor like below would be a physically acceptable choice:
$`\mathrm{\Pi }^{\mu \nu }(p,p,m;\mu )_{Toy}`$ (16)
$`=`$ $`{\displaystyle \frac{e^2}{2\pi ^2}}(g^{\mu \nu }p^2p^\mu p^\nu )\{{\displaystyle _0^1}dxx(1x)\mathrm{ln}{\displaystyle \frac{m^2x(1x)p^2}{m^2}}`$ (17)
$`+`$ $`({\displaystyle \frac{m^2}{\mu ^2+m^2}})^{1000}\},`$ (18)
that is to say, such a subtraction leaving a finite term like $`(\frac{m^2}{\mu ^2+m^2})^{1000}`$ can not be an acceptable choice, contrary to the belief that the subtraction can be arbitrary as long as divergences are removed, at least the anomalous dimension will be awkward-looking and very different from the standard results. In fact we can consider the problem from the reverse angle,i.e., suppose we found the true physical and hence scheme independent parametrization, these physical parameters (together with a RG and renormalization scheme invariant scale $`\mathrm{\Lambda }_{phys}`$) work coherently to give the unique mathematical formulas that are often complicated functions. Then it is impossible to transform these physical parameters into arbitrary things beyond novel symmetries or invariances, i.e., it is impossible to redefine the parameters in arbitrary schemes, since we must confront our calculations with experiments and experiments will only justify the schemes in which the dependence of the measured quantities (defined as functionals of Feynman amplitudes) upon the renormalized parameters are not quite different from the dependence upon physical parameters, as the renormalized parameters functionally take the same role as the physical ones, an obvious fact in the formulation of QFT. Our investigation above seems to add doubts to the conventional attitude to this issue. Since it is just a first attempt, we will refrain from claim anything, we only wish to draw attention to the above aspects.
The differential equations can be generalized to any order and any QFT with massive fields:
$`(_{m_i^s})^\omega \mathrm{\Gamma }(p_1,\mathrm{},(m_i^s);[C])`$ (19)
$`=`$ $`\mathrm{\Gamma }_{\frac{\varphi _1^2}{s},\mathrm{}}(p_1,[0]_\omega ,\mathrm{},(m_i^s);[C]^{}),s=1,2,\omega 1,`$ (20)
where $`(m_i^s)`$ refers to the various masses in the theory with $`s=1`$ for fermion and $`s=2`$ for boson, $`[C]`$ and $`[C]^{}`$ refer to the constants that will appear in the solutions and $`\omega `$ being any times that will annihilate some of the constants, which is the secret of the analysis in mass differentiation. Note that we have made use of the fact that the differentiation with respect to mass(es) inserts the mass vertex operators–the operator $`(\varphi _j^2/s)`$ (for fermion it should be understood as $`\overline{\psi }\psi `$).
Conventionally the MOM schemes are held to be advantageous over the mass independent schemes in exhibiting good decoupling behavior required by physics. In this connection, we wish to prove that in the context of Callan-Symanzik equation the decoupling of heavy fields is achieved in the same way in both mass independent schemes and mass dependent schemes. Especially, we do not need the so-called ”effective field theories” framework to help the mass independent schemes, which is needed in the context of renormalization group equation (RGE) since it does not account for the effects of all the dimensional parameters. Such a proof is not seen yet in literature. Again we will illustrate it with a simple model, QED with a massive fermion in addition to $`n_l`$ massless fermions. In a mass independent scheme the Callan-Symanzik equation reads,
$`\{\lambda _\lambda \beta \alpha _\alpha +\gamma _\mathrm{\Gamma }D_\mathrm{\Gamma }\}\mathrm{\Gamma }((\lambda p),m,\alpha ,\mu )`$ (21)
$`=`$ $`i\mathrm{\Gamma }^\mathrm{\Theta }((\lambda p),m,\alpha ,\mu )`$ (22)
where $`\mathrm{\Theta }[1+\gamma _m]m\overline{\psi }\psi `$, $`\beta `$, $`\gamma _\mathrm{\Gamma }`$ and $`\gamma _m`$ are mass independent functions of the renormalized coupling $`\alpha `$ and all quantities are renormalized ones. At lowest order, $`\beta =\frac{2\alpha }{3\pi }[n_l+1]`$.
When the mass goes to infinity, it is natural to expect that
$``$ $`i\mathrm{\Gamma }^\mathrm{\Theta }((p),m,\alpha ,\mu )|_m\mathrm{}`$ (23)
$`=`$ $`(\mathrm{\Delta }\beta \alpha _\alpha \mathrm{\Delta }\gamma _\mathrm{\Gamma })\mathrm{\Gamma }((p),\alpha ,\mu ),`$ (24)
$``$ $`\{\lambda _\lambda \beta _{ls}\alpha _\alpha +\gamma _{\mathrm{\Gamma };ls}D_\mathrm{\Gamma }\}\mathrm{\Gamma }((\lambda p),\alpha ,\mu )|_{l.s.}=0.`$ (25)
Here $`\beta _{ls}\beta +\mathrm{\Delta }\beta `$, $`\gamma _{\mathrm{\Gamma };ls}\gamma _\mathrm{\Gamma }+\mathrm{\Delta }\gamma _\mathrm{\Gamma }`$ with the delta contributions coming from the mass insertion part in the infinite mass limit that will cancel the heavy fields’ pieces in $`\beta `$ and $`\gamma `$. The generalization to other theories with boson masses is an easy exercise. From Eq.(12) we see that the decoupling of heavy particles is realized in a natural way in the contexts of Callan-Symanzik equations.
To verify the above deduction it is enough to demonstrate Eq.(11) at the lowest order which is closely related to the observation that heavy particle limit provides a convenient algorithm for calculating trace anomalies
$`im\overline{\psi }\psi J^\mu J^\nu |_m\mathrm{}={\displaystyle \frac{2\alpha }{3\pi }}(p^2g^{\mu \nu }p^\mu p^\nu )`$ (27)
$``$ $`m(1+\gamma _m)\overline{\psi }\psi _m\mathrm{}={\displaystyle \frac{1}{4}}\mathrm{\Delta }\beta F^{\mu \nu }F_{\mu \nu },`$ (28)
with $`J^\mu ie\overline{\psi }\gamma ^\mu \psi `$ and $`\mathrm{\Delta }\beta \frac{2\alpha }{3\pi }=\mathrm{\Delta }\gamma _A`$. When translated into Callan-Symanzik equations Eq.(13) is just Eq.(11). The cancellation of the heavy particle contributions is obvious since $`\beta +\mathrm{\Delta }\beta =\frac{2\alpha }{3\pi }[n_l+1]\frac{2\alpha }{3\pi }=\frac{2\alpha }{3\pi }n_l`$.
While in the MOM schemes the Callan-Symanzik equation reads,
$`\{`$ $`\lambda _\lambda \beta _{Mom}\alpha _\alpha +\gamma _{\mathrm{\Gamma };Mom}D_\mathrm{\Gamma }\}\mathrm{\Gamma }_{Mom}((\lambda p),m,\alpha ,\mu )`$ (29)
$`=`$ $`i\mathrm{\Gamma }_{Mom}^\mathrm{\Theta }((\lambda p),m,\alpha ,\mu )`$ (30)
with the beta function,etc. being defined as $`\beta _{Mom}(\mu _\mu +m(1+\gamma _{m;Mom})_m)\alpha ,\mathrm{},`$ in contrast to the RGE definition: $`\beta _{Mom}^{RG}\mu _\mu \alpha ,\mathrm{},`$ due to the mass dependence of the renormalization constantsIn the standard form of Callan-Symanzik equation, the mass operators inserted vertex functions appear separately and the definitions of $`\beta ,\gamma `$ in the MOM like schemes must include $`m(1+\gamma _{m;Mom})_m`$ to account for the ’full running’ of the relevant renormalization constants. But in the alternative form of Callan-Symanzik equation (CSE), i.e., $`\{\lambda _\lambda \beta \alpha _\alpha +m(1+\gamma _m)_m+\gamma _\mathrm{\Gamma }D_\mathrm{\Gamma }\}\mathrm{\Gamma }((\lambda p),m,\alpha ,\mu )=0`$, the definitions of the $`\beta ,\gamma `$ etc. are the same as in RGE. In this connection, we note that unfortunately many people have confused CSE with RGE which are different things in principle, CSE describes full scaling behavior while RGE only states finite renormalization effects. In addition, in the standard form of CSE, the trace of stress tensor is singled out, which describes the physical coupling of matters to gravity and therefore should be independent of renormalization schemes. Then we can anticipate that the heavy particle limit of this term should leave the same effects to light sectors in any renormalization scheme, i.e., the same cancelling contributions to the full $`\beta ,\gamma `$ etc., just as what we will demonstrate here.. The resulting $`\beta _{Mom}`$ also exhibits nondecoupling feature as in the mass independent schemes. For example, at the lowest order, from the definition given above, a heavy particle’s contribution to $`\beta `$ at lowest order is
$`\beta _{Mom}`$ $`=`$ $`(\mu _\mu +m_m){\displaystyle \frac{e^2}{2\pi ^2}}{\displaystyle _0^1}𝑑xx(1x)\mathrm{ln}C_{Mom}`$ (31)
$`=`$ $`{\displaystyle \frac{2\alpha }{3\pi }}.`$ (32)
Then it is easy to find what is similar to Eq.(11)
$``$ $`i\mathrm{\Gamma }_{Mom}^\mathrm{\Theta }((p),m,\alpha ,\mu )|_m\mathrm{}`$ (33)
$`=`$ $`(\mathrm{\Delta }\beta _{Mom}\alpha _\alpha \mathrm{\Delta }\gamma _{\mathrm{\Gamma };Mom})\mathrm{\Gamma }_{Mom}((p),\alpha ,\mu )|_{ls},`$ (34)
with $`\mathrm{\Delta }\beta _{Mom}=\frac{2\alpha }{3\pi }`$ as Eq.(13) is also true in the MOM schemes at the lowest order. It is known that the first loop order beta of RGE in mass independent schemes differs from that in the MOM schemes. While in the context of Callan-Symanzik equation the first loop order beta function is the same in all schemes at one loop order (C.f. Eq.(15)), which in turn implies that the same decoupling mechanism works in MOM schemes in the context of Callan-Symanzik equation. Thus the advantage of MOM schemes over the mass independent schemes in the decoupling issue is lost in the context of Callan-Symanzik equation and the decoupling is realized in the same way specified by Eq.(11).
We should note that, many MOM scheme calculations of couplings are in fact calculations of the effective couplings with the momentum transfer defined at an Euclidean point. The CWZ scheme for calculations in the presence of heavy quarks is in fact a $`\overline{MS}`$ scheme with the running scale fixed to be the particle mass, since in this scheme the mass also serve as a running scale for massive loops and the $`\beta `$ function, etc. are all mass independent. We should also note that our analysis only shows that the mass dependent schemes like MOM and on-shell schemes might cause problems for massive and some related sectors (like self-energy vertices,etc.) in a QFT. For massless sectors or massless QFTs, the problem does not materialize.
If one adopts our proposal for renormalization mentioned above, then the decoupling of heavy particles can be achieved in an automatic way as our proposal stands on the philosophical ground of the effective field theories, please see Ref. .
In summary, we suggested a differential equation analysis of the radiative corrections in terms of momenta and masses and demonstrated that only certain subtraction schemes satisfy such equations. Some conventional schemes like MOM failed to solve these equations. By the way, we gave a demonstration that in the context of the Callan-Symanzik equations all the schemes facilitate the decoupling of heavy particles in the same way, weakening the argument that the MOM like schemes is superior to mass independent schemes in decoupling issue.
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# Renormalization Group Study of Chern-Simons Field Coupled to Scalar Matter in a Modified BPHZ Subtraction Scheme*footnote **footnote *Copyright by The American Physical Society
## I Introduction
Field theories with the Chern-Simons (CS) term in $`2+1`$ dimensions are among the best studied models in the past two decades. This is due not only to its potential applications but also because of some subtle conceptual and technical aspects. Indeed, the quantization of these theories raises interesting questions some of which have not been answered satisfactorily up to now. Of particular interest is the set up of a renormalization/regularization scheme simple and reliable to provide a consistent framework for complex calculations. Many proposals have appeared in the literature each of them presenting advantages as well disadvantages. For instance, Pauli-Villars regularization explicitly breaks parity, analytic regularization is not gauge invariant, and Slavnov regularization becomes rather intricate beyond one-loop calculations.
It is of course desirable that the regularization scheme preserves as much of the models symmetries as possible. In this respect, the popular dimensional regularization appears to be suited for the task. However, the topological nature of the CS term introduces extra complications. The Levi-Civita symbol does not admit a simple extension to complex dimensions $`D`$ and to overcome this problem some modifications have to be done.
If one insists in keeping the Levi-Civita symbol in three dimensions, other approaches are possible. Firstly, there is the so called consistent dimensional regularization in which $`ϵ_{\mu \nu \lambda }`$ is treated as essentially three dimensional, but one has to introduce a Maxwell or Yang-Mills kinetic term as a supplementary regularization. In another proposal, called dimensional reduction the tensor algebra is done in three dimensions and afterwards the Feynman integrals are promoted to $`D`$ dimensions. This method may introduce ambiguities in the finite parts of the amplitudes and also in the divergent parts in high order corrections.
Now, it is possible to renormalize divergent integrals without introducing an specific regularization. One of the most efficient and rigorous method is the BPHZ subtraction scheme which has been applied in a variety of situations. One class of this method, the soft BPHZ schemes, is specially adequate for the study of massless theories.
In a soft BPHZ scheme one introduces subtraction operators in the external momenta and in the masses of the theory. In order to have a better control of the infrared divergences, some of the subtractions have zero mass whereas others have mass equal to $`\mu `$ (the renormalization scale). In $`D=4`$ this scheme is in many circumstances equivalent to the dimensional regularization with a minimal subtraction prescription, and leads to a mass-independent renormalization group equation .
In this work we use a soft BPHZ scheme in an Abelian CS theory coupled with scalar matter to compute two-loop renormalization group functions. Since this method do not involve analytic continuation in the space-time dimension (i.e., we stay in the physical dimension $`D=3`$), we evade the problems aforementioned. Although we will be dealing mainly with massive particles the scheme allows, for non-exceptional momenta, a smooth zero mass limit if all super-renormalizable interactions are deleted. The paper is organized as follows: In section II we introduce the model, generalize the soft BPHZ scheme to the CS theory with scalar matter, and show that the soft BPHZ scheme respects the Ward identity. In Section III we compute the renormalization group functions up to two-loops. Finally, we draw some conclusions and comments. Our results for the renormalization group functions extend the ones recently computed through the use of the dimensional reduction , in the sense that the results agree whenever a comparison is possible. The mentioned agreement indicates that dimensional reduction is a consistent scheme, at least up two-loops, as far as renormalization group functions are concerned. However, differently from the model that we study includes the most general, renormalizable and $`U(1)`$ invariant, self-interaction of the scalar particles.
## II The Model and the Soft BPHZ Scheme
The Lagrangian describing the model reads (the metric has signature $`(+,,)`$ and $`ϵ^{012}=1`$)
$`=`$ $`(D_\mu \mathrm{\Phi })^{}D^\mu \mathrm{\Phi }m^2\mathrm{\Phi }^{}\mathrm{\Phi }{\displaystyle \frac{\lambda }{6}}\left(\mathrm{\Phi }^{}\mathrm{\Phi }\right)^2`$ (2)
$`{\displaystyle \frac{\nu }{36}}\left(\mathrm{\Phi }^{}\mathrm{\Phi }\right)^3+{\displaystyle \frac{1}{4}}ϵ^{\mu \nu \lambda }F_{\mu \nu }A_\lambda {\displaystyle \frac{1}{2\xi }}(A)^2,`$
where $`D_\mu =_\mu ieA_\mu `$ is the covariant derivative and $`F_{\mu \nu }=_\mu A_\nu _\nu A_\mu `$. The canonical operator dimensions are as follows (in unity of mass: $`[m]=1`$): $`[\mathrm{\Phi }]=1/2`$, $`[A_\mu ]=[\lambda ]=[\xi ]=1`$, $`[\nu ]=[e]=0`$. The ultraviolet degree of superficial divergence of a graph $`\mathrm{\Gamma }`$ is
$$d(\mathrm{\Gamma })=3V_{\varphi ^4}\frac{1}{2}N_\varphi N_A,$$
(3)
where $`V_{\varphi ^4}`$ is the number of insertions of the super-renormalizable vertex $`\lambda \left(\mathrm{\Phi }^{}\mathrm{\Phi }\right)^2`$, and $`N_\varphi `$ ($`N_A`$) is the number of scalar (vector) external lines in $`\mathrm{\Gamma }`$. Nonetheless, we must stress that, due to the contractions of indexes, this degree is lowered by the number of external trilinear vertices having attached one internal CS line. In this work we will use the Landau gauge, formally obtained by letting $`\xi 0`$.
In a soft BPHZ approach the divergent quantum amplitudes, described by Feynman integrals in perturbation theory, are made finite by the application of subtraction operators $`\tau ^{d(\gamma )}`$ arranged in accord with the forest formula.
The subtraction operator $`\tau ^n`$ has degree $`n`$ in the derivatives and uses derivatives with respect to $`m^2`$ (each of them having degree 2) if the integrand depends only on the square of this mass. All infrared finite subtractions are made at $`m^2=0`$ but in the would be infrared divergent terms (possibly occurring in the last subtractions) we make $`m^2=\mu ^2`$. As a rule, we make the minimum number of subtractions necessary to render finite a Feynman amplitude. Explicitly, the first three subtraction operators are defined as
$`\tau ^0𝒢(p_i,m)=𝒢(0,\mu ),`$ (4)
$`\tau ^1𝒢(p_i,m)=𝒢(0,0)+p_i^\mu {\displaystyle \frac{𝒢}{p_i^\mu }}|_{p_i=0,m=\mu }.,`$ (5)
$`\tau ^2𝒢(p_i,m)=𝒢(0,0)+p_i^\mu {\displaystyle \frac{𝒢}{p_i^\mu }}|_{p_i=0,m=0}+{\displaystyle \frac{1}{2}}p_i^\mu p_j^\nu {\displaystyle \frac{^2𝒢}{p_i^\mu p_j^\nu }}|_{p_i=0,m=\mu }+m^2{\displaystyle \frac{𝒢}{m^2}}|_{p_i=0,m=\mu }\mathrm{},`$ (6)
$`\tau ^3𝒢(p_i,m)=𝒢(0,0)+p_i^\mu {\displaystyle \frac{𝒢}{p_i^\mu }}|_{p_i=0,m=0}+{\displaystyle \frac{1}{2}}p_i^\mu p_j^\nu {\displaystyle \frac{^2𝒢}{p_i^\mu p_j^\nu }}|_{p_i=0,m=0}+m^2{\displaystyle \frac{𝒢}{m^2}}|_{p_i=0,m=0}\mathrm{}`$ (7)
$`+{\displaystyle \frac{1}{6}}p_i^\mu p_j^\nu p_k^\lambda {\displaystyle \frac{^3𝒢}{p_i^\mu p_j^\nu p_k^\lambda }}|_{p_i=0,m=\mu }+m^2p_i^\mu {\displaystyle \frac{^2𝒢}{p_i^\mu m^2}}|_{p_i=0,m=\mu }...`$ (8)
It is apparent that our scheme does not introduce infrared divergences in graphs having at least one internal scalar line. For ultraviolet divergent graphs without internal scalar lines, a special care has to be taken. To be precise, for ultraviolet divergent graphs without internal scalar lines, we will use the regularized CS field propagator
$$\mathrm{\Delta }_{\mu \nu }(p)=ϵ_{\mu \nu \rho }\frac{p^\rho }{p^2M^2+iϵ},$$
(9)
where $`M`$ is a regularization mass which, in the subtraction terms, is to be treated in the same way as $`m`$ and has to be put equal to zero after all the subtractions are performed.
To see how the method works, in the following we will compute the vacuum polarization at one-loop in the theory specified by Eq. (2). The vacuum polarization is given by the sum of two terms, namely:
$`\pi _{\rho \lambda }^{(A)}=2ie^2g_{\rho \lambda }{\displaystyle [dq]\mathrm{\Delta }(q)},`$ (10)
$`\pi _{\rho \lambda }^{(B)}(p)=e^2{\displaystyle [dq](2q+p)_\rho (2q+p)_\lambda \mathrm{\Delta }(q)\mathrm{\Delta }(q+p)}e^2{\displaystyle [dq]I_{\rho \lambda }(p,q;m)},`$ (11)
where $`\mathrm{\Delta }(k)=i/\left(k^2m^2+iϵ\right)`$ is the scalar propagator, and $`[dq]=d^3q/(2\pi )^3`$. Both $`\pi _{\rho \lambda }^{(A)}`$ and $`\pi _{\rho \lambda }^{(B)}`$ are linearly divergents. For the renormalized quantities we obtain
$`\pi _{\rho \lambda }^{(A)}|_R`$ $`=`$ $`2ie^2g_{\rho \lambda }{\displaystyle [dq](1\tau ^1)\mathrm{\Delta }(q)}=2e^2g_{\rho \lambda }{\displaystyle [dq]\left[\frac{1}{q^2m^2}\frac{1}{q^2}\right]},`$ (12)
$`\pi _{\rho \lambda }^{(B)}|_R(p)`$ $`=`$ $`e^2{\displaystyle [dq](1\tau ^1)I_{\rho \lambda }(p,q;m)}`$ (13)
$`=`$ $`e^2{\displaystyle }[dq][{\displaystyle \frac{(2q+p)_\rho (2q+p)_\lambda }{(q^2m^2)\left((q+p)^2m^2\right)}}4{\displaystyle \frac{q_\rho q_\lambda }{(q^2)^2}}p^\alpha {\displaystyle \frac{I_{\rho \lambda }}{p^\alpha }}|_{m=\mu ,p=0}.]..`$ (14)
From a practical standpoint, the finite integrals in Eqs. (12) and (14) may be most easily computed using an intermediate regularization (cutoff, dimensional, Pauli-Villars, etc), the final result being of course independent of the regularization employed. Note that the last term of the Eq. (14) vanishes upon symmetric integration. We obtain,
$`\pi _{\rho \lambda }^{(A)}|_R=i{\displaystyle \frac{e^2m}{2\pi }}g_{\rho \lambda },`$ (15)
$`\pi _{\rho \lambda }^{(B)}(p)|_R=i{\displaystyle \frac{e^2}{8\pi }}[\mathrm{\hspace{0.17em}2}m(g_{\rho \lambda }+{\displaystyle \frac{p_\rho p_\lambda }{p^2}}){\displaystyle \frac{p^24m^2}{\sqrt{p^2}}}\mathrm{sinh}^1\left({\displaystyle \frac{\sqrt{p^2}}{\sqrt{4m^2p^2}}}\right)𝒯_{\rho \lambda }].,`$ (16)
where $`𝒯_{\rho \lambda }=g_{\rho \lambda }p_\rho p_\lambda /p^2`$. Using that $`\pi _{\rho \lambda }(p)=\pi _{\rho \lambda }^{(A)}+\pi _{\rho \lambda }^{(B)}(p)`$, we finally get (note that $`\pi (p^20)=0`$ as it should)
$$\pi _{\rho \lambda }(p)|_R=\pi (p)𝒯_{\rho \lambda }=i\frac{e^2}{8\pi }\left[\mathrm{\hspace{0.17em}2}m+\frac{p^24m^2}{\sqrt{p^2}}\mathrm{sinh}^1\left(\frac{\sqrt{p^2}}{\sqrt{4m^2p^2}}\right)\right]𝒯_{\rho \lambda }.$$
(17)
The Lagrangian density in Eq. (2) is invariant under global $`U(1)`$ transformations. At the classical level, this demands the conservation of the current $`J_\mu (x)=ie[\mathrm{\Phi }^{}\underset{\mu }{\overset{}{}}\mathrm{\Phi }]+2e^2\mathrm{\Phi }^{}\mathrm{\Phi }A_\mu `$. At the quantum level this current will be quantized with normal product of minimum degree, i. e. two. The corresponding Ward identity for the Green functions reads
$`_\mu TN_2[J^\mu ](x)X_{\{\nu _j\}}(x_k,y_j)=TN_3[^\mu J_\mu ](x)X_{\{\nu _j\}}(x_k,y_j)`$ (18)
$`=e\left[{\displaystyle \underset{j=1}{\overset{N}{}}}\delta (xx_j){\displaystyle \underset{j=N+1}{\overset{2N}{}}}\delta (xx_j)\right]TX_{\{\nu _j\}}(x_k,y_j),`$ (19)
where $`X_{\{\nu _j\}}(x_k,y_j)=_{k=1}^N\mathrm{\Phi }(x_k)_{i=N+1}^{2N}\mathrm{\Phi }^{}(x_i)_{l=1}^LA_{\nu _l}(y_l)`$, follows from the use of the normal product algorithm which turns out to be valid in our scheme. In the first step Lowenstein’s differentiation rule was used to get the partial derivative inside the normal product (which can be done if one increases the degree of the normal product by one unity); in the second step one uses the equations of motion for the bilinears $`\mathrm{\Phi }^{}\mathrm{}\mathrm{\Phi }`$ and $`\mathrm{\Phi }\mathrm{}\mathrm{\Phi }^{}`$, which in our case have the classical form.
The Ward identity for the proper vertex functions has the same form as in Eq. (18) except for a minus sign on its right hand side. Denoting by $`\mathrm{\Gamma }^{(2N,L)}(p_1\mathrm{},p_{2N};k_1,\mathrm{}k_L)`$ the proper vertex function of equal numbers ($`N`$) of $`\mathrm{\Phi }`$ and $`\mathrm{\Phi }^{}`$ fields and $`L`$ gauge fields, one can verify that, in momentum space
$`q^\mu \mathrm{\Gamma }_\mu ^{(2,1)}(p,p^{};q)`$ $`=`$ $`e[\mathrm{\Gamma }^{(2)}(p^{})\mathrm{\Gamma }^{(2)}(p)],`$ (20)
$`q^\mu \mathrm{\Gamma }_{\mu \nu }^{(2,2)}(p,p^{};q,k)`$ $`=`$ $`e[\mathrm{\Gamma }_\nu ^{(2,1)}(p+q,p^{};k)\mathrm{\Gamma }_\nu ^{(2,1)}(p,p^{}q;k)].`$ (21)
Here and in the following we adopt the simplified notation $`\mathrm{\Gamma }^{(n)}\mathrm{\Gamma }^{(n,0)}`$.
## III Renormalization Group Functions
The renormalized vertex functions introduced in the previous section satisfy the renormalization group equation
$$\left[\mu \frac{}{\mu }+\beta _{m^2}\frac{}{m^2}+\beta _\lambda \frac{}{\lambda }+\beta _\nu \frac{}{\nu }+\frac{1}{2}\beta _{e^2}\frac{}{e^2}N\gamma _\mathrm{\Phi }L\gamma _A\right]\mathrm{\Gamma }^{(N,L)}=0,$$
(22)
where $`\beta _{m^2}`$, $`\beta _\lambda `$, $`\beta _\nu `$, $`\beta _{e^2}`$, $`\gamma _\mathrm{\Phi }`$ and $`\gamma _A`$ are power series in the coupling constants $`e^2,\nu `$, and $`\lambda `$. We note that $`\beta _{e^2}=e^2\gamma _A=0`$ as a consequence of the Coleman-Hill theorem.
We shall fix now the other functions. We begin by proving that they do not have one-loop contributions. Indeed, in the computation of the renormalization group functions the relevant contributions come through the $`\mu `$ dependence of the subtraction terms. As mentioned before, these subtractions are those which are potentially infrared logarithmically divergent. We shall now examine these possible contributions. We will use a graphical notation in which each diagram represents a set of Feynman graphs differing by the orientation of the external lines. Moreover, to facilitate the discussion, one may use an auxiliary regularization so that each subtraction can be analyzed individually.
The divergent graphs contributing to $`\mathrm{\Gamma }^{(2)}`$ at one-loop are shown in Fig. 1. Diagram 1a is linearly divergent but, as it does not depend on the external momentum, it does not lead to a logarithmic term. The graphs in 1b and 1c vanish upon contraction of indexes. More generally, the subtractions for any one-loop graph contributing to $`\mathrm{\Gamma }^{(N)}`$, with an odd number of CS lines, vanishes in the Landau gauge. This can be used to eliminate the possible contributions to $`\mathrm{\Gamma }^{(6)}`$ coming from Fig. 2. Finally, Fig. 3 shows divergent contributions to $`\mathrm{\Gamma }^{(4)}`$ at one-loop. Graph 3a is linearly divergent, with no logarithmic corrections. Graph 3b is linearly divergent. Using $`\tau _M^1`$ in Eq. (4), and, in accord with (9), taking the limit $`M0`$ at the end, we found that it does not depend on $`\mu `$. Diagram 3c is actually finite due to the observations made after Eq. (3). A similar analysis can be done for $`\mathrm{\Gamma }^{(2,1)}`$ and $`\mathrm{\Gamma }^{(2,2)}`$ leading to the result mentioned in the beginning of this section.
Let $`\mathrm{\Sigma }(p)`$ be the self-energy function defined by $`\mathrm{\Gamma }^{(2)}(p)=i\left[p^2m^2\mathrm{\Sigma }(p)\right]`$. We have
$$\left[\mu \frac{}{\mu }+\beta _{m^2}\frac{}{m^2}+\beta _\lambda \frac{}{\lambda }+\beta _\nu \frac{}{\nu }2\gamma _\mathrm{\Phi }\right]\mathrm{\Sigma }(p)+\beta _{m^2}+2\gamma _\mathrm{\Phi }(p^2m^2)=0.$$
(23)
It is then easily verified that
$`\mu {\displaystyle \frac{}{\mu }}\mathrm{\Sigma }^{[1]}(p)+\beta _{m^2}^{[1]}+2\gamma _\mathrm{\Phi }^{[1]}(p^2m^2)=0,`$ (24)
$`\gamma _\mathrm{\Phi }^{[1]}={\displaystyle \frac{1}{4}}{\displaystyle \frac{p_\mu p_\nu }{p^2}}{\displaystyle \frac{^2}{p^\mu p^\nu }}\left(\mu {\displaystyle \frac{}{\mu }}\mathrm{\Sigma }^{[1]}\right)|_{p=0},`$ (25)
$`\beta _{m^2}^{[1]}=2m^2\gamma _\mathrm{\Phi }^{[1]}\mu {\displaystyle \frac{}{\mu }}\mathrm{\Sigma }^{[1]}|_{p=0},`$ (26)
where the superscript in parenthesis designates the order of the corresponding quantity in the loop expansion. From Eqs. (25) and (26) we obtain that $`\gamma _\mathrm{\Phi }^{[1]}=\beta _{m^2}^{[1]}=0`$, as there is no $`\mu `$ dependence at one-loop. From Eq. (22) follows then that $`\beta _\nu ^{[1]}=\beta _\lambda ^{[1]}=0`$.
Let us now proceed to the two-loop calculation of the renormalization group functions. It can be easily verified that $`\gamma _\mathrm{\Phi }^{[2]}`$ and $`\beta _{m^2}^{[2]}`$ are given by Eqs. (25) and (26), with the superscript replaced by . Besides that, using the one-loop results, and writing the renormalization group equations for $`\mathrm{\Gamma }^{(6)}`$ and $`\mathrm{\Gamma }^{(4)}`$ in a loop expansion, we obtain at two-loops the following relations:
$`\beta _\nu ^{[2]}=6\nu \gamma _\mathrm{\Phi }^{[2]}+i\mu {\displaystyle \frac{}{\mu }}\mathrm{\Gamma }^{(6)[2]}(0)`$ (27)
$`\beta _\lambda ^{[2]}=4\lambda \gamma _\mathrm{\Phi }^{[2]}+i\mu {\displaystyle \frac{}{\mu }}\mathrm{\Gamma }^{(4)[2]}(0).`$ (28)
We have used the analytical continuation in the number of dimensions as intermediate regularization. It turns out that all integrals needed for the computations may be expressed in terms of ($`n`$-dimensional Euclidean space, with $`\{dq\}=\sigma ^ϵd^nq/(2\pi )^n`$, where $`\sigma `$ is a mass scale, and $`ϵ=3n`$)
$`I_1^{(n)}(M_a,M_b,M_c){\displaystyle \{dk\}\{dq\}\frac{1}{(k^2+M_a^2)(q^2+M_b^2)\left((k+q)^2+M_c^2\right)}}`$ (29)
$`={\displaystyle \frac{1}{32\pi ^2}}\left[{\displaystyle \frac{1}{ϵ}}\gamma +1\mathrm{ln}\left({\displaystyle \frac{(M_a+M_b+M_c)^2}{4\pi \sigma ^2}}\right)\right].`$ (30)
$`I_2^{(n)}(M_a,M_b){\displaystyle \{dk\}\{dq\}\frac{1}{(k^2+M_a^2)\left((k+q)^2+M_b^2\right)}}={\displaystyle \frac{1}{16\pi ^2}}M_aM_b.`$ (31)
At two-loops, the nonvanishing contributions to $`\gamma _\mathrm{\Phi }`$ come from the three (quadratically divergent) diagrams in Fig. 4. The diagram 4a may be written as
$$\mathrm{\Sigma }_A^{[2]}(p)=2ie^4[dk][dq]\mathrm{\Delta }(k+qp)\mathrm{\Delta }^{\mu \nu }(k)\mathrm{\Delta }_{\mu \nu }(q)|_{SBPHZ},$$
(32)
This diagram has three divergent subgraphs and eight forests, but the relevant term comes from the subtraction associated to the diagram as a whole. An application of the forest formula leads to the following contribution to $`\gamma _\mathrm{\Phi }^{[2]}`$
$`\gamma _{\mathrm{\Phi }A}^{[2]}={\displaystyle \frac{e^4}{48\pi ^2}}.`$ (33)
The second graph, Fig. 4b, corresponds to the unsubtracted integral
$`\mathrm{\Sigma }_B^{[2]}(p)`$ $`=ie^4{\displaystyle [dk][dq](2p+k)^\mu (2p+2k+q)^\alpha (2p+k+2q)^\nu (2p+q)^\beta \mathrm{\Delta }(p+k)}`$ (35)
$`\times \mathrm{\Delta }(p+k+q)\mathrm{\Delta }(p+q)\mathrm{\Delta }_{\mu \nu }(k)\mathrm{\Delta }_{\alpha \beta }(q)|_{SBPHZ}.`$
In this case there is no divergent subgraph and the calculation of $`\gamma _{\mathrm{\Phi }B}^{[2]}`$ is reduced to just the contribution from the forest corresponding to the graph as a whole. We then get
$$\gamma _{\mathrm{\Phi }B}^{[2]}=\frac{e^4}{12\pi ^2}.$$
(36)
The graph in Fig. 4c is written as
$`\mathrm{\Sigma }_C^{[2]}(p)`$ $`=ie^4{\displaystyle [dk][dq](2pk)^\mu (2qk)^\alpha (2qk)^\beta (2pk)^\nu \mathrm{\Delta }(kp)}`$ (38)
$`\times \mathrm{\Delta }(q)\mathrm{\Delta }(qk)\mathrm{\Delta }_{\mu \alpha }(k)\mathrm{\Delta }_{\beta \nu }(k)|_{SBPHZ}.`$
The calculation now is more involved and details will provided in the Appendix. That analysis produces the result
$$\gamma _{\mathrm{\Phi }C}^{[2]}=\frac{e^4}{24\pi ^2}.$$
(39)
Adding the results in Eqs. (33), (36) and (39), we obtain
$$\gamma _\mathrm{\Phi }^{[2]}=\frac{7e^4}{48\pi ^2},$$
(40)
which is in accord with the result obtained in using dimensional reduction.
The diagrams that contribute with a logarithmic correction to $`\mathrm{\Gamma }^{(6)[2]}`$ are shown in Fig. 5; each one of them is superficially logarithmically divergent. Concerning these graphs we make the following comments. Diagrams 5a and 5d do not have divergent subgraphs. The other graphs, 5b-c and 5e-f have just one divergent subgraph. However, in all cases the contribution coming from the subgraph vanishes. For the graph 5b this happens after the contraction of indexes whereas for the graphs 5e and 5f this results from a cancellation between different forests; also, the possible contribution arising from the subgraph of 5c is just the graph 3b whose $`\mu `$ dependent subtractions vanish under symmetric integration. The conclusion is that in each case one has to compute only the contribution of the forest containing just the graph as a whole. The results of these calculations are summarized in table I. Summing those contributions and using Eq. (27) we obtain
$$\beta _\nu ^{[2]}=\frac{7}{24\pi ^2}\nu ^2\frac{5}{\pi ^2}e^4\nu +\frac{72}{\pi ^2}e^8.$$
(41)
This result coincides with that of . To obtain $`\beta _\lambda ^{[2]}`$ we need to compute logarithmic contributions arising from $`\mathrm{\Gamma }^{(4)[2]}`$. The relevant graphs are listed in Fig. 6. The graph 6a has $`d(\mathrm{\Gamma })=0`$, and does not contain a divergent subdiagram. A straightforward calculation gives
$$\mathrm{\Gamma }_A^{(4)[2]}=\frac{i}{8\pi ^2}\lambda \nu \mathrm{ln}\left(\frac{m}{\mu }\right).$$
(42)
The diagram 6b also has $`d(\mathrm{\Gamma })=0`$, and no divergent subdiagram. It leads to
$$\mathrm{\Gamma }_B^{(4)[2]}=\frac{i}{\pi ^2}\lambda e^4\mathrm{ln}\left(\frac{m}{\mu }\right).$$
(43)
The diagram 6c has the diagram 3b as a divergent subdiagram. We already know that this subgraph does not contribute. The calculation of the the forest containing just the overall diagram gives
$$\mathrm{\Gamma }_C^{(4)[2]}=\frac{i}{2\pi ^2}\lambda e^4\mathrm{ln}\left(\frac{m}{\mu }\right).$$
(44)
Taking the above results and using Eq. (28) we obtain
$$\beta _\lambda ^{[2]}=\frac{1}{8\pi ^2}\lambda \nu \frac{25}{12\pi ^2}e^4\lambda .$$
(45)
We turn now to the computation of $`\beta _{m^2}^{[2]}`$. According to Eq. (26), we still need to compute the graphs shown in Fig. 7. The diagram 7a is the same as that in Fig. 4a, now with $`p=0`$. There is a cancellation between forests. After some manipulations, we obtain
$$\mathrm{\Sigma }_A^{[2]}(0)=\frac{1}{8\pi ^2}m^2e^4\mathrm{ln}\left(\frac{m}{\mu }\right).$$
(46)
The diagram in 7b has $`d(\mathrm{\Gamma })=2`$, and three divergent subgraphs. However, due to cancellations the end result is
$$\mathrm{\Sigma }_B^{[2]}(0)=\frac{1}{4\pi ^2}m^2e^4\mathrm{ln}\left(\frac{m}{\mu }\right).$$
(47)
Finally, graph 7c has $`d(\mathrm{\Gamma })=0`$ and no divergent subdiagram. The result is
$$\mathrm{\Sigma }_C^{[2]}(0)=\frac{1}{32\pi ^2}\lambda ^2\mathrm{ln}\left(\frac{m}{\mu }\right).$$
(48)
Collecting the partial results, $`\mathrm{\Sigma }^{[2]}(0)=\mathrm{\Sigma }_A^{[2]}(0)+\mathrm{\Sigma }_B^{[2]}(0)+\mathrm{\Sigma }_C^{[2]}(0)`$ from Eqs. (46)-(48), and using Eq. (26) with $`n=2`$, we obtain
$$\beta _{m^2}^{[2]}=\frac{1}{32\pi ^2}\lambda ^2\frac{2}{3\pi ^2}m^2e^4.$$
(49)
For $`\lambda =0`$ this agrees with the anomalous dimension of the composite operator $`\mathrm{\Phi }^{}\mathrm{\Phi }`$ as computed in , as it should.
To discuss the fixed points structure of the model we introduce a dimensionless coupling by $`\lambda \widehat{\lambda }\mu `$. Up to two-loops the beta functions are given by Eq. (41),
$$\beta _{\widehat{\lambda }}=\widehat{\lambda }+\frac{1}{8\pi ^2}\widehat{\lambda }\nu \frac{25}{12\pi ^2}e^4\widehat{\lambda },$$
(50)
and by Eq. (49) with $`\lambda `$ replaced by $`\mu \widehat{\lambda }`$. If $`m`$ and $`\widehat{\lambda }`$ are zero there are no induction of $`\mathrm{\Phi }^{}\mathrm{\Phi }`$ and $`(\mathrm{\Phi }^{}\mathrm{\Phi })^2`$ counterterms as $`\beta _{\widehat{\lambda }}`$ and $`\beta _{m^2}`$ both vanish. The case $`e=0`$ has been analyzed in the literature unveiling an interesting tricritical behavior. Near the trivial fixed point, for small momenta the running couplings $`\widehat{\lambda }_{ef}`$ and $`\nu _{ef}`$ are driven away and approach the origin, respectively. For large momenta the opposite happens. As mentioned in , for $`e0`$ there are no other fixed points since, $`\beta _\nu `$ never vanishes in the perturbative region. Besides, the behavior of $`\widehat{\lambda }_{ef}`$ near the origin is not sensible to the introduction of $`e`$.
## IV Conclusions
In this paper we have shown that it is possible to define a consistent, gauge invariant subtraction scheme with a soft behavior in the infrared regime (soft BPHZ) for an Abelian Chern-Simons theory coupled to a massive scalar matter with $`\lambda (\mathrm{\Phi }^{}\mathrm{\Phi })^2`$ and $`\nu (\mathrm{\Phi }^{}\mathrm{\Phi })^3`$ self-interactions. Within the soft BPHZ approach we circumvent the problems associated with the analytical continuation of the Levi-Civita tensor. Hence, there is no need to deal with a complicated consistent dimensional regularization and neither it is necessary to introduce a Maxwell term. However, there is a price for this simplification, since we have to deal with various forests with the consequent increase in the number of Feynman integrals. In the process of calculation, however, we have found that these integrals can be reduced to a few primitive ones. In all cases that we studied we explicitly verified the finiteness of the subtracted integrals.
We have done a two-loop calculation of the renormalization group functions. Analogous models were studied in . Our $`\gamma _\mathrm{\Phi }^{[2]}`$ agrees with the one computed in (Abelian case). We found only a qualitative agreement with but a more close comparison seems infeasible due to the lack of details in .
The comparison with the renormalization group functions computed with the consistent dimensional regularization scheme in is more difficult. Indeed, the RG functions computed in contain divergent contributions in the pure CS limit (no Maxwell term) that are absent in our approach. However there is some partial agreement between our results and the finite parts of $`\beta _\lambda ^{[2]}`$, $`\beta _{m^2}^{[2]}`$, and $`\beta _\nu ^{[2]}`$ of (some coefficients of the expansion of these functions are identical to ours). Our result for $`\gamma _\mathrm{\Phi }^{[2]}`$ is entirely different from that in as those authors claim that $`\gamma _\mathrm{\Phi }^{[2]}=0`$. The discrepancy could in principle be attributed to the use of different renormalization schemes. The use of an extra regularization represented by a Maxwell term for the $`A^\mu `$ field brings additional complications in their proposal as some of the coefficients of the renormalization group functions become singular as the regularization is removed. A more careful analysis of this method is still lacking.
Although our main interest resides in the pure CS model, we would like to make a few comments on the possible changes in our scheme if a Maxwell term $`\frac{a}{4}F^{\mu \nu }F_{\mu \nu }`$ is added to Eq. (2). The propagator for the gauge field is then modified to
$$\mathrm{\Delta }_{\mu \nu }(p)=ϵ_{\mu \nu \rho }\frac{p^\rho }{p^2M^2}+\frac{1}{1a^2p^2}(a^2ϵ_{\mu \nu \rho }p^\rho +ia𝒯_{\mu \nu }),$$
(51)
where $`M`$ is the auxiliary massive parameter as introduced in Eq. (9) and $`𝒯_{\mu \nu }`$ is the transversal projector defined below Eq. (16). Observe that $`a`$ has dimension $`1`$ in units of mass. The degree of superficial divergence is now given by
$$d(\mathrm{\Gamma })=3\frac{1}{2}N_A\frac{1}{2}N_\varphi V_{\varphi ^4}V_{A^2\varphi ^2}\frac{1}{2}V_{A\varphi ^{}\varphi }$$
(52)
where $`V_𝒪`$ denotes the number of vertices associated to $`𝒪`$ in $`\mathrm{\Gamma }`$. With this new power counting many graphs previously divergent turn out to be convergent. In this situation, the following possibilities can be envisaged.
i) Instead of (3) one adopts (52) to define the graphs to be subtracted. The outcome is a well defined theory as far as $`a`$, the coefficient of the Maxwell term, is kept nonvanishing. The result however is not analytic in $`a`$ and the limit $`a0`$ does not exist.
ii) One uses the old power counting and the parameter $`a`$ is not changed in the subtraction terms. This means that many graphs will be oversubtracted. However such subtractions are needed if, as $`a0`$, one wants to recover the pure CS model studied in this paper.
Finite one-loop renormalization constants for the non-Abelian CS theory with fermionic matter were computed in using consistent dimensional renormalization and found to be different from the ones obtained from the dimensional reduction prescription. It should be noticed that, as remarked in , even for finite theories there could exist different families of BRST invariant regularizations leading to distinct results for the one-loop radiative corrections. This may imply that in spite of the numerical differences there are no physical inconsistencies between the two approaches.
The model studied in is a particular case of Eq. (2), with $`\lambda =m^2=0`$. We found a complete agreement in $`\gamma _\mathrm{\Phi }^{[2]}`$, $`\beta _\nu ^{[2]}`$, and $`\gamma _{\mathrm{\Phi }^{}\mathrm{\Phi }}^{[2]}`$. Our results show that the dimensional reduction method is consistent at two-loops, at least, as far as the computation of the RG functions is concerned.
ACKNOWLEDGMENTS
This work was partially supported by Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) and Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq). L. C. A. would like to thank the Mathematical Physics Department for their hospitality.
## A
In this appendix we shall present details of the calculation of the contribution of the diagram 4c to $`\gamma _\mathrm{\Phi }^{[2]}`$. The graph ($`\mathrm{\Gamma }`$) is logarithmically divergent and has just one divergent subgraph which is the same as the one associated to the $`\pi _{\rho \lambda }^B`$ contribution to the CS vacuum polarization. We will denote this subgraph by $`\gamma `$. There are four forests: $`\mathrm{}`$ (the empty forest), $`\mathrm{\Gamma }`$, $`\gamma `$ and $`\{\mathrm{\Gamma },\gamma \}`$. Thus, the application of the forest formula to (38) leads to
$`\mathrm{\Sigma }_C^{[2]}(p)=16ie^4p^\mu p^\nu {\displaystyle }[dk][dq]\{q^\alpha q^\beta \mathrm{\Delta }_{\mu \alpha }(k)\mathrm{\Delta }_{\beta \nu }(k)[\mathrm{\Delta }(kp,m)\mathrm{\Delta }(q,m)\mathrm{\Delta }(qk,m)..`$ (A1)
$`.\mathrm{\Delta }(k,\mu )\mathrm{\Delta }(q,\mu )\mathrm{\Delta }(qk,\mu )]q^\alpha q^\beta \mathrm{\Delta }_{\mu \alpha }(k)\mathrm{\Delta }_{\beta \nu }(k)\mathrm{\Delta }(kp,m)[\mathrm{\Delta }^2(q,0)ikq\mathrm{\Delta }^3(q,\mu )]`$ (A2)
$`+q^\alpha q^\beta \mathrm{\Delta }_{\mu \alpha }(k)\mathrm{\Delta }_{\beta \nu }(k)\mathrm{\Delta }(k,\mu ))[\mathrm{\Delta }^2(q,0)ikq\mathrm{\Delta }^3(q,\mu )]\}`$ (A3)
The divergent parts of the terms containing the $`kq`$ factor cancel between themselves; the finite parts associated to them are odd and vanish under symmetrical integration. We can therefore rewrite the above expression as
$`\mathrm{\Sigma }_C^{[2]}(p)=16e^4p^\mu p^\nu ϵ_{\mu \alpha \lambda }ϵ_{\beta \nu \sigma }{\displaystyle }[dk][dq]k^\lambda k^\sigma \{{\displaystyle \frac{1}{[(kp)^2m^2][q^2m^2][(qk)^2m^2]}}.`$ (A4)
$`.{\displaystyle \frac{1}{[k^2\mu ^2][q^2\mu ^2][(qk)^2\mu ^2]}}{\displaystyle \frac{1}{[(kp)^2m^2](q^2)^2}}+{\displaystyle \frac{1}{[(k^2\mu ^2](q^2)^2}}\}.`$ (A5)
The contribution to $`\gamma _\mathrm{\Phi }^{[2]}`$ arising from the above integral can be most easily computed if one employs an intermediate auxiliary regularization. Adopting dimensional regularization we arrive at
$$\gamma _{\mathrm{\Phi }C}^{[2]}=16e^4[X_1X_2],$$
(A6)
where
$`X_1`$ $`=`$ $`{\displaystyle [dk][dq]\mu \frac{}{\mu }\frac{q^2}{k^2(k^2\mu ^2)(q^2\mu ^2)((k+q)^2\mu ^2)}},`$ (A7)
$`X_2`$ $`=`$ $`{\displaystyle [dk][dq]\mu \frac{}{\mu }\frac{(kq)^2}{(k^2)^2(k^2\mu ^2)(q^2\mu ^2)((k+q)^2\mu ^2)}}`$ (A8)
which, after some simple manipulations, can be calculated with the help of the results (30) and (31). We obtain
$`X_1(\mu )`$ $`=`$ $`{\displaystyle \frac{1}{960\pi ^2}},`$ (A9)
$`X_2(\mu )`$ $`=`$ $`{\displaystyle \frac{1}{640\pi ^2}},`$ (A10)
from which we obtain the result quoted in the text.
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# References
IUHET 420
February 2000
RECENT RESULTS IN LORENTZ AND CPT TESTS<sup>1</sup><sup>1</sup>1Presented at Orbis Scientiae 1999, Fort Lauderdale, Florida, December 1997
V. Alan Kostelecký
Physics Department
Indiana University
Bloomington, IN 47405
U.S.A.
INTRODUCTION
At a fundamental level, nature appears invariant under Lorentz transformations. This symmetry, which includes rotations and boosts, is incorporated into the standard model of particle physics. Like other local relativistic field theories of point particles, the standard model is also invariant under the CPT transformation, which is formed from the combination of charge conjugation C, parity reflection P, and time reversal T. Numerous experimental tests of Lorentz and CPT symmetry have been performed . The exceptional sensitivity of these tests and the cornerstone role of Lorentz and CPT symmetry in established theory make studies of possible Lorentz and CPT violation of interest in the context of physics beyond the standard model .
Talks at previous conferences in this series (Orbis Scientiae 1997-I , 1997-II , and 1998) have presented the idea that Lorentz and CPT symmetry might be spontaneously broken in nature by effects emerging from a fundamental theory beyond the standard model, such as string theory . They also have outlined the low-energy description of the resulting effects and have described a candidate consistent standard-model extension incorporating Lorentz and CPT violation . In this talk, I summarize some of the recent experimental constraints on the standard-model extension that that have been obtained since the previous conference. New constraints on Lorentz and CPT violation are also being announced for the first time at this meeting, as reported in other contributions to the proceedings .
Since the natual dimensionless suppression factor for observable Lorentz or CPT violation is the ratio $`r10^{17}`$ of the low-energy scale to the Planck scale, relatively few experimental tests are capable of detecting any associated effect. Among those with the necessary sensitivity and placing interesting constraints on parameters in the standard-model extension are studies of neutral-meson oscillations , comparative tests of QED in Penning traps , spectroscopy of hydrogen and antihydrogen , measurements of muon properties , clock-comparison experiments , observations of the behavior of a spin-polarized torsion pendulum , measurements of cosmological birefringence , and observations of the baryon asymmetry . Effects on cosmic rays have also been investigated in a restricted version of the standard-model extension . In this contribution to the proceedings, I limit considerations to recent results directly relevant to the standard-model extension and obtained in kaon oscillations and in clock-comparison experiments.
EXPERIMENTS WITH NEUTRAL KAONS
Neutral-meson oscillations provide a sensitive tool for studies of Lorentz and CPT symmetry. In the kaon system, experiments already constrain the CPT figure of merit $`r_K|m_Km_{\overline{K}}|/m_K`$ to better than a part in $`10^{18}`$ , with improvements expected in the near future .
The standard analysis of possible CPT violation in the kaon system is purely phenomenological, introducing a complex parameter $`\delta _K`$ in the standard relationships between the physical meson states and the strong-interaction eigenstates. However, in the context of the standard-model extension with Lorentz and CPT violation, the parameter $`\delta _K`$ is calculable rather than purely phenomenological. Thus, a meson with velocity $`\stackrel{}{\beta }`$ in the laboratory frame and associated boost factor $`\gamma `$ displays CPT-violating effects given by
$$\delta _Ki\mathrm{sin}\widehat{\varphi }e^{i\widehat{\varphi }}\gamma (\mathrm{\Delta }a_0\stackrel{}{\beta }\mathrm{\Delta }\stackrel{}{a})/\mathrm{\Delta }m.$$
(1)
In this expression, $`\widehat{\varphi }\mathrm{tan}^1(2\mathrm{\Delta }m/\mathrm{\Delta }\gamma )`$, where $`\mathrm{\Delta }m`$ and $`\mathrm{\Delta }\gamma `$ are the mass and rate differences between the physical eigenstates, and the four components of the quantity $`\mathrm{\Delta }a_\mu `$ control certain specific Lorentz- and CPT-violating couplings in the standard-model extension.
Equation (1) exhibits several unexpected features, including dependence on momentum magnitude and orientation. These imply various observable consequences including, for example, time variations of the measured value of $`\delta _K`$ with the Earth’s sidereal (not solar) rotation frequency $`\mathrm{\Omega }2\pi `$/(23 h 56 min) . To display explicitly the time dependence of $`\delta _K`$ arising from the rotation of the Earth, one can introduce a convenient nonrotating frame. Denote the nonrotating-frame basis as $`(\widehat{X},\widehat{Y},\widehat{Z})`$. The natural choice for $`\widehat{Z}`$ is the rotation axis of the Earth, and celestial equatorial coordinates can be used to fix the $`\widehat{X}`$ and $`\widehat{Y}`$ axes .
For the general case of a kaon with three-velocity $`\stackrel{}{\beta }`$ in the laboratory frame, an expression for the parameter $`\delta _K`$ in the nonrotating frame can be found. However, for simplicity in what follows I restrict attention to the special case of experiments involving highly collimated uncorrelated kaons with nontrivial momentum spectrum and large mean boost, such as the E773 and KTeV experiments where the average boost factor $`\overline{\gamma }`$ is of order 100. General theoretical expressions and a discussion of issues relevant to other classes of experiment can be found in Ref. .
In experiments with boosted collimated kaons, the $`\widehat{z}`$ axis for the laboratory frame can be chosen along the kaon three-velocity, $`\stackrel{}{\beta }=(0,0,\beta )`$. The general expression for $`\delta _K`$ in the nonrotating frame then reduces to
$$\delta _K(\stackrel{}{p},t)=\frac{i\mathrm{sin}\widehat{\varphi }e^{i\widehat{\varphi }}}{\mathrm{\Delta }m}\gamma [\mathrm{\Delta }a_0+\beta \mathrm{\Delta }a_Z\mathrm{cos}\chi +\beta \mathrm{sin}\chi (\mathrm{\Delta }a_Y\mathrm{sin}\mathrm{\Omega }t+\mathrm{\Delta }a_X\mathrm{cos}\mathrm{\Omega }t)],$$
(2)
where $`\mathrm{cos}\chi =\widehat{z}\widehat{Z}`$. Note that this equation shows that each component of $`\mathrm{\Delta }a_\mu `$ in the nonrotating frame is associated with momentum dependence through the boost factor $`\gamma `$, but only the coefficients of $`\mathrm{\Delta }a_X`$ and $`\mathrm{\Delta }a_Y`$ vary with sidereal time.
Experiments are performed over extended time periods, so a conventional analysis for CPT bounds disregarding the momentum and time dependence is sensitive to a time and momentum average over the data momentum spectrum given by
$$|\overline{\delta _K}|=\frac{\mathrm{sin}\widehat{\varphi }}{\mathrm{\Delta }m}\overline{\gamma }(\mathrm{\Delta }a_0+\overline{\beta }\mathrm{\Delta }a_Z\mathrm{cos}\chi ),$$
(3)
where $`\overline{\beta }`$ and $`\overline{\gamma }`$ are averages of $`\beta `$ and $`\gamma `$. This expression allows the derivation of a bound on a combination of the quantities $`\mathrm{\Delta }a_0`$ and $`\mathrm{\Delta }a_Z`$ :
$$|\mathrm{\Delta }a_0+0.6\mathrm{\Delta }a_Z|\text{ }<10^{20}\mathrm{GeV}.$$
(4)
In practice, the experimental constraints on $`\delta _K`$ are obtained via measurements on other observables such as the mass difference $`\mathrm{\Delta }m`$, the $`K_S`$ lifetime $`\tau _S=1/\gamma _S`$, and the ratios $`\eta _+`$, $`\eta _{00}`$ of amplitudes for $`2\pi `$ decays. Analysis shows that only the phases $`\varphi _+`$ and $`\varphi _{00}`$ of the latter vary with momentum and sidereal time at leading order . For example, the phase $`\varphi _+`$ is given by
$$\varphi _+\widehat{\varphi }+\frac{\mathrm{sin}\widehat{\varphi }}{|\eta _+|\mathrm{\Delta }m}\gamma [\mathrm{\Delta }a_0+\beta \mathrm{\Delta }a_Z\mathrm{cos}\chi +\beta \mathrm{sin}\chi (\mathrm{\Delta }a_Y\mathrm{sin}\mathrm{\Omega }t+\mathrm{\Delta }a_X\mathrm{cos}\mathrm{\Omega }t)].$$
(5)
This expression shows that distinct bounds on the components of $`\mathrm{\Delta }a_\mu `$ can in principle be obtained in experiments with boosted collimated kaons if the momentum spectrum is sufficiently resolved.
The KTeV collaboration has recently placed a constraint $`A_+\text{ }<0.5^{}`$ on the amplitude $`A_+`$ of time variations of the phase $`\varphi _+`$ with sidereal periodicity . This gives the limit
$$\sqrt{(\mathrm{\Delta }a_X)^2+(\mathrm{\Delta }a_Y)^2}\text{ }<10^{20}\mathrm{GeV},$$
(6)
which represents the first bound obtained on the parameters $`\mathrm{\Delta }a_X`$ and $`\mathrm{\Delta }a_Y`$.
It should be noted that experiments with neutral mesons are presently the only ones known to be capable of detecting effects associated with the Lorentz- and CPT-violating parameter $`\mathrm{\Delta }a_\mu `$ . Note also that the two bounds (4) and (6) discussed here are independent constraints on possible CPT violation. Relative to the kaon mass, both bounds compare favorably with the ratio of the kaon mass to the Planck scale.
CLOCK-COMPARISON EXPERIMENTS
Among the most sensitive tests of Lorentz and CPT symmetry are the clock-comparison experiments . These provide limits on possible spatial anisotropies and hence on violations of rotation symmetry by bounding the relative frequency change between two hyperfine or Zeeman transitions as the Earth rotates. Data from these experiments can be interpreted in the context of the standard-model extension . In this section, I provide a brief outline of the primary results of this study.
The standard-model extension allows for flavor-dependent effects. Since distinct species of atoms and ions have different compositions in terms of elementary particles, the corresponding signals in clock-comparison experiments can crucially depend on the chosen species. The complexity of most atoms and ions makes it impractical to perform a complete ab initio calculation of energy-level shifts arising from Lorentz-violating terms in the standard-model extension. Fortunately, since any Lorentz-violating effects must be minuscule, it suffices to determine leading-order effects in a perturbative calculation. The leading perturbative contribution to Lorentz-violating energy-level shifts consists of a sum of shifts originating from each elementary particle in the atom, generated through the expectation value of the nonrelativistic Lorentz-violating hamiltonian in the multiparticle unperturbed atomic state.
The appropriate single-particle nonrelativistic hamiltonian is known , and its perturbation component $`\delta h`$ for Lorentz violation has the form
$$\delta h=\left(a_0mc_{00}me_0\right)+\left(b_j+md_{j0}\frac{1}{2}m\epsilon _{jkl}g_{kl0}+\frac{1}{2}\epsilon _{jkl}H_{kl}\right)\sigma ^j+\mathrm{}.$$
(7)
Here, $`m`$ is the single-particle mass, each Lorentz index is split into a timelike component 0 and spacelike cartesian components $`j=1,2,3`$, $`\epsilon _{jkl}`$ is the totally antisymmetric rotation tensor, and the Pauli matrices are denoted by $`\sigma ^j`$. The other quantities are parameters for Lorentz and CPT violation arising in the standard-model extension. A complete expression for $`\delta h`$ is given in Refs. .
The multiparticle Lorentz-violating perturbative hamiltonian describing an atom $`W`$ is formed as the sum of the perturbative hamiltonians for each of the $`N_w`$ particles of type $`w`$ comprising $`W`$:
$$h^{}=\underset{w}{}\underset{N=1}{\overset{N_w}{}}\delta h_{w,N}.$$
(8)
Here, $`w`$ is $`p`$ for the proton, $`n`$ for the neutron, and $`e`$ for the electron. The perturbative hamiltonian $`\delta h_{w,N}`$ for the $`N`$th particle of type $`w`$ has the form given in Eq. (7), except that the dependence of the parameters for Lorentz violation is shown by a superscript $`w`$.
The perturbative Lorentz-violating energy shift of the state $`|F,m_F`$ of $`W`$ is derived as the expectation value $`F,m_F|h^{}|F,m_F`$ of the perturbative hamiltonian (8) in the appropriate unperturbed quantum state. After some calculation, one finds
$$F,m_F|h^{}|F,m_F=\widehat{m}_FE_d^W+\stackrel{~}{m}_FE_q^W.$$
(9)
Here, $`\widehat{m}_F`$ and $`\stackrel{~}{m}_F`$ are ratios of Clebsch-Gordan coefficients . The dipole and quadrupole energy shifts $`E_d^W`$ and $`E_q^W`$ are explicitly given in Ref. , and they involve components of the parameters for Lorentz violation defined in the laboratory frame.
Since the laboratory frame rotates with the Earth, the laboratory-frame components change cyclically with the Earth’s sidereal rotation frequency $`\mathrm{\Omega }`$. It is therefore more convenient to work in a nonrotating frame. Denote the nonrotating-frame basis by $`(\widehat{X},\widehat{Y},\widehat{Z})`$ as in the previous section, and let the laboratory-frame basis be $`(\widehat{x},\widehat{y},\widehat{z})`$. The $`\widehat{z}`$ axis here is taken as the quantization axis of $`W`$ for the given experiment, and the angle $`\chi (0,\pi )`$ given by $`\mathrm{cos}\chi =\widehat{z}\widehat{Z}`$ is assumed nonzero.
To express the results in a relatively compact form, it is convenient to introduce nonrotating-frame combinations of Lorentz-violating parameters, denoted $`\stackrel{~}{b}_J`$, $`\stackrel{~}{c}_Q`$, $`\stackrel{~}{c}_{Q,J}`$, $`\stackrel{~}{c}_{}`$, $`\stackrel{~}{c}_{XY}`$, $`\stackrel{~}{d}_J`$, $`\stackrel{~}{g}_{D,J}`$, $`\stackrel{~}{g}_Q`$, $`\stackrel{~}{g}_{Q,J}`$, $`\stackrel{~}{g}_{}`$, $`\stackrel{~}{g}_{XY}`$. Their definitions in terms of quantities in the nonrelativistic hamiltonian $`h`$ can be found in Ref. . As one example,
$$\stackrel{~}{b}_J^w:=b_J^wmd_{J0}^w+\frac{1}{2}mϵ_{JKL}g_{KL0}^w\frac{1}{2}ϵ_{JKL}H_{KL}^w,$$
(10)
which involves a combination of CPT-odd and CPT-even couplings in the standard-model extension. Here, spatial indices in the nonrotating frame are denoted by $`J=X,Y,Z`$, the time index is denoted $`0`$, and $`ϵ_{JKL}`$ is the nonrotating-frame antisymmetric tensor.
Substituting the above into the expression for the energy-level shift gives
$$F,m_F|h^{}|F,m_F=E_0+E_{1X}\mathrm{cos}\mathrm{\Omega }t+E_{1Y}\mathrm{sin}\mathrm{\Omega }t+E_{2X}\mathrm{cos}2\mathrm{\Omega }t+E_{2Y}\mathrm{sin}2\mathrm{\Omega }t.$$
(11)
The energy $`E_0`$ is constant in time and is therefore irrelevant for clock-comparison experiments. The four other energies are given explicitly in terms of the Lorentz-violating parameters and other quantities in Ref. . In clock-comparison experiments, the result is typically a bound on the amplitude of the time variation of a transition frequency, determined here as the difference between two energy-level shifts of the form $`F,m_F|h^{}|F,m_F`$.
In the remainder of this section, I consider the clock-comparison experiments performed by Prestage et al., Lamoreaux et al., Chupp et al., and Berglund et al. . Each of the bounds from each of these experiments fits one of the following forms:
$`|{\displaystyle \underset{w}{}}[u_0^A(\beta _w^A\stackrel{~}{b}_X^w+\delta _w^A\stackrel{~}{d}_X^w+\kappa _w^A\stackrel{~}{g}_{D,X}^w)+u_1^A(\gamma _w^A\stackrel{~}{c}_{Q,X}^w+\lambda _w^A\stackrel{~}{g}_{Q,X}^w)]`$
$`v{\displaystyle \underset{w}{}}[u_0^B(\beta _w^B\stackrel{~}{b}_X^w+\delta _w^B\stackrel{~}{d}_X^w+\kappa _w^B\stackrel{~}{g}_{D,X}^w)+u_1^B(\gamma _w^B\stackrel{~}{c}_{Q,X}^w+\lambda _w^B\stackrel{~}{g}_{Q,X}^w)]|\text{ }<2\pi \epsilon _{1,X},`$
$`|{\displaystyle \underset{w}{}}[u_0^A(\beta _w^A\stackrel{~}{b}_Y^w+\delta _w^A\stackrel{~}{d}_Y^w+\kappa _w^A\stackrel{~}{g}_{D,Y}^w)+u_1^A(\gamma _w^A\stackrel{~}{c}_{Q,Y}^w+\lambda _w^A\stackrel{~}{g}_{Q,Y}^w)]`$
$`v{\displaystyle \underset{w}{}}[u_0^B(\beta _w^B\stackrel{~}{b}_Y^w+\delta _w^B\stackrel{~}{d}_Y^w+\kappa _w^B\stackrel{~}{g}_{D,Y}^w)+u_1^B(\gamma _w^B\stackrel{~}{c}_{Q,Y}^w+\lambda _w^B\stackrel{~}{g}_{Q,Y}^w)]|\text{ }<2\pi \epsilon _{1,Y},`$
$`\left|{\displaystyle \underset{w}{}}u_2^A(\gamma _w^A\stackrel{~}{c}_{}^w+\lambda _w^A\stackrel{~}{g}_{}^w)v{\displaystyle \underset{w}{}}u_2^B(\gamma _w^B\stackrel{~}{c}_{}^w+\lambda _w^B\stackrel{~}{g}_{}^w)\right|\text{ }<2\pi \epsilon _{2,},`$
$`\left|{\displaystyle \underset{w}{}}u_2^A(\gamma _w^A\stackrel{~}{c}_{XY}^w+\lambda _w^A\stackrel{~}{g}_{XY}^w)v{\displaystyle \underset{w}{}}u_2^B(\gamma _w^B\stackrel{~}{c}_{XY}^w+\lambda _w^B\stackrel{~}{g}_{XY}^w)\right|\text{ }<2\pi \epsilon _{2,XY}.`$ (12)
In these expressions, the coefficients $`u_0`$, $`u_1`$, $`u_2`$, and $`v`$ contain the dependences on quantities such as $`\widehat{m}_F`$, $`\stackrel{~}{m}_F`$, $`\chi `$, and gyromagnetic ratios. The quantities $`\beta `$, $`\delta `$, $`\kappa `$, $`\gamma `$, $`\lambda `$ with superscripts and subscripts are special matrix elements described in Ref. . The parameter $`v=g_A/g_B`$ is the ratio of gyromagnetic ratios for the atomic species $`A`$ and $`B`$ involved in the particular experiment. The associated bounds on the amplitudes of frequency shifts are denoted $`\epsilon _{1,X}`$, $`\epsilon _{1,Y}`$, $`\epsilon _{2,}`$, $`\epsilon _{2,XY}`$, corresponding to sidereal or semi-sidereal variations as $`\mathrm{cos}\mathrm{\Omega }t`$, $`\mathrm{sin}\mathrm{\Omega }t`$, $`\mathrm{cos}2\mathrm{\Omega }t`$, $`\mathrm{sin}2\mathrm{\Omega }t`$, respectively. All the quantities in the above experiment are tabulated in Ref. for each of the experiments in question.
It turns out that the experimental results all constrain distinct linear combinations of parameters for Lorentz violation. A useful tool for studying specific sensitivities is the nuclear Schmidt model . In this context, the Prestage et al., Lamoreaux et al., and Chupp et al. experiments are sensitive to neutron parameters for Lorentz violation, while the Berglund et al. experiment is sensitive to electron, proton, and neutron parameters. In fact, only a subset of the allowed parameter space is constrained by all these experiments. However, the bounds obtained are impressive and represent sensitivity to Planck-scale physics.
The relatively complicated form of the results (12) can be simplified under certain assumptions. If one supposes both no appreciable cancellation of effects between the species $`A`$ and $`B`$ and no cancellations among different terms in the sums appearing in Eq. (12), then the numerical value of each bound can be applied to each term in the sum, producing individual constraints on the parameters for Lorentz violation appearing in Eq. (12). To obtain specific values, one can work within the context of the Schmidt model and make some crude dimensional estimates of the unknown matrix elements. The results of this procedure are tabulated in Ref. . For example, one finds that the Lorentz- and CPT-violating parameters $`\stackrel{~}{b}_J^w`$ are most tightly constrained by the experiment of Berglund et al., which gives $`|\stackrel{~}{b}_J^n|\text{ }<10^{30}`$ GeV, $`|\stackrel{~}{b}_J^e|\text{ }<10^{27}`$ GeV, $`|\stackrel{~}{b}_J^p|\text{ }<10^{27}`$ GeV. The experiments in Ref. also bound other parameters, as described in Ref. .
Experiments producing both calculable and clean bounds would evidently be of particular theoretical interest. One possibility for improving both calculability and cleanliness is to use species $`W`$ for which the Lorentz-violating energy shifts depend predominantly on a single valence particle $`w`$. For example, in the case where $`w`$ is an electron, substances of nuclear spin zero could be used. For the case where $`w`$ is a nucleon, a list of nuclei theoretically expected to yield relatively calculable and clean bounds is provided in Ref. .
NEW RESULTS REPORTED AT THIS CONFERENCE
In other presentations to this conference , new experimental results are reported that provide relatively calculable and clean bounds on certain Lorentz-violating parameters in the standard-model extension. In this final section, I provide a brief summary placing these results in the context of the preceding discussion.
Neutron parameters. An interesting limit on neutron parameters for Lorentz violation is attainable using a dual nuclear Zeeman $`{}_{}{}^{3}\mathrm{He}`$-<sup>129</sup>Xe maser because the $`I=\frac{1}{2}`$ nucleus <sup>129</sup>Xe is sensitive to dipole energy shifts from neutron parameters. Within the Schmidt model, the description of the $`{}_{}{}^{3}\mathrm{He}`$ and $`{}_{}{}^{129}\mathrm{Xe}`$ systems are related, which leads to a relatively clean bound . At this conference, Walsworth discusses an experiment producing a bound of 80 nHz on sidereal variations of the free-running $`{}_{}{}^{3}\mathrm{He}`$ frequency using $`{}_{}{}^{129}\mathrm{Xe}`$ as a reference. In the context of the Schmidt model and the assumptions described in the previous section, this can be interpreted as a bound on equatorial components of $`|\stackrel{~}{b}_J^n|`$ of approximately $`10^{31}`$ GeV .
Electron parameters. High-sensitivity tests of Lorentz symmetry in the electron sector can be performed by searching for Lorentz-violating spin couplings with macroscopic materials having a net spin polarization generated by the effects of many electrons . The most sensitive apparatus of this type at present is the spin-polarized torsion pendulum used with the Eöt-Wash II instrument at the University of Washington , which involves stacked layers of toroidal magnets producing a large net electron spin but negligible magnetic moment. At this conference, Heckel describes an analysis of data taken with this apparatus that places a strong constraint on the components $`|\stackrel{~}{b}_J^e|`$, at the level of about $`10^{29}`$ GeV for the equatorial components and about $`10^{28}`$ GeV for the component along $`\widehat{Z}`$.
Proton parameters. Since hydrogen is theoretically well understood, it is a good candidate for a substance producing a calculable bound in a clock-comparison experiment. In fact, the reference transition in the Prestage et al. experiment was a hydrogen maser. In the context of the standard-model extension, analyses of experiments with hydrogen and antihydrogen have been performed . The standard H-maser line involves atomic states with $`m_F=0`$ and is insensitive to Lorentz violation, but the other ground-state hyperfine lines involve states with $`m_F=\pm 1`$ and therefore are sensitive to Lorentz violation. The sidereal variations of these lines are determined at leading order by the combinations $`\stackrel{~}{b}_J^e\pm \stackrel{~}{b}_J^p`$. At this conference, Walsworth describes an experiment with hydrogen masers that places a bound of 0.7 mHz on the magnitude of sidereal variations in these frequencies. Combined with the above constraints on $`\stackrel{~}{b}_J^e`$ in the electron sector announced by Heckel , this can be interpreted as a bound on the equatorial components of $`|\stackrel{~}{b}_J^p|`$ of approximately $`4\times 10^{27}`$ GeV .
ACKNOWLEDGMENTS
This work is supported in part by the United States Department of Energy under grant number DE-FG02-91ER40661.
REFERENCES
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# Electromagnetic Field Correlation inside a Sonoluminescing Bubble
## Abstract
We consider the correlation of the electromagnetic field to determine spatial coherence inside a sonoluminescing bubble. We explicitly calculate the first order correlation function for two limiting cases of the excitation field: a blackbody spectrum and a discrete multifrequency spectrum. The correlation length for blackbody fields at temperatures between 3000 K and 10000 K is found to be on the order of the optical wavelength, increasing with decreasing temperatures. We predict spectral lines in the emission spectrum of single bubble sonoluminescence in cooler bubbles with interior temperatures below 10000 K.
PACS numbers: 78.60.Mq, 42.50Fx, 34.80.Dp, 03.65.Bz
Sonoluminescence is the outburst of a short light pulse from a noble gas bubble acoustically levitated in a liquid by ultrasound . Some of its salient features are the short duration of outburst with a pulsewidth—typically on the order of picoseconds, the large number of photons per outburst—typically on the order of a million, and the wide emission spectrum over and probably beyond the visible range. Recently, it has been argued that cooperative decay of excited states of metastable molecules could explain the light emission so peculiar in SL.
The theory of collective decay or lasing of the population-inverted medium of molecules naturally contains the short timescale of the sonoluminescence pulse and the large number of photons emitted per outburst. In single bubble sonoluminescence, the emitted spectrum, however, is found to be a continuum, often devoid of any structure resembling the spectral lines of the gas molecules of either the solute or the solvent. It is natural then to assume, though naively, that the emission mechanism is not compatible with a lasing process which is expected to be monochromatic. This argument is not correct for the reason that cooperative emission does indeed occur for a collection of molecules with a broad distribution of wavelengths. The input driving field which establishes this polychromatic distribution can be correlated over a length comparable to the relevant scale in sonoluminescence. This scale defines the length over which molecules are correlated through the common electromagnetic field. It also determines the number of correlated molecules $`N_{eff}`$ and hence the number of emitted photons. A large $`N_{eff}`$ is essential in the proposed mechanism as it determines the coherent part of the decay, $`I_{coherent}N_{eff}^2`$; the incoherent part of the emission goes as $`N`$, the total number of emitting entities.
In this paper we address this specific question pertaining to the excitation of the gas molecules necessary for population inversion. Considering that the gas in the sonoluminescing bubbles can reach a temperature of 10000 K ($``$ 1 eV), or even higher , it is important to determine if there is correlation in the electric field at these temperatures. Towards that end, we calculate the first order correlation function for a generalized excitation field in two limits of high ($`k_BT\mathrm{}\omega `$) and low ($`k_BT\mathrm{}\omega `$) interior temperature where the excitation is dominated by (a) a blackbody field and (b) a discrete multifrequency field arising from atomic/molecular lines, respectively. For the blackbody field, we find that the first-order correlation length in the electric field is on the order of the wavelength in the visible range, which allows the collection of excited molecules to be correlated over this length scale. With increasing temperature this correlation length is found to decrease substantially. Discrete multiple frequency fields corresponding to the spectral lines are also found to have long correlation lengths. We find that the correlation in the excitation is dominated by a blackbody field in hottor bubbles whereas discrete multiple frequency fields dominate at temperatures below 10000 K.
We predict that the spectral lines will be observable in single bubble sonoluminescence (SBSL) at temperatures below 10000 K; these discrete lines are expected to be prominent in the blue part of the emission spectrum. The discrete lines were not observed in the SBSL spectrum in previous experiments because of extremely high temperatures inside the bubbles. This explains the experimental observation that the sodium D-lines are visible in multiple bubble sonoluminescence (MBSL), which are now known to be at a typical gas temperature of 5000 K; the D-lines were absent in the SBSL spectrum because the single bubbles were much hotter. Our analysis allows us to understand, for the first time, the connection between multiple bubble sonoluminescence and single bubble sonoluminescence, namely they occur due to the same mechanism though in different temperature regimes.
Coherence in an atom-field system is best understood by studying the electromagnetic field modes. If $`N`$ excited atoms distributed over a range of frequencies decay coherently, the photon number in the corresponding modes of the number state of the electromagnetic field coupled to the atoms will change accordingly. Since the atoms and the field form a closed system, it is then equivalent and even useful to consider coherence in the field modes.
The degree of coherence is often expressed by the cross correlation $`E(𝐫_1,t_1)E(𝐫_2,t_2)`$ and higher order correlations $`E(𝐫_1,t_1)E(𝐫_2,t_2)\mathrm{}..`$ in the field variable $`E(𝐫,t)`$. For example, the first order correlation is relevant for double-slit type interference experiments. The intensity is governed by the superposition of the amplitude contributions: $`E_Q(t_2t_1)=c_1E(𝐫_1,t_1)+c_2E(𝐫_2,t_2)`$. This results in an additional part $`2Rec_1E(𝐫_1,t_1)c_2E(𝐫_2,t_2)`$ to the intensity $`|E_Q(t_2t_1)|^2`$ coming from first order interference. This interference term is a complex function in general and it describes the first order coherence (two-point correlation function in the field). Similarly, higher order coherences are defined by the higher order correlation functions. For example, four-point correlation function defines the second order coherence relevant for the Hanbury-Brown and Twiss experiment. Our calculation of higher order coherence which signifies purely quantum mechanical effects will be presented elsewhere.
The first order coherence function is defined by
$$C(𝐫_1,𝐫_2;t_1,t_2)E_i(𝐫_1,t_1)E_j(𝐫_2,t_2),$$
(1)
where $`\mathrm{}`$ denotes the ensemble averaging through a density matrix opertaor $`\rho `$ such that $`E_iE_j=Tr[\rho E_iE_j]`$, and $`\rho =(1/Z)exp(\beta H)`$. The definition of $`\rho `$ is physically important, and may include the active medium transitions. A multifrequency electric field can be expanded in terms of the monochromatic fields $`E_i(𝐫,t)=_\omega E_{i\omega }(𝐫,t)`$. If the temperature inside the bubble is very high, then the dominant contribution to the correlation function will come from the blackbody field, and hence, $`\rho `$ could be determined for a known temperature $`T`$. At intermediate temperatures, the active medium becomes important and the spectral contribution from the transitions in the given system must be taken into account as well. In both cases $`\rho `$ factorizes into operators for each frequency $`\omega `$ and $`\rho =\mathrm{\Pi }_\omega \rho _\omega `$. Each $`\omega `$ component of the field may be assumed to be independent of each other, in which case the number state representation of the field reduces to product of the number states of individual frequencies, i.e. $`|n_{\omega _1}n_{\omega _2}\mathrm{}=\mathrm{\Pi }_{\omega _i}|n_{\omega _i}`$. Then the correlation function has the following expression:
$`E_i(𝐫_1,t_1)E_j(𝐫_2,t_2)`$ $`=`$ (2)
$`{\displaystyle \underset{\omega }{}}{\displaystyle \underset{n_\omega }{}}n_\omega |E_{i\omega }(𝐫_1,t_1)E_{j\omega }(𝐫_2,t_2)|n_\omega n_\omega |\rho _\omega |n_\omega .`$ (3)
The product of fields at two points may be given as
$`E_i(𝐫_1,t_1)E_j(𝐫_2,t_2)=`$ (4)
$`{\displaystyle \underset{\omega }{}}{\displaystyle \frac{\omega ^2}{c^2}}(a_\omega a_\omega ^{}e^{i\omega (t_1t_2)}A_{i\omega }(𝐫_1)A_{i\omega }^{}(𝐫_2)+h.c.),`$ (5)
which follows from the definition of $`E(𝐫,t)=\frac{i}{c}_\omega \omega (a_\omega exp[i\omega t]A_\omega (r)+h.c.)`$ assuming Coulomb gauge in the interaction picture. The diagonal terms in $`a_\omega `$ and $`a_\omega ^{}`$ such as $`a_\omega a_\omega `$ are ignored in the following.
The quantization for each mode $`\omega `$ requires that $`a_\omega a_\omega ^{}+a_\omega ^{}a_\omega =\frac{\mathrm{}}{2\omega }[2n_\omega +1]`$. Ignoring the second term, which represents vacuum fluctuations, one obtains an expression for the symmetrized correlation function:
$`Tr[\rho (E_iE_j+E_jE_i)/2]=[{\displaystyle \underset{n_\omega =0}{\overset{\mathrm{}}{}}}exp[{\displaystyle \frac{n_\omega \mathrm{}\omega }{kT}}]]^1{\displaystyle \underset{\omega }{}}{\displaystyle \underset{n_\omega }{}}{\displaystyle \frac{\mathrm{}\omega }{c^2}}n_\omega exp[{\displaystyle \frac{n_\omega \mathrm{}\omega }{kT}}]Re(exp[i\omega (t_it_j)]A_{i\omega }(𝐫_1)A_{j\omega }^{}(𝐫_2)).`$ (6)
In the above equation, for equal times, the summation over the occupation number $`n_\omega `$ yields the usual Planck’s law. We consider the effect of active medium via a distribution function:
$$f(\omega )=g_{\omega _p}\delta (\omega \omega _p),$$
(7)
where the strengths of different lines are given by $`g_{\omega _p}`$ and $`\omega _c`$ is a cutoff frequency. This function will depend on the composition of the gas (solute) inside the bubble and the surrounding liquid (solvent). The effect of temperature and pressure inside the bubble can be taken into account by replacing the $`\delta `$-function by a Lorentzian with a full width at half maximum corresponding to inhomogeneous broadening. $`f(w,p)`$ may also be a continuous function in case of an ionic spectrum which are realized in very hot bubbles. The final spectrum of emitted light would contain both $`f(\omega ,p)`$ and the Planck spectrum. At high temperatures, the Planck distribution would dominate over the emission line distribution. For the emission lines to be observable in SBSL, the temperature inside the bubble must satisfy the condition
$$g_{\omega _p}\mathrm{}\omega _p\frac{\mathrm{}\omega _p}{e^{\mathrm{}\omega _p/k_BT}1}.$$
(8)
At high temperatures, the right hand side of the inequality becomes equal to $`k_BT`$. In order to see the lines in the emission spectrum of SBSL at a wavelength $`\lambda `$, the interior temperature has to be reduced below $`T^{}=hc/\lambda k_B`$. The visible range of 200 nm $``$ 700 nm in wavelength corresponds to a temperature range of 71000 K $``$ 20000 K.
Eq. 4 gives the complete expression of correlation of fields in any arbitrary shape. For $`r_i=r_j`$ and $`t_i=t_j`$, it reduces to the Planck distribution. The vector potential $`𝐀(r)`$ satisfies the Helmholtz equation:
$$^2𝐀_\omega +\omega ^2ϵ(r)𝐀_\omega =0,$$
(9)
with appropriate boundary conditions. For a gas bubble with an average dielectric constant $`ϵ_1`$ immersed in a liquid with a dielectric constant $`ϵ_2`$. The solution of the Helmholtz equation is normally constructed from the linear combination of the solutions of the scalar field equation, requiring that $`𝐄_{}`$, $`ϵE_r`$, $`B_r`$ and $`𝐁_{}/\mu `$ be continuous across the bubble surface, i.e. at $`r=a`$. With the use of the boundary conditions, the transverse electric (TE) and transverse magnetic (TM) mode solutions $`(A_r,A_\theta ,A_\varphi )^{TE,TM}`$ can be constructed inside and outside the bubble .
I. Blackbody field: Analytic evaluation of the coherence function with the exact solutions of Eq. (7) is rather complicated. Here we give results for the limiting case of wavelengths short compared to the minimum bubble radius, $`r\lambda `$. However, in standard SBSL experiments the minimum bubble radius is usually on the order of the wavelength. Even though $`r\lambda `$, closed-form expressions are possible only in this case. This condition is strictly satisfied in the case of millimeter-sized laser-induced bubbles.
Let us choose a direction for the wave vector $`k`$ as $`(\mathrm{sin}\theta \mathrm{cos}\varphi ,\mathrm{sin}\theta \mathrm{sin}\varphi ,\mathrm{cos}\theta )`$. The coherence function in the longitudinal direction is given by
$`C_1^{long}(r,t){\displaystyle \frac{1}{r^2}}{\displaystyle _0^{\mathrm{}}}[g_{\omega _p}\delta (\omega \omega _p)\mathrm{}\omega `$ (10)
$`+{\displaystyle \frac{\mathrm{}\omega }{e^{\mathrm{}\omega /k_BT}1}}]\mathrm{}\omega d\omega [{\displaystyle \frac{\mathrm{sin}kr}{kr}}\mathrm{cos}kr]\mathrm{cos}\omega \tau .`$ (11)
where $`\omega =kc`$. If the thermal contribution dominates, $`T\mathrm{}\omega /k_B`$, then the spectral distribution is essentially Planckian. This high temperature result was first obtained by Bourret who derived the second-order electric correlation tensor of blackbody radiation using techniques similar to those employed in the theory of isotropic turbulence of an incompressible fluid. The high temperature limit of the above result reduces to
$`C_1^{long}(r,0){\displaystyle \frac{1}{r^2}}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{kdk}{e^{\alpha k}1}}({\displaystyle \frac{\mathrm{sin}kr}{kr}}\mathrm{cos}kr)`$ (12)
$`{\displaystyle \frac{1}{r^3}}(1r{\displaystyle \frac{}{r}}){\displaystyle \frac{1}{\alpha }}L({\displaystyle \frac{r}{\alpha }})`$ (13)
where, $`\alpha =c\tau _\beta `$, and $`\tau _\beta =\mathrm{}/k_BT`$ is the thermal time. $`L(x)=\pi /2\mathrm{coth}\pi x1/2x`$ is the standard Langevin function. The expression in Eq. 9 is plotted in Fig. 1 for three different temperatures of the blackbody field. The scale over which correlation reduces to a characteristic value, the coherence length $`R_\varphi `$, is seen to vary between 0.5 to 0.2 $`\mu m`$ for bubble temperatures ranging from 3000 K to 10000 K. This mesoscopic scale of coherence length is
FIG.1 Variation of the normalized coherence function at three different temperatures.
comparable to the compressed bubble size. At temperatures above 20000 K, the correlation length is found to be less than 0.1 $`\mu m`$.
II. Discrete field: At low enough temperatures $`g\mathrm{}\omega _pk_\beta T`$, coherence in the field of a set of discrete emission lines can be studied in a similar manner. The coherence function $`C_1^{long}`$ in the long wavelength limit becomes equal to
$$C_1^{long}(k_p,r,0)g_{\omega _p}k_p^3[\frac{1}{3}\frac{(k_pr)^2}{30}+O((k_pr)^4)].$$
(14)
The $`r`$ dependence of $`C_1^{long}`$ is parabolic, and a coherence length $`R_\varphi `$ can be defined as the scale over which $`C_1^{long}`$ is reduced to a characteristic value, half of its maximum. For a given wavelength $`\lambda _p`$,
$$R_\varphi \lambda _p/\pi .$$
(15)
In the lowest order, coherence is seen to be strongly dependent on the wavelength $`(\lambda _p=2\pi /k_p)`$,
$$C_1^{long}\lambda _p^3.$$
(16)
Hence SL from the discrete spectral lines in the blue part of the spectrum should be stronger than that in the red part. This is true for the coherent radiation in the SL emission spectrum. Observation of such a trend is a strong indication that the emitted light is indeed partly coherent.
In the blackbody regime, the correlation length is much less than 0.05 $`\mu m`$ at a typical temperature of 40000 K; thus the effective number of molecules participating in collective decay reduces greatly as $`N_{eff}=\rho (4\pi R_\varphi ^3/3)`$, where $`\rho `$ is the average density. The sonoluminescence emission spectrum is not dominated by coherent emission. $`I_{incoherent}NR_{min}^3`$, and $`I_{coherent}N_{eff}^2R_\varphi ^6`$. For a typical minimum bubble radius $`R_{min}`$ of 0.5 $`\mu m`$ and a total $`N`$ of $`10^6`$, the incoherent emission is comparable to the coherent emission. At higher temperatures, incoherent emission dominates.
Another corroborating evidence towards the transition from high temperature to low temperature behavior can be obtained from the temporal shape of the emitted light pulse. The pulse shape should progressively change from either $`sech^2`$ or oscillatory behavior (signifying ringing) to exponential decay which signifies incoherent emission .
Let us summarize the three important aspects of the emission spectrum following our analysis: (a) Bubbles with an interior temperature much above 70000 K will typically display a blackbody emission spectrum in the entire visible range. As the temperature is reduced, spectral structure will appear in the blue part of the emission spectrum, progressing towards the red part. Experimentally, it is found that the spectrum is blackbody and almost identical at long wavelengths, while it is gas specific at short wavelengths , consistent with our picture. Below 10000 K, the emission spectrum will show atomic/molecular lines in the entire visible range. (b) The lines in the spectrum would be less strong in the red part as the correlation length for a discrete field decreases with increasing wavelength very sharply: $`C_1^{long}\lambda ^3`$. (c) Our analysis provides a natural connection between SBSL and MBSL surrounding the question as to why spectral lines are conspicuously absent in conventional SBSL experiments, but distinctly present in MBSL . This is primarily because the gas temperature in MBSL is on the order of 5000 K, whereas in SBSL it’s much higher.
In conclusion, we show that the electromagnetic field inside a sonoluminescing bubble has a finite correlation even at high temperatures. At high temperatures ($`T`$ 40000 K) the emission spectrum is expected to be predominantly blackbody. At low temperatures ($`T<`$ 10000 K) discrete emission lines are predicted in single bubble sonoluminescence. Our analysis explains the parametric differences between multibubble sonoluminescence and single bubble sonoluminescence, exemplified by their very different emission spectra.
I thank Prof. Lawrence Crum whose questions motivated this work. I am also grateful to Prof. Gary Williams, Ohan Baghdasarian, and Prof. Woowon Kang for helpful conversations.
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# Nef divisors in codimension one on the moduli space of stable curves
## Introduction
Throughout this paper, we fix an algebraically closed field $`k`$, and every algebraic scheme is defined over $`k`$. For simplicity, we assume that the characteristic of $`k`$ is zero in this introduction.
Let $`X`$ be a normal complete variety and $`𝒫`$ a certain kind of positivity of $``$-line bundles on $`X`$ (e.g. ampleness, effectivity, bigness, etc). A problem to describe the cone $`\mathrm{Cone}(X;𝒫)`$ consisting of $``$-line bundles with the positivity $`𝒫`$ is usually very hard and interesting. In this paper, as positivity, we consider numerical effectivity over a fixed open set. Namely, let $`U`$ be a Zariski open set of $`X`$. We say a $``$-line bundle $`L`$ is nef over $`U`$ if, for all irreducible curves $`C`$ with $`CU\mathrm{}`$, $`(LC)0`$. We define the relative nef cone $`\mathrm{Nef}(X;U)`$ over $`U`$ to be the cone of $``$-line bundles on $`X`$ which are nef over $`U`$.
Let $`g`$ and $`n`$ be non-negative integers with $`2g2+n>0`$. Let $`\overline{M}_{g,n}`$ (resp. $`M_{g,n}`$) denote the moduli space of $`n`$-pointed stable curves (resp. $`n`$-pointed smooth curves) of genus $`g`$. For a non-negative integer $`t`$, an irreducible component of the closed subscheme consisting of curves with at least $`t`$ nodes is called a $`t`$-codimensional stratum of $`\overline{M}_{g,n}`$. (For example, a $`1`$-codimensional stratum is a boundary component.) We denote by $`S^t(\overline{M}_{g,n})`$ the set of all $`t`$-codimensional strata of $`\overline{M}_{g,n}`$. Let $`\overline{M}_{g,n}^{[t]}`$ be the open set of $`\overline{M}_{g,n}`$ obtained by subtracting all $`(t+1)`$-codimensional strata, i.e., $`\overline{M}_{g,n}^{[t]}`$ is the open set consisting of curves with at most $`t`$ nodes. (Note that $`\overline{M}_{g,n}^{[0]}=M_{g,n}`$.) Here we consider the following problem:
###### Problem A.
Describe the tower of relative nef cones
$$\mathrm{Nef}(\overline{M}_{g,n};M_{g,n})\mathrm{Nef}(\overline{M}_{g,n};\overline{M}_{g,n}^{[1]})\mathrm{}\mathrm{Nef}(\overline{M}_{g,n};\overline{M}_{g,n}^{[3g3+n1]})=\mathrm{Nef}(\overline{M}_{g,n}).$$
We say a $``$-divisor on $`\overline{M}_{g,n}`$ is F-nef if the intersection number with every $`1`$-dimensional stratum is non-negative. Let $`\mathrm{FNef}(\overline{M}_{g,n})`$ denote the cone consisting of F-nef $``$-divisors. Concerning the top $`\mathrm{Nef}(\overline{M}_{g,n})`$ of the tower, it is conjectured in , and that $`\mathrm{FNef}(\overline{M}_{g,n})=\mathrm{Nef}(\overline{M}_{g,n})`$. In other words, the Mori cone of $`\overline{M}_{g,n}`$ is generated by $`1`$-dimensional strata, which gives rise to a concrete description of $`\mathrm{Nef}(\overline{M}_{g,n})`$ (cf. , and ). Moreover, it is closely related to the relative nef cone $`\mathrm{Nef}(\overline{M}_{g,n};M_{g,n})`$. Actually, it was shown in that if the weaker assertion $`\mathrm{FNef}(\overline{M}_{g,n})\mathrm{Nef}(\overline{M}_{g,n};M_{g,n})`$ holds for all $`g,n`$, then $`\mathrm{FNef}(\overline{M}_{g,n})=\mathrm{Nef}(\overline{M}_{g,n})`$. Further, as discussed in , $`\overline{M}_{g,n}`$ admits no interesting birational morphism to a projective variety. However, we can expect the rich birational geometry on $`\overline{M}_{g,n}`$ in terms of rational maps. In this sense, to understand the tower of relative nef cones as above might be a step toward this natural problem.
We assume that $`g3`$ and $`n=0`$. Let $`\lambda `$ be the Hodge class on $`\overline{M}_g`$, and $`\delta _{irr},\delta _1,\mathrm{},\delta _{[g/2]}`$ the classes of irreducible components of the boundary $`\overline{M}_gM_g`$. Let $`\mu `$ be a divisor on $`\overline{M}_g`$ given by
$$\mu =(8g+4)\lambda g\delta _{irr}\underset{i=1}{\overset{[g/2]}{}}4i(gi)\delta _i.$$
In the paper , we proved that $`\mathrm{Nef}(\overline{M}_g;M_g)`$ is the convex hull spanned by $`\mu ,\delta _{irr},\delta _1,\mathrm{},\delta _{[g/2]}`$, that is,
$$\mathrm{Nef}(\overline{M}_g;M_g)=_+\mu +_+\delta _{irr}+\underset{i=1}{\overset{[g/2]}{}}_+\delta _i,$$
where $`_+=\{xx0\}`$. The main result of this paper is to determine $`\mathrm{Nef}(\overline{M}_g;\overline{M}_g^{[1]})`$.
###### Theorem B (cf. Theorem 5.1).
A $``$-divisor $`a\mu +b_{irr}\delta _{irr}+_{i=1}^{[g/2]}b_i\delta _i`$ on $`\overline{M}_g`$ is nef over $`\overline{M}_g^{[1]}`$ if and only if the following system of inequalities hold:
$`a\mathrm{max}\{{\displaystyle \frac{b_i}{4i(gi)}}i=1,\mathrm{},[g/2]\},`$
$`B_0B_1B_2\mathrm{}B_{[g/2]},`$
$`B_{[g/2]}^{}\mathrm{}B_2^{}B_1^{}B_0^{},`$
where $`B_0`$, $`B_0^{}`$, $`B_i`$ and $`B_i^{}`$ ($`i=1,\mathrm{},[g/2]`$) are given by
$$B_0=4b_{irr},B_0^{}=\frac{4b_{irr}}{g(2g1)},B_i=\frac{b_i}{i(2i+1)}\text{and}B_i^{}=\frac{b_i}{(gi)(2(gi)+1)}.$$
An interesting point is that the above theorem shows us that $`\mu `$ is not only nef over $`M_g`$ but also nef over $`\overline{M}_g^{[1]}`$. Moreover, the theorem tells us that every nef $``$-divisor over $`\overline{M}_g^{[1]}`$ can be obtained in the following way. Namely, we first fix a non-negative rational number $`b_{irr}`$, and take $`b_1`$ with
$$\frac{4(g1)b_{irr}}{g}b_112b_{irr}.$$
Further, we choose $`b_2,\mathrm{},b_{[g/2]}`$ inductively by using
$$\frac{(g1i)(2(gi)1)}{(gi)(2(gi)+1)}b_ib_{i+1}\frac{(i+1)(2i+3)}{i(2i+1)}b_i.$$
Finally, we take $`a`$ with
$$a\mathrm{max}\{\frac{b_i}{4i(gi)}i=1,\mathrm{},[g/2]\}.$$
Then, a $``$-divisor given by $`a\mu +b_{irr}\delta _{irr}+_{i=1}^{[g/2]}b_i\delta _i`$ is nef over $`\overline{M}_g^{[1]}`$. Further, as corollaries of the above theorem, we have the following.
###### Corollary C (cf. Corollary 5.2).
For an irreducible component $`\mathrm{\Delta }`$ of the boundary $`\overline{M}_gM_g`$, let $`\stackrel{~}{\mathrm{\Delta }}`$ be the normalization of $`\mathrm{\Delta }`$, and $`\rho _\mathrm{\Delta }:\stackrel{~}{\mathrm{\Delta }}\overline{M}_g`$ the induced morphism. Then, a $``$-divisor $`D`$ on $`\overline{M}_g`$ is nef over $`\overline{M}_g^{[1]}`$ if and only if the following are satisfied:
1. $`D`$ is weakly positive at any points of $`M_g`$.
2. For every boundary component $`\mathrm{\Delta }`$, $`\rho _\mathrm{\Delta }^{}(D)`$ is weakly positive at any points of $`\rho _\mathrm{\Delta }^1(\overline{M}_g^{[1]})`$
For the definition of weak positivity, see §1.1.
###### Corollary D (cf. Corollary 5.3).
With notation as above, if $`\rho _\mathrm{\Delta }^{}(D)`$ is nef over $`\rho _\mathrm{\Delta }^1(\overline{M}_g^{[1]})`$ for every boundary component $`\mathrm{\Delta }`$, then $`D`$ is nef over $`\overline{M}_g^{[1]}`$. In particular, the Mori cone of $`\overline{M}_g`$ is the convex hull spanned by curves lying on the boundary $`\overline{M}_gM_g`$, which gives rise to a special case of \[5, Proposition 3.1\].
Let us go back to the general situation. Similarly, for $`\mathrm{\Delta }S^l(\overline{M}_{g,n})`$, let $`\stackrel{~}{\mathrm{\Delta }}`$ be the normalization of $`\mathrm{\Delta }`$, and $`\rho _\mathrm{\Delta }:\stackrel{~}{\mathrm{\Delta }}\overline{M}_{g,n}`$ the induced morphism. Inspired by the above corollaries, we have the following questions:
###### Question E.
For a non-negative integer $`t`$, if a $``$-divisor $`D`$ on $`\overline{M}_{g,n}`$ is nef over $`\overline{M}_{g,n}^{[t]}`$, then is $`\rho _\mathrm{\Delta }^{}(D)`$ weakly positive at any points of $`\rho _\mathrm{\Delta }^1(\overline{M}_{g,n}^{[l]})`$ for all $`0lt`$ and all $`\mathrm{\Delta }S^l(\overline{M}_{g,n})`$? More strongly, if $`D`$ is nef over $`\overline{M}_{g,n}^{[t]}`$, then is $`D`$ weakly positive at any points of $`\overline{M}_{g,n}^{[t]}`$?
###### Question F.
Fix an integer $`t`$ with $`0t3g3+n1`$. If $`\rho _\mathrm{\Delta }^{}(D)`$ is nef over $`\rho _\mathrm{\Delta }^1(\overline{M}_{g,n}^{[t]})`$ for all $`\mathrm{\Delta }S^t(\overline{M}_{g,n})`$, then is $`D`$ is nef over $`\overline{M}_{g,n}^{[t]}`$?
In the case $`t=3g3+n1`$, the above question is nothing more than asking $`\mathrm{FNef}(\overline{M}_{g,n})=\mathrm{Nef}(\overline{M}_{g,n})`$.
In order to get the above theorem, we need a certain kind of slope inequalities on the moduli space of $`n`$-pointed stable curves. The $``$-line bundles $`\lambda `$ and $`\psi _1,\mathrm{},\psi _n`$ on $`\overline{M}_{g,n}`$ are defined as follows: Let $`\pi :\overline{M}_{g,n+1}\overline{M}_{g,n}`$ be the universal curve of $`\overline{M}_{g,n}`$, and $`s_1,\mathrm{},s_n:\overline{M}_{g,n}\overline{M}_{g,n+1}`$ the sections of $`\pi `$ arising from the $`n`$-points of $`\overline{M}_{g,n}`$. Then, $`\lambda =det(\pi _{}(\omega _{\overline{M}_{g,n+1}/\overline{M}_{g,n}}))`$ and $`\psi _i=s_i^{}(\omega _{\overline{M}_{g,n+1}/\overline{M}_{g,n}})`$ for $`i=1,\mathrm{},n`$. Here we set
$`[n]`$ $`=\{1,\mathrm{},n\}(\text{note that }[0]=\mathrm{}),`$
$`\mathrm{{\rm Y}}_{g,n}`$ $`=\{(i,I)i\text{}0ig\text{ and }I[n]\}\{(0,\mathrm{}),(0,\{1\}),\mathrm{},(0,\{n\})\},`$
$`\overline{\mathrm{{\rm Y}}}_{g,n}`$ $`=\{\{(i,I),(j,J)\}(i,I),(j,J)\mathrm{{\rm Y}}_{g,n},i+j=g,IJ=\mathrm{},IJ=[n]\}.`$
Moreover, for a finite set $`S`$, we denote the number of it by $`|S|`$. The boundary $`\overline{M}_{g,n}M_{g,n}`$ has the following irreducible decomposition:
$$\overline{M}_{g,n}M_{g,n}=\mathrm{\Delta }_{irr}\underset{\{(i,I),(j,J)\}\overline{\mathrm{{\rm Y}}}_{g,n}}{}\mathrm{\Delta }_{\{(i,I),(j,J)\}}.$$
A general point of $`\mathrm{\Delta }_{irr}`$ represents an $`n`$-pointed irreducible stable curve with one node. A general point of $`\mathrm{\Delta }_{\{(i,I),(j,J)\}}`$ represents an $`n`$-pointed stable curve consisting of an $`|I|`$-pointed smooth curve $`C_1`$ of genus $`i`$ and a $`|J|`$-pointed smooth curve $`C_2`$ of genus $`j`$ meeting transversally at one point, where $`|I|`$-points on $`C_1`$ (resp. $`|J|`$-points on $`C_2`$) arise from $`\{s_t\}_{tI}`$ (resp. $`\{s_l\}_{lJ}`$). Let $`\delta _{irr}`$ and $`\delta _{\{(i,I),(j,J)\}}`$ be the classes of $`\mathrm{\Delta }_{irr}`$ and $`\mathrm{\Delta }_{\{(i,I),(j,J)\}}`$ in $`\mathrm{Pic}(\overline{M}_{g,n})`$ respectively. For a subset $`L`$ of $`[n]`$, we define a $``$-divisor $`\theta _L`$ on $`\overline{M}_{g,n}`$ to be
$$\theta _L=4(g1+|L|)(g1)\underset{tL}{}\psi _t12|L|^2\lambda +|L|^2\delta _{irr}\underset{\upsilon \overline{\mathrm{{\rm Y}}}_{g,n}}{}4\gamma _L(\upsilon )\delta _\upsilon ,$$
where $`\gamma _L:\overline{\mathrm{{\rm Y}}}_{g,n}`$ is given by
$$\gamma _L\left(\{(i,I),(j,J)\}\right)=\left(det\left(\begin{array}{cc}i& |LI|\\ j& |LJ|\end{array}\right)+|LI|\right)\left(det\left(\begin{array}{cc}i& |LI|\\ j& |LJ|\end{array}\right)|LJ|\right).$$
Then, we have the following.
###### Theorem G (cf. Theorem 4.1).
For any subset $`L`$ of $`[n]`$, the divisor $`\theta _L`$ is weakly positive at any points of $`M_{g,n}`$. In particular, it is nef over $`M_{g,n}`$.
We remark that R. Hain has already announced the above inequality in the case where $`n=1`$. (For details, see .) Theorem G is a generalization of his inequality.
Here we assume that $`g2`$. First note that
$$\mu =(8g+4)\lambda g\delta _{irr}\underset{\{(i,I),(j,J)\}\overline{\mathrm{{\rm Y}}}_{g,n}}{}4ij\delta _{\{(i,I),(j,J)\}}$$
is nef over $`M_{g,n}`$. Thus, as a consequence of Theorem G, we can see that
$$_+\mu +\underset{L[n]}{}_+\theta _L+_+\delta _{irr}+\underset{\upsilon \overline{\mathrm{{\rm Y}}}_{g,n}}{}_+\delta _\upsilon \mathrm{Nef}(\overline{M}_{g,n};M_{g,n}),$$
so that we may ask the following question:
###### Question H.
Is $`\mathrm{Nef}(\overline{M}_{g,n};M_{g,n})`$ the convex hull spanned by $``$-divisors $`\mu `$, $`\theta _L`$ ($`L[n]`$), $`\delta _{irr}`$ and $`\delta _\upsilon `$ ($`\upsilon \overline{\mathrm{{\rm Y}}}_{g,n}`$).
Corollary 4.2 and Corollary 4.3 are partial answers for the above question. If the above question is true, then it gives an affirmative answer of Question E for $`t=0`$.
Finally, we would like to give hearty thanks to Prof. Hain and Prof. Keel for their useful comments for this paper.
## 1. Notations, conventions, terminology and preliminaries
Throughout this paper, we fix an algebraically closed field $`k`$, and every algebraic scheme is defined over $`k`$.
### 1.1. The positivity of Weil divisors
Let $`X`$ be a normal variety. Let denote $`Z^1(X)`$ (resp. $`\mathrm{Div}(X)`$) the group of Weil divisors (resp. Cartier divisors) on $`X`$, and $``$ the linear equivalence on $`Z^1(X)`$. We set $`A^1(X)=Z^1(X)/`$ and $`\mathrm{Pic}(X)=\mathrm{Div}(X)/`$. Note that $`\mathrm{Pic}(X)`$ is canonically isomorphic to the Picard group (the group of isomorphism classes of line bundles). Moreover, we denote by $`\mathrm{Ref}(X)`$ the set of isomorphism classes of reflexive sheaves of rank $`1`$ on $`X`$. For a Weil divisor $`D`$, the sheaf $`𝒪_X(D)`$ is given by
$$𝒪_X(D)(U)=\{\varphi \mathrm{Rat}(X)^\times (\varphi )+D\text{ is effective over }U\}\{0\}$$
for each Zariski open set $`U`$ of $`X`$. Then, we can see $`𝒪_X(D)\mathrm{Ref}(X)`$. Conversely, let $`L`$ be a reflexive sheaf of rank $`1`$ on $`X`$. For a non-zero rational section $`s`$ of $`L`$, $`\mathrm{div}(s)`$ is defined as follows: Let $`X_0`$ be the maximal Zariski open set of $`X`$ over which $`L`$ is locally free. Note that $`\mathrm{codim}(XX_0)2`$. Then, $`\mathrm{div}(s)Z^1(X)`$ is defined by the Zariski closure of $`\mathrm{div}(s|_{X_0})`$. By our definition, we can see that $`𝒪_X(\mathrm{div}(s))L`$. Thus, the correspondence $`D𝒪_X(D)`$ gives rise to an isomorphism $`A^1(X)\mathrm{Ref}(X)`$. Here we remark that if $`x\mathrm{Supp}(\mathrm{div}(s))`$, then $`L`$ is free at $`x`$ because $`𝒪_X(\mathrm{div}(s))_x=𝒪_{X,x}`$ for $`x\mathrm{Supp}(\mathrm{div}(s))`$.
An element of $`Z^1(X)`$ (resp. $`\mathrm{Div}(X)`$) is celled a $``$-divisor (resp. $``$-Cartier divisor). For $``$-divisors $`D_1`$ and $`D_2`$, we say $`D_1`$ is $``$-linearly equivalent to $`D_2`$, denoted by $`D_1_{}D_2`$, if there is a positive integer $`n`$ such that $`nD_1,nD_2Z^1(X)`$ and $`nD_1nD_2`$, i.e., $`D_1`$ coincides with $`D_2`$ in $`A^1(X)`$.
Fix a subset $`S`$ of $`X`$. For $`DZ^1(X)`$, we say $`D`$ is semi-ample over $`S`$ if, for any $`sS`$, there is an effective $``$-divisor $`E`$ on $`X`$ with $`s\mathrm{Supp}(E)`$ and $`D_{}E`$. Moreover, $`D`$ is said to be weakly positive over $`S`$ if there are $``$-divisors $`Z_1,\mathrm{},Z_l`$, a sequence $`\{D_m\}_{m=1}^{\mathrm{}}`$ of $``$-divisors, and sequences $`\{a_{1,m}\}_{m=1}^{\mathrm{}},\mathrm{},\{a_{l,m}\}_{m=1}^{\mathrm{}}`$ of rational numbers such that
1. $`l`$ does not depend on $`m`$,
2. $`D_m`$ is semi-ample over $`S`$ for all $`m0`$,
3. $`D_{}D_m+_{i=1}^la_{i,m}Z_i`$ for all $`m0`$, and
4. $`\underset{m\mathrm{}}{lim}a_{i,m}=0`$ for all $`i=1,\mathrm{},l`$.
In the above definition, if $`D`$, $`D_m`$ and $`Z_i`$’s are $``$-Cartier divisors, then $`D`$ is said to be weakly positive over $`S`$ in terms of Cartier divisors (for short, C-weakly positive over $`S`$). Further, if $`D`$ is semi-ample over $`\{x\}`$ for some $`xX`$, then we say $`D`$ is semi-ample at $`x`$. Similarly, we define the weak positivity of $`D`$ at $`x`$ and the C-weak positivity of $`D`$ at $`x`$. We remark that weak positivity in is nothing more than C-weak positivity. Moreover, note that if a $``$-divisor $`D`$ is semi-ample at $`x`$, then $`D`$ is a $``$-Cartier divisor around $`x`$, i.e., there is a Zariski open set $`U`$ of $`X`$ such that $`xU`$ and $`D|_U`$ is a $``$-Cartier divisor on $`U`$.
A normal variety $`X`$ is said to be $``$-factorial if $`Z^1(X)=\mathrm{Div}(X)`$, i.e., any Weil divisors are $``$-Cartier divisors. It is well known that if $`YX`$ is a finite and surjective morphism of normal varieties and $`Y`$ is $``$-factorial, then $`X`$ is also $``$-factorial (cf. \[8, Lemma 5.16\]). Thus the moduli space $`\overline{M}_{g,n}`$ of $`n`$-pointed stable curves of genus $`g`$ is $``$-factorial because $`\overline{M}_{g,n}`$ is an orbifold. If $`X`$ is $``$-factorial, then the weak positivity of $`D`$ over $`S`$ coincides with the C-weak positivity of $`D`$ over $`S`$.
We assume that $`X`$ is complete and $`D`$ is a $``$-Cartier divisor. We say $`D`$ is nef over $`S`$ if $`(DC)0`$ for any complete irreducible curves $`C`$ with $`SC\mathrm{}`$. Moreover, for a point $`x`$ of $`X`$, we say $`D`$ is nef at $`x`$ if $`D`$ is nef over $`\{x\}`$. Note that
$$\text{}D\text{ is semi-ample at }x\text{}\text{}D\text{ is C-weakly positive at }x\text{}\text{}D\text{ is nef at }x\text{}$$
###### Lemma 1.1.1 ($`\mathrm{char}(k)0`$).
Let $`D`$ be a $``$-divisor on $`X`$, and $`x_1,\mathrm{},x_nX`$. If $`D`$ is semi-ample at $`x_i`$ for each $`i`$, then there is an effective $``$-divisor $`E`$ on $`X`$ such that $`E_{}D`$ and $`x_i\mathrm{Supp}(E)`$ for all $`i`$.
Proof. By our assumption, there is an effective $``$-divisor $`E_i`$ on $`X`$ such that $`E_i_{}D`$ and $`x_i\mathrm{Supp}(E_i)`$. Take a sufficiently large integer $`m`$ such that $`mD,mE_1,\mathrm{},mE_nZ^1(X)`$ and $`mDmE_i`$ for all $`i`$. Thus, there is a section $`s_i`$ of $`H^0(X,𝒪_X(mD))`$ with $`\mathrm{div}(s_i)=mE_i`$. Here since $`x_i\mathrm{Supp}(mE_i)`$ and $`𝒪_X(mD)𝒪_X(mE_i)`$, we can see that $`𝒪_X(mD)`$ is free at each $`x_i`$.
For $`\alpha =(\alpha _1,\mathrm{}\alpha _n)k^n`$, we set $`s_\alpha =\alpha _1s_1+\mathrm{}+\alpha _ns_nH^0(X,𝒪_X(mD))`$. Further, we set $`V_i=\{\alpha k^ns_\alpha (x_i)=0\}`$. Then, $`dimV_i=n1`$ for all $`i`$. Thus, since $`\mathrm{\#}(k)=\mathrm{}`$, there is $`\alpha k^n`$ with $`\alpha V_1\mathrm{}V_r`$, i.e., $`s_\alpha (x_i)0`$ for all $`i`$. Let us consider a divisor $`E=\mathrm{div}(s_\alpha )`$. Then, $`EmD`$ and $`x_i\mathrm{Supp}(E)`$ for all $`i`$. $`\mathrm{}`$
###### Proposition 1.1.2 ($`\mathrm{char}(k)0`$).
Let $`\pi :XY`$ be a surjective, proper and generically finite morphism of normal varieties. Let $`D`$ be a $``$-divisor on $`X`$ and $`S`$ a subset of $`Y`$ such that $`\pi ^1(S)`$ is finite. Then, we have the following.
1. If $`D`$ is semi-ample over $`\pi ^1(S)`$, then $`\pi _{}(D)`$ is semi-ample over $`S`$.
2. If $`D`$ is weakly positive over $`\pi ^1(S)`$, then $`\pi _{}(D)`$ is weakly positive over $`S`$.
Proof. (1) By Lemma 1.1.1, there is an effective divisor $`E`$ on $`X`$ such that $`E_{}D`$ and $`s^{}\mathrm{Supp}(E)`$ for all $`s^{}\pi ^1(S)`$. Then, $`\pi _{}(E)_{}\pi _{}(D)`$ and $`s\pi (\mathrm{Supp}(E))=\mathrm{Supp}(\pi _{}(E))`$ for all $`sS`$.
(2) This is a consequence of (1). $`\mathrm{}`$
###### Proposition 1.1.3 ($`\mathrm{char}(k)0`$).
Let $`\pi :XY`$ be a surjective, proper morphism of normal varieties. We assume that $`Y`$ is $``$-factorial. Let $`D`$ be a $``$-divisor on $`Y`$, and $`S`$ a subset of $`Y`$. Then, we have the following.
1. If $`D`$ is semi-ample over $`S`$, then $`\pi ^{}(D)`$ is semi-ample over $`f^1(S)`$.
2. If $`D`$ is weakly positive over $`S`$, then $`\pi ^{}(D)`$ is C-weakly positive over $`S`$.
Proof. (1) Let $`s^{}`$ be a point in $`\pi ^1(S)`$. Then, there is an effective $``$-divisor $`E`$ on $`Y`$ with $`D_{}E`$ and $`\pi (s^{})\mathrm{Supp}(E)`$. Thus, $`\pi ^{}(D)_{}\pi ^{}(E)`$ and $`s^{}\mathrm{Supp}(\pi ^{}(E))`$. Therefore, $`\pi ^{}(D)`$ is semiample over $`\pi ^1(S)`$.
(2) This is a consequence of (1). $`\mathrm{}`$
###### Lemma 1.1.4 ($`\mathrm{char}(k)0`$).
Let $`X`$ and $`Y`$ be complete varieties, and let $`D`$ and $`E`$ be $``$-Cartier divisors on $`X`$ and $`Y`$ respectively. Let $`p:X\times Y`$ and $`q:X\times YY`$ be the projections to the first factor and the second factor respectively. For $`(x,y)X\times Y`$, $`p^{}(D)+q^{}(E)`$ is nef at $`(x,y)`$ if and only if $`D`$ and $`E`$ are nef at $`x`$ and $`y`$ respectively.
Proof. First we assume that $`p^{}(D)+q^{}(E)`$ is nef at $`(x,y)`$. Let $`C`$ be a complete irreducible curve on $`X`$ with $`xC`$. Then, $`C_y=C\times \{y\}`$ is a complete curve on $`X\times Y`$ with $`(x,y)C_y`$. Moreover, $`(p^{}(D)+q^{}(E)C_y)=(DC)`$. Thus, $`(DC)0`$, which says us that $`D`$ is nef at $`x`$. In the same way, we can see that $`E`$ is nef at $`y`$.
Next we assume that $`D`$ and $`E`$ are nef at $`x`$ and $`y`$ respectively. In order to see that $`p^{}(D)+q^{}(E)`$ is nef at $`(x,y)`$, it is sufficient to check that $`(p^{}(D)C)0`$ and $`(q^{}(E)C)0`$ for any complete irreducible curves $`C`$ on $`X\times Y`$ with $`(x,y)C`$. Here, $`p(C)`$ is either $`\{x\}`$, or a complete irreducible curve passing through $`x`$. Thus, by virtue of the projection formula, $`(p^{}(D)C)0`$. In the same way, $`(q^{}(E)C)0`$. $`\mathrm{}`$
### 1.2. The first Chern class of coherent sheaves
Let $`X`$ be a normal variety, and $`F`$ a coherent $`𝒪_X`$-module on $`X`$. Here we define $`c_1(F)A^1(X)`$ in the following way.
Case 1. $`F`$ is a torsion sheaf. In this case, we set
$$D=\underset{\begin{array}{c}PX,\\ \mathrm{depth}(P)=1\end{array}}{}\mathrm{lenght}(F_P)\overline{\{P\}},$$
where $`\overline{\{P\}}`$ is the Zariski closure of $`\{P\}`$ in $`X`$. Then, $`c_1(F)`$ is defined by the class of $`D`$.
Case 2. $`F`$ is a torsion free sheaf. Let $`r`$ be the rank of $`F`$. Then, $`(^rF)^{}`$ is a reflexive sheaf of rank $`1`$, where <sup>∨∨</sup> means the double dual of sheaves. Thus, we define $`c_1(F)`$ to be the class of $`(^rF)^{}`$.
Case 3. $`F`$ is general. Let $`T`$ be the torsion part of $`F`$. Then, $`c_1(F)=c_1(T)+c_1(F/T)`$.
Note that if $`0F_1F_2F_30`$ is an exact sequence of coherent $`𝒪_X`$-modules, then $`c_1(F_2)=c_1(F_1)+c_1(F_3)`$. Moreover, let $`L`$ be a reflexive sheaf of rank $`1`$ on $`X`$, and $`s`$ a non-zero section of $`L`$. Then
$$c_1(L)=c_1\left(\mathrm{Coker}(𝒪_X\stackrel{\times s}{}L)\right)=\text{the class of }\mathrm{div}(s).$$
###### Proposition 1.2.1 ($`\mathrm{char}(k)0`$).
Let $`X`$ be a normal algebraic variety, $`F`$ a coherent $`𝒪_X`$-module, and $`x`$ a point of $`X`$. If $`F`$ is generated by global sections at $`x`$ and $`F`$ is free at $`x`$, then $`c_1(F)`$ is semi-ample at $`x`$.
Proof. Let $`T`$ be the torsion part of $`F`$. Then, $`c_1(F)=c_1(F/T)+c_1(T)`$. Here since $`F`$ is free at $`x`$, $`c_1(T)`$ is semi-ample at $`x`$. Moreover, it is easy to see that $`F/T`$ is generated by global sections at $`x`$. Therefore, to prove our proposition, we may assume that $`F`$ is a torsion free sheaf.
Let $`r`$ be the rank of $`F`$ and $`\kappa (x)`$ the residue field of $`x`$. Then, by our assumption, there are sections $`s_1,\mathrm{},s_r`$ of $`F`$ such that $`\{s_i(x)\}`$ forms a basis of $`F\kappa (x)`$. Since we can view $`s_i`$ as an injection $`s_i:𝒪_XF`$, $`s=s_1\mathrm{}s_r`$ gives rise to an injection $`s:𝒪_X\left(^rF\right)^{}`$, which is bijective at $`x`$. Thus, $`x\mathrm{div}(s)`$. $`\mathrm{}`$
### 1.3. The discriminant divisor of vector bundles
Let $`f:XY`$ be a proper surjective morphism of algebraic varieties of the relative dimension one, and let $`E`$ be a locally free sheaf on $`X`$. We define the discriminant divisor of $`E`$ with respect to $`f`$ to be
$$\mathrm{dis}_{X/Y}(E)=f_{}\left(2\mathrm{rk}(E)c_2(E)(\mathrm{rk}(E)1)c_1(E)^2\right).$$
###### Lemma 1.3.1 ($`\mathrm{char}(k)0`$).
Let $`f:XY`$ be a flat, surjective and projective morphism of varieties with $`dimf=1`$. Let $`E`$ be a vector bundle of rank $`r`$ on $`X`$. Then, we have the following.
1. $`\mathrm{dis}_{X/Y}(E)`$ is a Cartier divisor.
2. Let $`u:Y^{}Y`$ be a morphism of varieties, and let
$$\begin{array}{ccc}X& \stackrel{u^{}}{}& X\times _YY^{}\\ f& & f^{}& & \\ Y& \stackrel{u}{}& Y^{}\end{array}$$
be the induced diagram of the fiber product. If $`X\times _YY^{}`$ is integral, then $`\mathrm{dis}_{X\times _YY^{}/Y^{}}(u_{}^{}{}_{}{}^{}(E))=u^{}(\mathrm{dis}_{X/Y}(E))`$.
Proof. (1) We set $`F=\text{nd}(E)`$. Let $`p:P=(F)X`$ be the projective bundle of $`F`$, and $`𝒪_P(1)`$ the tautological line bundle on $`P`$. Let $`g:PY`$ be the composition of $`P\stackrel{𝑝}{}X\stackrel{𝑓}{}Y`$. Then, since
$$p_{}(c_1(𝒪_P(1))^{r^2+1})=c_2(F)=(2rc_2(E)(r1)c_1(E)^2),$$
we have $`g_{}(c_1(𝒪_P(1))^{r^2+1})=\mathrm{dis}_{X/Y}(E)`$. Thus, $`\mathrm{dis}_{X/Y}(E)=c_1\left(𝒪_P(1)^{r^2+1}(P/Y)\right)`$, where
$$,\mathrm{},(P/Y):\stackrel{dimg+1}{\stackrel{}{\mathrm{Pic}(P)\times \mathrm{}\times \mathrm{Pic}(P)}}\mathrm{Pic}(Y)$$
is Deligne’s pairing for the flat morphism $`g:PY`$. Therefore, $`\mathrm{dis}_{X/Y}(E)`$ is a Cartier divisor.
(2) This follows from the compatibility of Deligne’s pairing by base changes. $`\mathrm{}`$
###### Remark 1.3.2.
In (2) of Lemma 1.3.1, $`X\times _YY^{}`$ is integral if the generic fiber of $`X\times _YY^{}Y^{}`$ is integral by virtue of \[12, Lemma 4.2\].
### 1.4. The moduli space of $`T`$-pointed stable curves of genus $`g`$
Let $`g`$ be a non-negative integer and $`T`$ a finite set with $`2g2+|T|>0`$, where $`|T|`$ is the number of $`T`$. Recall that $`[n]=\{1,\mathrm{},n\}`$ and $`[0]=\mathrm{}`$. Usually, we use $`[n]`$ as $`T`$. Let $`\overline{M}_{g,T}`$ (resp. $`M_{g,T}`$) denote the moduli space of $`T`$-pointed stable curves (resp. $`T`$-pointed smooth curves) of genus $`g`$, namely, $`\overline{M}_{g,T}`$ (resp. $`M_{g,T}`$) is the moduli space of $`|T|`$-pointed stable curves (resp. $`|T|`$-pointed smooth curves) of genus $`g`$, whose marked points are labeled by the index set $`T`$.
Roughly speaking, the $``$-line bundles $`\lambda `$ and $`\{\psi _t\}_{tT}`$ on $`\overline{M}_{g,T}`$ are defined as follows: Let $`\pi :𝒞\overline{M}_{g,T}`$ be the universal curve of $`\overline{M}_{g,T}`$, and $`s_t:\overline{M}_{g,T}𝒞`$ ($`tT`$) the sections of $`\pi `$ arising from the $`T`$-points of $`\overline{M}_{g,T}`$. Then, $`\lambda =det(\pi _{}(\omega _{𝒞/\overline{M}_{g,T}}))`$ and $`\psi _t=s_t^{}(\omega _{𝒞/\overline{M}_{g,T}})`$ for $`tT`$.
For $`x\overline{M}_{g,T}`$, let denote $`C_x`$ the nodal curve corresponding to $`x`$ (here we forget the $`T`$-points). Let $`S^l(\overline{M}_{g,T})`$ be the set of all irreducible components of the closed set
$$\{x\overline{M}_{g,T}\mathrm{\#}(\mathrm{Sing}(C_x))l\}.$$
Then, every element of $`S^l(\overline{M}_{g,T})`$ is of codimension $`l`$, so that it is called an $`l`$-codimensional stratum of $`\overline{M}_{g,T}`$. Note that $`\overline{M}_{g,T}M_{g,T}`$ is a normal crossing divisor in the sense of orbifolds. Thus the normalization of an element of $`S^l(\overline{M}_{g,T})`$ is $``$-factorial. Moreover, we set
$$\overline{M}_{g,T}^{[l]}=\overline{M}_{g,T}\underset{\mathrm{\Delta }S^{l+1}(\overline{M}_{g,T})}{}\mathrm{\Delta },$$
i.e., $`\overline{M}_{g,T}^{[l]}=\{x\overline{M}_{g,T}\mathrm{\#}(\mathrm{Sing}(C_x))l\}`$. Note that $`\overline{M}_{g,T}^{[0]}=M_{g,T}`$.
To describe the boundary of $`\overline{M}_{g,T}`$, we set
$`\mathrm{{\rm Y}}_{g,T}`$ $`=\{(i,I)i\text{}0ig\text{ and }IT\}\left(\{(0,\mathrm{})\}\{(0,\{t\})\}_{tT}\right),`$
$`\overline{\mathrm{{\rm Y}}}_{g,T}`$ $`=\{\{(i,I),(j,J)\}(i,I),(j,J)\mathrm{{\rm Y}}_{g,T},i+j=g,IJ=\mathrm{},IJ=T\}.`$
Then, the boundary $`\mathrm{\Delta }=\overline{M}_{g,T}M_{g,T}`$ has the following irreducible decomposition:
$$\mathrm{\Delta }=\mathrm{\Delta }_{irr}\underset{\{(i,I),(j,J)\}\overline{\mathrm{{\rm Y}}}_{g,T}}{}\mathrm{\Delta }_{\{(i,I),(j,J)\}}.$$
A general point of $`\mathrm{\Delta }_{irr}`$ represents a $`T`$-pointed irreducible stable curve with one node. A general point of $`\mathrm{\Delta }_{\{(i,I),(j,J)\}}`$ represents a $`T`$-pointed stable curve consisting of an $`I`$-pointed smooth curve of genus $`i`$ and a $`J`$-pointed smooth curve of genus $`j`$ meeting transversally at one point.
Let $`\delta _{irr}`$ and $`\delta _{\{(i,I),(j,J)\}}`$ be the classes of $`\mathrm{\Delta }_{irr}`$ and $`\mathrm{\Delta }_{\{(i,I),(j,J)\}}`$ in $`\mathrm{Pic}(\overline{M}_{g,T})`$ respectively. Strictly speaking, $`\delta _{irr}=c_1(𝒪_{\overline{M}_{g,T}}(\mathrm{\Delta }_{irr}))`$ and
$$\delta _\upsilon =\{\begin{array}{cc}\frac{1}{2}c_1\left(𝒪_{\overline{M}_{g,T}}\left(\mathrm{\Delta }_\upsilon \right)\right)\hfill & \text{if }\upsilon =\{(1,\mathrm{}),(g1,T)\},\hfill \\ & \\ c_1\left(𝒪_{\overline{M}_{g,T}}\left(\mathrm{\Delta }_\upsilon \right)\right)\hfill & \text{otherwise}.\hfill \end{array}$$
In the case where $`T=\mathrm{}`$, we denote $`\delta _{\{(i,\mathrm{}),(j,\mathrm{})\}}`$ by $`\delta _{\{i,j\}}`$ or $`\delta _{\mathrm{min}\{i,j\}}`$, i.e.,
$$\delta _i=\delta _{\{i,gi\}}=\delta _{\{(i,\mathrm{}),(gi,\mathrm{})\}}(i=1,\mathrm{},[g/2])$$
on $`\overline{M}_g`$.
Let $`(Z;\{P_t\}_{tT})`$ be a $`T`$-pointed stable curve of genus $`g`$ over $`k`$. Let $`Q`$ be a node of $`Z`$, and $`Z_Q`$ the partial normalization of $`Z`$ at $`Q`$. Then, the type of $`Q`$ is defined as follows:
1. The case where $`Z_Q`$ is connected. Then, $`Q`$ is of type $`0`$.
2. The case where $`Z_Q`$ is not connected. Let $`Z_1`$ and $`Z_2`$ be two connected components of $`Z_Q`$. Let $`i`$ (resp. $`j`$) be the arithmetic genus of $`Z_1`$ (resp. $`Z_2`$). Let $`I=\{tTP_tZ_1\}`$ and $`J=\{tTP_tZ_2\}`$. Then, we say $`Q`$ is of type $`\{(i,I),(j,J)\}`$.
In the case where $`T=\mathrm{}`$, for simplicity, a node of type $`\{(i,\mathrm{}),(j,\mathrm{})\}`$ is said to be of type $`i`$, where $`ij`$.
Let $`Y`$ be a normal variety, and let $`f:XY`$ be a $`T`$-pointed stable curve of genus $`g`$ over $`Y`$. Let $`Y_0`$ be the maximal open set over which $`f`$ is smooth. Assume that $`Y_0\mathrm{}`$. For $`xX`$, we define $`\mathrm{mult}_x(X)`$ to be $`\mathrm{length}_{𝒪_{X,x}}(\omega _{X/Y}/\mathrm{\Omega }_{X/Y})`$. If $`x`$ is the generic point of a subvariety $`T`$, then we denote $`\mathrm{mult}_x(X)`$ by $`\mathrm{mult}_T(X)`$. If $`x`$ is closed, $`Y`$ is smooth at $`f(x)`$ and $`YY_0`$ is smooth at $`f(x)`$, then $`X`$ is locally given by $`\{xy=t^{\mathrm{mult}_x(X)}\}`$ around $`x`$, where $`t`$ is a defining equation of $`YY_0`$ around $`f(x)`$. Thus, if $`Y`$ is a curve, then the type of singularity at $`x`$ is $`A_{\mathrm{mult}_x(X)1}`$.
Here, for $`\upsilon \overline{\mathrm{{\rm Y}}}_{g,T}`$, let $`S(X/Y)_\upsilon `$ (resp. $`S(X/Y)_{irr}`$) be the set of irreducible components of $`\mathrm{Sing}(f)`$ such that the type of $`s`$ in $`f^1(f(s))`$ for a general $`sS(X/Y)_\upsilon `$ (resp. $`S(X/Y)_{irr}`$) is $`\upsilon `$ (resp. $`0`$). We set
$$\delta _\upsilon (X/Y)=\underset{SS(X/Y)_\upsilon }{}\mathrm{mult}_S(X)f_{}(S)$$
and
$$\delta _{irr}(X/Y)=\underset{SS(X/Y)_{irr}}{}\mathrm{mult}_S(X)f_{}(S).$$
Then, $`\delta _{irr}`$ and $`\delta _\upsilon `$ are normalized to guarantee the following formula:
$$\delta _{irr}(X/Y)=\phi ^{}(\delta _{irr})\text{and}\delta _\upsilon (X/Y)=\phi ^{}(\delta _\upsilon )$$
in $`A^1(Y)`$, where $`\phi :Y\overline{M}_{g,T}`$ is the induced morphism by $`XY`$.
### 1.5. The clutching maps
Here let us consider the clutching maps and their properties.
Let $`\pi :XY`$ be a prestable curve, i.e., $`\pi :XY`$ is a flat and proper morphism such that the geometric fibers of $`\pi `$ are reduced curves with at most ordinary double points. We don’t assume the connectedness of fibers. Let $`s_1,s_2:YX`$ be two non-crossing sections such that $`\pi `$ is smooth at points $`s_1(y)`$ and $`s_2(y)`$ ($`yY`$). Then, by virtue of \[9, Theorem 3.4\], we have the clutching diagram:
Roughly speaking, $`X^{}`$ is a prestable curve over $`Y`$ obtained by identifying $`s_1(Y)`$ with $`s_2(Y)`$, and $`s`$ is a section of $`X^{}Y`$ with $`ps_1=ps_2=s`$. For details, see \[9, Theorem 3.4\].
We assume that $`\pi ^{}:X^{}Y`$ is a $`T`$-pointed stable curve of genus $`g`$, and $`s`$ is one of sections of $`\pi ^{}:X^{}Y`$ arising from $`T`$-points of $`\pi ^{}:X^{}Y`$. Let $`\phi :Y\overline{M}_{g,T}`$ be the induced morphism. Here we set $`\mathrm{\Lambda }=det(R\pi _{}(\omega _{X/Y}))`$, $`\mathrm{\Delta }=det(R\pi _{}(\omega _{X/Y}/\mathrm{\Omega }_{X/Y}))`$ and $`\mathrm{\Psi }=s_1^{}(\omega _{X/Y})s_2^{}(\omega _{X/Y})`$. Then, we have the following.
###### Proposition 1.5.1.
For simplicity, the divisor $`\delta _{irr}`$ on $`\overline{M}_{g,T}`$ is denoted by $`\delta _0`$.
1. $`\phi ^{}(\lambda )=\mathrm{\Lambda }`$ and $`\phi ^{}(\delta )=\mathrm{\Psi }+\mathrm{\Delta }`$, where $`\delta =\delta _0+_{\upsilon \overline{\mathrm{{\rm Y}}}_{g,T}}\delta _\upsilon `$.
2. We assume that $`\pi (\mathrm{Sing}(\pi ))Y`$ and every geometric fiber of $`\pi `$ has one node at most. Let
$$\mathrm{\Delta }=\mathrm{\Delta }_0+\underset{\upsilon \overline{\mathrm{{\rm Y}}}_{g,T}}{}\mathrm{\Delta }_\upsilon $$
be the decomposition such that the node of $`\pi ^1(x)`$ ($`x(\mathrm{\Delta }_t)_{red}`$) gives rise to a node of type $`t`$ in $`\pi _{}^{}{}_{}{}^{1}(x)`$. Moreover, let $`a`$ be the type of $`s(y)`$ in $`\pi _{}^{}{}_{}{}^{1}(y)`$ ($`yY`$). Then,
$$\phi ^{}(\delta _t)=\{\begin{array}{cc}\mathrm{\Psi }+\mathrm{\Delta }_a\hfill & \text{if }t=a\hfill \\ \mathrm{\Delta }_t\hfill & \text{if }ta\hfill \end{array}$$
Proof. (1) Since $`det(R\pi _{}^{}{}_{}{}^{}(\omega _{X^{}/Y}))=det(R\pi _{}(\omega _{X/Y}))`$, the first statement is obvious. Thus, we can see that
$`\phi ^{}(\delta )`$ $`=det(R\pi _{}^{}{}_{}{}^{}(\omega _{X^{}/Y}/\mathrm{\Omega }_{X^{}/Y}))`$
$`=det(R\pi _{}^{}{}_{}{}^{}(\omega _{X^{}/Y}))det(R\pi _{}^{}{}_{}{}^{}(\mathrm{\Omega }_{X^{}/Y}))`$
$`=\mathrm{\Lambda }det(R\pi _{}^{}{}_{}{}^{}(\mathrm{\Omega }_{X^{}/Y})).`$
On the other hand, by \[9, Theorem 3.5\], there is an exact sequence
$$0s^{}(\mathrm{\Psi })\mathrm{\Omega }_{X^{}/Y}p_{}(\mathrm{\Omega }_{X/Y})0.$$
Therefore, we get (1).
(2) This is a consequence of (1). $`\mathrm{}`$
As a corollary, we have the following.
###### Corollary 1.5.2.
1. Let $`a`$ and $`b`$ be non-negative integers, and $`T`$ and $`S`$ non-empty finite sets with $`TS=\mathrm{}`$, $`2a2+|T|>0`$ and $`2b2+|S|>0`$. Let us fix $`sS`$ and $`tT`$, and set $`T^{}=T\{t\}`$ and $`S^{}=S\{s\}`$. Let $`\alpha :\overline{M}_{a,T}\times \overline{M}_{b,B}\overline{M}_{a+b,T^{}S^{}}`$ be the clutching map, and $`p:\overline{M}_{a,T}\times \overline{M}_{b,S}\overline{M}_{a,T}`$ and $`q:\overline{M}_{a,T}\times \overline{M}_{b,S}\overline{M}_{b,S}`$ the projection to the first factor and the projection to the second factor respectively. We set divisors $`D\mathrm{Pic}(\overline{M}_{a+b,T^{}S^{}})`$, $`E\mathrm{Pic}(\overline{M}_{a,T})`$ and $`F\mathrm{Pic}(\overline{M}_{b,S})`$ as follows:
$`D`$ $`=c\lambda +{\displaystyle \underset{lT^{}S^{}}{}}d_l\psi _l+e_{irr}\delta _{irr}+{\displaystyle \underset{\{(i,I),(j,J)\}\overline{\mathrm{{\rm Y}}}_{a+b,T^{}S^{}}}{}}e_{\{(i,I),(j,J)\}}\delta _{\{(i,I),(j,J)\}},`$
$`E`$ $`=c\lambda e_{\{(a,T^{}),(b,S^{})\}}\psi _t+{\displaystyle \underset{lT^{}}{}}d_l\psi _l+e_{irr}\delta _{irr}`$
$`+{\displaystyle \underset{\genfrac{}{}{0pt}{}{\{(i^{},I^{}),(j^{},J^{})\}\overline{\mathrm{{\rm Y}}}_{a,T}}{tJ^{}}}{}}e_{\{(i^{},I^{}),(j^{}+b,J^{}S^{}\{t\})\}}\delta _{\{(i^{},I^{}),(j^{},J^{})\}},`$
$`F`$ $`=c\lambda e_{\{(a,T^{}),(b,S^{})\}}\psi _s+{\displaystyle \underset{lS^{}}{}}d_l\psi _l+e_{irr}\delta _{irr}`$
$`+{\displaystyle \underset{\genfrac{}{}{0pt}{}{\{(i^{\prime \prime },I^{\prime \prime }),(j^{\prime \prime },J^{\prime \prime })\}\overline{\mathrm{{\rm Y}}}_{b,S}}{sJ^{\prime \prime }}}{}}e_{\{(i^{\prime \prime },I^{\prime \prime }),(j^{\prime \prime }+a,J^{\prime \prime }T^{}\{s\})\}}\delta _{\{(i^{\prime \prime },I^{\prime \prime }),(j^{\prime \prime },J^{\prime \prime })\}}.`$
Then $`\alpha ^{}(D)=p^{}(E)+q^{}(F)`$.
2. Let $`g`$ be a non-negative integer and $`T`$ a finite set with $`|T|2`$ and $`2g2+|T|>0`$. Let us fix two elements $`t,t^{}T`$, and set $`T^{}=T\{t,t^{}\}`$. Let $`\beta :\overline{M}_{g,T}\overline{M}_{g+1,T^{}}`$ be the clutching map. We set $`D\mathrm{Pic}(\overline{M}_{g+1,T^{}})`$ and $`E\mathrm{Pic}(\overline{M}_{g,T})`$ as follows:
$`D`$ $`=c\lambda +{\displaystyle \underset{lT^{}}{}}d_l\psi _l+e_{irr}\delta _{irr}+{\displaystyle \underset{\{(i,I),(j,J)\}\overline{\mathrm{{\rm Y}}}_{g+1,T^{}}}{}}e_{\{(i,I),(j,J)\}}\delta _{\{(i,I),(j,J)\}},`$
$`E`$ $`=c\lambda e_{irr}(\psi _t+\psi _t^{})+{\displaystyle \underset{lT^{}}{}}d_l\psi _l+e_{irr}\delta _{irr}+{\displaystyle \underset{\genfrac{}{}{0pt}{}{\{(i^{},I^{}),(j^{},J^{})\}\overline{\mathrm{{\rm Y}}}_{g,T}}{tI^{},t^{}J^{}}}{}}e_{irr}\delta _{\{(i^{},I^{}),(j^{},J^{})\}}`$
$`+{\displaystyle \underset{\genfrac{}{}{0pt}{}{\{(i^{},I^{}),(j^{},J^{})\}\overline{\mathrm{{\rm Y}}}_{g,T}}{t,t^{}J^{}}}{}}e_{\{(i^{},I^{}),(j^{}+1,J^{}\{t,t^{}\})\}}\delta _{\{(i^{},I^{}),(j^{},J^{})\}}.`$
Then $`\beta ^{}(D)=E`$.
Proof. In the following, for $`x\overline{M}_,`$, we denote by $`C_x`$ the corresponding nodal curve to $`x`$.
(1) If $`C_{\alpha (x,y)}`$ has two nodes, then we denote by $`ty(x,y)`$ the type of the node different from the node arising from the clutching map. Then,
$$\begin{array}{c}ty(x,y)=\hfill \\ \hfill \{\begin{array}{cc}\{(i^{},I^{}),(j^{}+b,J^{}S^{}\{t\})\}\hfill & \text{if }x\mathrm{\Delta }_{\{(i^{},I^{}),(j^{},J^{})\}}\overline{M}_{a,T}^{[1]}\text{}yM_{b,S}\text{ and }tJ^{},\hfill \\ \{(i^{\prime \prime },I^{\prime \prime }),(j^{\prime \prime }+a,J^{\prime \prime }T^{}\{s\})\}\hfill & \text{if }xM_{a,T}\text{}y\mathrm{\Delta }_{\{(i^{\prime \prime },I^{\prime \prime }),(j^{\prime \prime },J^{\prime \prime })\}}\overline{M}_{b,S}^{[1]}\text{ and }sJ^{\prime \prime }.\hfill \end{array}\end{array}$$
Thus, we get (1) by the above proposition.
(2) In the same way as above, if $`C_{\beta (x)}`$ has two nodes, then we denote by $`ty^{}(x)`$ the type of the node different from the node arising from the clutching map. Then,
$$ty^{}(x)=\{\begin{array}{cc}0\hfill & \text{if }x\left(\mathrm{\Delta }_{irr}_{tI^{},t^{}J^{}}\mathrm{\Delta }_{\{(i^{},I^{}),(j^{},J^{})\}}\right)\overline{M}_{g,T}^{[1]},\hfill \\ \{(i^{},I^{}),(j^{}+1,J^{}\{t,t^{}\})\}\hfill & \text{if }x\mathrm{\Delta }_{\{(i^{},I^{}),(j^{},J^{})\}}\overline{M}_{g,T}^{[1]}\text{ and }t,t^{}J^{},\hfill \end{array}$$
which implies (2) by the above proposition. $`\mathrm{}`$
## 2. A generalization of relative Bogomolov’s inequality
Let $`f:XY`$ be a projective morphism of quasi-projective varieties of the relative dimension one, and let $`E`$ be a locally free sheaf on $`X`$. Let us fix a point $`yY`$. Assume that $`f`$ is smooth over $`y`$ and $`E|_{f^1(y)}`$ is strongly semistable. In the paper , we proved that $`\mathrm{dis}_{X/Y}(E)`$ is weakly positive at $`y`$ under the assumption that $`Y`$ is smooth. In this section, we generalize it to the case where $`Y`$ is normal.
###### Proposition 2.1 ($`\mathrm{char}(k)0`$).
Let $`X`$ and $`Y`$ be algebraic varieties, and $`f:XY`$ a surjective and projective morphism of $`dimf=d`$. Let $`L`$ and $`A`$ be line bundles on $`X`$. If $`Y`$ is normal, then there are $``$-divisors $`Z_0,\mathrm{},Z_d`$ on $`Y`$ such that
$$c_1\left(Rf_{}(L^nA)\right)_{}\frac{f_{}(c_1(L)^{d+1})}{(d+1)!}n^{d+1}+\underset{i=0}{\overset{d}{}}Z_in^i$$
for all $`n>0`$.
Proof. We set $`Y^0=Y\mathrm{Sing}(Y)`$, $`X^0=f^1(Y^0)`$ and $`f^0=f|_{X^0}`$. Then, we have
$$c_1\left(Rf_{}^0\left((L^nA)|_{X^0}\right)\right)=c_1(Rf_{}(L^nA))|_{Y^0}$$
and
$$f_{}^0\left(c_1\left(L|_{X^0}\right)^{d+1}\right)=f_{}(c_1(L)^{d+1})|_{Y^0}.$$
Thus, by virtue of \[11, Lemma 2.3\], there are $``$-divisors $`Z_0^0,\mathrm{},Z_d^0`$ on $`Y^0`$ such that
$$c_1(Rf_{}(L^nA))|_{Y^0}_{}\frac{f_{}(c_1(L)^{d+1})|_{Y^0}}{(d+1)!}n^{d+1}+\underset{i=0}{\overset{d}{}}Z_i^0n^i$$
for all $`n>0`$. Let $`Z_i`$ be the Zariski closure of $`Z_i^0`$ in $`Y`$. Then, since $`\mathrm{codim}(\mathrm{Sing}(Y))2`$,
$$c_1(Rf_{}(L^nA))_{}\frac{f_{}(c_1(L)^{d+1})}{(d+1)!}n^{d+1}+\underset{i=0}{\overset{d}{}}Z_in^i$$
for all $`n>0`$. $`\mathrm{}`$
###### Theorem 2.2 ($`\mathrm{char}(k)0`$).
Let $`X`$ be a quasi-projective variety, $`Y`$ a normal quasi-projective variety, and $`f:XY`$ a surjective and projective morphism of $`dimf=1`$. Let $`F`$ be a locally free sheaf on $`X`$ with $`f_{}(c_1(F))=0`$, and $`S`$ a finite subset of $`Y`$. We assume that $`f`$ is flat over any points of $`S`$, and that, for all $`sS`$, there are line bundles $`L_{\overline{s}}`$ and $`M_{\overline{s}}`$ on the geometric fiber $`X_{\overline{s}}`$ over $`s`$ such that
$$H^0(X_{\overline{s}},\mathrm{Sym}^m(F_{\overline{s}})L_{\overline{s}})=H^1(X_{\overline{s}},\mathrm{Sym}^m(F_{\overline{s}})M_{\overline{s}})=0$$
for $`m0`$. Then, $`f_{}\left(c_2(F)c_1(F)^2\right)`$ is weakly positive over $`S`$.
Proof. The proof of this theorem is exactly same as \[11, Theorem 2.4\] using Proposition 2.1, Proposition 1.2.1 and \[11, Proposition 2.2\]. For reader’s convenience, we give the sketch of the proof of it.
Let $`A`$ be a very ample line bundle on $`X`$ such that $`A_{\overline{s}}L_{\overline{s}}`$ and $`A_{\overline{s}}M_{\overline{s}}^1`$ are very ample on $`X_{\overline{s}}`$ for all $`sS`$. Then, we can see the following claim in the same way as in \[11, Claim 2.4.1\]
###### Claim 2.2.1.
$`H^0(X_s,\mathrm{Sym}^m(F_s)A_s^1)=H^1(X_s,\mathrm{Sym}^m(F_s)A_s)=0`$ for all $`sS`$ and $`m0`$.
Since $`X`$ is an integral scheme of dimension greater than or equal to $`2`$, and $`X_s`$ ($`sS`$) is a $`1`$-dimensional scheme over $`\kappa (s)`$, there is $`B|A^2|`$ such that $`B`$ is integral, and that $`BX_s`$ is finite for all $`sS`$, i.e., $`B`$ is finite over any points of $`S`$. Let $`\pi :BY`$ be the morphism induced by $`f`$. Let $`H`$ be an ample line bundle on $`Y`$ such that $`\pi _{}(F_B)H`$ and $`\pi _{}(A_B)H`$ are generated by global sections at any points of $`S`$, where $`F_B=F|_B`$ and $`A_B=A|_B`$.
By using Proposition 2.1, there are $``$-divisors $`Z_0,\mathrm{},Z_r`$ on $`Y`$ such that
$$\begin{array}{c}\underset{i0}{}(1)^ic_1\left(R^if_{}\left(\mathrm{Sym}^m(Ff^{}(H))A^1f^{}(H)\right)\right)\hfill \\ \hfill _{}\frac{1}{(r+1)!}f_{}(c_2(F)c_1(F)^2)m^{r+1}+\underset{i=0}{\overset{r}{}}Z_im^i\end{array}$$
in the same way as in the proof of \[11, Theorem 2.4\]. The following claim also can be proved in the same way as in \[11, Claim 2.4.2\].
###### Claim 2.2.2.
If $`m0`$, then we have the following.
1. $`c_1\left(R^if_{}\left(\mathrm{Sym}^m(Ff^{}(H))A^1f^{}(H)\right)\right)=0`$ for all $`i2`$.
2. $`f_{}\left(\mathrm{Sym}^m(Ff^{}(H))A^1f^{}(H)\right)=0`$.
3. $`R^1f_{}\left(\mathrm{Sym}^m(Ff^{}(H))A^1f^{}(H)\right)`$ is free at any points of $`S`$.
4. $`R^1f_{}\left(\mathrm{Sym}^m(Ff^{}(H))Af^{}(H)\right)=0`$ around any points of $`S`$.
By (a) and (b) of Claim 2.2.2,
$$\frac{f_{}(c_2(F)c_1(F)^2)}{(r+1)!}_{}\frac{c_1\left(R^1f_{}\left(\mathrm{Sym}^m(Ff^{}(H))A^1f^{}(H)\right)\right)}{m^{r+1}}+\underset{i=0}{\overset{r}{}}\frac{Z_i}{m^{r+1i}}.$$
Hence, it is sufficient to show that
$$c_1\left(R^1f_{}\left(\mathrm{Sym}^m(Ff^{}(H))A^1f^{}(H)\right)\right)$$
is semi-ample over $`S`$. This can be proved in the same way as in the proof of \[11, Theorem 2.4\] by using \[11, Proposition 2.2\], Claim 2.2.2 and Proposition 1.2.1. $`\mathrm{}`$
Let $`C`$ be a smooth projective curve and $`E`$ a vector bundle on $`C`$. We say $`E`$ is strongly semistable if, for any finite morphisms $`\varphi :C^{}C`$ of smooth projective curves, $`\varphi ^{}(E)`$ is semistable. Note that if $`\mathrm{char}(k)=0`$ and $`E`$ is semistable, then $`E`$ is strongly semistable. As a corollary, we have the following, which can be proved in the exactly same way as \[11, Corollary 2.5\].
###### Corollary 2.3 ($`\mathrm{char}(k)0`$).
Let $`X`$ be a quasi-projective variety, $`Y`$ a normal quasi-projective variety, and $`f:XY`$ a surjective and projective morphism of $`dimf=1`$. Let $`E`$ be a locally free sheaf on $`X`$ and $`S`$ a finite subset of $`Y`$. If, for all $`sS`$, $`f`$ is flat over $`s`$, the geometric fiber $`X_{\overline{s}}`$ over $`s`$ is reduced and Gorenstein, and $`E`$ is strongly semistable on each connected component of the normalization of $`X_{\overline{s}}`$, then $`\mathrm{dis}_{X/Y}(E)`$ is weakly positive over $`S`$.
###### Remark 2.4 ($`\mathrm{char}(k)=0`$).
In , we proved that the divisor
$$(8g+4)\lambda g\delta _{irr}\underset{i=1}{\overset{[g/2]}{}}4i(gi)\delta _i$$
on $`\overline{M}_g`$ is weakly positive over any finite subsets of $`M_g`$. Here we give an alternative proof of this inequality.
Fix a polynomial $`P_g(m)=(6m1)(g1)`$. Let $`H_g\mathrm{Hilb}_{^{5g6}}^{P_g}`$ be a subscheme of all tri-canonically embedded stable curves, $`Z_gH_g\times ^{5g6}`$ the universal tri-canonically embedded stable curves, and $`f_g:Z_gH_g`$ the natural projection. Then, $`G=\mathrm{PGL}(5g5)`$ acts on $`Z_g`$ and $`H_g`$, and $`f_g`$ is a $`G`$-morphism. Let $`\varphi :H_g\overline{M}_g`$ be the natural morphism of the geometric quotient. Then, by Seshadri’s theorem \[13, Theorem 6.1\], there is a finite morphism $`h:Y\overline{M}_g`$ of normal varieties with the following properties. Let $`W_g`$ be the normalization of $`H_g\times _{\overline{M}_g}Y`$, and let $`\pi :W_gH_g`$ and $`\varphi ^{}:W_gY`$ be the induced morphisms by the projections of $`H_g\times _{\overline{M}_g}YH_g`$ and $`H_g\times _{\overline{M}_g}YY`$ respectively. Then, we have the following.
1. $`G`$ acts on $`W_g`$, and $`\pi `$ is a $`G`$-morphism.
2. $`\varphi ^{}:W_gY`$ is a principal $`G`$-bundle.
Thus, $`f_g^{}:U_g=Z_g\times _{H_g}W_gW_g`$ is a stable curve, $`G`$ acts on $`U_g`$ and $`f_g^{}`$ is a $`G`$-morphism. Since $`\varphi ^{}:W_gY`$ is a principal $`G`$-bundle, we can easily see that $`U_g`$ is also a principal $`G`$-bundle and the geometric quotient $`X=U_g/G`$ gives rise to a stable curve $`f:XY`$ over $`Y`$. Moreover, $`U_g=W_g\times _YX`$. Then, we have the following commutative diagram:
Let $`\mathrm{\Delta }`$ be the minimal closed subset of $`H_g`$ such that $`f_g`$ is not smooth over a point of $`\mathrm{\Delta }`$. Then, by \[2, Theorem (1.6) and Corollary (1.9)\], $`Z_g`$ and $`H_g`$ are quasi-projective and smooth, and $`\mathrm{\Delta }`$ is a divisor with only normal crossings. Let $`\mathrm{\Delta }=\mathrm{\Delta }_{irr}\mathrm{\Delta }_1\mathrm{}\mathrm{\Delta }_{[g/2]}`$ be the irreducible decomposition of $`\mathrm{\Delta }`$ such that, if $`x\mathrm{\Delta }_i\mathrm{Sing}(\mathrm{\Delta })`$ (resp. $`x\mathrm{\Delta }_{irr}\mathrm{Sing}(\mathrm{\Delta })`$), then $`f_g^1(x)`$ is a stable curve with one node of type $`i`$ (resp. irreducible stable curve with one node).
Form now on, we consider everything over $`\overline{M}_g^{[1]}`$. (Recall that $`\overline{M}_g^{[1]}`$ is the set of stable curves with one node at most.) In the following, the superscript “0” means the objects over $`\overline{M}_g^{[1]}`$.
In \[10, §3\], we constructed a locally sheaf $`F`$ on $`Z_g^0`$ with the following properties.
1. $`F`$ is invariant by the action of $`G`$.
2. For each $`yH_g^0(\mathrm{\Delta }_1\mathrm{}\mathrm{\Delta }_{[g/2]})`$, $`F|_{f_g^1(y)}=\mathrm{Ker}\left(H^0(\omega _{f_g^1(y)})𝒪_{f_g^1(y)}\omega _{f_g^1(y)}\right)`$, which is semistable on $`f_g^1(y)`$.
3. $`\mathrm{dis}_{Z_g^0/H_g^0}(F)=(8g+4)det(\pi _{}(\omega _{Z_g^0/H_g^0}))g\mathrm{\Delta }_{irr}^0_{i=1}^{\left[\frac{g}{2}\right]}4i(gi)\mathrm{\Delta }_i^0`$.
Then, $`\pi _{}^{}{}_{}{}^{}(F)`$ is a $`G`$-invariant locally free sheaf on $`U_g^0`$, so that $`\pi _{}^{}{}_{}{}^{}(F)`$ can be descended to $`X^0`$ because $`U_gX`$ is a principal $`G`$-bundle. Namely, there is a locally free sheaf $`F^{}`$ on $`X^0`$ such that $`\varphi _{}^{\prime \prime }{}_{}{}^{}(F^{})=\pi _{}^{}{}_{}{}^{}(F)`$. Therefore, by Lemma 1.3.1, $`\varphi _{}^{}{}_{}{}^{}(\mathrm{dis}_{X^0/Y^0}(F^{}))=\pi ^{}(\mathrm{dis}_{Z_g^0/H_g^0}(F))`$. On the other hand, if we set
$$D=(8g+4)\lambda g\delta _{irr}\underset{i=1}{\overset{\left[\frac{g}{2}\right]}{}}4i(gi)\delta _i,$$
then $`\varphi ^{}(D^0)=\mathrm{dis}_{Z_g^0/H_g^0}(F)`$. Therefore, we get $`\varphi _{}^{}{}_{}{}^{}(h^{}(D^0))=\varphi _{}^{}{}_{}{}^{}(\mathrm{dis}_{X^0/Y^0}(F^{}))`$, which implies that $`h^{}(D^0)=\mathrm{dis}_{X^0/Y^0}(F^{})`$ because $`\mathrm{Pic}(W_g)^G=\mathrm{Pic}(Y)`$. Moreover, by Corollary 2.3, $`\mathrm{dis}_{X^0/Y^0}(F^{})`$ is weakly positive over any finite subsets of $`h^1(M_g)`$. Thus, $`h_{}(\mathrm{dis}_{X^0/Y^0}(F^{}))=\mathrm{deg}(h)D^0`$ is weakly positive over any finite subsets of $`M_g`$ by (2) of Proposition 1.1.2. Hence, $`D`$ is weakly positive over any finite subsets of of $`M_g`$ because $`\mathrm{codim}(\overline{M}_g\overline{M}_g^{[1]})2`$.
## 3. A certain kind of hyperelliptic fibrations
We say $`f:XY`$ is a hyperelliptic fibered surface of genus $`g`$ if $`X`$ is a smooth projective surface, $`Y`$ is a smooth projective curve, the generic fiber of $`f`$ is a smooth hyperelliptic curve of genus $`g`$, and there is no $`(1)`$-curve along each fiber of $`f`$. Since $`f`$ is minimal, the hyperelliptic involution of the generic fiber extends to an automorphism of $`X`$ over $`Y`$. We denote this automorphism by $`j`$. Clearly, the order of $`j`$ is $`2`$, namely, $`j\mathrm{id}_X`$ and $`j^2=\mathrm{id}_X`$.
The purpose of this section is to show the existence of a special kind of hyperelliptic fibered surfaces as described in the following propositions.
###### Proposition 3.1 ($`\mathrm{char}(k)=0`$).
For fixed integers $`g`$ and $`i`$ with $`g2`$ and $`0ig1`$, there is a hyperelliptic fibered surface $`f:XY`$ of genus $`g`$, and a section $`\mathrm{\Gamma }`$ of $`f`$ such that
1. $`\mathrm{Sing}(f)\mathrm{}`$, $`j(\mathrm{\Gamma })=\mathrm{\Gamma }`$,
2. every singular fiber of $`f`$ is a stable curve consisting a smooth projective curve of genus $`i`$ and a smooth projective curve of genus $`gi`$ meeting transversally at one point, and that
3. $`\mathrm{\Gamma }`$ intersects with the component of genus $`gi`$ on every singular fiber.
###### Proposition 3.2 ($`\mathrm{char}(k)=0`$).
For fixed integers $`g`$ and $`i`$ with $`g2`$ and $`0ig`$, there is a hyperelliptic fibered surface $`f:XY`$ of genus $`g`$, and a section $`\mathrm{\Gamma }`$ of $`f`$ such that
1. $`\mathrm{Sing}(f)\mathrm{}`$, $`j(\mathrm{\Gamma })\mathrm{\Gamma }=\mathrm{}`$,
2. every singular fiber of $`f`$ is a stable curve consisting a smooth projective curve of genus $`i`$ and a smooth projective curve of genus $`gi`$ meeting transversally at one point, and that
3. $`\mathrm{\Gamma }`$ intersects with the component of genus $`gi`$ on every singular fiber.
###### Proposition 3.3 ($`\mathrm{char}(k)=0`$).
For fixed integers $`g`$ and $`i`$ with $`g2`$ and $`0ig1`$, there is a hyperelliptic fibered surface $`f:XY`$ of genus $`g`$, and a section $`\mathrm{\Gamma }`$ of $`f`$ such that
1. $`\mathrm{Sing}(f)\mathrm{}`$, $`j(\mathrm{\Gamma })=\mathrm{\Gamma }`$,
2. every singular fiber of $`f`$ is a semi-stable curve consisting a smooth projective curve of genus $`i`$ and a smooth projective curve of genus $`gi1`$ meeting transversally at two points, and that
3. $`\mathrm{\Gamma }`$ intersects with the component of genus $`gi1`$ on every singular fiber.
###### Proposition 3.4 ($`\mathrm{char}(k)=0`$).
For fixed integers $`g`$ and $`i`$ with $`g2`$ and $`0ig1`$, there is a hyperelliptic fibered surface $`f:XY`$ of genus $`g`$, and a section $`\mathrm{\Gamma }`$ of $`f`$ such that
1. $`\mathrm{Sing}(f)\mathrm{}`$, $`j(\mathrm{\Gamma })\mathrm{\Gamma }=\mathrm{}`$,
2. every singular fiber of $`f`$ is a semi-stable curve consisting a smooth projective curve of genus $`i`$ and a smooth projective curve of genus $`gi1`$ meeting transversally at two points, and that
3. $`\mathrm{\Gamma }`$ intersects with the component of genus $`gi1`$ on every singular fiber.
###### Proposition 3.5 ($`\mathrm{char}(k)=0`$).
For fixed integers $`g`$ and $`i`$ with $`g2`$ and $`1ig1`$, there is a hyperelliptic fibered surface $`f:XY`$ of genus $`g`$, and non-crossing sections $`\mathrm{\Gamma }_1`$ and $`\mathrm{\Gamma }_2`$ of $`f`$ such that
1. $`\mathrm{Sing}(f)\mathrm{}`$, $`j(\mathrm{\Gamma }_1)=\mathrm{\Gamma }_1`$, $`j(\mathrm{\Gamma }_2)=\mathrm{\Gamma }_2`$,
2. every singular fiber of $`f`$ is a stable curve consisting a smooth projective curve of genus $`i`$ and a smooth projective curve of genus $`gi`$ meeting transversally at one point,
3. $`\mathrm{\Gamma }_1`$ and $`\mathrm{\Gamma }_2`$ gives rise to a $`2`$-pointed stable curve $`(f:XY,\mathrm{\Gamma }_1,\mathrm{\Gamma }_2)`$, and that
4. the type of $`x`$ in $`f^1(f(x))`$ as $`2`$-pointed stable curve is $`\{(i,\{1\}),(gi,\{2\})\}`$ for all $`x\mathrm{Sing}(f)`$.
Let us begin with the following lemma.
###### Lemma 3.6 ($`\mathrm{char}(k)=0`$).
For non-negative integers $`a_1`$ and $`a_2`$, there are a morphism $`f_1:X_1Y_1`$ of smooth projective varieties, an effective divisor $`D_1`$ on $`X_1`$, a line bundle $`L_1`$ on $`X_1`$, a line bundle $`M_1`$ on $`Y_1`$, and non-crossing sections $`\mathrm{\Gamma }_1`$ and $`\mathrm{\Gamma }_2`$ of $`f_1:X_1Y_1`$ with the following properties.
1. $`dimX_1=2`$ and $`dimY_1=1`$.
2. Let $`\mathrm{\Sigma }_1`$ be the set of all critical values of $`f_1`$, i.e., $`P\mathrm{\Sigma }_1`$ if and only if $`f_1^1(P)`$ is a singular variety. Then, for any $`PY_1\mathrm{\Sigma }_1`$, $`f_1^1(P)`$ is a smooth rational curve.
3. $`\mathrm{\Sigma }_1\mathrm{}`$, and for any $`P\mathrm{\Sigma }_1`$, $`f_1^1(P)`$ is a reduced curve consisting of two smooth rational curves $`E_P^1`$ and $`E_P^2`$ joined at one point transversally.
4. $`D_1`$ is smooth and $`f_1|_{D_1}:D_1Y_1`$ is etale.
5. $`(E_P^1D_1)=a_1+1`$ and $`(E_P^2D_1)=a_2+1`$ for any $`P\mathrm{\Sigma }_1`$. Moreover, $`D_1`$ does not pass through $`E_P^1E_P^2`$.
6. There is a map $`\sigma :\mathrm{\Sigma }_1\{1,2\}`$ such that
$$D_1\left|L_1^{a_1+a_2+2}f_1^{}(M_1)𝒪_{X_1}\left(\underset{P\mathrm{\Sigma }_1}{}(a_{\sigma (P)}+1)E_P^{\sigma (P)}\right)\right|.$$
7. $`\mathrm{deg}(M_1)`$ is divisible by $`(a_1+1)(a_2+1)`$.
8. $$\mathrm{\Gamma }_1\left|L_1𝒪_{X_1}\left(\underset{\genfrac{}{}{0pt}{}{P\mathrm{\Sigma }_1}{\sigma (P)=1}}{}E_P^1\right)\right|\text{and}\mathrm{\Gamma }_2\left|L_1𝒪_{X_1}\left(\underset{\genfrac{}{}{0pt}{}{P\mathrm{\Sigma }_1}{\sigma (P)=2}}{}E_P^2\right)\right|.$$
Moreover,
$$(D_1\mathrm{\Gamma }_1)=(D_1\mathrm{\Gamma }_2)=0\text{and}(E_P^i\mathrm{\Gamma }_j)=\{\begin{array}{cc}0\hfill & \text{if }ij,\hfill \\ 1\hfill & \text{if }i=j.\hfill \end{array}$$
Proof. We can prove this lemma in the exactly same way as in \[11, Lemma A.1\] with a slight effort. We use the notation in \[11, Lemma A.1\]. Let $`F_1`$ and $`F_2`$ be curves in $`_{(X,Y)}^1\times _{(S,T)}^1`$ defined by $`\{X=0\}`$ and $`\{X=Y\}`$ respectively. Note that $`F_1=p^1((0:1))`$, $`F_2=p^1((1:1))`$, $`D^{\prime \prime }=p^1((1:0))`$, $`(D^{}F_1)=(D^{}F_2)=1`$, $`D^{}F_1=\{Q_1\}`$ and $`D^{}F_2=\{Q_2\}`$. Then, since $`u_1^{}(F_1)=p_1^1((0:1))`$ and $`u_1^{}(F_2)=p_1^1((1:1))`$, in \[11, Claim A.1.3\], we can see that each tangent of $`u_1^{}(D)`$ at $`Q_{i,j}`$ ($`i=1,2`$) is different from $`u_1^{}(F_i)`$.
Let $`\overline{\mathrm{\Gamma }}_i`$ be the strict transform of $`u_1^{}(F_i)`$ by $`\mu _1:Z_1_{(X,Y)}^1\times Y`$. Then,
$$\overline{\mathrm{\Gamma }}_i\left|\mu _1^{}(p_1^{}(𝒪_^1(1)))𝒪_{Z_1}\left(\underset{j}{}E_{i,j}\right)\right|.$$
Thus, if we set $`\mathrm{\Gamma }_i=(\nu _1)_{}(\overline{\mathrm{\Gamma }}_i)`$, then we get our lemma. $`\mathrm{}`$
In the following proofs, we use the notation in \[11, Proposition A.2 and Proposition A.3\].
The proof of Proposition 3.1: We apply Lemma 3.6 to the case where $`a_1=2i`$ and $`a_2=2g2i1`$. We replace $`D_2`$ by $`D_2+\mathrm{\Gamma }_2`$ and $`a_2`$ by $`a_2+1`$. Then, (4), (5) and (6) hold for the new $`D_2`$ and $`a_2`$. Thus, we can construct $`f:XY`$ in exactly same way as in \[11, Proposition A.2\]. Since $`u_2^{}(\mathrm{\Gamma }_2)`$ is the ramification locus of $`\mu _3`$, $`\overline{\mathrm{\Gamma }}=h^{}(u_2^{}(\mathrm{\Gamma }_2))_{red}`$ is a section of $`f_3`$. Thus, if we set $`\mathrm{\Gamma }=\nu _3(\overline{\mathrm{\Gamma }})`$, then we have our desired example.
The proof of Proposition 3.2: Applying Lemma 3.6 to the case where $`a_1=2i`$ and $`a_2=2g2i`$, we can construct $`f:XY`$ in exactly same way as in \[11, Proposition A.2\]. Here let us consider $`u_2^{}(\mathrm{\Gamma }_2)`$. Then, $`u_2^{}(\mathrm{\Gamma }_2)`$ is a section of $`f_2`$ such that $`u_2^{}(\mathrm{\Gamma }_2)(D_2+B)=\mathrm{}`$, $`(u_2^{}(\mathrm{\Gamma }_2)\overline{E}_Q^1)=0`$ and $`(u_2^{}(\mathrm{\Gamma }_2)\overline{E}_Q^2)=1`$ for all $`Q\mathrm{\Sigma }_2`$. Here we set $`\mathrm{\Gamma }^{}=\nu _3(\mu _3^{}(u_2^{}(\mathrm{\Gamma }_2)))`$. Then, since $`\mu _3^{}(u_2^{}(\mathrm{\Gamma }_2))`$ does not intersect with the ramification locus of $`\mu _3`$, $`\mathrm{\Gamma }^{}`$ is etale over $`Y`$. Moreover, we can see $`(\mathrm{\Gamma }^{}C_Q^1)=0`$ and $`(\mathrm{\Gamma }^{}C_Q^2)=2`$ for all $`Q\mathrm{\Sigma }_2`$. If $`\mathrm{\Gamma }^{}`$ is not irreducible, then we choose $`\mathrm{\Gamma }`$ as one of irreducible component of $`\mathrm{\Gamma }^{}`$. If $`\mathrm{\Gamma }^{}`$ is irreducible, then we consider $`X\times _Y\mathrm{\Gamma }\mathrm{\Gamma }`$ and the natural section of $`X\times _Y\mathrm{\Gamma }\mathrm{\Gamma }`$. Then we get our desired example.
The proof of Proposition 3.3: We apply Lemma 3.6 to the case where $`a_1=2i+1`$ and $`a_2=2g2i2`$. We replace $`D_2`$ by $`D_2+\mathrm{\Gamma }_2`$ and $`a_2`$ by $`a_2+1`$. Then, (4), (5) and (6) hold for the new $`D_2`$ and $`a_2`$. Note that $`\mathrm{deg}(M_1)`$ is even. Thus, we can get a double covering $`\mu :XX_1`$ in exactly same way as in \[11, Proposition A.3\]. Let $`f:XY_1`$ be the induced morphism, and $`\mathrm{\Gamma }=\mu ^{}(\mathrm{\Gamma }_2)_{red}`$. Then, we have our desired example.
The proof of Proposition 3.4: Applying Lemma 3.6 to the case where $`a_1=2i+1`$ and $`a_2=2g2i1`$, we can get a double covering $`\mu :XX_1`$ in exactly same way as in \[11, Proposition A.3\]. Let $`f:XY_1`$ be the induced morphism and $`\mathrm{\Gamma }^{}=\mu ^{}(\mathrm{\Gamma }_2)`$. Then, $`\mathrm{\Gamma }^{}`$ is etale over $`Y_1`$. If $`\mathrm{\Gamma }^{}`$ is not irreducible, then we choose $`\mathrm{\Gamma }`$ as one of irreducible component of $`\mathrm{\Gamma }^{}`$. If $`\mathrm{\Gamma }^{}`$ is irreducible, then we consider $`X\times _{Y_1}\mathrm{\Gamma }\mathrm{\Gamma }`$ and the natural section of $`X\times _{Y_1}\mathrm{\Gamma }\mathrm{\Gamma }`$. Then we get our desired example.
The proof of Proposition 3.5: We apply Lemma 3.6 to the case where $`a_1=2i1`$ and $`a_2=2g2i1`$. We replace $`D_1`$ by $`D_1+\mathrm{\Gamma }_1`$, $`D_2`$ by $`D_2+\mathrm{\Gamma }_2`$, $`a_1`$ by $`a_1+1`$, and $`a_2`$ by $`a_2+1`$. Then, (4), (5) and (6) hold for the new $`D_1`$, $`D_2`$, $`a_1`$ and $`a_2`$. Thus, we can construct $`f:XY`$ in exactly same way as in \[11, Proposition A.2\]. Since $`u_2^{}(\mathrm{\Gamma }_1)`$ and $`u_2^{}(\mathrm{\Gamma }_2)`$ are the ramification locus of $`\mu _3`$, $`\overline{\mathrm{\Gamma }}_1=h^{}(u_2^{}(\mathrm{\Gamma }_1))_{red}`$ and $`\overline{\mathrm{\Gamma }}_2=h^{}(u_2^{}(\mathrm{\Gamma }_2))_{red}`$ are sections of $`f_3`$. Thus, if we set $`\mathrm{\Gamma }_1=\nu _3(\overline{\mathrm{\Gamma }}_1)`$ and $`\mathrm{\Gamma }_2=\nu _3(\overline{\mathrm{\Gamma }}_2)`$, then we have our desired example.
Finally, let us consider the following two lemmas, which will be used in the later section.
###### Lemma 3.7 ($`\mathrm{char}(k)0`$).
Let $`X`$ be a smooth projective surface and $`Y`$ a smooth projective curve. Let $`f:XY`$ be a surjective morphism with connected fibers, and let $`L`$ be a line bundle on $`X`$. If $`L|_{X_\eta }`$ gives rise to a torsion element of $`\mathrm{Pic}(X_\eta )`$ on the generic fiber $`X_\eta `$ of $`f`$ and $`\mathrm{deg}(L|_F)=0`$ for every irreducible component $`F`$ of fibers, then we have $`(L^2)=0`$.
Proof. Replacing $`L`$ by $`L^n`$ ($`n0`$), we may assume that $`L|_{X_\eta }𝒪_{X_\eta }`$. Thus, $`f_{}(L)`$ is a line bundle on $`Y`$, and the natural homomorphism $`f^{}f_{}(L)L`$ is injective. Hence, there is an effective divisor $`E`$ on $`X`$ such that $`f^{}f_{}(L)𝒪_X(E)L`$. Since $`f^{}f_{}(L)L`$ is surjective on the generic fiber, $`E`$ is a vertical divisor. Moreover, $`(EF)=0`$ for every irreducible component $`F`$ of fibers. Therefore, by Zariski’s lemma, $`(E^2)=0`$. Hence, $`(L^2)=(E^2)=0`$. $`\mathrm{}`$
###### Lemma 3.8 ($`\mathrm{char}(k)0`$).
Let $`C`$ be a smooth projective curve of genus $`g2`$. Let $`\vartheta `$ be a line bundle on $`C`$ with $`\vartheta ^2=\omega _C`$. Let $`\mathrm{\Delta }`$ be the diagonal of $`C\times C`$, and $`p:C\times CC`$ and $`q:C\times CC`$ the projection to the first factor and the projection to the second factor respectively. Then, $`p^{}(\vartheta ^n)q^{}(\vartheta ^n)𝒪_{C\times C}((n1)\mathrm{\Delta })`$ is generated by global sections for all $`n3`$.
Proof. Since $`p^{}(\vartheta ^n)q^{}(\vartheta ^n)`$ is generated by global sections, the base locus of $`p^{}(\vartheta ^n)q^{}(\vartheta ^n)𝒪_{C\times C}((n1)\mathrm{\Delta })`$ is contained in $`\mathrm{\Delta }`$. Moreover,
$$p^{}(\vartheta ^n)q^{}(\vartheta ^n)𝒪_{C\times C}((n1)\mathrm{\Delta })|_\mathrm{\Delta }\omega _C.$$
Thus, it is sufficient to see that
$$H^0(p^{}(\vartheta ^n)q^{}(\vartheta ^n)𝒪_{C\times C}((n1)\mathrm{\Delta }))H^0(p^{}(\vartheta ^n)q^{}(\vartheta ^n)𝒪_{C\times C}((n1)\mathrm{\Delta })|_\mathrm{\Delta })$$
is surjective.
We define $`L_{n,i}`$ to be
$$L_{n,i}=p^{}(\vartheta ^n)q^{}(\vartheta ^n)𝒪_{C\times C}(i\mathrm{\Delta }).$$
Then, it suffices to check $`H^1(L_{n,n2})=0`$ for the above assertion. By induction on $`i`$, we will see that $`H^1(L_{n,i})=0`$ for $`0in2`$.
First of all, note that $`H^1(\vartheta ^n)=0`$ for $`n3`$. Thus,
$$H^1(p^{}(\vartheta ^n)q^{}(\vartheta ^n))=H^1(p_{}(p^{}(\vartheta ^n)q^{}(\vartheta ^n)))=H^1(\vartheta ^n)H^1(\vartheta ^n)=0.$$
Moreover, let us consider the exact sequence
$$0L_{n,i1}L_{n,i}L_{n,i}|_\mathrm{\Delta }0.$$
Here since $`L_{n,i}|_\mathrm{\Delta }\omega _C^{ni}`$, $`H^1(L_{n,i}|_\mathrm{\Delta })=0`$ if $`in2`$. Thus, by the hypothesis of induction, we can see $`H^1(L_{n,i})=0`$. $`\mathrm{}`$
## 4. Slope inequalities on $`\overline{M}_{g,T}`$
Let $`g`$ be a non-negative integer and $`T`$ a finite set with $`2g2+|T|>0`$. Recall that
$`\mathrm{{\rm Y}}_{g,T}`$ $`=\{(i,I)i\text{}0ig\text{ and }IT\}\left(\{(0,\mathrm{})\}\{(0,\{t\})\}_{tT}\right),`$
$`\overline{\mathrm{{\rm Y}}}_{g,T}`$ $`=\{\{(i,I),(j,J)\}(i,I),(j,J)\mathrm{{\rm Y}}_{g,T},i+j=g,IJ=\mathrm{},IJ=T\}.`$
For a subset $`L`$ of $`T`$, let us introduce a function $`\gamma _L:\mathrm{{\rm Y}}_{g,T}\times \mathrm{{\rm Y}}_{g,T}`$ given by
$$\gamma _L((i,I),(j,J))=\left(det\left(\begin{array}{cc}i& |LI|\\ j& |LJ|\end{array}\right)+|LI|\right)\left(det\left(\begin{array}{cc}i& |LI|\\ j& |LJ|\end{array}\right)|LJ|\right).$$
Note that $`\gamma _L((i,I),(j,J))=\gamma _L((j,J),(i,I))`$, so that $`\gamma _L`$ gives rise to a function on $`\overline{\mathrm{{\rm Y}}}_{g,T}`$. Further, a $``$-divisor $`\theta _L`$ on $`\overline{M}_{g,T}`$ is defined to be
$$\theta _L=4(g1+|L|)(g1)\underset{tL}{}\psi _t12|L|^2\lambda +|L|^2\delta _{irr}\underset{\upsilon \overline{\mathrm{{\rm Y}}}_{g,T}}{}4\gamma _L(\upsilon )\delta _\upsilon .$$
Then, we have the following.
###### Theorem 4.1 ($`\mathrm{char}(k)0`$).
For any subset $`L`$ of $`T`$, the divisor $`\theta _L`$ is weakly positive over any finite subsets of $`M_{g,T}`$.
Proof. Clearly, we may assume $`T=[n]`$ for some non-negative integer $`n`$. Let us take an $`n`$-pointed stable curve $`f:XY`$ such that the induced morphism $`h:Y\overline{M}_{g,[n]}`$ is a finite and surjective morphism of normal varieties. Let $`Y_0`$ be the maximal Zariski open set of $`Y`$ over which $`f`$ is smooth. Let $`YY_0=B_1\mathrm{}B_s`$ be the irreducible decomposition of $`YY_0`$. By using \[3, Lemma 3.2\], we can take a Zariski open set $`Y_1`$ with the following properties.
1. $`\mathrm{codim}(YY_1)2`$ and $`Y_0Y_1`$.
2. $`Y_1`$ is smooth at any points of $`Y_1(YY_0)`$.
3. $`f:\mathrm{Sing}(f)f^1(Y_1)f(\mathrm{Sing}(f))Y_1`$ is an isomorphism, so that for all $`yY_1`$, the number of nodes of $`f^1(y)`$ is one at most.
4. There is a projective birational morphism $`\varphi :Z_1X_1=f^1(Y_1)`$ such that if we set $`f_1=f\varphi `$, then $`Z_1`$ is smooth at any points of $`\mathrm{Sing}(f_1)f_1^1(YY_0)`$ and $`f_1:Z_1Y_1`$ is an $`n`$-pointed semi-stable curve. Moreover, $`\varphi `$ is an isomorphism over $`X_1\mathrm{Sing}(f)`$.
5. For each $`l=1,\mathrm{},s`$, there is a $`t_l`$ such that $`\mathrm{mult}_x(X)=t_l+1`$ for all $`x\mathrm{Sing}(f)`$ with $`f(x)B_lY_1`$.
Let $`K_0`$ be a subset of $`\{1,\mathrm{},s\}`$ such that $`f^1(x)`$ is irreducible for all $`xB_lY_1`$, and let $`K_1=\{1,\mathrm{},s\}K_0`$. For each $`lK_1`$, there is a $`(g_l,I_l),(h_l,J_l)\mathrm{{\rm Y}}_{g,[n]}`$ such that the type of $`x`$ is $`\{(g_l,I_l),(h_l,J_l)\}`$ for all $`x\mathrm{Sing}(f)`$ with $`f(x)B_lY_1`$. From now on, by abuse of notation, we denote $`B_lY_1`$ by $`B_l`$. For $`lK_1`$, $`f_1^1(B_l)`$ has two essential components $`T_l^1`$ and $`T_l^2`$, and the components of $`(2)`$-curves $`E_1,\mathrm{},E_{t_l}`$ such that $`T_l^1B_l`$ is an $`I_l`$-pointed smooth curve of genus $`g_l`$ and $`T_l^2B_l`$ is a $`J_l`$-pointed smooth curve of genus $`h_l`$. Moreover, the numbering of $`E_1,\mathrm{},E_{t_l}`$ is arranged as the following figure:
Let $`\mathrm{\Gamma }_1,\mathrm{},\mathrm{\Gamma }_n`$ be the sections of the $`n`$-pointed stable curve of $`f:XY`$. By abuse of notation, the lifting of $`\mathrm{\Gamma }_a`$ to $`Z_1`$ is also denoted by $`\mathrm{\Gamma }_a`$. Here we consider a line bundle $`L`$ on $`Z_1`$ given by
$$L=\omega _{Z_1/Y_1}^{|L|}𝒪_{Z_1}\left((2g2)\underset{aL}{}\mathrm{\Gamma }_a+\underset{lK_1}{}\left(|L|(2g_l1)(2g2)|LI_l|\right)\stackrel{~}{T}_l^1\right),$$
where
$$\stackrel{~}{T}_l^1=(t_l+1)T_l^1+\underset{a=1}{\overset{t_l}{}}(t_l+1a)E_a.$$
We set $`E=𝒪_{X_1}L`$. Then, $`\mathrm{dis}_{X_1/Y_1}(E)=(f_1)_{}(c_1(L)^2)`$. Here, we know the following formulae:
$$\{\begin{array}{cc}f_{}(c_1(\omega _{Z_1/Y_1})\stackrel{~}{T}_l^1)=(t_l+1)(2g_l1)B_l,\hfill & \\ f_{}(\stackrel{~}{T}_l^1\stackrel{~}{T}_l^{}^1)=\{\begin{array}{cc}0\hfill & \text{if }ll^{},\hfill \\ (t_l+1)B_l\hfill & \text{if }l=l^{},\hfill \end{array}\hfill & \\ f_{}(_{aL}\mathrm{\Gamma }_a\stackrel{~}{T}_l^1)=(t_l+1)|LI_l|B_l,\hfill & \\ f_{}(c_1(\omega _{Z_1/Y_1})\mathrm{\Gamma }_a)=f_{}(\mathrm{\Gamma }_a\mathrm{\Gamma }_a),\text{(adjunction formula)}\hfill & \\ 12det(f_{}(\omega _{Z_1/Y_1}))_{l=1}^s(t_l+1)B_l=f_{}(c_1(\omega _{Z_1/Y_1})^2)\text{(Noether’s formula)}.\hfill & \end{array}$$
Thus, we can see that
$$\begin{array}{c}\mathrm{dis}_{Z_1/Y_1}(E)=4(g1+|L|)(g1)f_{}\left(c_1(\omega _{Z_1/Y_1})\underset{aL}{}\mathrm{\Gamma }_a\right)12|L|^2det(f_{}(\omega _{Z_1/Y_1}))\hfill \\ \hfill +\underset{lK_0}{}|L|^2(t_l+1)B_l\underset{lK_1}{}4(t_l+1)\gamma _L(\{(g_l,I_l),(h_l,J_l)\})B_l.\end{array}$$
On the other hand, for $`yY_0`$, let $`\varphi :C^{}f^1(y)`$ be a finite morphism of smooth projective curves. Then, $`\varphi ^{}(E|_{f^1(y)})=𝒪_C^{}\varphi ^{}(L|_{f^1(y)})`$ and
$$\mathrm{deg}(\varphi ^{}(L|_{f^1(y)}))=\mathrm{deg}(\varphi )\mathrm{deg}(L|_{f^1(y)})=0.$$
Therefore, $`\varphi ^{}(E|_{f^1(y)})`$ is semistable, which means that $`E|_{f^1(y)}`$ is strongly semistable for all $`yY_0`$. Thus, by Corollary 2.3, $`\mathrm{dis}_{Z_1/Y_1}(E)`$ is weakly positive over any finite subsets of $`Y_0`$ as a divisor on $`Y_1`$. Therefore, if we set
$$\begin{array}{c}\theta _L^{}=4(g1+|L|)(g1)f_{}\left(c_1(\omega _{Z_1/Y_1})\underset{aL}{}\mathrm{\Gamma }_a\right)12|L|^2det(f_{}(\omega _{Z_1/Y_1}))\hfill \\ \hfill +\underset{lK_0}{}|L|^2(t_l+1)B_l\underset{lK_1}{}4(t_l+1)\gamma _L(\{(g_l,I_l),(h_l,J_l)\})B_l.\end{array}$$
on $`Y`$, then $`\theta _L^{}`$ is weakly positive over any finite subsets of $`Y_0`$ as a divisor on $`Y`$. Here $`h^{}(\theta _L)=\theta _L^{}`$, so that $`h_{}(\theta _L^{})=\mathrm{deg}(h)\theta _L`$ by the projection formula. Hence we have our theorem by (2) of Proposition 1.1.2. $`\mathrm{}`$
Let us apply Theorem 4.1 to the cases $`\overline{M}_{g,1}`$ and $`\overline{M}_{g,2}`$.
###### Corollary 4.2 ($`\mathrm{char}(k)=0`$).
Let $`\overline{M}_{g,1}=\overline{M}_{g,\{1\}}`$ be the moduli space of one-pointed stable curves of genus $`g1`$. We set $`\delta _i,\mu ,\theta _1\mathrm{Pic}(\overline{M}_{g,1})`$ as follows:
$$\{\begin{array}{cc}\delta _i=\delta _{\{(i,\mathrm{}),(gi,\{1\})\}}(1ig1)\hfill & \\ \mu =(8g+4)\lambda g\delta _{irr}_{i=1}^{g1}4i(gi)\delta _i\hfill & \\ \theta _1=4g(g1)\psi _112\lambda +\delta _{irr}_{i=1}^{g1}4i(i1)\delta _i.\hfill & \end{array}$$
Then, we have the following:
1. $`\mu `$ and $`\theta _1`$ are weakly positive over any finite subsets of $`M_{g,1}`$. In particular,
$$_+\mu +_+\theta _1+_+\delta _{irr}+\underset{i=1}{\overset{g1}{}}_+\delta _i\mathrm{Nef}(\overline{M}_{g,1};M_{g,1}),$$
where $`_+=\{xx0\}`$. (Note that $`\mu =\theta _1=0`$ if $`g=1`$, and $`\mu =0`$ if $`g=2`$.)
2. We assume $`g=1`$. Then, $`a\mu +b\theta _1+c_{irr}\delta _{irr}`$ is nef over $`M_{1,1}`$ if and only if $`c_{irr}0`$.
3. We assume $`g2`$. If a $``$-divisor
$$D=a\mu +b\theta _1+c_{irr}\delta _{irr}+\underset{i=1}{\overset{g1}{}}c_i\delta _i$$
is nef over $`M_{g,1}`$, then $`b,c_{irr},c_1,\mathrm{},c_{g1}`$ are non-negative.
Proof. (1) $`\mu `$ is weakly positive over any finite subsets of $`M_{g,1}`$ by \[11, Theorem B\] or Remark 2.4, and (2) of Proposition 1.1.3. Moreover, $`\theta _1`$ is weakly positive over any finite subsets of $`M_{g,1}`$ by virtue of the case $`T=L=\{1\}`$ in Theorem 4.1.
(2) This is obvious because $`\mu =\theta _1=0`$.
(3) We assume that $`D`$ is nef over $`M_{g,1}`$. Let $`C`$ be a smooth curve of genus $`g`$, and $`\mathrm{\Delta }`$ the diagonal of $`C\times C`$. Let $`p:C\times CC`$ be the projection to the first factor. Then, $`\mathrm{\Delta }`$ gives rise to a section of $`p`$. Hence, we get a morphism $`\phi _1:C\overline{M}_{g,1}`$ with $`\phi _1(C)M_{g,1}`$. By our assumption, $`\mathrm{deg}(\phi _1^{}(D))0`$. On the other hand,
$$\mathrm{deg}(\phi _1^{}(\mu ))=\mathrm{deg}(\phi _1^{}(\delta _{irr}))=\mathrm{deg}(\phi _1^{}(\delta _1))=\mathrm{}=\mathrm{deg}(\phi _1^{}(\delta _{g1}))=0$$
and $`\mathrm{deg}(\phi _1^{}(\theta _1))=8g(g1)^2`$. Thus, $`b0`$.
Let $`f_2:X_2Y_2`$ be a hyperelliptic fibered surface and $`\mathrm{\Gamma }_2`$ a section as in Proposition 3.3 for $`i=0`$. Let $`\phi _2:Y_2\overline{M}_{g,1}`$ be the induced morphism. Then, $`\phi _2(Y_2)M_{g,1}\mathrm{}`$,
$$\mathrm{deg}(\phi _2^{}(\mu ))=\mathrm{deg}(\phi _2^{}(\delta _1))=\mathrm{}=\mathrm{deg}(\phi _2^{}(\delta _{g1}))=0$$
and $`\mathrm{deg}(\phi _2^{}(\delta _{irr}))=\mathrm{deg}(\delta _{irr}(X_2/Y_2))>0`$. On the generic fiber, $`\mathrm{\Gamma }_2`$ is a ramification point of the hyperelliptic covering. Thus,
$$L_2=\omega _{X_2/Y_2}𝒪_{X_2}((2g2)\mathrm{\Gamma }_2)$$
satisfies the conditions of Lemma 3.7. Thus, $`(L_2^2)=0`$, which says us that $`\mathrm{deg}(\phi _2^{}(\theta _1))=0`$. Therefore, we get $`c_{irr}0`$.
Finally we fix $`i`$ with $`1ig1`$. Let $`f_3:X_3Y_3`$ be a hyperelliptic fibered surface and $`\mathrm{\Gamma }_3`$ a section as in Proposition 3.1. Let $`\phi _3:Y_3\overline{M}_{g,1}`$ be the induced morphism. Then, $`\phi _3(Y_3)M_{g,1}\mathrm{}`$, $`\mathrm{deg}(\phi _3^{}(\mu ))=0`$, $`\mathrm{deg}(\phi _3^{}(\delta _l))=0`$ ($`li`$) and $`\mathrm{deg}(\phi _3^{}(\delta _i))=\mathrm{deg}(\delta _i(X_3/Y_3))>0`$. Let $`\mathrm{\Sigma }_3`$ be the set of critical values of $`f_3`$. For each $`P\mathrm{\Sigma }_3`$, let $`E_P`$ be the component of genus $`i`$ in $`f_3^1(P)`$. On the generic fiber, $`\mathrm{\Gamma }_2`$ is a ramification point of the hyperelliptic covering. Thus,
$$L_3=\omega _{X_3/Y_3}𝒪_{X_3}\left((2g2)\mathrm{\Gamma }_3+\underset{P\mathrm{\Sigma }_3}{}(2i1)E_P\right)$$
satisfies the conditions of Lemma 3.7. Therefore, $`(L_3^2)=0`$, which says us that $`\mathrm{deg}(\phi _3^{}(\theta _1))=0`$. Hence, we get $`c_i0`$. $`\mathrm{}`$
###### Corollary 4.3 ($`\mathrm{char}(k)=0`$).
Let $`\overline{M}_{g,2}=\overline{M}_{g,\{1,2\}}`$ be the moduli space of two-pointed stable curves of genus $`g2`$. We set $`\delta _i,\sigma _i,\mu ,\theta _{1,2}\mathrm{Pic}(\overline{M}_{g,2})`$ as follows:
$$\{\begin{array}{cc}\delta _i=\delta _{\{(i,\mathrm{}),(gi,\{1,2\})\}}(1ig)\hfill & \\ \sigma _i=\delta _{\{(i,\{1\}),(gi,\{2\})\}}(1ig1)\hfill & \\ \mu =(8g+4)\lambda g\delta _{irr}_{i=1}^{g1}4i(gi)\sigma _i_{i=1}^g4i(gi)\delta _i,\hfill & \\ \theta _{1,2}=(g1)(g+1)(\psi _1+\psi _2)12\lambda +\delta _{irr}\hfill & \\ _{i=1}^{g1}(2ig1)(2ig+1)\sigma _i_{i=1}^g4i(i1)\delta _i.\hfill & \end{array}$$
Then, we have the following.
1. $`\mu `$ and $`\theta _{1,2}`$ are weakly positive over any finite subsets of $`M_{g,2}`$. In particular,
$$_+\mu +_+\theta _{1,2}+_+\delta _{irr}+\underset{i=1}{\overset{g1}{}}_+\sigma _i+\underset{i=1}{\overset{g}{}}_+\delta _i\mathrm{Nef}(\overline{M}_{g,2};M_{g,2}).$$
2. If a $``$-divisor
$$D=a\mu +b\theta _{1,2}+c_{irr}\delta _{irr}+\underset{i=1}{\overset{g1}{}}c_i\sigma _i+\underset{i=1}{\overset{g}{}}d_i\delta _i$$
on $`\overline{M}_{g,2}`$ is nef over $`M_{g,2}`$, then
$$b0,c_{irr}0,c_i0(i=1,\mathrm{},g1),d_i0(i=1,\mathrm{},g).$$
3. Here we set $`\sigma `$, $`\mu ^{}`$ and $`\theta _{1,2}^{}`$ as follows:
$$\{\begin{array}{cc}\sigma =\delta _{irr}+_{i=1}^{g1}\sigma _i,\hfill & \\ \mu ^{}=(8g+4)\lambda g\sigma _{i=1}^g4i(gi)\delta _i,\hfill & \\ \theta _{1,2}^{}=(g1)(g+1)(\psi _1+\psi _2)12\lambda +\sigma _{i=1}^g4i(i1)\delta _i.\hfill & \end{array}$$
Then, we have
$$_+\mu ^{}+_+\theta _{1,2}^{}+_+\sigma +\underset{i=1}{\overset{g}{}}_+\delta _i\mathrm{Nef}(\overline{M}_{g,2};M_{g,2}).$$
Moreover, if a $``$-divisor $`a\mu ^{}+b\theta _{1,2}^{}+c\sigma +_{i=1}^gd_i\delta _i`$ on $`\overline{M}_{g,2}`$ is nef over $`M_{g,2}`$, then $`b`$, $`c`$, $`d_1,\mathrm{},d_g`$ are non-negative.
Proof. (1) By \[11, Theorem B\] or Remark 2.4, and (2) of Proposition 1.1.3, $`\mu `$ is weakly positive over any finite subsets of $`M_{g,2}`$. Further, $`\theta _{1,2}`$ is weakly positive over any finite subsets of $`M_{g,2}`$ by the case $`T=L=\{1,2\}`$ in Theorem 4.1.
(2) We assume that $`D`$ is nef over $`M_{g,2}`$. Let $`C`$ be a smooth curve of genus $`g`$, and $`\mathrm{\Delta }`$ the diagonal of $`C\times C`$. Let $`p:C\times CC`$ and $`q:C\times CC`$ be the projection to the first factor and the second factor respectively. Moreover, let $`\vartheta `$ be a line bundle on $`C`$ with $`\vartheta ^2=\omega _C`$ and $`L_n=p^{}(\vartheta ^n)q^{}(\vartheta ^n)𝒪_{C\times C}((n1)\mathrm{\Delta })`$. For $`n3`$, let $`T_n`$ be a general member of $`\left|L_n\right|`$. Then, since $`(L_n^2)>0`$, by Lemma 3.8, $`T_n`$ is smooth and irreducible. Moreover, $`T_n`$ meets $`\mathrm{\Delta }`$ transversally. Then, we have two morphisms $`p_n:T_nC`$ and $`q_n:T_nC`$ given by $`T_nC\times C\stackrel{𝑝}{}C`$ and $`T_nC\times C\stackrel{𝑞}{}C`$ respectively. Let $`\mathrm{\Gamma }_{p_n}`$ and $`\mathrm{\Gamma }_{q_n}`$ be the graph of $`p_n`$ and $`q_n`$ in $`C\times T_n`$ respectively. Then, it is easy to see that $`\mathrm{\Gamma }_{p_n}`$ and $`\mathrm{\Gamma }_{q_n}`$ meet transversally, and $`(\mathrm{\Gamma }_{p_n}\mathrm{\Gamma }_{q_n})=(T_n\mathrm{\Delta })=2g2`$. Let $`XC\times T_n`$ be the blowing-ups at points in $`\mathrm{\Gamma }_{p_n}\mathrm{\Gamma }_{q_n}`$, and let $`\overline{\mathrm{\Gamma }}_{p_n}`$ and $`\overline{\mathrm{\Gamma }}_{q_n}`$ be the strict transform of $`\mathrm{\Gamma }_{p_n}`$ and $`\mathrm{\Gamma }_{q_n}`$ respectively. Then, $`\overline{\mathrm{\Gamma }}_{p_n}`$ and $`\overline{\mathrm{\Gamma }}_{q_n}`$ give rise to two non-crossing sections of $`XT_n`$. Moreover,
$$(\omega _{X/T_n}\overline{\mathrm{\Gamma }}_{p_n})=(\omega _{C\times T_n/T_n}\mathrm{\Gamma }_{p_n})=2(g1)\mathrm{deg}(\mathrm{\Gamma }_{p_n}C)=2(g1)(ng1).$$
In the same way, $`(\omega _{X/T_n}\overline{\mathrm{\Gamma }}_{q_n})=2(g1)(ng1)`$. Let $`\pi _n:T_n\overline{M}_{g,2}`$ be the induced morphism. Then, we can see that $`\mathrm{deg}(\pi _n^{}(\lambda ))=\mathrm{deg}(\pi _n^{}(\sigma _i))=\mathrm{deg}(\pi _n^{}(\delta _i))=0`$ for all $`i=1,\mathrm{},g1`$. Moreover, $`\mathrm{deg}(\pi _n^{}(\psi _1+\psi _2))=4(g1)(ng1)`$, and $`\mathrm{deg}(\pi _n^{}(\delta _g))=2(g1)`$. Thus,
$$\mathrm{deg}(\pi _n^{}(D))=4(g+1)(g1)^2(ng1)b8g(g1)^2d_g0$$
for all $`n3`$. Therefore, we get $`b0`$.
Let $`f_2:X_2Y_2`$ be a hyperelliptic fibered surface and $`\mathrm{\Gamma }_2`$ a section as in Proposition 3.4 for $`i=0`$. Then, $`\mathrm{\Gamma }_2`$ and $`j(\mathrm{\Gamma }_2)`$ gives two points of $`X_2`$ over $`Y_2`$. Let $`\phi _2:Y_2\overline{M}_{g,2}`$ be the induced morphism. Then, $`\phi _2(Y_2)M_{g,2}\mathrm{}`$, $`\mathrm{deg}(\phi _2^{}(\mu ))=0`$, $`\mathrm{deg}(\phi _2^{}(\sigma _i))=0`$ for all $`i=1,\mathrm{},g1`$, and $`\mathrm{deg}(\phi _2^{}(\delta _i))=0`$ for all $`i=1,\mathrm{},g`$. Moreover, $`\mathrm{deg}(\phi _2(\delta _{irr}))>0`$. On the generic fiber, two points arising from $`\mathrm{\Gamma }_2`$ and $`j(\mathrm{\Gamma }_2)`$ are invariant under the action of the hyperelliptic involution. Thus,
$$L_2=\omega _{X_2/Y_2}𝒪_{X_2}((g1)(\mathrm{\Gamma }_2+j(\mathrm{\Gamma }_2))$$
satisfies the conditions of Lemma 3.7. Thus, $`(L_2^2)=0`$, which says us that $`\mathrm{deg}(\phi _2^{}(\theta _{1,2}))=0`$. Thus, we get $`c_{irr}0`$.
We fix $`i`$ with $`1ig`$. Let $`f_3:X_3Y_3`$ be a hyperelliptic fibered surface and $`\mathrm{\Gamma }_3`$ a section as in Proposition 3.2. Let $`\phi _3:Y_3\overline{M}_{g,2}`$ be the induced morphism arising from the $`2`$-pointed curve $`\{f_3:X_3Y_3;\mathrm{\Gamma }_3,j(\mathrm{\Gamma }_3)\}`$. Then, $`\phi _3(Y_3)M_{g,2}\mathrm{}`$, $`\mathrm{deg}(\phi _3^{}(\mu ))=0`$, $`\mathrm{deg}(\phi _3^{}(\sigma _s))=0`$ ($`s=1,\mathrm{},g1`$), $`\mathrm{deg}(\phi _3^{}(\delta _s))=0`$ ($`si`$) and $`\mathrm{deg}(\phi _3^{}(\delta _i))=\mathrm{deg}(\delta _i(X_3/Y_3))>0`$. Let $`\mathrm{\Sigma }_3`$ be the set of critical values of $`f_3`$. For each $`P\mathrm{\Sigma }_3`$, let $`E_P`$ be the component of genus $`i`$ in $`f_3^1(P)`$. On the generic fiber, two points arising from $`\mathrm{\Gamma }_2`$ and $`j(\mathrm{\Gamma }_2)`$ are invariant under the action of the hyperelliptic involution. Thus,
$$L_3=\omega _{X_3/Y_3}𝒪_{X_3}\left((g1)(\mathrm{\Gamma }_3+j(\mathrm{\Gamma }_3))+\underset{P\mathrm{\Sigma }_3}{}(2i1)E_P\right)$$
satisfies the conditions of Lemma 3.7. Therefore, $`(L_3^2)=0`$, which says us that $`\mathrm{deg}(\phi _3^{}(\theta _{1,2}))=0`$. Hence, we get $`d_i0`$.
Finally we fix $`i`$ with $`1ig1`$. Let $`f_4:X_4Y_4`$ be a hyperelliptic fibered surface and $`\mathrm{\Gamma }_4,\mathrm{\Gamma }_4^{}`$ sections as in Proposition 3.5. Let $`\phi _4:Y_4\overline{M}_{g,2}`$ be the induced morphism. Then, $`\phi _4(Y_4)M_{g,2}\mathrm{}`$, $`\mathrm{deg}(\phi _4^{}(\mu ))=0`$, $`\mathrm{deg}(\phi _4^{}(\delta _s))=0`$ ($`s`$), $`\mathrm{deg}(\phi _4^{}(\sigma _s))=0`$ ($`si`$), and $`\mathrm{deg}(\phi _4^{}(\sigma _i))>0`$. Let $`\mathrm{\Sigma }_4`$ be the set of critical values of $`f_4`$. For each $`P\mathrm{\Sigma }_4`$, let $`E_P`$ be the component of genus $`i`$ in $`f_4^1(P)`$. On the generic fiber, $`\mathrm{\Gamma }_4`$ and $`\mathrm{\Gamma }_4^{}`$ are a ramification point of the hyperelliptic covering. Thus,
$$L_4=\omega _{X_4/Y_4}𝒪_{X_4}\left((g1)(\mathrm{\Gamma }_4+\mathrm{\Gamma }_4^{})+\underset{P\mathrm{\Sigma }_4}{}\left((2i1)(g1)\right)E_P\right)$$
satisfies the conditions of Lemma 3.7. Therefore, $`(L_4^2)=0`$, which says us that $`\mathrm{deg}(\phi _4^{}(\theta _{1,2}))=0`$. Hence, we get $`c_i0`$.
(3) There are non-negative integers $`e_i`$ and $`f_i`$ ($`1ig1`$) with
$$\mu ^{}=\mu +\underset{i=1}{\overset{g1}{}}e_i\sigma _i\text{and}\theta _{1,2}^{}=\theta _{1,2}+\underset{i=1}{\overset{g1}{}}f_i\sigma _i.$$
Thus, (3) is a consequence of (1) and (2). $`\mathrm{}`$
## 5. The proof of the main result
Throughout this section, we fix an integer $`g3`$. The purpose of this section is to prove the following theorem.
###### Theorem 5.1 ($`\mathrm{char}(k)=0`$).
A $``$-divisor $`a\mu +b_{irr}\delta _{irr}+_{i=1}^{[g/2]}b_i\delta _i`$ on $`\overline{M}_g`$ is nef over $`\overline{M}_g^{[1]}`$ if and only if the following system of inequalities hold:
$`a\mathrm{max}\{{\displaystyle \frac{b_i}{4i(gi)}}i=1,\mathrm{},[g/2]\}`$
$`B_0B_1B_2\mathrm{}B_{[g/2]},`$
$`B_{[g/2]}^{}\mathrm{}B_2^{}B_1^{}B_0^{},`$
where $`B_0`$, $`B_0^{}`$, $`B_i`$ and $`B_i^{}`$ ($`i=1,\mathrm{},[g/2]`$) are given by
$$B_0=4b_{irr},B_0^{}=\frac{4b_{irr}}{g(2g1)},B_i=\frac{b_i}{i(2i+1)}\text{and}B_i^{}=\frac{b_i}{(gi)(2(gi)+1)}.$$
Proof. In the following proof, we denote $`\delta _i`$ by $`\delta _{\{i,gi\}}`$. Moreover, we set
$$\overline{\upsilon }_g=\{\{i,j\}1i,jg,i+j=g\}.$$
For a $``$-divisor $`D=a\mu +b_{irr}\delta _{irr}+_{\{i,j\}\overline{\upsilon }_g}b_{\{i,j\}}\delta _{\{i,j\}}`$, let us consider the following inequalities:
(5.1.1) $`a{\displaystyle \frac{b_{\{s,t\}}}{4st}}(\{s,t\}\overline{\upsilon }_g)`$
(5.1.2) $`4b_{irr}{\displaystyle \frac{b_{\{s,t\}}}{s(2s+1)}},{\displaystyle \frac{b_{\{s,t\}}}{t(2t+1)}}{\displaystyle \frac{4b_{irr}}{g(2g1)}}\text{(}\{s,t\}\overline{\upsilon }_g\text{ with }st\text{)}`$
(5.1.3) $`{\displaystyle \frac{b_{\{l,k\}}}{l(2l+1)}}{\displaystyle \frac{b_{\{s,t\}}}{s(2s+1)}},{\displaystyle \frac{b_{\{s,t\}}}{t(2t+1)}}{\displaystyle \frac{b_{\{l,k\}}}{k(2k+1)}}`$
($`\{s,t\},\{l,k\}\overline{\upsilon }_g`$ with $`l<st<k`$)
(5.1.4) $`a0,b_{irr}0,b_{\{s,t\}}0(\{s,t\}\overline{\upsilon }_g)`$
Let $`\beta :\overline{M}_{g1,2}\overline{M}_g`$ and $`\alpha _{s,t}:\overline{M}_{s,1}\times \overline{M}_{t,1}\overline{M}_g`$ ($`\{s,t\}\overline{\upsilon }_g`$) be the clutching maps. First, we claim the following.
###### Claim 5.1.5.
The following are equivalent.
1. $`\beta ^{}(D)`$ is nef over $`M_{g1,2}`$ and $`\alpha _{s,t}^{}(D)`$ is nef over $`M_{s,1}\times M_{t,1}`$ for all $`\{s,t\}\overline{\upsilon }_g`$
2. (5.1.1), (5.1.2), (5.1.3) and (5.1.4) hold.
On $`\overline{M}_{g1,2}`$, we define $`\sigma `$ and $`\delta _i`$ ($`i=1,\mathrm{},g1`$) as in Corollary 4.3. Moreover, we set
$`\mu ^{}`$ $`=(8g4)\lambda (g1)\sigma {\displaystyle \underset{i=1}{\overset{g1}{}}}4i(g1i)\delta _i,`$
$`\theta ^{}`$ $`=(g2)g(\psi _1+\psi _2)12\lambda +\sigma {\displaystyle \underset{i=1}{\overset{g1}{}}}4i(i1)\delta _i.`$
Then, by using (2) of Corollary 1.5.2, we can see
$$\begin{array}{c}\beta ^{}(D)=\frac{(g1)(g2)(2g1)a3b_{irr}}{g(g2)(2g1)}\mu ^{}+\frac{agb_{irr}}{g(g2)}\theta ^{}\hfill \\ \hfill +\frac{(g1)(2g+1)b_{irr}}{g(2g1)}\sigma +\underset{i=1}{\overset{g1}{}}\left(b_{\{i,gi\}}\frac{4i(2i+1)}{g(2g1)}b_{irr}\right)\delta _i.\end{array}$$
Thus, by Corollary 4.3, if $`\beta ^{}(D)`$ is nef over $`\overline{M}_{g1,2}`$, then
(5.1.6) $`agb_{irr}0`$
(5.1.7) $`b_{\{i,gi\}}{\displaystyle \frac{4i(2i+1)}{g(2g1)}}b_{irr},(i=1,\mathrm{},g1)`$
Here we set $`\mu _1^{}=\theta _1^{}=0`$ on $`\overline{M}_{1,1}`$, and
$`\mu _e^{}`$ $`={\displaystyle \frac{1}{e1}}\left((8e+4)\lambda e\delta _{irr}{\displaystyle \underset{l=1}{\overset{e1}{}}}4l(el)\delta _l\right),`$
$`\theta _e^{}`$ $`={\displaystyle \frac{1}{e1}}\left(4e(e1)\psi _112\lambda +\delta _{irr}{\displaystyle \underset{l=1}{\overset{e1}{}}}4l(l1)\delta _l\right)`$
on $`\overline{M}_{e,1}`$ ($`e2`$), where $`\delta _l`$’s are defined as in Corollary 4.2. Let us fix $`\{s,t\}\overline{\upsilon }_g`$. Then, by using (1) of Corollary 1.5.2, we can see
$$\alpha _{s,t}^{}(D)=p^{}(D_s)+q^{}(D_t),$$
where $`p:\overline{M}_{s,1}\times \overline{M}_{t,1}\overline{M}_{s,1}`$ and $`q:\overline{M}_{s,1}\times \overline{M}_{t,1}\overline{M}_{t,1}`$ are the projections, and $`D_s\mathrm{Pic}(\overline{M}_{s,1})`$ and $`D_t\mathrm{Pic}(\overline{M}_{t,1})`$ are given by
$$\begin{array}{c}D_s=\frac{4(g1)s(2s+1)a3b_{\{s,t\}}}{4s(2s+1)}\mu _s^{}+\frac{4stab_{\{s,t\}}}{4s}\theta _s^{}\hfill \\ \hfill +\left(b_{irr}\frac{b_{\{s,t\}}}{4s(2s+1)}\right)\delta _{irr}+\underset{l=1}{\overset{s1}{}}\left(b_{\{l,gl\}}\frac{l(2l+1)}{s(2s+1)}b_{\{s,t\}}\right)\delta _l\end{array}$$
and
$$\begin{array}{c}D_t=\frac{4(g1)t(2t+1)a3b_{\{s,t\}}}{4t(2t+1)}\mu _t^{}+\frac{4stab_{\{s,t\}}}{4t}\theta _s^{}\hfill \\ \hfill +\left(b_{irr}\frac{b_{\{s,t\}}}{4t(2t+1)}\right)\delta _{irr}+\underset{l=1}{\overset{t1}{}}\left(b_{\{l,gl\}}\frac{l(2l+1)}{t(2t+1)}b_{\{s,t\}}\right)\delta _l.\end{array}$$
Thus, by using Corollary 4.2 and Lemma 1.1.4, if $`\alpha _{s,t}^{}(D)`$ is nef over $`M_{s,1}\times M_{t,1}`$, then
(5.1.8) $`4stab_{\{s,t\}}`$
(5.1.9) $`b_{irr}{\displaystyle \frac{b_{\{s,t\}}}{4s(2s+1)}},b_{irr}{\displaystyle \frac{b_{\{s,t\}}}{4t(2t+1)}}`$
(5.1.10) $`b_{\{l,gl\}}{\displaystyle \frac{l(2l+1)}{s(2s+1)}}b_{\{s,t\}}(l=1,\mathrm{},s1)`$
(5.1.11) $`b_{\{l,gl\}}{\displaystyle \frac{l(2l+1)}{t(2t+1)}}b_{\{s,t\}}(l=1,\mathrm{},t1)`$
Therefore, (1) implies (5.1.6) – (5.1.11). Conversely, we assume (5.1.6) – (5.1.11). Then by using(5.1.6) and (5.1.7), we can see (5.1.4). Thus, we have
$`agb_{irr}0`$ $`(g1)(g2)(2g1)a3b_{irr}0`$
$`4stab_{\{s,t\}}`$ $`4(g1)s(2s+1)a3b_{\{s,t\}}\text{ and }4(g1)t(2t+1)a3b_{\{s,t\}}.`$
Therefore, by Corollary 4.2, Corollary 4.3 and Lemma 1.1.4, we can see that $`\beta ^{}(D)`$ is nef over $`M_{g1,2}`$ and $`\alpha _{s,t}^{}(D)`$ is nef over $`M_{s,1}\times M_{t,1}`$ for all $`\{s,t\}\overline{\upsilon }_g`$. Hence it is sufficient to see that the system of inequalities (5.1.6) – (5.1.11) is equivalent to (5.1.1) – (5.1.3) under the assumption (5.1.4).
The case $`s=1,t=g1`$ in (5.1.8) and the case $`i=g1`$ in (5.1.7) produce inequalities
$$4(g1)ab_{\{1,g1\}}\text{and}b_{\{1,g1\}}\frac{4(g1)}{g}b_{irr}$$
respectively, which gives rise to (5.1.6). Moreover, it is easy to see that (5.1.7) and (5.1.9) are equivalent to (5.1.2), so that it is sufficient to see that (5.1.10) and (5.1.11) are equivalent to (5.1.3).
From now on , we assume $`st`$. Since $`s(2s+1)t(2t+1)`$, (5.1.10) and (5.1.11) are equivalent to saying that
(5.1.12) $`{\displaystyle \frac{b_{\{l,k\}}}{l(2l+1)}}{\displaystyle \frac{b_{\{s,t\}}}{s(2s+1)}}(1l<s)`$
(5.1.13) $`{\displaystyle \frac{b_{\{l,k\}}}{l(2l+1)}}{\displaystyle \frac{b_{\{s,t\}}}{t(2t+1)}}(s<l<t),`$
where $`k=gl`$. In (5.1.12), $`t<kg1`$, Thus, (5.1.12) is nothing more than
$$\frac{b_{\{l,k\}}}{l(2l+1)}\frac{b_{\{s,t\}}}{s(2s+1)}(1l<st<kg1)$$
Moreover, in (5.1.13), $`s<k<t`$. Thus, (5.1.13) is nothing more that
$$\frac{b_{\{l,k\}}}{k(2k+1)}\frac{b_{\{s,t\}}}{t(2t+1)}(1s<lk<tg1).$$
Therefore, replacing $`\{s,t\}`$ and $`\{l,k\}`$, we have
$$\frac{b_{\{s,t\}}}{t(2t+1)}\frac{b_{\{l,k\}}}{k(2k+1)}(1l<st<kg1).$$
Thus, we get Claim 5.1.5.
By Claim 5.1.5, it is sufficient to show the following claim to complete the proof of Theorem 5.1.
###### Claim 5.1.14.
1. $`D`$ is nef over $`\overline{M}_g^{[1]}`$ if and only if $`D`$ is nef over $`M_g`$, $`\beta ^{}(D)`$ is nef over $`M_{g1,2}`$, and $`\alpha _{s,t}^{}(D)`$ is nef over $`M_{s,1}\times M_{t,1}`$ for all $`\{s,t\}\overline{\upsilon }_g`$.
2. $`D`$ is nef over $`M_g`$ if and only if (5.1.4) holds.
3. (5.1.1), (5.1.2) and (5.1.3) imply (5.1.4)
(1) is obvious because
$$\overline{M}_g^{[1]}=M_g\beta _g(M_{g1,2})\underset{\{s,t\}\overline{\upsilon }_g}{}\alpha _{s,t}(M_{s,1}\times M_{t,1}).$$
(2) is a consequence of \[11, Theorem C\]. For (3), let us consider the case $`s=1`$, $`t=g1`$ in (5.1.2). Then, we have
$$12b_{irr}b_{\{1,g1\}}\text{and}b_{\{1,g1\}}\frac{4(g1)}{g}b_{irr},$$
which imply $`b_{irr}0`$. Thus, we can see (5.1.4) using (5.1.1) and (5.1.2). $`\mathrm{}`$
###### Corollary 5.2 ($`\mathrm{char}(k)=0`$).
Let $`\stackrel{~}{\mathrm{\Delta }}_{irr}`$ and $`\stackrel{~}{\mathrm{\Delta }}_i`$ ($`i=1,\mathrm{},[g/2]`$) be the normalizations of the boundary components $`\mathrm{\Delta }_{irr}`$ and $`\mathrm{\Delta }_i`$ on $`\overline{M}_g`$, and $`\rho _{irr}:\stackrel{~}{\mathrm{\Delta }}_{irr}\overline{M}_g`$ and $`\rho _i:\stackrel{~}{\mathrm{\Delta }}_i\overline{M}_g`$ the induced morphisms. Then, a $``$-divisor $`D`$ on $`\overline{M}_g`$ is nef over $`\overline{M}_g^{[1]}`$ if and only if the following are satisfied:
1. $`D`$ is weakly positive at any points of $`M_g`$.
2. $`\rho _{irr}^{}(D)`$ is weakly positive at any points of $`\rho _{irr}^1(\overline{M}_g^{[1]})`$.
3. $`\rho _i^{}(D)`$ is weakly positive at any points of $`\rho _i^1(\overline{M}_g^{[1]})`$ for all $`i`$.
Proof. Let $`\beta :\overline{M}_{g1,2}\overline{M}_g`$ be the clutching map. Then, there is a finite and surjective morphism $`\beta ^{}:\overline{M}_{g1,2}\stackrel{~}{\mathrm{\Delta }}_{irr}`$ with $`\beta =\rho _{irr}\beta ^{}`$. Further, for $`1i[g/2]`$, let $`\alpha _{i,gi}:\overline{M}_{i,1}\times \overline{M}_{gi,1}\overline{M}_g`$ be the clutching map. Then, there is a finite and surjective morphism $`\alpha _{i,gi}^{}:\overline{M}_{i,1}\times \overline{M}_{gi,1}\stackrel{~}{\mathrm{\Delta }}_i`$ with $`\alpha _{i,gi}=\rho _i\alpha _{i,gi}^{}`$. In particular, $`\stackrel{~}{\mathrm{\Delta }}_{irr}`$ and $`\stackrel{~}{\mathrm{\Delta }}_i`$’s are $``$-factorial. Therefore, if $`D`$ satisfies (1), (2) and (3), then $`D`$ is nef over $`\overline{M}_g^{[1]}`$.
Conversely, we assume that $`D`$ is nef over $`\overline{M}_g^{[1]}`$. (1) is nothing more than \[11, Theorem C\]. As in Theorem 5.1, we set $`D=a\mu +b_{irr}\delta _{irr}+_{i=1}^{[g/2]}b_i\delta _i`$ on $`\overline{M}_g`$. If we trace-back the proof of Theorem 5.1, we can see that
$$\beta ^{}(D)_+\mu ^{}+_+\theta ^{}+_+\sigma +\underset{i}{}_+\delta _i.$$
Here $`\mu ^{}`$ and $`\theta ^{}`$ are weakly positive at any points of $`M_{g1,2}`$ by (1) of Corollary 4.3. Thus, so is $`\beta ^{}(D)=\beta _{}^{}{}_{}{}^{}(\rho _{irr}^{}(D))`$. Therefore, by virtue of (2) of Proposition 1.1.2, $`\beta _{}^{}(\beta ^{}(D))=\mathrm{deg}(\beta ^{})\rho _{irr}^{}(D)`$ is weakly positive at any points of $`\rho _{irr}^1(\overline{M}_g^{[1]})`$. Finally, let us consider (3). As in the proof of Theorem 5.1, there are $`D_i\mathrm{Pic}(\overline{M}_{i,1})`$ and $`D_{gi}\mathrm{Pic}(\overline{M}_{gi,1})`$ with $`\alpha _{i,gi}^{}(D)=p^{}(D_i)+q^{}(D_{gi})`$, where $`p:\overline{M}_{i,1}\times \overline{M}_{gi,1}\overline{M}_{i,1}`$ and $`q:\overline{M}_{i,1}\times \overline{M}_{gi,1}\overline{M}_{gi,1}`$ are the projections to the first factor and the second factor respectively. In the same way as for $`\beta ^{}(D)`$, we can see that $`D_i`$ (resp. $`D_{gi}`$) is weakly positive at any points of $`M_{i,1}`$ (resp. $`M_{gi,1}`$) by virtue of (1) of Corollary 4.2. Thus, by using (2) of Proposition 1.1.3, $`\alpha _{i,gi}^{}(D)`$ is weakly positive at any points of $`M_{i,1}\times M_{gi,1}`$. Therefore, we get (3) by (2) of Proposition 1.1.2. $`\mathrm{}`$
###### Corollary 5.3 ($`\mathrm{char}(k)=0`$).
With notation as in Corollary 5.2, if $`\rho _{irr}^{}(D)`$ is nef over $`\rho _{irr}^1(\overline{M}_g^{[1]})`$ and $`\rho _i^{}(D)`$ is nef over $`\rho _i^1(\overline{M}_g^{[1]})`$ for all $`i`$, then $`D`$ is nef over $`\overline{M}_g^{[1]}`$. In particular, the Mori cone of $`\overline{M}_g`$ is the convex hull spanned by curves lying on the boundary $`\overline{M}_gM_g`$, which gives rise to a special case of \[5, Proposition 3.1\].
Proof. Let $`\beta ^{}:\overline{M}_{g1,2}\stackrel{~}{\mathrm{\Delta }}_{irr}`$ and $`\alpha _{i,gi}^{}:\overline{M}_{i,1}\times \overline{M}_{gi,1}\stackrel{~}{\mathrm{\Delta }}_i`$ be the same as in Corollary 5.2. By our assumption, $`\beta ^{}(D)=\beta _{}^{}{}_{}{}^{}(\rho _{irr}^{}(D))`$ is nef over $`M_{g1,2}`$ and $`\alpha _{i,gi}^{}(D)=\alpha _{}^{}{}_{i,gi}{}^{}(\rho _i^{}(D))`$ is nef over $`M_{i,1}\times M_{gi,1}`$ for every $`i`$. Therefore, by Claim 5.1.5 in Theorem 5.1, we can see that $`D`$ is nef over $`\overline{M}_g^{[1]}`$.
Let $`\mathrm{Nef}_\mathrm{\Delta }(\overline{M}_g)`$ be the dual cone of the convex hull spanned by curves on the boundary $`\mathrm{\Delta }=\overline{M}_gM_g`$. In order to see the last assertion of this corollary, it is sufficient to check $`\mathrm{Nef}_\mathrm{\Delta }(\overline{M}_g)=\mathrm{Nef}(\overline{M}_g)`$, which is a consequence of the first assertion. $`\mathrm{}`$
###### Example 5.4.
For example, the area of $`(b_0,b_1)`$ (resp. $`(b_0,b_1,b_2)`$) with $`\lambda b_0\delta _0b_1\delta _1`$ (resp. $`\lambda b_0\delta _0b_1\delta _1b_2\delta _2`$) nef over $`\overline{M}_3^{[1]}`$ (resp. $`\overline{M}_4^{[1]}`$) is the inside of the following triangle (resp. polyhedron):
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# Nonperturbative infrared dynamics of three-dimensional QED with a four-fermion interaction
## I Introduction
Quantum electrodynamics in $`2+1`$ dimensions ($`\mathrm{QED}_3`$) has attracted much interest over recent years. Its version with $`N`$ flavors of massless four-component Dirac fermions shares a number of features, such as confinement and chiral symmetry breaking, with four-dimensional quantum chromodynamics ($`\mathrm{QCD}`$). The loop expansion of a massless theory suffers from severe infrared divergencies. However, in the $`1/N`$ expansion, the theory becomes infrared finite , with the effective dimensionless coupling
$$\overline{\alpha }(p)=\frac{e^2}{p(1+\mathrm{\Pi }(p))},\mathrm{\Pi }(p)=\frac{e^2N}{8p},p=\sqrt{p^2},$$
(1)
giving rise to the renormalization-group $`\beta `$ function:
$$\beta _{\overline{\alpha }}(\overline{\alpha })p\frac{d\overline{\alpha }(p)}{dp}=\overline{\alpha }(1\frac{N}{8}\overline{\alpha }).$$
(2)
In Eq. (1) $`e`$ is the dimensionful gauge coupling and $`\mathrm{\Pi }(p)`$ is the polarization operator. At large momenta ($`p\alpha e^2N/8`$) the effective coupling (1) approaches zero (asymptotic freedom) while for small momenta ($`p\alpha `$) it runs to the infrared (IR) fixed point $`8/N`$. Here, the dimensionful parameter $`\alpha `$ plays a role similar to the $`\mathrm{\Lambda }_{QCD}`$ scale. Since $`\mathrm{QED}_3`$ is a super-renormalizable theory, the running of the coupling should be understood as a Wilsonian rather than Gell-Mann-Low type, and it is not associated with ultraviolet divergencies.
By studying the Schwinger-Dyson (SD) equation for the fermion self-energy in leading order of the $`1/N`$ expansion, it was found in Ref. that a phase transition occurs when the coupling at the IR fixed point exceeds some critical value ($`8/N>\pi ^2/4`$). This means there exists a critical number of fermions $`N_{\mathrm{cr}}`$ ($`N_{\mathrm{cr}}=32/\pi ^23.24`$) below which dynamical mass generation takes place and above which the fermions remain massless. This is similar to what happens in quenched $`\mathrm{QED}_4`$ , where the gauge coupling must exceed a critical value for chiral symmetry breaking to occur. The appearance of a dimensionless critical coupling can be traced to the scale invariant behavior of both theories. The scale invariance of $`\mathrm{QED}_3`$ is associated with the IR fixed point, since, as is evident from Eq. (1), in the limit $`p\alpha `$ the dimensional parameter $`e`$ drops out of the running coupling (as well as from SD equations for the Green’s functions). Related to this is the fact that the chiral symmetry breaking phase transition in both theories belongs to a special universality class called conformal phase transition (CPT) introduced in Ref. . It is characterized by a scaling function having an essential singularity at the transition point, and by abrupt change of the spectrum of light excitations as the critical point is crossed (for details about the CPT in $`\mathrm{QED}_3`$ see Ref. ).
The presence of a critical $`N_{\mathrm{cr}}`$ in $`\mathrm{QED}_3`$ is intriguing especially because of possible existence of an analogous critical fermion number $`N_f=N_{\mathrm{cr}}`$ in $`(3+1)`$-dimensional SU$`(N_c)`$ gauge theories, as is suggested by both analytical studies and lattice computer simulations . Also, a nontrivial IR fixed point in $`\mathrm{QED}_3`$ may be related to nonperturbative dynamics in condensed matter, in particular, dynamics of non-Fermi liquid behavior .
The fact that the value of the IR fixed point determines the critical $`N_{\mathrm{cr}}`$, below which the system is in the symmetry broken phase, and that this critical value is found to be of order $`3`$ provides motivation for searches beyond the $`1/N`$ expansion. It is especially important because there is still controversy concerning the existence of finite $`N_{\mathrm{cr}}`$ in $`\mathrm{QED}_3`$; some authors argue that the generation of a fermion mass occurs at all values of $`N`$ what might mean the absence of the IR fixed point for the running coupling.<sup>*</sup><sup>*</sup>*This would happen, for example, if one finds more soft behavior of the polarization operator in the infrared, like $`\mathrm{\Pi }(p)(\alpha /p)^\gamma `$, with $`\gamma <1.`$ Despite the arguments of Ref. in addition to the fact that studies of $`1/N^2`$ corrections to the gap equation showed the increase of the critical value ($`N_{\mathrm{cr}}=128/3\pi ^24.32`$) , the situation is far from being conclusive. What we need is some kind of self-consistent equation for the running coupling which is to be solved nonperturbatively.
In the present paper we study such a nonlinear equation for the running coupling which is the analogue of the ladder approximation for the fermion propagator.Recently, in Ref. another nonlinear equation for the running coupling was proposed in order to study nontrivial infrared structure of the theory. However, their definition of the running coupling deviates considerably from the standard one used in present paper and we will not attempt to compare both approaches. Similar to the gap equation, the kernel is taken in the $`1/N`$ approximation, where it is nothing else as the one-loop photon-photon scattering amplitude with zero momentum transfer. The equation obtained is obviously gauge invariant. We then study our equation both analytically and numerically. We find that the vacuum polarization operator, obtained as a nonperturbative solution of the equation, has the same infrared asymptotics as the one-loop expression: $`\mathrm{\Pi }(p)C\alpha /p`$, $`C1+1/14N`$. Thus a nontrivial IR fixed point persists in the nonperturbative solution. Moreover, the correction to the one-loop result ($`C=1`$) is small even at $`N=1`$ due to smallness of the numerical coefficient before $`1/N`$, that explains why the leading order in the $`1/N`$ expansion (the one-loop approximation) for the vacuum polarization works so well.
Further we proceed to studying $`\mathrm{QED}_3`$ with additional four-fermion interactions (the gauged Nambu-Jona-Lasinio (GNJL) model). Such kind of models are considered to be effective theories at long distances in planar condensed matter physics, in particular, for high temperature superconductivity . It is well known that in the improved ladder approximation (with the photon propagator including fermion one-loop effects) this model has a nontrivial phase structure in the coupling constant plane $`(1/N,g)`$, where $`g=2G\mathrm{\Lambda }/\pi ^2`$ is the dimensionless four-fermion coupling ($`\mathrm{\Lambda }`$ is the ultraviolet cutoff). The critical line is
$$g_c\left(1/N\right)=\frac{1}{4}\left(1+\sqrt{1\frac{N_{\mathrm{cr}}}{N}}\right)^2,N>N_{\mathrm{cr}},$$
(3)
at $`g>1/4`$, and $`1/N=1/N_{\mathrm{cr}}`$ at $`g<1/4`$. Above this line the gap equation for the fermion self-energy $`\mathrm{\Sigma }(p)`$ has a nontrivial solution. Thus the chiral symmetry is dynamically broken, which implies the existence of a nonzero vacuum condensate $`\overline{\psi }\psi `$. One end point $`(1/N=0,g=1)`$ of the critical line corresponds to the ordinary NJL model (in $`2+1`$ dimensions ), while the other one $`(1/N=1/N_{\mathrm{cr}},g=0)`$ corresponds to pure $`\mathrm{QED}_3`$.
A nice feature of this model is that it is renormalizable in the $`1/N`$ expansion leading to an interacting continuum ($`\mathrm{\Lambda }\mathrm{}`$) theory near a critical scaling region (critical curve) separating a chiral symmetric phase ($`\chi S`$) and a spontaneous chiral symmetry broken phase ($`S\chi SB`$). The spectrum of such a theory contains pseudoscalar ($`\pi `$) and scalar ($`\sigma `$) bound states which become light in the vicinity of the critical line. Since the phase transition is second order along the $`g>1/4`$ part Eq. (3) of the critical curve, scalar and pseudoscalar resonances are to be produced on the symmetric side of the curve, whose masses approach zero as the critical curve is approached . The part of the critical curve with $`g<1/4,1/N=1/N_{\mathrm{cr}}`$ is rather special and is related to the CPT in pure $`\mathrm{QED}_3`$ (we shall discuss it more in the main text).
In this work we study scalar composites ($`\sigma `$ and $`\pi `$ bosons) which are resonances in the symmetric phase of the $`2+1`$-dimensional GNJL model. The $`\pi `$ boson can be viewed as a Goldstone boson precursor mode that comes down in energy as the transition is approached. Our study is motivated partially by possible relation of these resonances to spin excitations observed in neutron scattering experiments in underdoped high-$`T_c`$ superconductors . We calculate their masses and widths as a function of the four-fermion coupling $`g`$ and therefore mass and width’s dependence on the doping concentration (since in certain low-energy effective models based on spin-charge separation, the coupling $`g`$ would depend on the doping, e.g., Ref. ).
The plan of the present paper is as follows. In Sec. II we derive a nonlinear equation for the effective running coupling in pure $`\mathrm{QED}_3`$ which is then solved both analytically and numerically to establish the existence of a nontrivial IR fixed point. In Sec. III after introducing the GNJL model in $`2+1`$ dimensions we solve the equation for the Yukawa vertex with nonzero boson momentum. In Sec. IV we obtain an analytical expression for the boson propagator valid along the entire critical line and analyze its behavior in different asymptotical regimes. The analysis of the scalar composites near the critical line (3) is given in Sec. V. We present our summary in Sec. VI. In Appendix A we compute the one-loop photon-photon scattering amplitude with zero transferred momentum and list some useful angular integrals. In Appendix B, an expression for the nonlocal gauge for the ladder (bare vertex) approximation is derived. Finally, in Appendix C, we present some details of the approximation which is used to solve the equation for the Yukawa vertex.
## II The equation for the running coupling in $`\mathrm{𝐐𝐄𝐃}_\mathrm{𝟑}`$
The Lagrangian density of massless $`\mathrm{QED}_3`$ in a general covariant gauge is given by
$$=\frac{1}{4}F_{\mu \nu }^2+\frac{1}{2a}(_\mu A^\mu )^2+\overline{\psi }_ii\gamma ^\mu D_\mu \psi _i,$$
(4)
where $`D_\mu =_\mu ieA_\mu `$ is the covariant derivative. In a parity invariant formulation we consider $`N`$ flavors of fermions ($`i=1,\mathrm{}N`$) described by four-component spinors. The three $`4\times 4`$ $`\gamma `$-matrices are taken to be
$`\gamma ^0=\left(\begin{array}{cc}\sigma _3& 0\\ 0& \sigma _3\end{array}\right),\gamma ^1=\left(\begin{array}{cc}i\sigma _1& 0\\ 0& i\sigma _1\end{array}\right),\gamma ^2=\left(\begin{array}{cc}i\sigma _2& 0\\ 0& i\sigma _2\end{array}\right),`$ (11)
with $`\sigma _i`$ the usual Pauli matrices. There are two matrices
$`\gamma ^3=i\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right),\gamma ^5=\gamma _5=i\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right),`$ (16)
that anticommute with $`\gamma ^0`$, $`\gamma ^1`$ and $`\gamma ^2`$. Therefore for each four-component spinor, there is a global U$`(2)`$ symmetry with generators $`I`$, $`\frac{1}{i}\gamma ^3`$, $`\gamma ^5`$, and $`\frac{1}{2}[\gamma ^3,\gamma ^5]`$, and the full symmetry is then U$`(2N)`$. In what follows we shall restrict ourselves to the symmetric phase of the model, i.e., massless fermions.
The exact SD equations are given in Fig. 1. For clarity we have extracted the explicit factors of $`N`$ coming from the one-fermion loop. Since in pure $`\mathrm{QED}_3`$ we have only one dimensionful parameter $`e`$, this enables us to choose our scale such that $`Ne^2`$ remains fixed. This means that every photon propagator (times $`e^2`$) contributes one factor of $`1/N`$.
To make a $`1/N`$ expansion of Fig. 1, we first need to expand the two-fermion, one-photon irreducible fermion-fermion scattering kernel, see Fig. 2. We can convince ourselves that Fig. 2 is indeed the right expansion, since the only corrections of order one are fermion loops and they are already included in the full photon propagator. Inserting this expansion into the SD equation for the vertex, we obtain a closed set of integral equations. The nice feature of this truncated system of SD equations is that it satisfies the Ward-Takahashi (WT) identities for the vertex as well as for the vacuum polarization . However, finding an analytic solution seems to be a formidable task and further approximations are required. For such an approximation, we simplify the fermion and the vertex SD equations by keeping only the lowest order terms in the $`1/N`$ expansion (see Fig. 3). Then, inserting this into the SD equation for the photon propagator we obtain the equation shown in Fig. 4 which still satisfies the WT identity. After that equation has been solved, the fermion propagator and the vertex can be evaluated explicitly through right-hand sides of Fig. 3.
We could solve the obtained photon propagator equation by further iteration, with the one-loop fermion correction included at the initial step to obtain a perturbative $`1/N`$ expansion. Instead we choose to solve the nonlinear integral equation given by Fig. 4 as it is. In this way we might get a hint of any nonanalytic behavior in $`1/N`$ which would be lost otherwise. At first glance, this way of solving a truncated system of SD equations ignores possible nonanalyticity in $`1/N`$ coming from the fermion wave function and the vertex (related, for example, to the power-law behavior due to an anomalous dimension). Note, however, that the fermion propagator is a gauge dependent quantity, thus possible power-law behavior of the fermion wave function must cancel the corresponding behavior coming from the longitudinal part of the vertex (recall that we consider in this paper the symmetric (massless) phase only). Therefore the only nonanalyticity we have neglected is the one which might be present in the transverse part of the vertex beyond order $`1/N`$. Neglecting possible nonanalyticity in the transverse vertex means that we are seeking for nonanaliticity originating from the nonlinear equation for the photon propagator only. To some extent, the considered approximation is similar to solving the SD equation for the fermion mass function in the ladder approximation, where the photon propagator is taken in the leading $`1/N`$ order .
In $`2+1`$ dimensions, the SD equation for the photon propagator reads
$$D_{\mu \nu }^1(p)=D_{0\mu \nu }^1(p)+\mathrm{\Pi }_{\mu \nu }(p),$$
(17)
with $`D_{0\mu \nu }`$ the bare photon propagator, and where $`\mathrm{\Pi }_{\mu \nu }`$ is the vacuum polarization tensor
$`\mathrm{\Pi }^{\mu \nu }(p)=iNe^2{\displaystyle _M}{\displaystyle \frac{d^3r}{(2\pi )^3}}\mathrm{Tr}\left[\gamma ^\mu S(r+p)\mathrm{\Gamma }^\nu (r+p,r)S(r)\right].`$ (18)
Because of the gauge symmetry the vacuum polarization tensor is transverse:
$`\mathrm{\Pi }^{\mu \nu }(p)=(g^{\mu \nu }p^2+p^\mu p^\nu )\mathrm{\Pi }(p),`$ (19)
therefore, for the full photon propagator in a general covariant gauge, we have
$`D_{\mu \nu }(p)=\left(g_{\mu \nu }+{\displaystyle \frac{p_\mu p_\nu }{p^2}}\right){\displaystyle \frac{1}{p^2}}{\displaystyle \frac{1}{\left[1+\mathrm{\Pi }(p)\right]}}a{\displaystyle \frac{p_\mu p_\nu }{p^4}}.`$ (20)
Moreover, one can write
$`\mathrm{\Pi }(p)={\displaystyle \frac{1}{2p^2}}\left(g_{\mu \nu }c_1{\displaystyle \frac{p_\mu p_\nu }{p^2}}\right)\mathrm{\Pi }^{\mu \nu }(p),`$ (21)
where the constant $`c_1`$ can be chosen arbitrarily.
The vacuum polarization $`\mathrm{\Pi }(p)`$ governs the running of the dimensionless gauge coupling. Now we study the integral equation based on Fig. 4, this gives
$`\mathrm{\Pi }^{\mu \nu }(p)=\mathrm{\Pi }_1^{\mu \nu }(p)+\mathrm{\Pi }_2^{\mu \nu }(p)+𝒪\left(1/N\right),`$ (22)
where $`\mathrm{\Pi }_1^{\mu \nu }(p)`$ is the one-loop vacuum polarization,
$`\mathrm{\Pi }_1^{\mu \nu }(p)=iNe^2{\displaystyle _M}{\displaystyle \frac{d^3r}{(2\pi )^3}}\mathrm{Tr}\left[\gamma ^\mu S_0(r+p)\gamma ^\nu S_0(r)\right],`$ (23)
with $`S_0(p)`$ the bare fermion propagator, $`S_0(p)=1/\widehat{p}`$, and
$`\mathrm{\Pi }_2^{\mu \nu }(p)=iNe^4{\displaystyle _M}{\displaystyle \frac{d^3k}{(2\pi )^3}}D_{\rho \sigma }(k)B^{\mu \rho \nu \sigma }(p,k),`$ (24)
where $`B^{\mu \rho \nu \sigma }(p,k)`$ is the one-loop “photon-photon” scattering amplitude, with zero momentum transfer, i.e.,
$`B^{\mu \rho \nu \sigma }(p,k)`$ $`=`$ $`i{\displaystyle _M}{\displaystyle \frac{d^3r}{(2\pi )^3}}\mathrm{Tr}\left[\gamma ^\mu S_0(r+p)\gamma ^\rho S_0(r+p+k)\gamma ^\nu S_0(r+k)\gamma ^\sigma S_0(r)\right]`$ (25)
$`+`$ $`i{\displaystyle _M}{\displaystyle \frac{d^3r}{(2\pi )^3}}\mathrm{Tr}\left[\gamma ^\mu S_0(r+p)\gamma ^\rho S_0(r+p+k)\gamma ^\sigma S_0(r+p)\gamma ^\nu S_0(r)\right]`$ (26)
$`+`$ $`i{\displaystyle _M}{\displaystyle \frac{d^3r}{(2\pi )^3}}\mathrm{Tr}\left[\gamma ^\mu S_0(r+p)\gamma ^\nu S_0(r)\gamma ^\rho S_0(r+k)\gamma ^\sigma S_0(r)\right].`$ (27)
A graphical representation of the “box” diagram (27) in terms of Feynman diagrams is given in Fig. 5.
For the scattering amplitude $`B^{\mu \rho \nu \sigma }`$ there exists a Ward-Takahashi identity , which states the transversality of the amplitude with respect to external photon momenta,
$`p^\mu B_{\mu \nu \rho \sigma }(p,k,q,r)=0,k^\nu B_{\mu \nu \rho \sigma }(p,k,q,r)=0,\text{etc.}`$ (28)
The vacuum polarization tensor has a superficial linearly divergent part, which can be removed by a proper gauge-invariant regularization. However, since the divergent part is proportional to $`g_{\mu \nu }`$ we can project out the finite vacuum polarization by contracting $`\mathrm{\Pi }_{\mu \nu }(p)`$ with the projector
$`P_{\mu \nu }(p)=\left(g_{\mu \nu }3{\displaystyle \frac{p_\mu p_\nu }{p^2}}\right),`$ (29)
i.e., we choose the constant $`c_1`$ in (21) to be $`c_1=3`$. This approach was used in Refs. and . In this way, we obtain
$`\mathrm{\Pi }(p)=\mathrm{\Pi }_1(p)+\mathrm{\Pi }_2(p)+𝒪(1/N),`$ (30)
with
$`\mathrm{\Pi }_1(p)`$ $`=`$ $`{\displaystyle \frac{4iNe^2}{p^2}}{\displaystyle _M}{\displaystyle \frac{d^3k}{(2\pi )^3}}\left[{\displaystyle \frac{k^22kp3(kp)^2/p^2}{k^2(k+p)^2}}\right],`$ (31)
$`\mathrm{\Pi }_2(p)`$ $`=`$ $`{\displaystyle \frac{iNe^4}{2p^2}}{\displaystyle _M}{\displaystyle \frac{d^3k}{(2\pi )^3}}{\displaystyle \frac{B(p^2,k^2,pk)}{k^2\left[1+\mathrm{\Pi }(k)\right]}},`$ (32)
where
$`B(p^2,k^2,pk)=g_{\mu \nu }g_{\rho \sigma }B^{\mu \rho \nu \sigma }(p,k).`$ (33)
In Euclidean formulation the above expressions can be written as
$`\mathrm{\Pi }_1(p)`$ $`=`$ $`{\displaystyle \frac{2Ne^2}{\pi ^2p}}{\displaystyle _0^{\mathrm{}}}𝑑k{\displaystyle \frac{d\mathrm{\Omega }}{4\pi }\left[\frac{k^22kp3(kp)^2/p^2}{p(k+p)^2}\right]}={\displaystyle \frac{Ne^2}{8p}},`$ (34)
$`\mathrm{\Pi }_2(p)`$ $`=`$ $`{\displaystyle \frac{Ne^4}{4\pi ^2p}}{\displaystyle _0^{\mathrm{}}}𝑑k{\displaystyle \frac{K(p,k)}{p\left[1+\mathrm{\Pi }(k)\right]}},`$ (35)
where
$`K(p,k){\displaystyle \frac{d\mathrm{\Omega }}{4\pi }B(p^2,k^2,pk)}.`$ (36)
From Figs. 4 and 5, one can see that the first term in Eq. (27) corresponds to a vertex correction and the last two terms are fermion self-energy corrections. The sum of these diagrams has symmetries which provide a consistency check on the final result. From the graphical representation it is obvious that the quantity $`B(p^2,k^2,pk)`$ should be invariant under $`pk`$ and under $`pp`$ or $`pkpk`$.
A detailed computation of the “box” function $`B`$ is presented in Appendix A, and the final expression for $`B`$ is given by Eq. (A23). One can verify that Eq. (A23) has the symmetries we mentioned above. Finally, we perform the angular integration to obtain $`K(p,k)`$,
$`K(p,k)`$ $`=`$ $`𝒫{\displaystyle }{\displaystyle \frac{d\mathrm{\Omega }}{4\pi }}[{\displaystyle \frac{1}{k}}+{\displaystyle \frac{1}{p}}+{\displaystyle \frac{kp}{2kp|kp|}}{\displaystyle \frac{2k^2+kp+2p^2}{kp|kp|}}+{\displaystyle \frac{2k^4+5k^2p^2+2p^4}{2(kp)kp|kp|}}]`$ (37)
$`=`$ $`{\displaystyle \frac{1}{k}}+{\displaystyle \frac{1}{p}}+{\displaystyle \frac{kp}{6\text{max}(k^3,p^3)}}{\displaystyle \frac{2k^2+kp+2p^2}{kp\text{max}(k,p)}}`$ (39)
$`+{\displaystyle \frac{2k^4+5k^2p^2+2p^4}{2k^2p^2\sqrt{p^2+k^2}}}\mathrm{sinh}^1{\displaystyle \frac{\mathrm{min}(p,k)}{\mathrm{max}(p,k)}}`$
where we have made use of the integrals given in Appendix A.
Thus, we arrive at the following nonlinear equation for the vacuum polarization:
$$\mathrm{\Pi }(p)=\frac{Ne^2}{8p}\frac{Ne^4}{4\pi ^2p}_0^{\mathrm{}}𝑑k\frac{K(p,k)}{p\left[1+\mathrm{\Pi }(k)\right]}.$$
(40)
Apparently, this equation is gauge invariant. We can rewrite it also as the equation for the running coupling $`\overline{\alpha }(p)`$ which must be self-consistently determined from it:
$$\overline{\alpha }^1(p)=\overline{\alpha }_1^1(p)\frac{N}{4\pi ^2p}\underset{0}{\overset{\mathrm{}}{}}𝑑kkK(p,k)\overline{\alpha }(k),$$
(41)
where $`\overline{\alpha }_1(p)`$ is the one-loop running coupling (see Eq. (1)).
Equation (41) is the simplest nonlinear equation for the running coupling (or the photon propagator) which is derived at the lowest order in the $`1/N`$ truncation of the SD equations. In fact, it should be considered as an analogue of the ladder approximation for the fermion propagator. The effects of a constant fermion mass can be incorporated at one’s wish by computing the box diagrams with massive fermions. This would allow one to study the coupled system of the SDE for the fermion self-energy and photon polarization operator along the lines of Ref. . However, this is beyond the scope of the present paper and we shall leave aside this issue. A coupled system of SD equations for the vacuum polarization and the fermion renormalization wave function was studied in Ref. using an Ansatz for the full vertex satisfying the Ward-Takahashi (WT) identity. Though such an approach reproduces standard value for the critical $`N_{\mathrm{cr}}3.3`$, it does not permit us to identify the Ansatz with a class of Feynman diagrams.
Now we proceed by solving Eqs. (40) and (41) both analytically and numerically. Approximating, as usual, the expression (39) for the kernel by its asymptotics at $`pk`$ and $`pk`$
$$K(p,k)\frac{2}{15}\frac{p^3k^3}{\mathrm{max}(p^7,k^7)},$$
(42)
one can reduce the integral Eqs. (40) and (41) to differential ones in order to study the asymptotical behavior of $`\mathrm{\Pi }(p)`$ and $`\overline{\alpha }(p)`$ in the ultraviolet and infrared regions. However, in the present case we can find corresponding asymptotics directly from the integral equations.
First of all, we can immediately see that the solution of Eq. (41) for the running coupling possesses a nontrivial IR fixed point. Indeed, by making a change of variables, $`kkp`$, in the integral and assuming that $`\overline{\alpha }(0)0`$ we come to the quadratic equation for $`\overline{\alpha }(0)`$:
$$\overline{\alpha }^1(0)=\overline{\alpha }_1^1(0)\frac{N}{4\pi ^2}\underset{0}{\overset{\mathrm{}}{}}𝑑kkK(1,k)\overline{\alpha }(0),$$
(43)
where we have made use of the fact that $`pK(p,kp)=K(1,k)`$, see Eq. (39). The last integral can be evaluated exactly (see Appendix A), and we obtain
$`\overline{\alpha }(0)={\displaystyle \frac{8}{NC}},C={\displaystyle \frac{1}{2}}+{\displaystyle \frac{1}{2}}\sqrt{1+{\displaystyle \frac{4}{N}}\left({\displaystyle \frac{184}{9\pi ^2}}2\right)}1+{\displaystyle \frac{1}{N}}\left({\displaystyle \frac{184}{9\pi ^2}}2\right)1+{\displaystyle \frac{1}{14.0N}}.`$ (44)
This result illustrates that the $`1/N`$ expansion is reliable even for a rather low number of flavors, e.g. $`N=2`$, because of the smallness of the numerical coefficient in front of the $`1/N`$ term.
The next term in the expansion of $`\overline{\alpha }(p)`$ at small $`p`$ can also be calculated exactly, as well as its asymptotics at large momenta but we focus on finding the asymptotics of the vacuum polarization operator itself. For it we seek a power solution ($`(p/\alpha )^\gamma `$) in both asymptotic regions, ($`p\alpha `$) and ($`p\alpha `$). We find that the power exponent can only be $`\gamma =1`$ in both cases. Thus we get
$`\mathrm{\Pi }(p)`$ $`=`$ $`C{\displaystyle \frac{\alpha }{p}},\text{for}p\alpha ,`$ (45)
$`\mathrm{\Pi }(p)`$ $`=`$ $`{\displaystyle \frac{\alpha }{p}},\text{for}p\alpha `$ (46)
with the constant $`C`$ defined in Eq. (44) (we recall that $`\alpha =e^2N/8`$). Hence for the running coupling we have
$`\overline{\alpha }(p)`$ $`=`$ $`{\displaystyle \frac{e^2}{p(1+C\alpha /p)}}{\displaystyle \frac{8}{CN}},p\alpha ,`$ (47)
$`\overline{\alpha }(p)`$ $`=`$ $`{\displaystyle \frac{e^2}{p(1+\alpha /p)}},p\alpha .`$ (48)
The numerical solution of Eq. (40) is presented in Fig. 6. From this figure it is clear that the IR behavior (i.e., $`p\alpha `$) of $`p\mathrm{\Pi }(p)`$ is indeed constant and in agreement with the analytic analysis.
For studying effects like symmetry breaking and dynamical mass generation, it is sufficient to consider only momenta less than $`\alpha `$. Therefore for the remainder of this article we will just use Eq. (45) and treat $`\alpha `$ as the ultraviolet cutoff for nonperturbative dynamics. This allows us to write the gauge boson propagator as (in Euclidean formulation)
$$e^2D_{\mu \nu }(p)=\left(g_{\mu \nu }+(1\xi (p))\frac{p_\mu p_\nu }{p^2}\right)\frac{\overline{\alpha }(0)}{p},\overline{\alpha }(0)=\frac{8}{NC},$$
(49)
for $`p=\sqrt{p^2}\alpha `$, with $`C`$ given by Eq. (44), and where $`\xi (p)`$ parameterizes a nonlocal gauge fixing function (see Appendix B). This form of the photon propagator will be used in the next section.
The gauge boson propagator of Eq. (49) gives rise to a Coulomb potential instead of a logarithmically confining potential. The dimensionless coupling $`\overline{\alpha }_0\overline{\alpha }(0)`$ should now be interpreted as the coupling parameter of a perfectly marginal (or conformal invariant) interaction: $`\beta (\overline{\alpha }_0)=0`$.
## III $`\mathrm{𝐐𝐄𝐃}_\mathrm{𝟑}`$ plus Four-fermion interactions
The gauged NJL model with $`N`$ fermion flavors is described by the Lagrangian
$$_{\mathrm{GNJL}}=\frac{1}{4}F_{\mu \nu }^2+\overline{\psi }(i\gamma ^\mu D_\mu m_0)\psi +\frac{G}{2N}[(\overline{\psi }\psi )^2+(\overline{\psi }i\gamma _5\psi )^2],$$
(50)
where $`D_\mu =_\mu ieA_\mu `$ is the covariant derivative, and the last term is a chirally invariant four-fermion interaction with $`G`$ the corresponding Fermi coupling constant. In the absence of a fermion mass term $`m_0`$ which breaks the chiral symmetry explicitly, the Lagrangian (50) possesses a U$`(1)`$ gauge symmetry and a global U$`{}_{L}{}^{}(1)\times `$U$`{}_{R}{}^{}(1)`$ chiral symmetry. For the four-fermion coupling we introduce the dimensionless coupling constant $`g=2G\mathrm{\Lambda }/\pi ^2`$, and we consider the dimensionful gauge coupling $`e^2`$ as the UV cutoff (more precisely, $`\alpha \mathrm{\Lambda }`$).
A parity invariant bare mass term $`m_0\overline{\psi }\psi `$ as well as a dynamically generated fermion mass breaks the global symmetry down to U$`{}_{L+R}{}^{}(1)`$. Further we study mainly the chiral symmetric case with $`m_0=0`$. By introducing the auxiliary scalar fields $`\sigma `$ and $`\pi `$, the Lagrangian (50) can be rewritten as
$`_2={\displaystyle \frac{1}{4}}F_{\mu \nu }F^{\mu \nu }+\overline{\psi }i\gamma ^\mu D_\mu \psi \overline{\psi }(\sigma +i\gamma _5\pi )\psi {\displaystyle \frac{N}{2G}}\left(\sigma ^2+\pi ^2\right),`$ (51)
where $`\sigma =(G/N)\overline{\psi }_i\psi _i`$, $`\pi =(G/N)\overline{\psi }_i\gamma _5\psi _i`$.
The propagators of the $`\sigma `$ and $`\pi `$ fields, $`\mathrm{\Delta }_S`$ and $`\mathrm{\Delta }_P`$, are defined, respectively, as follows:
$`\mathrm{\Delta }_S(q)`$ $`=`$ $`i{\displaystyle d^3xe^{iqx}0|T(\sigma (x)\sigma (0))|0_C},`$ (52)
$`\mathrm{\Delta }_P(q)`$ $`=`$ $`i{\displaystyle d^3xe^{iqx}0|T(\pi (x)\pi (0))|0_C},`$ (53)
where the subscript $`C`$ stands for “connected.” The SD equation for the scalar (pseudoscalar) propagator is given by
$`\mathrm{\Delta }_{S(P)}^1(p)={\displaystyle \frac{N}{G}}+\mathrm{\Pi }_{S(P)}(p),`$ (54)
where the (pseudo)scalar vacuum polarization is
$`\mathrm{\Pi }_{S(P)}(p)=i{\displaystyle ^\mathrm{\Lambda }}{\displaystyle \frac{d^3k}{(2\pi )^3}}\mathrm{Tr}\left[S(k+p)\mathrm{\Gamma }_{S(P)}(k+p,k)S(k)\mathrm{\Gamma }_{0S(P)}\right]`$ (55)
(see Fig. 7), $`S(k)`$ is the full fermion propagator ($`S^1(k)=\widehat{k}A(k)B(k)`$), and $`\mathrm{\Gamma }_{S(P)}(k+p,k)`$ is the fermion-antifermion (Yukawa) vertex (the bare Yukawa vertices are given by $`\mathrm{\Gamma }_{0S}=\mathrm{𝟏}`$, $`\mathrm{\Gamma }_{0P}=i\gamma _5`$, where $`\mathrm{𝟏}`$ is the identity matrix). The absence of kinetic terms for the $`\sigma `$ and $`\pi `$ fields in the Lagrangian is reflected in the constant bare propagator $`G`$. The Yukawa vertices $`\mathrm{\Gamma }_S`$ and $`\mathrm{\Gamma }_P`$ are defined as the “fully amputated” vertices,
$`S(k)\mathrm{\Gamma }_S(k,p)S(p)\mathrm{\Delta }_S(kp)`$ $`=`$ $`{\displaystyle d^3xd^3ye^{ikxipy}0|T(\psi (x)\overline{\psi }(y)\sigma (0))|0_C},`$ (56)
$`S(k)\mathrm{\Gamma }_P(k,p)S(p)\mathrm{\Delta }_P(kp)`$ $`=`$ $`{\displaystyle d^3xd^3ye^{ikxipy}0|T(\psi (x)\overline{\psi }(y)\pi (0))|0_C}.`$ (57)
In the symmetric phase of the GNJL model the pseudoscalar and scalar propagators are degenerate, so are the pseudoscalar vertex and scalar vertex.
We shall study the SDE for the Yukawa vertex $`\mathrm{\Gamma }_S`$ and scalar propagator $`\mathrm{\Delta }_S`$ with both the gauge interaction and the four-fermion interactions treated in the leading order of the $`1/N`$ expansion. This approximation is obtained by replacing the Bethe-Salpeter kernel $`K`$ by planar one photon exchange graph with the photon propagator given by Eq. (49) and bare fermion-photon vertices (see Fig. 2). In principle the Bethe-Salpeter kernel also contains scalar and pseudoscalar exchanges. One can question whether such exchanges can be neglected. In fact, if one includes the ladder like one-scalar and one-pseudoscalar exchanges in the truncation of the BS kernel $`K`$ in the SDE for the Yukawa vertices, then such contributions cancel each other exactly in the symmetric phase. On the other hand, in the equation for the fermion wave function $`A(p)`$ these contributions add and must be taken into account. Since we take the bare vertex approximation, we need to set $`A(p)=1`$ for consistency with the WT identity. In Appendix B we prove the existence of such a nonlocal gauge for the GNJL model in the bare vertex approximation and in arbitrary dimensions.<sup>§</sup><sup>§</sup>§A version of a nonlocal gauge in $`D=4`$ leading to approximate equality $`A=1`$ was proposed in Ref.. There it is shown also that four-fermion contributions into the gauge function $`\xi `$ are suppressed leading to $`\xi (p)=2/3`$ (Nash’s nonlocal gauge). In what follows we use the Nash gauge for the photon propagator (49).
The equation for the Yukawa vertex, within the proposed approximation, reads
$`\mathrm{\Gamma }_S(p+q,p)=\mathrm{𝟏}+ie^2{\displaystyle ^\mathrm{\Lambda }}{\displaystyle \frac{d^3k}{(2\pi )^3}}\gamma ^\lambda S(k+q)\mathrm{\Gamma }_S(k+q,k)S(k)\gamma ^\sigma D_{\lambda \sigma }(kp)`$ (58)
(see Fig. 8). In the symmetric phase, the equation for the scalar vertex, Eq. (58), is a self-consistent equation if one uses a gauge where the full fermion propagator has the form of the free or bare fermion propagator $`S(p)=S_0(p)=1/\widehat{p}`$.
The invariance under parity and charge conjugation restricts the form of the Yukawa vertices to the following decomposition
$`\mathrm{\Gamma }_S(p+q,p)`$ $`=`$ $`\mathrm{𝟏}\left[F_1(p+q,p)+\left(\widehat{q}\widehat{p}\widehat{p}\widehat{q}\right)F_2(p+q,p)\right],`$ (59)
$`\mathrm{\Gamma }_P(p+q,p)`$ $`=`$ $`(i\gamma _5)\left[F_1(p+q,p)+\left(\widehat{q}\widehat{p}\widehat{p}\widehat{q}\right)F_2(p+q,p)\right]`$ (60)
in the symmetric phase. The two scalar functions $`F_i`$ are symmetric in the fermion momenta:
$`F_i(p+q,p)F_i((p+q)^2,p^2,q^2)=F_i(p^2,(p+q)^2,q^2),i=1,2.`$ (61)
This is analogous to the four-dimensional case.
Since we are considering the symmetric phase, the $`\sigma `$ and $`\pi `$ propagators are identical. In what follows we neglect the contribution of $`F_2`$ to the Yukawa vertices. The validity of this approximation was argued in Ref. for the four-dimensional case and the analysis can be generalized straightforwardly to the three-dimensional case. Here we only point out that calculating $`F_1,F_2`$ in $`1/N`$ perturbation theory reveals that the function $`F_1`$ contains logarithmic terms which build up into the power-law form of the full solution (see below); on the other hand, $`F_2`$ does not contain such logarithmic terms and thus will not contribute to the leading and next-to-leading in $`1/N`$ order behavior of $`\mathrm{\Pi }_S`$.
Hence, neglecting all functions except $`F_1`$, we obtain (in Euclidean formulation) after substituting Eq. (49) with $`\xi (p)=2/3`$ in Eq. (58)
$`F_1(p+q,p)`$ $`=`$ $`1+\lambda {\displaystyle \underset{0}{\overset{\mathrm{\Lambda }}{}}}𝑑k{\displaystyle \frac{d\mathrm{\Omega }}{4\pi }\frac{(k^2+qk)}{(k+q)^2}\frac{1}{|kp|}F_1(k+q,k)},`$ (62)
where $`\lambda =32/(3NC\pi ^2)`$ and where $`𝑑\mathrm{\Omega }`$ denotes the usual angular part of the three-dimensional integration. The equation for the $`\sigma `$ boson vacuum polarization is
$`\mathrm{\Pi }_S(q)={\displaystyle \frac{2N}{\pi ^2}}{\displaystyle \underset{0}{\overset{\mathrm{\Lambda }}{}}}𝑑k{\displaystyle \frac{d\mathrm{\Omega }}{4\pi }\frac{(k^2+qk)}{(k+q)^2}F_1(k+q,k)}.`$ (63)
To resolve the angular dependence of the Yukawa vertex function $`F_1`$ it is convenient to use an expansion in Legendre polynomials $`P_n`$ (see also Appendix C),
$`F_1(p+q,p)=F_1(p,p+q)`$ $`=`$ $`{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}f_n(p,q)P_n(pq/pq),`$ (64)
where in the right-hand side expression $`p=\sqrt{p^2}`$, $`q=\sqrt{q^2}`$, and $`pq/pq=\mathrm{cos}\alpha `$. Then we follow the arguments of Ref. and assume that the Yukawa vertex function $`F_1(p+q,p)`$ depends only weakly on the angle $`pq/pq`$ between fermion and $`\sigma `$ boson momenta, so that the set equations for $`f_n`$ reduces to the equation for the zeroth-order Legendre coefficient function $`f_0`$ only. This is equivalent to approximating $`\mathrm{\Gamma }_S`$ by its angular average
$`\mathrm{\Gamma }_S(p+q,p)=\mathrm{\Gamma }_S(p,p+q)\mathrm{𝟏}{\displaystyle \frac{d\mathrm{\Omega }}{4\pi }F_1(p+q,p)}=\mathrm{𝟏}f_0(p,q),`$ (65)
where the function $`f_0(p,q)`$ depends on the absolute values of the vectors $`p`$, $`q`$, i.e., in it $`p=\sqrt{p^2}`$, $`q=\sqrt{q^2}`$. Accordingly we write
$`f_0(p,q)=F_{\mathrm{IR}}(p,q)\theta (qp)+F_{\mathrm{UV}}(p,q)\theta (pq),`$ (66)
where the functions $`F_{\mathrm{IR}}`$ and $`F_{\mathrm{UV}}`$ satisfy integral equations which are given in Appendix C (see Eqs. (C17) and (C19)). Within this approximation, we find that the scalar vacuum polarization (C9) is expressed through the function $`F_{\mathrm{UV}}`$ (see Eqs. (C9), (C11), and (C13)):
$`\mathrm{\Pi }_S(q)`$ $`=`$ $`{\displaystyle \frac{2\mathrm{\Lambda }}{\pi ^2}}{\displaystyle \frac{N}{\lambda }}\left[F_{\mathrm{UV}}(\mathrm{\Lambda },q)1\right].`$ (67)
The integral Eqs. (C17) and (C19) can be reduced to second order differential equations
$`p^2{\displaystyle \frac{d^2}{dp^2}}F_{\mathrm{IR}}+2p{\displaystyle \frac{d}{dp}}F_{\mathrm{IR}}+\lambda {\displaystyle \frac{p^2}{2q^2}}F_{\mathrm{IR}}=0,`$ (68)
$`p^2{\displaystyle \frac{d^2}{dp^2}}F_{\mathrm{UV}}+2p{\displaystyle \frac{d}{dp}}F_{\mathrm{UV}}+\lambda \left(1{\displaystyle \frac{q^2}{2p^2}}\right)F_{\mathrm{UV}}=0,`$ (69)
with four boundary conditions. The infrared and ultraviolet boundary conditions (IRBC and UVBC), respectively, are
$`\left[p^2{\displaystyle \frac{d}{dp}}F_{\mathrm{IR}}(p,q)\right]_{p=0}=0,\left[F_{\mathrm{UV}}(p,q)+p{\displaystyle \frac{d}{dp}}F_{\mathrm{UV}}(p,q)\right]_{p=\mathrm{\Lambda }}=1.`$ (70)
There is a continuity and differentiability equation at $`p=q`$:
$`F_{\mathrm{IR}}(q,q)=F_{\mathrm{UV}}(q,q),{\displaystyle \frac{d}{dp}}F_{\mathrm{IR}}(p,q)|_{p=q}={\displaystyle \frac{d}{dp}}F_{\mathrm{UV}}(p,q)|_{p=q}.`$ (71)
The equation for $`F_{\mathrm{UV}}`$ can be written as
$`z^2{\displaystyle \frac{d^2}{dz^2}}F_{\mathrm{UV}}+\left(\lambda z^2\right)F_{\mathrm{UV}}=0,z=\sqrt{{\displaystyle \frac{\lambda }{2}}}{\displaystyle \frac{q}{p}}.`$ (72)
The differential Eqs. (68) and (72) and the BC’s (70) and (71) can be solved straightforwardly. The solutions are
$`F_{\mathrm{IR}}(p,q)`$ $`=`$ $`Z^1({\displaystyle \frac{q}{\mathrm{\Lambda }}},\omega )\left({\displaystyle \frac{q}{p}}\right)\mathrm{sin}\left(\sqrt{{\displaystyle \frac{\lambda }{2}}}{\displaystyle \frac{p}{q}}\right),`$ (73)
$`F_{\mathrm{UV}}(p,q)`$ $`=`$ $`{\displaystyle \frac{\pi }{2\mathrm{sin}(\omega \pi /2)}}Z^1({\displaystyle \frac{q}{\mathrm{\Lambda }}},\omega )\left({\displaystyle \frac{q}{p}}\right)^{1/2}`$ (74)
$`\times `$ $`\left[\rho (\omega )I_{\omega /2}\left(\sqrt{{\displaystyle \frac{\lambda }{2}}}{\displaystyle \frac{q}{p}}\right)\rho (\omega )I_{\omega /2}\left(\sqrt{{\displaystyle \frac{\lambda }{2}}}{\displaystyle \frac{q}{p}}\right)\right],`$ (75)
where $`I_{\pm \nu }`$ are modified Bessel functions, and $`\omega `$ is given by
$`\omega =\sqrt{14\lambda }=\sqrt{1N_{\mathrm{cr}}/N},N_{\mathrm{cr}}=128/(3C\pi ^2).`$ (76)
Furthermore,
$`Z(q/\mathrm{\Lambda },\omega ){\displaystyle \frac{\pi }{2\mathrm{sin}(\omega \pi /2)}}\left[\rho (\omega )R(q/\mathrm{\Lambda },\omega )\rho (\omega )R(q/\mathrm{\Lambda },\omega )\right],`$ (77)
and
$`\rho (\omega )`$ $``$ $`I_{\omega /2}\left(\sqrt{{\displaystyle \frac{\lambda }{2}}}\right)\left[\sqrt{{\displaystyle \frac{\lambda }{2}}}\mathrm{cos}\sqrt{{\displaystyle \frac{\lambda }{2}}}{\displaystyle \frac{1}{2}}\mathrm{sin}\sqrt{{\displaystyle \frac{\lambda }{2}}}\right]`$ (78)
$`+`$ $`I_{\omega /2}^{}\left(\sqrt{{\displaystyle \frac{\lambda }{2}}}\right)\left[\sqrt{{\displaystyle \frac{\lambda }{2}}}\mathrm{sin}\sqrt{{\displaystyle \frac{\lambda }{2}}}\right],`$ (79)
$`R(q/\mathrm{\Lambda },\omega )`$ $``$ $`{\displaystyle \frac{1}{2}}\sqrt{{\displaystyle \frac{q}{\mathrm{\Lambda }}}}\left[I_{\omega /2}\left(\sqrt{{\displaystyle \frac{\lambda }{2}}}{\displaystyle \frac{q}{\mathrm{\Lambda }}}\right)2\sqrt{{\displaystyle \frac{\lambda }{2}}}{\displaystyle \frac{q}{\mathrm{\Lambda }}}I_{\omega /2}^{}\left(\sqrt{{\displaystyle \frac{\lambda }{2}}}{\displaystyle \frac{q}{\mathrm{\Lambda }}}\right)\right].`$ (80)
The $`\mathrm{sin}\omega \pi /2`$ results from the Wronskian between $`I_{\omega /2}(x)`$ and $`I_{\omega /2}(x)`$.
By adopting the approximation (65) we have obtained an analytic expression for the Yukawa vertex $`\mathrm{\Gamma }_S`$. Within this approximation, the $`\sigma `$ boson propagator $`\mathrm{\Delta }_S`$ defined by Eq. (54) is related to $`\mathrm{\Gamma }_S`$ via Eq. (67). Such an expression is valid in the symmetric phase of the phase diagram.
## IV Scaling and other properties
In the previous section we have obtained nonperturbative solutions for the Yukawa vertex and scalar propagator within the ladder approximation. In this section we discuss some important properties of the Yukawa vertex and scalar propagator.
Let us briefly state our objectives. First, we apply the Thouless criterion of the symmetry phase instability in order to derive the critical curve given in Eq. (3). Subsequently, we show that near this curve the scalar propagator has a scaling form consistent with the general renormalization group theory of second order phase transitions. We find that the anomalous dimension of the propagator of the composite scalar fields is $`\eta =2\omega `$ with $`\omega `$ given by Eq. (76). Moreover, we show that the Yukawa vertex has a scaling form consistent with power-law renormalizability. Second, we derive the peculiar behavior of $`\mathrm{\Pi }_S`$ near $`N=N_{\mathrm{cr}}`$. The phase transition at $`N=N_{\mathrm{cr}}`$ is known as the CPT and is characterized by the absence of light unstable modes in the symmetric phase. Another characteristic feature of the CPT is the scaling law with essential singularity for the scalar boson and the fermion mass in the broken phase. This scaling law can be obtained by analytical continuation of $`\mathrm{\Pi }_S`$ in $`\omega `$ across the critical curve at $`N=N_{\mathrm{cr}}`$.
In analogy with Ref. we investigate a few specific limits:
1. The large flavor limit ($`N\mathrm{}`$), which means that the gauge interaction is negligible with respect to four-fermion interactions, i.e. $`\lambda =0`$, thus $`\omega =1`$.
2. Asymptotic or IR behavior of $`\mathrm{\Gamma }_S(p+q,p)`$ and $`\mathrm{\Delta }_S(q)`$, i.e. $`p,q\mathrm{\Lambda }`$.
3. The behavior of $`\mathrm{\Pi }_S`$ at the critical coupling $`\lambda =\lambda _c=1/4`$, thus $`\omega =0`$.
4. The behavior of $`\mathrm{\Pi }_S`$ for $`\lambda >\lambda _c`$, $`\omega =i\nu `$, $`\nu =\sqrt{4\lambda 1}`$, i.e., analytic continuation across the critical curve at $`\lambda =\lambda _c`$.
### A Large flavor limit
In the large flavor limit, the four-fermion interactions completely govern the dynamical breakdown of “chiral” symmetry. In this limit $`\omega =1`$ ($`\lambda =0`$), thus the Yukawa vertex (58) is $`\mathrm{\Gamma }_S(p+q,p)=1`$. Consequently, we obtain an expression for $`\mathrm{\Pi }_S`$ from Eq. (C9) by using Eq. (C13) and $`F_{\mathrm{UV}}(p,q)=F_{\mathrm{IR}}(p,q)=1`$ at $`\omega =1`$. This leads to
$`\mathrm{\Pi }_S(q)={\displaystyle \frac{2N\mathrm{\Lambda }}{\pi ^2}}\left[1{\displaystyle \frac{4q}{3\mathrm{\Lambda }}}+{\displaystyle \frac{q^2}{2\mathrm{\Lambda }^2}}\right].`$ (81)
This expression is obtained by making use of the approximation (C13). Naturally, the expression for $`\mathrm{\Pi }_S(q)`$ can be obtained by evaluating Eq. (55) with $`\mathrm{\Gamma }_S=1`$. The result is
$`\mathrm{\Pi }_S(q)={\displaystyle \frac{2N\mathrm{\Lambda }}{\pi ^2}}\left[1{\displaystyle \frac{\pi ^2}{8}}{\displaystyle \frac{q}{\mathrm{\Lambda }}}+{\displaystyle \frac{q^2}{3\mathrm{\Lambda }^2}}\right],`$ (82)
see, e.g., Ref. and references therein . Since only the first two terms on the right-hand side of Eqs. (81) and (82) are important in the IR ($`q\mathrm{\Lambda }`$), these equations differ about $`10\%`$.
### B Asymptotic behavior and scaling
For values $`0<\omega <1`$, the asymptotic behavior or IR behavior of $`\mathrm{\Gamma }_S`$ and $`\mathrm{\Pi }_S`$ with $`(q/\mathrm{\Lambda })^\omega q/\mathrm{\Lambda }`$ can be derived by first considering the $`q\mathrm{\Lambda }`$ limit of Z, Eq. (77):
$`Z{\displaystyle \frac{\pi }{2\mathrm{sin}(\omega \pi /2)}}\left({\displaystyle \frac{q}{\mathrm{\Lambda }}}\right)^{1/2}C(\omega )\mathrm{sinh}\left[{\displaystyle \frac{\omega }{2}}\mathrm{ln}{\displaystyle \frac{\mathrm{\Lambda }}{q}}+\delta (\omega )\right],`$ (83)
where
$`\delta (\omega )`$ $`=`$ $`{\displaystyle \frac{1}{2}}\mathrm{ln}{\displaystyle \frac{\rho (\omega )(1+\omega )\mathrm{\Gamma }(1+\omega /2)}{\rho (\omega )(1\omega )\mathrm{\Gamma }(1\omega /2)}}{\displaystyle \frac{\omega }{4}}\mathrm{ln}{\displaystyle \frac{\lambda }{8}},`$ (84)
$`C(\omega )`$ $`=`$ $`\sqrt{{\displaystyle \frac{\rho (\omega )\rho (\omega )(1\omega ^2)}{\mathrm{\Gamma }(1+\omega /2)\mathrm{\Gamma }(1\omega /2)}}}.`$ (85)
In this limit, the function $`F_{\mathrm{UV}}(p,q)`$ with fermion momentum $`p=\mathrm{\Lambda }`$ can be expressed as
$`F_{\mathrm{UV}}(\mathrm{\Lambda },q){\displaystyle \frac{2}{1+\omega }}+{\displaystyle \frac{2\omega }{(1\omega ^2)}}\left(1\mathrm{coth}y\right),y={\displaystyle \frac{\omega }{2}}\mathrm{ln}{\displaystyle \frac{\mathrm{\Lambda }}{q}}+\delta (\omega ).`$ (86)
Thus, by using Eq. (67), the asymptotic form for $`\mathrm{\Pi }_S`$ reads
$`\mathrm{\Pi }_S(q)`$ $``$ $`{\displaystyle \frac{2N\mathrm{\Lambda }}{\pi ^2}}\left[{\displaystyle \frac{4}{(1+\omega )^2}}+{\displaystyle \frac{8\omega }{(1\omega ^2)^2}}\left(1\mathrm{coth}y\right)\right].`$ (87)
Hence
$`\mathrm{\Pi }_S(q)`$ $``$ $`{\displaystyle \frac{2N\mathrm{\Lambda }}{\pi ^2}}\left[{\displaystyle \frac{1}{g_c}}B(\omega )\left({\displaystyle \frac{q}{\mathrm{\Lambda }}}\right)^\omega +𝒪\left((q/\mathrm{\Lambda })^{2\omega }\right)+𝒪\left((q/\mathrm{\Lambda })^2\right)\right],q\mathrm{\Lambda },`$ (88)
where
$`g_c={\displaystyle \frac{(1+\omega )^2}{4}},B(\omega ){\displaystyle \frac{16\omega }{(1+\omega )^3(1\omega )}}{\displaystyle \frac{\rho (\omega )}{\rho (\omega )}}{\displaystyle \frac{\mathrm{\Gamma }\left(1\frac{\omega }{2}\right)}{\mathrm{\Gamma }\left(1+\frac{\omega }{2}\right)}}\left(\sqrt{{\displaystyle \frac{\lambda }{8}}}\right)^\omega .`$ (89)
One can show that $`B(1)=4/3`$, which is in agreement with Eq. (81). The expression (88) for the asymptotic behavior of $`\mathrm{\Pi }_S(q)`$ is valid for $`0<\omega 1`$, but not for $`\omega =0`$ ($`\lambda =\lambda _c`$).
The inverse propagator $`\mathrm{\Delta }_S^1`$ that follows from Eqs. (54) and (88) is given by
$`\mathrm{\Delta }_S^1(q){\displaystyle \frac{2B(\omega )N\mathrm{\Lambda }}{\pi ^2}}\left[{\displaystyle \frac{1}{B(\omega )}}\left({\displaystyle \frac{1}{g}}{\displaystyle \frac{1}{g_c}}\right)+\left({\displaystyle \frac{q}{\mathrm{\Lambda }}}\right)^\omega \right].`$ (90)
The instability of the symmetric phase is signalized by the vanishing of $`\mathrm{\Delta }_S^1(q=0)`$. This is nothing else than the Thouless criterion for a phase transition of the second kind which leads to the critical curve
$$g=g_c,0<\omega <1(N>N_{\mathrm{cr}}),g>\frac{1}{4}.$$
(91)
Thus the curve $`g=g_c`$ is a line of UV stable fixed points. On the critical line the scalar propagator scales as
$$\mathrm{\Delta }_S(q)\frac{\pi ^2}{2B(\omega )N\mathrm{\Lambda }}\left(\frac{\mathrm{\Lambda }}{q}\right)^{2\eta },\eta =2\omega ,$$
(92)
where $`\eta `$ is the anomalous dimension.
On the other hand, one can see that on the line $`\omega =0(N=N_{\mathrm{cr}}),g<1/4`$, $`\mathrm{\Delta }_S^1(q=0)`$ does not vanish. Nevertheless, as we shall show in Sec. V, this line is also the phase transition line but of a special type.
The scaling form for $`\mathrm{\Gamma }_S`$ is obtained by considering only the leading term in Eq. (83). Thus the $`Z`$ function scales as
$`Z(q/\mathrm{\Lambda },\omega ){\displaystyle \frac{\pi }{2\mathrm{sin}(\omega \pi /2)}}{\displaystyle \frac{\rho (\omega )}{2}}{\displaystyle \frac{(1+\omega )}{\mathrm{\Gamma }(1\omega /2)}}\left({\displaystyle \frac{\lambda }{8}}\right)^{\omega /4}\left({\displaystyle \frac{q}{\mathrm{\Lambda }}}\right)^{(1\omega )/2}.`$ (93)
In this way the Yukawa vertex can be written as
$`\mathrm{\Gamma }_S(p+q,p)\mathrm{𝟏}\left({\displaystyle \frac{\mathrm{\Lambda }}{q}}\right)^{(\eta 1)/2}\left[_{\mathrm{IR}}(p/q)\theta (qp)+_{\mathrm{UV}}(q/p)\theta (pq)\right],`$ (94)
where, for $`p,q\mathrm{\Lambda }`$,
$`F_{\mathrm{IR}}(p,q)\left({\displaystyle \frac{\mathrm{\Lambda }}{q}}\right)^{(\eta 1)/2}_{\mathrm{IR}}(p/q),F_{\mathrm{UV}}(p,q)\left({\displaystyle \frac{\mathrm{\Lambda }}{q}}\right)^{(\eta 1)/2}_{\mathrm{UV}}(q/p),`$ (95)
and
$`_{\mathrm{IR}}(p/q)`$ $`=`$ $`{\displaystyle \frac{2\mathrm{sin}(\omega \pi /2)}{\pi }}{\displaystyle \frac{2}{\rho (\omega )}}{\displaystyle \frac{\mathrm{\Gamma }(1\omega /2)}{(1+\omega )}}\left({\displaystyle \frac{\lambda }{8}}\right)^{\omega /4}\left({\displaystyle \frac{q}{p}}\right)\mathrm{sin}\left(\sqrt{{\displaystyle \frac{\lambda }{2}}}{\displaystyle \frac{p}{q}}\right),`$ (96)
$`_{\mathrm{UV}}(q/p)`$ $`=`$ $`{\displaystyle \frac{2}{\rho (\omega )}}{\displaystyle \frac{\mathrm{\Gamma }(1\omega /2)}{(1+\omega )}}\left({\displaystyle \frac{\lambda }{8}}\right)^{\omega /4}\left({\displaystyle \frac{q}{p}}\right)^{1/2}`$ (97)
$`\times `$ $`\left[\rho (\omega )I_{\omega /2}\left(\sqrt{{\displaystyle \frac{\lambda }{2}}}{\displaystyle \frac{q}{p}}\right)\rho (\omega )I_{\omega /2}\left(\sqrt{{\displaystyle \frac{\lambda }{2}}}{\displaystyle \frac{q}{p}}\right)\right].`$ (98)
An important consequence of the scaling behavior of the scalar propagator (Eq. (92)) and of the Yukawa vertex (Eq. (94)) is that, in using them, one finds that the four-fermion scattering amplitudes scale as
$`\mathrm{\Gamma }_S(p_1+q,p_1)\mathrm{\Delta }_S(q)\mathrm{\Gamma }_S(p_2,p_2+q){\displaystyle \frac{1}{q}},p_1,p_2q\mathrm{\Lambda }.`$ (99)
This scaling form reveals the long range nature and power-law renormalizability of the four-fermion interactions at the phase transition line .
### C At the critical coupling
At the critical value of $`\lambda `$, i.e., $`\omega =0`$ ($`\lambda _c=1/4`$), we can derive in analogy with Ref. that for $`pq`$
$`(\omega =0)F_{\mathrm{UV}}(p,q)2\left({\displaystyle \frac{p}{\mathrm{\Lambda }}}\right)^{1/2}\left[{\displaystyle \frac{ϵ_32+\mathrm{ln}(p/q)}{ϵ_3\mathrm{ln}(q/\mathrm{\Lambda })}}+𝒪\left(q^2/p^2\mathrm{ln}(q/p)\right)\right],`$ (100)
where
$`ϵ_1`$ $`=`$ $`I_0\left(\sqrt{1/8}\right)\left[\sqrt{1/8}\mathrm{cos}\sqrt{1/8}{\displaystyle \frac{1}{2}}\mathrm{sin}\sqrt{1/8}\right]+I_0^{}\left(\sqrt{1/8}\right)\left[\sqrt{1/8}\mathrm{sin}\sqrt{1/8}\right],`$ (101)
$`ϵ_2`$ $`=`$ $`K_0\left(\sqrt{1/8}\right)\left[\sqrt{1/8}\mathrm{cos}\sqrt{1/8}{\displaystyle \frac{1}{2}}\mathrm{sin}\sqrt{1/8}\right]+K_0^{}\left(\sqrt{1/8}\right)\left[\sqrt{1/8}\mathrm{sin}\sqrt{1/8}\right],`$ (102)
$`ϵ_3`$ $`=`$ $`2\gamma +{\displaystyle \frac{5}{2}}\mathrm{ln}2{\displaystyle \frac{ϵ_2}{ϵ_1}},`$ (103)
with $`\gamma `$ the Euler gamma and $`K_0`$ the modified Bessel function of the third kind.
In the infrared, i.e., $`q\mathrm{\Lambda }`$, $`\mathrm{\Pi }_S`$ can be written as
$`(\omega =0)\mathrm{\Pi }_S(q){\displaystyle \frac{2N\mathrm{\Lambda }}{\pi ^2}}\left[4+{\displaystyle \frac{16}{\mathrm{ln}(q/\mathrm{\Lambda })ϵ_3}}+𝒪\left(q^2/\mathrm{\Lambda }^2\mathrm{ln}(q/\mathrm{\Lambda })\right)\right].`$ (104)
This straightforwardly follows from the insertion of Eq. (100) in Eq. (67).
### D Analytic continuation across the critical curve
Since the expression for the $`\sigma `$ boson vacuum polarization is symmetric under replacement of $`\omega `$ by $`\omega `$, it can be analytically continued to the values $`\lambda >\lambda _c`$. This holds in replacing $`\omega `$ by $`i\nu `$ in Eq. (67) with $`F_{\mathrm{UV}}`$ given by Eq. (75), where
$`\nu =\sqrt{4\lambda 1}.`$ (105)
In the infrared ($`q\mathrm{\Lambda }`$), it means that $`\mathrm{\Pi }_S`$ can be written as
$`\mathrm{\Pi }_S(q){\displaystyle \frac{2N\mathrm{\Lambda }}{\pi ^2}}\left[{\displaystyle \frac{4(1\nu ^2)}{(1+\nu ^2)^2}}{\displaystyle \frac{8\nu }{(1+\nu ^2)^2}}\mathrm{cot}y\right],y={\displaystyle \frac{\nu }{2}}\mathrm{ln}{\displaystyle \frac{\mathrm{\Lambda }}{q}}+\nu \varphi (\nu ^2),`$ (106)
where we have used Eq. (87) with $`\omega i\nu `$, and where $`\varphi (\nu ^2)=\delta (i\nu )/i\nu `$.
The four limits of $`\mathrm{\Pi }_S`$ described above are very useful for illustrating the resonance structure of the bound states and peculiar dynamics of the CPT, see Sec. V.
To conclude this section let us mention that at zero $`\sigma `$ boson momentum ($`q=0`$), we obtain
$`\mathrm{\Gamma }_S(p,p)=F_{\mathrm{UV}}(p,q=0)={\displaystyle \frac{2}{1+\omega }}\left({\displaystyle \frac{p}{\mathrm{\Lambda }}}\right)^{(1\omega )/2}.`$ (107)
## V Light resonances and the conformal phase transition
In this section we analyze the behavior of the $`\sigma `$ boson propagator near the critical line in the symmetric phase ($`gg_c`$), where the $`\sigma `$ and $`\pi `$ boson are degenerate. We will show that for $`\omega >0`$ ($`N>N_{\mathrm{cr}}`$) the scalar composites ($`\sigma `$ and $`\pi `$ bosons) are resonances (unstable modes) described by a complex pole in their respective propagators. The complex pole in $`\mathrm{\Delta }_S`$ should lie on a second or higher Riemann sheet (i.e., not on the first (physical) sheet) of the complex plane of the Minkowskian momentum $`p^2`$, because unitarity (causality) demands that $`\mathrm{\Delta }_S(p)`$ is analytic in the upper half of the complex $`p_0`$-plane, where $`p_0`$ is the “time” component of the Minkowski momentum $`p^2=p_0^2\stackrel{}{p}^2`$.
From Eq. (90) the complex pole can be computed. First we rotate back to Minkowski space, $`p^2p_M^2\mathrm{exp}(i\pi )`$. Subsequently, the complex poles are given by
$`p_M^2=|m_\sigma |^2\mathrm{exp}(i\theta ),\mathrm{\Delta }_S^1(p_M)={\displaystyle \frac{2N\mathrm{\Lambda }}{\pi ^2g}}+\mathrm{\Pi }_S(p_M)=0.`$ (108)
The equation for the imaginary part reads
$`0\mathrm{sin}{\displaystyle \frac{\omega (\theta +\pi )}{2}},`$ (109)
with the solution
$`\theta \pi +{\displaystyle \frac{2n\pi }{\omega }},`$ (110)
where $`n`$ is an odd integer. Hence for values $`0<\omega 1`$ it follows from Eq. (110) that the complex pole does not lie on the physical sheet of $`p^2`$. We denote the first (physical) Riemann sheet of $`p^2`$ by angles $`\theta `$ with $`0\theta <2\pi `$ (the origin is a branch point with a branch cut along the positive real axis). Since $`\mathrm{cos}\omega (\theta +\pi )/2=1`$, we find that the solution for $`|m_\sigma |`$ is
$$\frac{|m_\sigma |}{\mathrm{\Lambda }}=\left[\frac{\mathrm{\Delta }g}{g_cgB(\omega )}\right]^{1/\omega },\mathrm{\Delta }g=g_cg,$$
(111)
consequently the critical exponent $`\nu =1/\omega `$ .The critical exponents $`\nu `$ and $`\eta `$ coincide with those found in Ref. . Note, however, that in Ref. $`\eta `$ was obtained assuming the validity of scaling relations between the critical exponents of the theory. Thus the independent computation of $`\nu `$, $`\eta `$ in the present paper gives, in fact, a proof of the scaling relations. Equation (111) describes how the mass of the pole vanishes as $`g`$ is tuned toward the critical line.
The propagator $`\mathrm{\Delta }_S`$ is of the form given by Eq. (90) and in Minkowski space, with the definition $`p=\sqrt{p^2}`$, it can be written as follows:
$`\mathrm{\Delta }_S(p)={\displaystyle \frac{\pi ^2}{2N\mathrm{\Lambda }}}{\displaystyle \frac{gg_c}{\mathrm{\Delta }g}}\left[{\displaystyle \frac{1}{1+(1)^{\omega /2}\left(p/|m_\sigma |\right)^\omega }}\right],`$ (112)
with $`|m_\sigma |`$ given by Eq. (111). Then, the real and imaginary part of $`\mathrm{\Delta }_S`$ are
$`\mathrm{Re}\left(\mathrm{\Delta }_S(p)\right)`$ $`=`$ $`\left({\displaystyle \frac{\pi ^2}{2N\mathrm{\Lambda }}}{\displaystyle \frac{gg_c}{\mathrm{\Delta }g}}\right){\displaystyle \frac{\left[1+(p/|m_\sigma |)^\omega \mathrm{cos}\phi \right]}{(p/|m_\sigma |)^{2\omega }+2(p/|m_\sigma |)^\omega \mathrm{cos}\phi +1}},`$ (113)
$`\mathrm{Im}\left(\mathrm{\Delta }_S(p)\right)`$ $`=`$ $`\left({\displaystyle \frac{\pi ^2}{2N\mathrm{\Lambda }}}{\displaystyle \frac{gg_c}{\mathrm{\Delta }g}}\right){\displaystyle \frac{(p/|m_\sigma |)^\omega \mathrm{sin}\phi }{(p/|m_\sigma |)^{2\omega }+2(p/|m_\sigma |)^\omega \mathrm{cos}\phi +1}},`$ (114)
where $`\phi =\pi \omega /2`$. The absolute value of the imaginary part has a maximum at $`p=|m_\sigma |`$ and the maximum is
$`\mathrm{Im}\left(\mathrm{\Delta }_S(|m_\sigma |)\right)={\displaystyle \frac{\pi ^2}{2N\mathrm{\Lambda }}}{\displaystyle \frac{gg_c}{\mathrm{\Delta }g}}{\displaystyle \frac{\mathrm{sin}\phi }{2\left[\mathrm{cos}\phi +1\right]}}.`$ (115)
This shows that when $`g`$ approaches $`g_c`$ from below ($`gg_c`$), $`|m_\sigma |`$ goes to zero ($`|m_\sigma |0`$) and that the maximum of the absolute value of the imaginary part of $`\mathrm{\Delta }_S`$ approaches infinity ($`\mathrm{Im}\mathrm{\Delta }_S(|m_\sigma |)\mathrm{}`$).
We define a width over mass ratio $`\mathrm{\Gamma }/|m_\sigma |`$ as follows
$`{\displaystyle \frac{\mathrm{\Gamma }}{|m_\sigma |}}={\displaystyle \frac{p_+}{|m_\sigma |}}{\displaystyle \frac{p_{}}{|m_\sigma |}},\mathrm{Im}\left(\mathrm{\Delta }_S(p_\pm )\right)={\displaystyle \frac{1}{2}}\mathrm{Im}\left(\mathrm{\Delta }_S(|m_\sigma |)\right).`$ (116)
Thus the width is the difference between the momenta at which $`\mathrm{Im}(\mathrm{\Delta }_S)`$ equals $`1/2`$ of the maximum value of $`\mathrm{Im}(\mathrm{\Delta }_S)`$. Solving Eq. (116) by making use of Eqs. (114) and (115) gives
$`{\displaystyle \frac{\mathrm{\Gamma }}{|m_\sigma |}}=\left[2+\mathrm{cos}\phi +\sqrt{(2+\mathrm{cos}\phi )^21}\right]^{1/\omega }\left[2+\mathrm{cos}\phi \sqrt{(2+\mathrm{cos}\phi )^21}\right]^{1/\omega }.`$ (117)
Thus, as the mass scale of the pole is made small by approaching the critical line, the resonance is not described by a narrow Breit-Wigner type, because the width over mass ratio is rather large. Consequently, the resonance does not have the Lorentzian shape which is a characteristic feature of the Breit-Wigner resonance (note that even in pure NJL model ($`\omega =1`$) the resonance is not narrow in contrast to four-dimensional NJL model). The above expression shows also that $`\mathrm{\Gamma }/|m_\sigma |`$ increases when $`\omega 0`$, and the resonance becomes broader.
A description of the resonance structure is provided by a plot of $`\mathrm{Im}\mathrm{\Delta }_S(p)`$. This is illustrated in Fig. 9 in which $`\mathrm{Im}(\mathrm{\Delta }_S(p))/\mathrm{\Delta }_S(0)`$ is drawn as a function of the energy scale $`p/|m_\sigma |`$ for various values of $`\omega `$.
### A Absence of light resonances near $`𝑵_{\mathrm{𝐜𝐫}}`$
The existence of light resonances whose mass vanishes as the transition is approached from the side of symmetric phase in (2+1)-dimensional theories is relevant for describing spin excitations in high-$`T_c`$ cuprate superconductors (see the paper by Kim and Lee and references therein). Such resonances can be considered as precursors of the antiferromagnetic transition. It is known that QED<sub>3</sub> by itself cannot give rise to light excitations in the symmetric phase . This is one of the main features of the so-called conformal phase transition: the absence of light excitations (composites) in the symmetric phase as the transition is approached (in the broken phase massless “normal” Goldstone bosons appear). This unusual behavior can be attributed to the long range nature of the gauge interaction in the model under consideration. Another characteristic feature of the CPT is the scaling law with essential singularity for the dynamical fermion mass in the broken phase .
From the side of the symmetric phase there is no sign indicating the occurrence of a phase transition. This means that the correlation length remains finite in the symmetric phase even close to the critical point (the Thouless criterion is not valid). In QED<sub>3</sub> the CPT occurs at $`\lambda =\lambda _c`$ ($`N=N_{\mathrm{cr}}`$) where the symmetry is dynamically broken by a “marginal” operator (a long range interaction). Though continuous, the CPT is not a second order phase transition. This is reflected by the singular behavior of some of the critical exponents (e.g., $`\nu `$ and $`\beta `$, see Ref. ) as $`\omega `$ goes to zero. The absence of a light complex pole in the $`\sigma `$ boson propagator illustrates the CPT in GNJL model in 2+1 dimensions. At $`\omega =0`$ the $`\sigma `$ boson vacuum polarization is given by Eq. (104) in the infrared. If there has to be a light excitation in the symmetric phase then there must be a complex pole $`p_M^2=|m_\sigma |^2\mathrm{exp}(i\theta )`$ in $`\mathrm{\Delta }_S`$ with $`|m_\sigma |\mathrm{\Lambda }`$ as $`g<1/4`$. From Eq. (104), we then should find zeros of $`\mathrm{\Delta }_S^1`$ at
$`0`$ $``$ $`\left({\displaystyle \frac{1}{g}}4\right)+{\displaystyle \frac{16\left[\mathrm{ln}(\mathrm{\Lambda }/|m_\sigma |)+ϵ_3\right]}{\left[\mathrm{ln}(\mathrm{\Lambda }/|m_\sigma |)+ϵ_3\right]^2+(\theta +\pi )^2/4}},`$ (118)
$`0`$ $``$ $`\theta +\pi .`$ (119)
For $`gg_c=1/4`$, there are no solutions satisfying $`|m_\sigma |\mathrm{\Lambda }`$, hence if there is a pole it will be heavy, i.e., $`|m_\sigma |\mathrm{\Lambda }`$. Therefore at $`\lambda =\lambda _c`$ and $`g<1/4`$ there are no light resonances in the $`2+1`$-dimensional GNJL model.
What happens with the $`\sigma `$-boson propagator if we analytically continue it to the values $`\lambda >\lambda _c,N<N_{\mathrm{cr}}`$? By doing so, we remain in the massless chiral symmetric phase, but we just end up in the “wrong vacuum” (the chiral symmetric solution becomes unstable).<sup>\**</sup><sup>\**</sup>\** A phase transition is by definition described by a nonanalytic behavior in the theory parameters (coupling constants, temperature, etc.). Therefore by analytical continuation one cannot go from one phase into another. The $`\pi `$ and $`\sigma `$ bosons are tachyons for such a solution. Thus the border of the stable symmetric solution $`\lambda =\lambda _c,g<1/4`$ is also the phase transition line.
Let us show that there are indeed tachyons (with imaginary mass $`m^2<0`$) when $`\lambda >\lambda _c`$. For this we need to show that $`\mathrm{\Delta }_S`$ has a real pole in Euclidean momentum space. Assuming that the pole lies in the infrared, $`|m_\sigma |\mathrm{\Lambda }`$, we can use Eq. (106), where $`\omega `$ has been replaced by $`i\nu `$, $`\nu `$ given by Eq. (105). The tachyonic pole is given by
$`{\displaystyle \frac{2N\mathrm{\Lambda }}{\pi ^2g}}+\mathrm{\Pi }_S(|m_\sigma |)=0.`$ (120)
From this we derive the solution
$`{\displaystyle \frac{|m_\sigma |}{\mathrm{\Lambda }}}=\mathrm{exp}\left({\displaystyle \frac{2n\pi }{\nu }}{\displaystyle \frac{2\beta }{\nu }}+2\varphi (\nu ^2)\right),`$ (121)
where
$`\beta =\mathrm{tan}^1{\displaystyle \frac{\nu g}{g2\lambda (g+\lambda )}}.`$ (122)
As is well established, the tachyon with the largest $`|m_\sigma |`$ in the physical region corresponds to $`n=1`$.
It is clear that the tachyons in the symmetric solution appear also when we cross the upper part ($`\lambda <\lambda _c,g>1/4`$) of the critical curve. However, the difference between this part of the critical line and the line $`\lambda =\lambda _c,g<1/4`$ is that we have light composites (resonances) near the first line while they are absent near the last one.
If we now consider the limit $`\lambda \lambda _c`$, i.e., we approach the transition from the side of the broken phase, we obtain the scaling law with essential singularity,
$`{\displaystyle \frac{|m_\sigma |}{\mathrm{\Lambda }}}`$ $``$ $`\mathrm{exp}\left({\displaystyle \frac{4g}{1/4g}}+2\varphi (0)\right)\mathrm{exp}\left({\displaystyle \frac{2\pi }{\sqrt{4\lambda 1}}}\right).`$ (123)
This scaling law with essential singularity is obtained by analytical continuation of the solution in the symmetric phase ($`\lambda <\lambda _c`$) to the broken phase ($`\lambda >\lambda _c`$). Thus the tachyonic (unphysical) solution in the broken phase leads to a scaling law which is proportional to the scaling law given by the fermion mass and $`\sigma `$ boson mass in the broken phase .
## VI Conclusion
In this paper we studied a nonlinear equation for the running coupling in QED<sub>3</sub> which can be considered as the analogue of the ladder approximation for the fermion propagator. We solved our equation both analytically and numerically. We found that the vacuum polarization operator, obtained through a nonperturbative solution of the equation, has the same infrared asymptotics as the one-loop expression: $`\mathrm{\Pi }(p)C\alpha /p`$, $`C1+1/14N`$. Thus, we have showed that a nontrivial IR fixed point persists in the nonperturbative solution. Moreover, quantitatively there is only slight difference between the one-loop result and the nonperturbative solution even at the number of fermions $`N=2`$.
We then proceeded with studying the GNJL model in the symmetric phase with massless fermions. We solved an equation for the Yukawa vertex in the approximation where the full Bethe-Salpeter kernel is replaced by the planar one photon exchange graph with bare fermion-photon vertices. The obtained Yukawa vertex was used for calculation of the scalar composites propagator. The phase transition curve was determined from the condition of instability of the symmetric solution. We established the existence of light excitations (resonances) in the symmetric phase for values of $`N>N_{\mathrm{cr}}4`$ ($`\lambda <\lambda _c`$), provided the four-fermion coupling ($`g>1/4`$) is near its critical value along the critical curve (3). As $`g<1/4`$ and $`N`$ approaches $`N_{\mathrm{cr}}`$ from above the light excitations are absent and the situation resembles pure QED<sub>3</sub>.
The field theoretical models, like QED<sub>3</sub> and the GNJL model, often appear in the long-wavelength limit of microscopic lattice models used for description of high-$`T_c`$ samples. For instance, in a spin-charge separation Ansatz for the $`tJ`$ model, where spin is described by fermionic spinons and charge is described by bosonic holons (or vice versa), a “statistical” U$`(1)`$ gauge interaction appears naturally in the theory along with four-fermion interactions (see, for example, Refs., , and ). It was argued in Ref. that QED<sub>3</sub>, with fermions treated as spinons, might serve as a possible candidate for describing the undoped and underdoped cuprates. For physical $`N(=2)`$ the chiral symmetry broken phase of QED<sub>3</sub> (with a dynamical mass generation) should correspond to an antiferromagnetic ordering in undoped cuprates , while the symmetric phase (for larger $`N`$) would describe some kind of a spin liquid.
Recently spin excitations (particle-hole bound states) have been observed in the normal state (and in the superconducting state) of underdoped and optimally doped cuprates such as YBa<sub>2</sub>Cu<sub>3</sub>O<sub>6+x</sub> and La<sub>2-x</sub>Sr<sub>x</sub>CuO<sub>4</sub>, where $`x`$ is the amount of doping, see Ref. and references therein. The dynamic susceptibility $`\chi ^{\prime \prime }`$ describing antiferromagnetic correlations near wave vector $`Q=(\pi ,\pi )`$ has a broad peak whose energy comes down as the doping is reduced. The height of the peak increases as the doping is reduced and the antiferromagnetic transition approached.
As was proposed in Ref. , QED<sub>3</sub> could describe these particle-hole excitations. However, from the point of view of the present paper, pure QED<sub>3</sub> cannot be applied for describing such spin excitations because of absence of light resonances in the symmetric phase of the model. In our opinion, the GNJL model serves this purpose better since light excitations appear near the critical curve (3) on both sides. Moreover, the mass of resonances decreases as the phase transition is approached (along the trajectory $`N`$, or $`\lambda `$, is fixed and $`gg_c`$) while their peaks become sharper as $`g`$ approaches $`g_c`$. All these features are in qualitative agreement with the experimental picture if we assume that the four-fermion coupling $`g`$ depends on the doping in such a way that $`g`$ increases when the doping is reduced.
A problem, however, is that, in case of cuprate superconductors, the physically relevant number of flavors equals two ($`N=2`$) which is less than $`N_{\mathrm{cr}}4`$. This means that one would get the dynamically broken symmetry phase corresponding to the Néel ordered state at any doping in both QED<sub>3</sub> and the GNJL model. Kim and Lee proposed a mechanism to lower $`N_{\mathrm{cr}}`$ (and make $`N_{\mathrm{cr}}<2`$) in pure QED<sub>3</sub> by taking into account the effect of doping which screens the time-component of the gauge field and halves $`N_{\mathrm{cr}}`$, due to additional coupling of the gauge field to charged scalar fields. However, another way out of such a dilemma appears if we invoke the arguments of Appelquist et al. that ladder SD equations usually overestimate the critical value $`N_{\mathrm{cr}}`$. These authors suggest that the true critical value is $`N_{\mathrm{cr}}=3/2`$. Thus for the physical case of $`N=2`$ the spontaneous symmetry breaking does not occur and the system will be in the symmetric phase when the doping exceeds some critical value. It would be quite interesting to find out a truncated set of SD equations giving such a small critical $`N_{\mathrm{cr}}`$.
###### Acknowledgements.
We would like to acknowledge V. A. Miransky for useful and stimulating discussions and for bringing a paper (Ref. ) to our attention. We thank V. de la Incera, V. A. Miransky and M. Winnink for carefully reading the manuscript. V. P. G. is grateful to the members of the Department of Physics of the Nagoya University, especially K. Yamawaki, for their hospitality during his stay there. His research has been supported in part by Deutscher Academischer Austauschdienst (DAAD) grant, by the National Science Foundation (USA) under grant No. PHY-9722059, and by the Grant-in-Aid of Japan Society for the Promotion of Science (JSPS) No. 11695030. He wishes to acknowledge JSPS for financial support.
## A Box diagram
In this appendix we compute the box function $`B`$ of Eq. (33). We start by contracting the $`\gamma `$’s in Eq. (27) and evaluate the traces. The result is
$`B(p^2,k^2,pk)=i{\displaystyle _M}{\displaystyle \frac{d^3r}{(2\pi )^3}}\left[b_1(p,k,r)+b_2(p,k,r)+b_3(p,k,r)\right],`$ (A1)
where
$`b_1(p,k,r)`$ $`=`$ $`[16(kr)^24kr(4kpp^2)+4(k^24kp)pr24krpr16(pr)^2`$ (A4)
$`24krr^2+4(k^23kp+p^2)r^224prr^212r^4]`$
$`\times {\displaystyle \frac{1}{(r+p)^2(r+p+k)^2(r+k)^2r^2}},`$
and
$`b_2(p,k,r)`$ $`=`$ $`[4krp^2+4(2kp+p^2)pr+8(pr)^2+4krr^2+4(2kp+p^2)r^2`$ (A6)
$`+12prr^2+4r^4]{\displaystyle \frac{1}{r^2(r+p)^4(r+p+k)^2}},`$
$`b_3(p,k,r)`$ $`=`$ $`{\displaystyle \frac{8krpr4kpr^2+4krr^2+4prr^2+4r^4}{r^4(r+p)^2(r+k)^2}}.`$ (A7)
The traces have been performed with the help of FeynCalc . Subsequently, we cancel the $`r`$ dependence in the numerators of Eqs. (A4)-(A7) without shifting the integration variable. In this way the box function $`B`$ can expressed as follows (in Euclidean formulation):
$`B(p^2,k^2,pk)=2{\displaystyle _E}{\displaystyle \frac{d^3r}{(2\pi )^3}}[{\displaystyle \frac{2}{r^2(r+k)^2}}+{\displaystyle \frac{1}{r^2(r+k+p)^2}}{\displaystyle \frac{4}{(r+p)^2(r+k)^2}}`$ (A8)
$`+{\displaystyle \frac{1}{(r+p)^4}}+{\displaystyle \frac{2k^2}{r^2(r+p)^2(r+k)^2}}{\displaystyle \frac{k^2}{(r+p)^4(r+k+p)^2}}+{\displaystyle \frac{4k^2}{(r+k+p)^2(r+p)^2(r+k)^2}}`$ (A9)
$`{\displaystyle \frac{2k^4}{r^2(r+k+p)^2(r+p)^2(r+k)^2}}{\displaystyle \frac{2kp}{r^2(r+p)^2(r+k)^2}}+{\displaystyle \frac{2kp}{r^2(r+p)^2(r+k+p)^2}}`$ (A10)
$`{\displaystyle \frac{2kp}{r^2(r+k+p)^2(r+k)^2}}+{\displaystyle \frac{4kp}{(r+k+p)^2(r+p)^2(r+k)^2}}{\displaystyle \frac{4k^2kp}{r^2(r+k+p)^2(r+p)^2(r+k)^2}}`$ (A11)
$`+{\displaystyle \frac{2kr}{r^4(r+k)^2}}{\displaystyle \frac{4kr}{r^2(r+p)^2(r+k)^2}}+{\displaystyle \frac{p^2}{r^4(r+k)^2}}{\displaystyle \frac{p^2}{r^2(r+p)^4}}{\displaystyle \frac{p^2}{r^2(r+k+p)^2(r+k)^2}}`$ (A12)
$`+{\displaystyle \frac{4p^2}{(r+k+p)^2(r+p)^2(r+k)^2}}+{\displaystyle \frac{k^2p^2}{r^2(r+p)^4(r+k+p)^2}}{\displaystyle \frac{5k^2p^2}{r^2(r+k+p)^2(r+p)^2(r+k)^2}}`$ (A13)
$`{\displaystyle \frac{4kpp^2}{r^2(r+k+p)^2(r+p)^2(r+k)^2}}{\displaystyle \frac{2krp^2}{r^4(r+p)^2(r+k)^2}}{\displaystyle \frac{p^4}{r^4(r+p)^2(r+k)^2}}`$ (A14)
$`{\displaystyle \frac{2p^4}{r^2(r+k+p)^2(r+p)^2(r+k)^2}}{\displaystyle \frac{4pr}{r^2(r+p)^2(r+k)^2}}{\displaystyle \frac{2pr}{r^2(r+k+p)^2(r+k)^2}}`$ (A15)
$`{\displaystyle \frac{2p^2pr}{r^4(r+p)^2(r+k)^2}}{\displaystyle \frac{2r^2}{(r+k+p)^2(r+p)^2(r+k)^2}}].`$ (A16)
For the explicit calculation of the integral, only a handful of integrals are involved. These integrals are
$`{\displaystyle _E}{\displaystyle \frac{d^3r}{(2\pi )^3}}\left[{\displaystyle \frac{1}{r^4}}{\displaystyle \frac{k^2}{r^4(k+r)^2}}\right]`$ $`=`$ $`0,`$ (A17)
$`{\displaystyle _E}{\displaystyle \frac{d^3r}{(2\pi )^3}}\left[{\displaystyle \frac{k^2p^2}{r^4(k+r)^2(p+r)^2}}{\displaystyle \frac{k^2}{r^4(k+r)^2}}\right]`$ $`=`$ $`{\displaystyle \frac{kp}{8kp|kp|}},`$ (A18)
$`{\displaystyle _E}{\displaystyle \frac{d^3r}{(2\pi )^3}}{\displaystyle \frac{1}{r^2(k+r)^2}}`$ $`=`$ $`{\displaystyle \frac{1}{8k}},`$ (A19)
$`{\displaystyle _E}{\displaystyle \frac{d^3r}{(2\pi )^3}}{\displaystyle \frac{1}{r^2(r+k)^2(r+p)^2}}`$ $`=`$ $`{\displaystyle \frac{1}{8kp|kp|}},`$ (A20)
$`{\displaystyle _E}{\displaystyle \frac{d^3r}{(2\pi )^3}}{\displaystyle \frac{1}{r^2(r+k)^2(r+p)^2(r+k+p)^2}}`$ $`=`$ $`{\displaystyle \frac{1}{8kp}}\left[{\displaystyle \frac{1}{kp|kp|}}{\displaystyle \frac{1}{kp|k+p|}}\right],`$ (A21)
where $`|kp|=\sqrt{(kp)^2}`$. In the computation of the last integral (A21), we first have rewritten the left-hand side as the sum of four so-called triangle diagrams (diagrams of the form of Eq. (A20)), the subsequent integration is then straightforward.
The final result reads
$`B(p^2,k^2,pk)={\displaystyle \frac{1}{k}}+{\displaystyle \frac{1}{p}}{\displaystyle \frac{kp}{4kp|k+p|}}+{\displaystyle \frac{kp}{4kp|kp|}}{\displaystyle \frac{(2k^2+kp+2p^2)}{2kp|k+p|}}`$ (A22)
$`{\displaystyle \frac{(2k^2+kp+2p^2)}{2kp|kp|}}{\displaystyle \frac{(2k^4+5k^2p^2+2p^4)}{4(kp)kp|k+p|}}+{\displaystyle \frac{(2k^4+5k^2p^2+2p^4)}{4(kp)kp|kp|}}.`$ (A23)
If an additional integration over the angle between $`p`$ and $`k`$ follows we can simplify this equation because of the symmetry $`pkpk`$. However, if we make use of this symmetry, we should take the principal value for angular integration, since the $`1/pk`$ singularity no longer explicitly cancels.
At various places, we need the following angular integrals:<sup>††</sup><sup>††</sup>††The angular measure is $`𝑑\mathrm{\Omega }=2\pi _0^\pi 𝑑\theta \mathrm{sin}\theta `$, with $`\mathrm{cos}\theta =kp/kp`$.
$`{\displaystyle \frac{d\mathrm{\Omega }}{4\pi }\frac{1}{|kp|}}`$ $`=`$ $`{\displaystyle \frac{1}{\mathrm{max}(k,p)}},{\displaystyle \frac{d\mathrm{\Omega }}{4\pi }\frac{kp}{|kp|}}={\displaystyle \frac{k^2p^2}{3\mathrm{max}(k^3,p^3)}},`$ (A24)
$`{\displaystyle \frac{d\mathrm{\Omega }}{4\pi }\frac{1}{(k+p)^2}}`$ $`=`$ $`{\displaystyle \frac{1}{2kp}}\mathrm{ln}{\displaystyle \frac{k+p}{|kp|}},`$ (A25)
$`{\displaystyle \frac{d\mathrm{\Omega }}{4\pi }\frac{kp}{(k+p)^2}}`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{(k^2+p^2)}{4kp}}\mathrm{ln}{\displaystyle \frac{k+p}{|kp|}},`$ (A26)
$`{\displaystyle \frac{d\mathrm{\Omega }}{4\pi }\frac{(kp)^2}{(k+p)^2}}`$ $`=`$ $`{\displaystyle \frac{(k^2+p^2)}{4}}\left[1{\displaystyle \frac{(k^2+p^2)}{2kp}}\mathrm{ln}{\displaystyle \frac{k+p}{|kp|}}\right],`$ (A27)
and the Cauchy principal value integral
$`𝒫{\displaystyle \frac{d\mathrm{\Omega }}{4\pi }\frac{1}{kp|kp|}}={\displaystyle \frac{1}{kp\sqrt{k^2+p^2}}}\mathrm{ln}\left({\displaystyle \frac{k+p+\sqrt{k^2+p^2}}{|kp|+\sqrt{k^2+p^2}}}\right).`$ (A28)
Note that we use the notation $`k=\sqrt{k^2}`$, $`p=\sqrt{p^2}`$ for the scalar quantities in the right-hand side expressions of Eqs. (A24)-(A28).
Here, we compute also a general form of the integral over the kernel $`K(p,k)`$ given by Eq. (39), i.e.,
$`I(\delta )`$ $`=`$ $`{\displaystyle _0^\mathrm{\Lambda }}𝑑k{\displaystyle \frac{k^\delta }{p^\delta }}K(p,k)`$ (A29)
$`=`$ $`{\displaystyle _0^1}dtt^\delta [{\displaystyle \frac{11t}{6}}{\displaystyle \frac{1}{t}}+{\displaystyle \frac{2t^4+5t^2+2}{2t^2\sqrt{1+t^2}}}\mathrm{sinh}^1t]`$ (A30)
$`+`$ $`{\displaystyle _{p/\mathrm{\Lambda }}^1}dtt^{1\delta }[{\displaystyle \frac{11t}{6}}{\displaystyle \frac{1}{t}}+{\displaystyle \frac{2t^4+5t^2+2}{2t^2\sqrt{1+t^2}}}\mathrm{sinh}^1t]`$ (A31)
$`=`$ $`{\displaystyle _0^1}dt(t^\delta +t^{1\delta })[{\displaystyle \frac{11t}{6}}{\displaystyle \frac{1}{t}}+{\displaystyle \frac{2t^4+5t^2+2}{2t^2\sqrt{1+t^2}}}\mathrm{sinh}^1t]`$ (A32)
$`+`$ $`{\displaystyle \frac{2}{15}}{\displaystyle \frac{p}{\mathrm{\Lambda }}}\underset{t0}{lim}t^{2\delta }+𝒪\left({\displaystyle \frac{p^2}{\mathrm{\Lambda }^2}}\right),`$ (A33)
with $`3\delta 2`$. Exact solutions exist when $`\delta `$ is an integer. In that case, one can make the transformation $`t\mathrm{sinh}\mathrm{ln}s=(s^21)/2s`$, after which the integral can be written as a sum of Spence functions. The result is
$`I(0)={\displaystyle \frac{\pi ^2}{4}}{\displaystyle \frac{5}{2}},I(1)={\displaystyle \frac{\pi ^2}{8}}{\displaystyle \frac{23}{18}},I(2)={\displaystyle \frac{\pi ^2}{64}}{\displaystyle \frac{1}{4}}.`$ (A34)
## B Derivation of the nonlocal gauge in the GNJL model
In this appendix we derive the nonlocal gauge $`\xi `$ in the GNJL model in order to set $`A=1`$, so that the WTI is satisfied if one uses the bare vertex approximation. For generality we consider the case of arbitrary dimensions $`D`$ and in presence of the mass function $`B`$.
We introduce the nonlocal gauge function $`\xi (k^2)`$ by writing the full photon propagator in the form
$$e^2D_{\mu \nu }(k)=\left(g_{\mu \nu }\zeta (k^2)\frac{k_\mu k_\nu }{k^2}\right)\frac{d(k^2)}{k^2},$$
(B1)
where $`d(k^2)=e^2/(1+\mathrm{\Pi }(k^2))`$, $`\zeta (k^2)=1\xi (k^2)`$. The SD equation for the fermion wave function renormalization $`A`$ is given by
$`A(p^2)`$ $`=`$ $`1+{\displaystyle \frac{1}{p^2}}{\displaystyle \frac{d^Dq}{(2\pi )^D}\frac{A(q^2)}{q^2A^2(q^2)+B^2(q^2)}}`$ (B2)
$`\times `$ $`\left\{{\displaystyle \frac{d(k^2)}{k^2}}\right[(D2)pq+(pq{\displaystyle \frac{2(p^2q^2(pq)^2)}{k^2}})\zeta (k^2)]`$ (B4)
$`pq[\mathrm{\Delta }_S(k^2)+\mathrm{\Delta }_P(k^2)]\},k=pq.`$
Introducing the variables $`k^2=x+y2\sqrt{xy}\mathrm{cos}\theta `$, $`x=p^2`$, $`y=q^2`$, and performing the integration over all angles except the angle $`\theta `$, we get
$`p^2\left(A(p^2)1\right)`$ $`=`$ $`C_D{\displaystyle \underset{0}{\overset{\mathrm{\Lambda }^2}{}}}𝑑y{\displaystyle \frac{y^{(D2)/2}A(y)}{yA^2(y)+B^2(y)}}{\displaystyle \underset{0}{\overset{\pi }{}}}𝑑\theta \mathrm{sin}^{D2}\theta `$ (B5)
$`\times `$ $`\{d(k^2)[{\displaystyle \frac{\sqrt{xy}\mathrm{cos}\theta (D2+\zeta (k^2))}{k^2}}2xy{\displaystyle \frac{\mathrm{sin}^2\theta }{k^4}}\zeta (k^2)]`$ (B7)
$`\sqrt{xy}\mathrm{cos}\theta [\mathrm{\Delta }_S(k^2)+\mathrm{\Delta }_P(k^2)]\},`$
where $`C_D^1=2^D\pi ^{(D+1)/2}\mathrm{\Gamma }((D1)/2)`$. Following the works by Kugo et al. and Kondo et al. (see also Ref. ) we perform now the $`\theta `$ integration by parts in terms containing the first power of $`\mathrm{cos}\theta `$:
$`p^2\left(A(p^2)1\right)`$ $`=`$ $`{\displaystyle \frac{C_D}{D1}}{\displaystyle \underset{0}{\overset{\mathrm{\Lambda }^2}{}}}𝑑y{\displaystyle \frac{y^{(D2)/2}A(y)(2xy)}{yA^2(y)+B^2(y)}}{\displaystyle \underset{0}{\overset{\pi }{}}}𝑑\theta \mathrm{sin}^{D2}\theta `$ (B8)
$`\times `$ $`\left\{{\displaystyle \frac{1}{z^{D1}}}\right[\left(z^{D2}d(z)\zeta (z)\right)^{}(D2)z^{D3}(d(z)zd^{}(z))]`$ (B10)
$`[\mathrm{\Delta }_S(z)+\mathrm{\Delta }_P(z)]^{}\},`$
where the prime denotes the differentiation with respect to $`z=k^2`$.
The requirement $`A(p^2)=1`$ is fulfilled by choosing $`\zeta (z)`$ such that the expression in curly brackets in Eq. (B10) vanishes. This gives the first order differential equation for $`\zeta (z)`$ which is easy to integrate,
$`\zeta (z)={\displaystyle \frac{D2}{z^{D2}d(z)}}{\displaystyle \underset{0}{\overset{z}{}}}𝑑tt^{D3}\left[d(t)td^{}(t)\right]+{\displaystyle \frac{1}{z^{D2}d(z)}}{\displaystyle \underset{0}{\overset{z}{}}}𝑑tt^{D1}\left[\mathrm{\Delta }_S(z)+\mathrm{\Delta }_P(z)\right]^{}`$ (B11)
(the integration constant was fixed by requiring $`\left[z^{D2}d(z)\zeta (z)\right]|_{z=0}=0`$ in order to eliminate the singularity at $`z=0`$ in $`\zeta (z)`$). The last equation finally leads to the following expression for $`\xi (z)`$:
$`\xi (z)`$ $`=`$ $`D1{\displaystyle \frac{(D1)(D2)}{z^{D2}d(z)}}{\displaystyle \underset{0}{\overset{z}{}}}𝑑tt^{D3}d(t)`$ (B13)
$`{\displaystyle \frac{1}{z^{D2}d(z)}}{\displaystyle \underset{0}{\overset{z}{}}}𝑑tt^{D1}\left[\mathrm{\Delta }_S(z)+\mathrm{\Delta }_P(z)\right]^{}.`$
For $`D=3`$ we take
$$d(k)=\frac{e^2}{1+\mathrm{\Pi }(k)}\frac{8}{NC}k,k\alpha ,$$
(B14)
with $`k=\sqrt{k^2}`$, and assume the following form for scalar propagators in the symmetric phase and near the critical line (see Eq. (92))
$$\mathrm{\Delta }_S(k)=\mathrm{\Delta }_P(k)=\frac{a}{\mathrm{\Lambda }}\left(\frac{\mathrm{\Lambda }^2}{k^2}\right)^\gamma ,$$
(B15)
where $`a`$ is some constant and the power $`0<\gamma <1`$ (Eq. (B15) is verified a posteriori when solving the SD equation (54) for the scalar propagator). We obtain, from Eq. (B13),
$$\xi (k)=\frac{2}{3}\frac{NC\gamma a}{4(2\gamma )}\left(\frac{\mathrm{\Lambda }}{k}\right)^{2\gamma 1}.$$
(B16)
In absence of the four-fermion interaction we get the famous nonlocal gauge $`\xi =2/3`$ . Carena et al. have included exchanges by the bare scalar propagators what corresponds to taking $`\gamma =1/2`$, $`a=4/N`$ ($`C=1`$ in their leading order of the $`1/N`$ approximation for the photon vacuum polarization). Equation (B16) then gives $`\xi =1/3`$ in accordance with their findings.
Our Eq. (90) for the scalar propagator gives the exponent $`\gamma =\omega /2`$ and contribution due to the exchange of scalars into $`\xi (k)`$ becomes suppressed (since $`\omega <1`$) and we are left with Nash’s nonlocal gauge $`\xi =2/3`$.
## C Approximation for the Yukawa vertex
As was mentioned in Sec. III, in order to resolve the angular dependence of the Yukawa vertex function $`F_1`$, we expand it, together with the kernels of Eqs. (62) and (63), in Legendre polynomials $`P_n`$. We write
$`F_1(p+q,p)`$ $`=`$ $`{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}f_n(p,q)P_n(\mathrm{cos}\alpha ),{\displaystyle \frac{1}{|kp|}}={\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}N_n(k,p)P_n(\mathrm{cos}\beta ),`$ (C1)
$`{\displaystyle \frac{k^2+qk}{(k+q)^2}}`$ $`=`$ $`{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}a_n(k,q)P_n(\mathrm{cos}\gamma ),`$ (C2)
where $`\mathrm{cos}\alpha =pq/pq`$, $`\mathrm{cos}\beta =pk/pk`$, and $`\mathrm{cos}\gamma =qk/qk`$. The Legendre polynomials $`P_n`$ satisfy
$`{\displaystyle \frac{d\mathrm{\Omega }}{4\pi }P_m(\mathrm{cos}\alpha )P_n(\mathrm{cos}\alpha )}={\displaystyle \frac{1}{2}}{\displaystyle \underset{1}{\overset{1}{}}}𝑑xP_m(x)P_n(x)={\displaystyle \frac{\delta _{mn}}{2n+1}}.`$ (C3)
With the above defined expansions, and by making use of the identity
$`{\displaystyle \frac{1}{4\pi }}{\displaystyle _0^\pi }𝑑\alpha \mathrm{sin}\alpha {\displaystyle _0^{2\pi }}𝑑\theta P_n(\mathrm{cos}\alpha )P_l(\mathrm{cos}\beta )={\displaystyle \frac{\delta _{nl}}{2l+1}}P_l(\mathrm{cos}\gamma ),`$ (C4)
where $`\mathrm{cos}\beta =\mathrm{cos}\alpha \mathrm{cos}\gamma +\mathrm{sin}\alpha \mathrm{sin}\gamma \mathrm{cos}\theta `$, Eq. (62) for the Yukawa vertex can be represented as the set of equations for harmonics $`f_l`$:
$`f_l(p,q)`$ $`=`$ $`\delta _{0l}+\lambda {\displaystyle \underset{0}{\overset{\mathrm{\Lambda }}{}}}𝑑kN_l(k,p){\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}C_{lmn}a_m(k,q)f_n(k,q),`$ (C5)
where
$`C_{lmn}`$ $``$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{1}{\overset{1}{}}}𝑑xP_l(x)P_m(x)P_n(x)={\displaystyle \frac{\left(\frac{1}{2}\right)_{sl}\left(\frac{1}{2}\right)_{sm}\left(\frac{1}{2}\right)_{sn}s!}{\left(sl\right)!\left(sm\right)!\left(sn\right)!\left(\frac{1}{2}\right)_s\left(2s+1\right)}},`$ (C6)
where $`2s=l+m+n`$ and $`(a)_k\mathrm{\Gamma }(a+k)/\mathrm{\Gamma }(a)`$. The coefficients $`C_{lmn}`$ are zero unless $`l+m+n=2s`$ is even and a triangle with sides $`l`$, $`m`$, $`n`$ exists, i.e., $`|lm|nl+m`$.<sup>‡‡</sup><sup>‡‡</sup>‡‡We thank L. P. Kok for pointing out the paper by Askey et al.. Furthermore, Eq. (63) can be written as
$`\mathrm{\Pi }_S(q)={\displaystyle \frac{2N}{\pi ^2}}{\displaystyle \underset{0}{\overset{\mathrm{\Lambda }}{}}}𝑑k{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{a_n(k,q)f_n(k,q)}{2n+1}}.`$ (C7)
Within the approximation (65), i.e., keeping the zero-order term $`f_0`$ only in right-hand sides of Eqs. (C5) and (C7), we get
$`f_0(p,q)`$ $`=`$ $`1+\lambda {\displaystyle \underset{0}{\overset{\mathrm{\Lambda }}{}}}𝑑kN_0(k,p)a_0(k,q)f_0(k,q),`$ (C8)
$`\mathrm{\Pi }_S(q)`$ $`=`$ $`{\displaystyle \frac{2N}{\pi ^2}}{\displaystyle \underset{0}{\overset{\mathrm{\Lambda }}{}}}𝑑ka_0(k,q)f_0(k,q).`$ (C9)
The functions $`N_0`$ and $`a_0`$ are straightforwardly obtained from inverting Eqs. (C1) and (C2). This gives
$`N_0(k,p)`$ $`=`$ $`{\displaystyle \frac{\theta (kp)}{k}}+{\displaystyle \frac{\theta (pk)}{p}},`$ (C10)
and
$`a_0(k,q)`$ $`=`$ $`{\displaystyle \frac{d\mathrm{\Omega }}{4\pi }\frac{(k^2+qk)}{(k+q)^2}}=a_{\mathrm{IR}}(k,q)\theta (qk)+a_{\mathrm{UV}}(k,q)\theta (kq),`$ (C11)
$`a_{\mathrm{IR}}(k,q)`$ $``$ $`{\displaystyle \frac{1}{2}}+{\displaystyle \frac{(k^2q^2)}{4qk}}\mathrm{ln}{\displaystyle \frac{k+q}{qk}},a_{\mathrm{UV}}(k,q){\displaystyle \frac{1}{2}}+{\displaystyle \frac{(k^2q^2)}{4qk}}\mathrm{ln}{\displaystyle \frac{k+q}{kq}}.`$ (C12)
In order to be able to solve the equations for $`F_{\mathrm{IR}}`$ and $`F_{\mathrm{UV}}`$ given by Eq. (66), we approximate the functions $`a_{\mathrm{IR}}`$ and $`a_{\mathrm{UV}}`$ as follows:
$`a_{\mathrm{IR}}(k,q){\displaystyle \frac{k^2}{2q^2}},a_{\mathrm{UV}}(k,q)1{\displaystyle \frac{q^2}{2k^2}},a_{\mathrm{IR}}(q,q)=a_{\mathrm{UV}}(q,q)={\displaystyle \frac{1}{2}}.`$ (C13)
The validity of this approximation is addressed in Sec. IV A.
The lowest order harmonic $`f_0`$ of the particular Legendre expansion given in Eq. (64) is expressed in terms of the so-called infrared (IR) function $`F_{\mathrm{IR}}`$ and the ultraviolet (UV) function $`F_{\mathrm{UV}}`$, see Eq. (66). These functions describe the following asymptotic behavior of the Yukawa vertex:
$`\underset{pq}{lim}\mathrm{\Gamma }_S(p+q,p)`$ $`=`$ $`\mathrm{𝟏}\underset{pq}{lim}F_{\mathrm{UV}}(p,q),`$ (C14)
$`\underset{qp}{lim}\mathrm{\Gamma }_S(p+q,p)`$ $`=`$ $`\mathrm{𝟏}\underset{qp}{lim}F_{\mathrm{IR}}(p,q).`$ (C15)
The fact that both these asymptotic limits of $`\mathrm{\Gamma }_S`$ are described by $`f_0`$ through $`F_{\mathrm{IR}}`$ and $`F_{\mathrm{UV}}`$ guarantees the validity of the approximation (65). This crucial point is explained in more detail in Ref. , where this approximation is referred to as “the two-channel approximation.”
Then, by making use of Eqs. (66), (C10), and (C13) we get
$`(p<q)F_{\mathrm{IR}}(p,q)`$ $`=`$ $`1+\lambda {\displaystyle \underset{0}{\overset{p}{}}}𝑑k{\displaystyle \frac{k^2}{2pq^2}}F_{\mathrm{IR}}(k,q)+\lambda {\displaystyle \underset{p}{\overset{q}{}}}𝑑k{\displaystyle \frac{k}{2q^2}}F_{\mathrm{IR}}(k,q)`$ (C16)
$`+`$ $`\lambda {\displaystyle \underset{q}{\overset{\mathrm{\Lambda }}{}}}𝑑k{\displaystyle \frac{1}{k}}\left(1{\displaystyle \frac{q^2}{2k^2}}\right)F_{\mathrm{UV}}(k,q),`$ (C17)
$`(p>q)F_{\mathrm{UV}}(p,q)`$ $`=`$ $`1+\lambda {\displaystyle \underset{0}{\overset{q}{}}}𝑑k{\displaystyle \frac{k^2}{2pq^2}}F_{\mathrm{IR}}(k,q)+\lambda {\displaystyle \underset{q}{\overset{p}{}}}𝑑k{\displaystyle \frac{1}{p}}\left(1{\displaystyle \frac{q^2}{2k^2}}\right)F_{\mathrm{UV}}(k,q)`$ (C18)
$`+`$ $`\lambda {\displaystyle \underset{p}{\overset{\mathrm{\Lambda }}{}}}𝑑k{\displaystyle \frac{1}{k}}\left(1{\displaystyle \frac{q^2}{2k^2}}\right)F_{\mathrm{UV}}(k,q),`$ (C19)
and for the scalar vacuum polarization (C9) we can derive Eq. (67). The integral Eqs. (C17) and (C19) are equivalent to the second order differential equations given in Eqs. (68) and (69), with the four boundary conditions (70) and (71).
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# Strangeness and Hadron Structure
## 1 Strange Ideas
Does the nucleon wave function contain a (large) strange component? The starting point for any discussion of the quark flavour content is the amazingly successful naïve quark model (NQM), in which $`|p>=|UUD>`$, with each constituent quark weighing $`m_{U,D}300`$ MeV . A simple non-relativistic $`S`$-wave function with $`v/c1`$ is surprisingly successful: even better is a simple harmonic oscillator potential with a $`D`$-wave admixture of 6% (in amplitude) . For comparison, we recall that the deuteron and $`{}_{}{}^{3}He`$ wave functions contain similar $`D`$-wave admixtures. Neglecting any such $`D`$-wave component, the (overly?) naïve quark model would predict that the proton spin is the algebraic sum of the constituent quark spins: $`\underset{¯}{s}_P=\underset{¯}{s}_U+\underset{¯}{s}_U+\underset{¯}{s}_D`$. Axial current matrix elements indicated that the quark spins might contribute at most 60% of the proton spin, even before the EMC and its successor experiments , but we return to this later. Whatever the partial-wave decomposition, if the proton only contains $`|UUD`$ Fock states, and one neglects pair creation, a consequence is the Okubo-Zweig-Iizuka (OZI) rule forbidding the coupling of the proton $`|\overline{s}s`$ mesons. The validity of the OZI rule is another major theme of this talk.
Although the NQM is very successful, it has never been derived from QCD, and is expected to be wrong and/or incomplete . The validity of chiral symmetry informs us that the light quarks are indeed very light: $`m_{u,d}<10`$ MeV, $`m_s100`$ MeV . These estimates refer to the current quarks visible in short-distance or light-cone physics. Such current quarks should be relativistic: $`v/c1`$, and there is no obvious reason why pair production of $`\overline{u}u`$, $`\overline{d}d`$ or $`\overline{s}s`$ should be suppressed. Indeed, non-perturbative interactions with the flavour content $`(\overline{u}u)(\overline{d}d)(\overline{s}s)`$ are believed to be important and the light quarks are known to condense in the vacuum :
$$0|\overline{u}u|00|\overline{d}d|00|\overline{q}q|00|\overline{s}s|0\mathrm{\Lambda }_{QCD}^3,$$
(1)
where
$$m_\pi ^2\frac{m_u+m_d}{f_\pi ^2}0|\overline{q}q|0,m_K^2\frac{m_s}{f_K^2}0|\overline{s}s|0.$$
(2)
Inside a proton or other hadron, one would expect the introduction of colour charges to perturb the ambient vacuum. Since the connected matrix element
$$p|\overline{q}q|p\overline{q}q_{\mathrm{full}}0|\overline{q}q|0p|p,$$
(3)
one could expect that $`p|\overline{s}s|p0`$.
There are many suggestions for improving the NQM, such as bag models – in which relativistic quarks are confined within a cavity in the vacuum, chiral solitons – which treat nucleons as coherent mesonic waves, and hybrid models – which place quarks in cavities inside mesonic solitons. As an example of the opposite extreme from the NQM, consider the Skyrme model.
In this model , the proton is regarded as a solition ’lump’ of meson fields:
$$|p=V(t)U(\underset{¯}{x})V^1(t)$$
(4)
with
$$U(\underset{¯}{x})=\mathrm{exp}\left(\frac{2\pi i\underset{¯}{\tau }\underset{¯}{\pi }(\underset{¯}{x})}{f_\pi }\right),$$
(5)
where $`\underset{¯}{\pi }(\underset{¯}{x})`$ are SU(2) meson fields and the $`\underset{¯}{\tau }`$ are isospin matrices, and $`V(t)`$ is a time-dependent rotation matrix in both internal SU(3) space and external space. The Skyrme model embodies chiral symmetry, and is justified in QCD when the quarks are very light: $`m_q\mathrm{\Lambda }_{QCD}`$, which is certainly true for $`q=u,d`$, but more debatable for the strange quark. The Skyrme model should be good for long-distance (low-momentum-transfer) properties of nucleons, such as (the ratios of) magnetic moments $`\mu _{n,p}`$ , axial-current matrix elements $`p|A_\mu |p`$ , etc.
According to the Skyrme model, the proton contains many relativistic current quarks, including $`\overline{s}s`$ pairs generated by the SU(3) rotations in (4). The nucleon angular momentum is generated in this picture by the slow rotation of the coherent meson cloud, so that if one decomposes the nucleon helicity in the infinite-momentum frame:
$$\frac{1}{2}=\frac{1}{2}\underset{q}{}\mathrm{\Delta }q+\mathrm{\Delta }G+L_Z,$$
(6)
where the $`\mathrm{\Delta }q(\mathrm{\Delta }G)`$ are the net contributions of the quark (gluon) helicities, one predicts
$$\underset{q}{}\mathrm{\Delta }q=\mathrm{\Delta }G=0,L_Z=\frac{1}{2}.$$
(7)
In the meson picture, $`L_Z=\frac{1}{2}`$ arises from the mixing of isospin and conventional spin in the coherent cloud. In the quark picture, it should be interpreted statistically as an expectation value $`p|L_z|p=\frac{1}{2}`$, much as inside the Deuteron $`D|L_z|D0.06`$ as a result of $`D`$-wave mixing. In this picture, the fact that $`\mathrm{\Delta }\mathrm{\Sigma }=\frac{1}{2}_q\mathrm{\Delta }q=0`$ is a consequence of the topology of the internal SU(2) (or SU(3)) flavour group, and has nothing to do with the anomalous axial U(1) symmetry of QCD .
The Skyrme model is not necessarily in conflict with the idea of constituent quarks, and several models of chiral constituent quarks have been proposed , in which $`|U=|u+u\overline{q}q+|uG+`$ … . However, as yet none of these has been derived rigrously from QCD.
As already recalled, the OZI rule is to draw only connected quark line diagrams. This gains predictive power when it is further assumed that hadrons have only their naïve flavour compositions: $`|p=|uud,|\varphi =|\overline{s}s`$, etc… However, it is known that OZI-forbidden processes such as $`\varphi 3\pi ,f_2^{}(1520)2\pi ,J/\psi `$ hadrons and $`\psi ^{}J/\psi +\pi \pi `$ do occur at levels $`<10^2`$. In the cases of $`\varphi `$ and $`f_2^{}`$ decay, these violations are conventionally ascribed to $`|\overline{u}u+\overline{d}d`$ admixtures in the meson wave functions, whereas in the cases of $`J/\psi `$ and $`\psi ^{}`$ decay they are ascribed to pair-creation processes mediated by gluon exchanges. Are all OZI-forbidden processes restricted to the level $`<10^2`$, and can they all be explained by meson mixing or pair creation?
## 2 Prehistory
There has long been some evidence that there may be $`\overline{s}s`$ pairs in the nucleon. The first example may have been the $`\pi N`$ $`\sigma `$ term :
$$\mathrm{\Sigma }^{\pi N}\frac{1}{2}(m_u+m_d)p|(\overline{u}u+\overline{d}d)|p,$$
(8)
which was first estimated using the Gell-Mann-Okubo mass formula and assuming $`p|\overline{s}s|p=0`$, to obtain
$$\mathrm{\Sigma }_{\mathrm{OZI}}^{\pi N}25\mathrm{MeV}.$$
(9)
However, the experimental value (hedged about with qualifications associated with the extrapolation from the Cheng-Dashen point, etc.), is estimated to be
$$\mathrm{\Sigma }_{\mathrm{exp}}^{\pi N}45\mathrm{MeV}.$$
(10)
The discrepancy between (9) and (10) corresponds to
$$y_N\frac{2p|\overline{s}|p}{p|(\overline{u}u+\overline{d}d)|p}0.2,$$
(11)
with an uncertainty that may be $`\pm 0.1`$, whereas chiral symmetry and the successes of the pseudoscalar-meson mass formulae (2) suggest that $`y_\pi `$ few %. For comparison with the experimental value (11), we recall that a Skyrme calculation yields $`y_N=7/23`$.
A second a priori example of OZI violation was the presence of $`\overline{s}s`$ pairs in the sea part of the proton wave function revealed by charm production in deep-inelastic neutrino scattering on an unpolarized target . The reactions $`\stackrel{()}{𝜈}+N\mu ^{}`$ \+ charm + $`X`$ receive important contributions from $`sc`$ transitions $`\mathrm{cos}^2\theta _c`$, as well as from $`dc`$ transitions $`\mathrm{sin}^2\theta _c`$. Several experiments have found the need for an important $`\overline{s}s`$ contribution, and the recent NuTeV analysis is stable when extended from LO to NLO QCD, yielding the following ratio of integrals of parton densities:
$$\kappa \frac{2_0^1𝑑x(s+\overline{s})}{_0^1𝑑x(u+\overline{u}+d+\overline{d})}=0.42\pm 0.08,$$
(12)
for $`Q^216`$ GeV<sup>2</sup> <sup>1</sup><sup>1</sup>1The result shows no strong $`Q^2`$ dependence.. The $`x`$ distributions of the $`s`$ and $`\overline{s}`$ parton distributions appear similar to each other, and comparable to those of the $`\overline{u}u`$ and $`\overline{d}d`$ sea components:
$$xs(x)(1x)^\beta :\beta =8.5\pm 0.7,$$
(13)
and $`1.9<\beta \overline{\beta }<1.0`$ . These can be regarded as measurements of an infinite tower of local twist-2 operator matrix elements: $`N|\overline{s}\gamma ^\mu s|N0`$, which decrease relative to the corresponding $`N|\overline{q}\gamma \gamma ^nq|N`$ because of the harder $`x`$ distribution of valence quarks.
The results (11,12,13) together imply that there are many non-zero matrix elements $`N|\overline{s}(\mathrm{})s|N`$, though they may depend on the space-time properties .
A first indication that the strange axial-current matrix element $`p|\overline{s}\gamma _\mu \gamma _5s|p2s_\mu \mathrm{\Delta }s0`$, where $`s_\mu `$ is the proton spin vector, came from measurements in elastic $`\stackrel{()}{𝜈}`$ p scattering of the $`p|\overline{s}\gamma _\mu \gamma _5s|p`$ matrix element , but this was not noticed until after the first EMC measurements of polarized deep-inelastic structure functions.
## 3 The Strange Proton Spin
As is well known , polarized deep-inelastic electron or muon scattering is characterized by two spin-dependent structure functions $`G_{1,2}(\nu ,Q^2)`$:
$$\frac{d^2\sigma ^{}}{dQ^2d_\nu }\frac{d^2\sigma ^{}}{dQ^2d_\nu }=\frac{4\pi \alpha ^2}{Q^2E^2}\left[m_N(E+E^{}\mathrm{cos}\theta )G_1(\nu ,Q^2)Q^2G_2(\nu ,Q^2)\right].$$
(14)
In the Bjorken scaling limit: $`xQ^2/2m_N\nu `$ fixed and $`Q^2\mathrm{}`$, the naïve parton model predicts the scaling properties
$$m_N^2\nu G_1(\nu ,Q^2)g_1(x),m_N\nu ^2G_2(\nu ,Q^2)g_2(x),$$
(15)
where $`g_1^p(x)`$ has the following representation in terms of the different helicities and flavours of partons:
$$g_1^p(x)=\frac{1}{2}\underset{q}{}e_q^2\left[q_{}(x)q_{}(x)+\overline{q}_{}(x)\overline{q}_{}(x)\right]\frac{1}{2}\underset{q}{}e_q^2\mathrm{\Delta }q(x).$$
(16)
This expression can be compared with that for the unpolarized structure function $`F_2(x)=2xF_1(x)`$:
$$F_2(x)=\underset{q}{}e_q^2x\left[q_{}(x)+q_{}(x)+\overline{q}_{}(x)+\overline{q}_{}(x)\right].$$
(17)
The quantity measured directly is the polarization asymmetry
$$A_1(x,Q^2)\frac{\sigma _{1/2}\sigma _{3/2}}{\sigma _{1/2}+\sigma _{3/2}}\stackrel{B_j}{}\frac{_qe_q^2[q_{}(x)q_{}(x)+\overline{q}_{}(x)\overline{q}_{}(x)]}{_qe_q^2[q)_{}(x)+q_{}(x)+\overline{q}_{}(x)+\overline{q}_{}(x)]},$$
(18)
or the related asymmetry $`g_1(x,Q^2)/F_1(x,Q^2)`$.
Much interest has focussed on the integrals
$$\mathrm{\Gamma }_1^{p,n}(Q^2)_0^1𝑑xg_1^{p,u,d}(x,Q^2),$$
(19)
which have the following flavour compositions in the naïve parton model:
$$\mathrm{\Gamma }_1^b=\frac{1}{2}\left(\frac{4}{9}\mathrm{\Delta }u+\frac{1}{9}\mathrm{\Delta }d+\frac{1}{9}\mathrm{\Delta }s\right),\mathrm{\Gamma }_1=\frac{1}{2}\left(\frac{4}{9}\mathrm{\Delta }d+\frac{1}{9}\mathrm{\Delta }u+\frac{1}{9}\mathrm{\Delta }s\right),$$
(20)
where the net quark helicities $`\mathrm{\Delta }q`$ are related to axial-current matrix elements:
$$p|\overline{q}\gamma _\mu \gamma _5q|2s_\mu \mathrm{\Delta }q,$$
(21)
where $`s_\mu `$ is the proton spin vector. Some combinations of the $`\mathrm{\Delta }q`$ are known from low-energy experiments. From neutron $`\beta `$ decay and isospin SU(2), one has
$$\mathrm{\Delta }u\mathrm{\Delta }dg_p=1.2670(35)$$
(22)
and from a global fit to hyperon $`\beta `$ decays and flavour SU(3), one has
$$\mathrm{\Delta }u+\mathrm{\Delta }d2\mathrm{\Delta }sg_8=0.585(25)$$
(23)
Using (20) and (22), we recover the sacred Bjorken sum rule
$$\mathrm{\Gamma }_1^p\mathrm{\Gamma }_1^n=\frac{1}{6}g_A=\frac{1}{6}(\mathrm{\Delta }u\mathrm{\Delta }d)$$
(24)
It is amusing to recall that Bjorken famously dismissed this sum rule as ‘worthless’ ! However, it led to the prediction of scaling and the formulation of the parton idea, and is now recognized (with its calculable perturbative corrections) as a crucial test of QCD, that the theory has passed with flying colours. Bjorken commented that individual sum rules for the proton and neutron would depend on a model-dependent isotopic-scalar contribution, related in our notation to $`g_0\mathrm{\Delta }\mathrm{\Sigma }\mathrm{\Delta }u+\mathrm{\Delta }d+\mathrm{\Delta }s`$. The profane singlet sum rules were derived assuming $`\mathrm{\Delta }s=0`$, motivated by the idea that, even if the OZI rule was not valid for parton distributions, surely the sea quarks would be unpolarized. As is well known, the data do not support these naïve singlet sum rules, which is surely more interesting than if they had turned out to be right.
The data on $`\mathrm{\Gamma }_1^{p,n}`$ can be used to calculate $`\mathrm{\Delta }s`$ and $`\mathrm{\Delta }\mathrm{\Sigma }=\mathrm{\Delta }u+\mathrm{\Delta }d+\mathrm{\Delta }s`$, with a key role being played by perturbative QCD corrections :
$`[1`$ $``$ $`{\displaystyle \frac{\alpha _s(Q^2)}{\pi }}1.0959\left({\displaystyle \frac{\alpha _s(Q^2)}{\pi }}\right)^24\left({\displaystyle \frac{\alpha _s(Q^2)}{\pi }}\right)^3+\mathrm{}]\mathrm{\Delta }\mathrm{\Sigma }(Q^2)`$ (25)
$`=`$ $`\mathrm{\Gamma }_1^{p,n}(Q^2)(\pm {\displaystyle \frac{1}{12}}g_A+{\displaystyle \frac{1}{36}}g_8)\times [1\left({\displaystyle \frac{\alpha _s(Q^2)}{\pi }}\right)3.8533\left({\displaystyle \frac{\alpha _s(Q^2)}{\pi }}\right)^2`$
$``$ $`20.2153\left({\displaystyle \frac{\alpha _s(Q^2)}{\pi }}\right)^3130\left({\displaystyle \frac{\alpha _s(Q^2)}{\pi }}\right)^4\mathrm{}].`$
The data on $`\mathrm{\Gamma }_1^{p,n}`$ are highly consistent if these perturbative QCD corrections are included, yielding
$$\mathrm{\Delta }n=0.81\pm 0.01\pm \mathrm{?},\mathrm{\Delta }d=0.45\pm 0.01\pm \mathrm{?},\mathrm{\Delta }s=0.10\pm 0.01\pm \mathrm{?},\mathrm{\Delta }\mathrm{\Sigma }=0.25\pm 0.04\pm \mathrm{?}$$
(26)
at $`Q^2=5GeV^2`$ . The unspecified second error in (26) reflects possible additional sources of error that are difficult to quantify, including higher-twist corrections, the extrapolations of the measured structure functions to low $`x`$, etc … However, there is clear prima facie evidence that $`\mathrm{\Delta }s0`$.
The results (25, 26) can be compared with some theoretical calculations. For example, in the naïve Skyrme model with $`m_{u,d,s}0`$, one finds
$$\mathrm{\Delta }u=\frac{4}{7}g_A,\mathrm{\Delta }d=\frac{3}{7}g_A,\mathrm{\Delta }s=\frac{1}{7}g_A,\mathrm{\Delta }\mathrm{\Sigma }=0.$$
(27)
As commented earlier, in this model the smallness of $`\mathrm{\Delta }\mathrm{\Sigma }`$ is a consequence of the internal topology of the SU(3) flavour group. The absolute normalization of the $`\mathrm{\Delta }q`$, namely $`g_A`$, is dependent on details of the model such as higher-order interactions, but the ratios (27) are quite model-independent. Substituting the experimental value $`g_A=1.26`$ into (27), one finds
$$\mathrm{\Delta }u=0.71,\mathrm{\Delta }d=0.54,\mathrm{\Delta }s=0.18,$$
(28)
which agree qualitatively with the experimental numbers (26). Improvement may be possible if non-zero quark masses (particularly $`m_s`$) are taken into account.
Several lattice calculations yield encouraging values of $`\mathrm{\Delta }\mathrm{\Sigma }`$:
$$\mathrm{\Delta }\mathrm{\Sigma }=0.18\pm 0.10\text{[25]},0.25\pm 012\text{[26]},0.21\pm 0.12\text{[27]},$$
(29)
but, here again, there are problems with $`g_A`$ and $`g_8`$:
$$g_A=.907(20),g_8=0.484(18)\text{[27]},$$
(30)
that may indicate the importance of a correct unquenching of quark loops. A recent development has been a calculation of the total quark angular momentum:
$$J_q\frac{1}{2}\mathrm{\Delta }\mathrm{\Sigma }+L_q=0.30(7),$$
(31)
which indicates indirectly that the gluon contribution should be similar:
$$J_g=\mathrm{\Delta }G+L_G0.2.$$
(32)
One may hope in the future for considerable refinement of the present generation of lattice calculations: the challenge may then be to understand the physical mechanisms underlying the results found.
The perturbative evolution of polarized structure functions is well understood:
$`g_1(x,t)`$ $`=`$ $`{\displaystyle \frac{1}{2}}e^2{\displaystyle _x^1}{\displaystyle \frac{dy}{y}}\times [C_q^s({\displaystyle \frac{x}{y}},\alpha _s(t))\mathrm{\Delta }\mathrm{\Sigma }(y,t)+2N_fC_g({\displaystyle \frac{x}{y}},\alpha _s(t))\mathrm{\Delta }G(y,t)`$ (33)
$`+`$ $`C_q^{NS}({\displaystyle \frac{x}{y}},\alpha _s(t))\mathrm{\Delta }q^{NS}(y,t)]`$
where $`t\mathrm{ln}Q^2/\mathrm{\Lambda }^2`$, the coefficient functions $`C_q^s`$, etc., are all known to $`𝒪(\alpha _s(t))`$, and the scale-dependent parton distributions are controlled by evolution equations characterized by splitting functions $`P_{ij}`$ that are also known to $`𝒪(\alpha _s(t))`$. Thus complete calculations to NLO are available . The individual $`𝒪(\alpha _s(t))`$ correction terms are renormalization-scheme dependent, but the complete physical results are of course scheme-independent.
One of the issues arising at NLO is the possible impact of polarized glue . It is known that $`\mathrm{\Delta }G1/\alpha _s`$, which introduces an important ambiguity into the specification of the polarized quark distribution: since different possible definitions are related by
$$\mathrm{\Delta }q_1(x,Q^2)=\mathrm{\Delta }q_2(x,Q^2)+𝒪(\alpha _s)\mathrm{\Delta }G(x,Q^2)$$
(34)
one finds an $`𝒪(1)`$ ambiguity $`\delta (\mathrm{\Delta }q)=𝒪(1)`$. One possible prescription $`(\overline{MS})`$ is simply to define $`\mathrm{\Delta }q(x,Q^2)`$ by the structure function $`g_1(x,q^2)`$. Another (AB) is to define the $`\mathrm{\Delta }q`$ so that $`a_0`$ (like $`a_3`$ and $`a_8`$) is independent of $`Q^2`$, which implies that
$$\mathrm{\Delta }q_{\overline{MS}}=\mathrm{\Delta }q_{AB}\frac{\alpha _s}{2\pi }\mathrm{\Delta }G$$
(35)
To this order, one cannot distinguish between $`\mathrm{\Delta }G_{\overline{MS}}`$ and $`\mathrm{\Delta }G_{AB}`$. All-orders fits to data should give the same result whatever prescription is used. However, at finite order they well differ, which provides one estimator for possible theoretical errors in the analysis. Typical AB fits yield
$$\mathrm{\Delta }G=1.6\pm 0.9,$$
(36)
providing an indication that $`\mathrm{\Delta }G>0`$, but no more. A corresponding AB fit yields
$$a_0=0.10\pm 0.05\pm 0.07_{0.11}^{+0.17},$$
(37)
where the first error is experimental, the second is due to the low-$`x`$ extrapolation, and the third is associated with the fit. If $`\mathrm{\Delta }G`$ is as large as (36), it opens up the possibility that
$$\mathrm{\Delta }s_{AB}=\mathrm{\Delta }s_{\overline{MS}}+\frac{\alpha _s}{2\pi }\mathrm{\Delta }G0,$$
(38)
which might be thought to rescue the OZI rule . It is therefore of great importance to try to measure $`\mathrm{\Delta }G`$ directly.
A first attempt was made in a search for a production asymmetry in $`\stackrel{}{p}\stackrel{}{p}\pi ^0+X`$ . There was no sign of a positive signal, but the theoretical interpretation is not very clean. A more recent attempt is via the large-$`p_T`$ hadron-pair production asymmetry in photoproduction:$`\stackrel{}{\gamma }\stackrel{}{p}(h^+h^{})+X`$. A negative asymmetry: $`A=0.28\pm 0.12\pm 0.02`$ is found , which has the opposite sign from that expected from $`\gamma qGq`$, and is consistent in magnitude and sign with many polarized-gluon models. It therefore becomes important to confirm whether the effect is non-zero, and we also await eagerly data from COMPASS , from polarized beams at RHIC , and from polarized beams at HERA .
## 4 Hadronic Probes of Hidden Strangeness
According to the naïve OZI rule , if $`A`$, $`B`$ and $`C`$ are non-strange hadrons, then
$$Z_{ABC}\frac{\sqrt{2}(ABC+\overline{s}s)}{(ABC+\overline{u}u)+(ABC+\overline{d}d)}=0$$
(39)
In this case, the production of a predominantly $`\overline{s}s`$ meson such as $`\varphi `$ or $`f_2^{}(1520)`$ would be due to a departure $`\delta =\theta \theta _i`$ from ideal mixing , and, e.g.,
$$\frac{(ABC\varphi )}{(ABC\omega )}=\frac{Z_{ABC}+\mathrm{tan}\delta }{1Z_{ABC}\mathrm{tan}\delta }$$
(40)
In the case of the $`\varphi `$ and $`f_2^{}`$, squared-mass formulae suggest
$$\mathrm{tan}^2\delta _\varphi 42\times 10^3,\mathrm{tan}^2\delta _{f_2^{}}16\times 10^3$$
(41)
and in the latter case one may also estimate from the decay $`f_2^{}\pi \pi `$ that $`\mathrm{tan}^2\delta _{f_2^{}}=(2.6\pm 0.5)\times 10^3`$. There seem to be no particular problems for the OZI rule provided by $`\varphi `$ production in $`\pi N`$ collisions :
$$R_{\pi N}\frac{\sigma (\pi N\varphi X)}{\sigma (\pi N\omega X)}=(3.3\pm 0.3)\times 10^3$$
(42)
on average, making no phase-space corrections, whilst in $`NN`$ collisions :
$$R_{NN}\frac{\sigma (NN\varphi X)}{\sigma (NN\omega X)}=(14.7\pm 1.5)\times 10^3Z_{NN}=(8.2\pm 0.7)\%$$
(43)
and in $`\overline{p}p`$ annihilation in flight:
$$R_{\overline{p}p}=(11.3\pm 1.4)\times 10^3Z_{\overline{p}p}=(5.0\pm 0.6)\%$$
(44)
which are not particularly dramatic.
In this context, some of the data from $`\overline{p}p`$ annihilation at rest at LEAR shown in Fig. 1 came as a great shock, especially
$$R_\gamma \frac{\sigma (\overline{p}p\varphi \gamma )}{\sigma (\overline{p}p\omega \gamma )}=(294\pm 97)\times 10^3$$
(45)
and
$$R_{\pi ^0}\frac{\sigma (\overline{p}p\varphi \pi ^0)}{\sigma (\overline{p}p\omega \pi ^0)}=\{\begin{array}{cc}(106\pm 12)\times 10^3& \mathrm{in}\mathrm{LH}_2\\ (114\pm 24)\times 10^3& \mathrm{in}\mathrm{H}\mathrm{gas}\end{array}$$
(46)
The $`\varphi `$ production rates exhibited no universal factor, as might be expected in a mixing model (or in a shake-out mechanism - see later), and were sometimes strongly dependent on the initial state :
$$B(\overline{p}p\varphi \pi ^0)|_{{}_{}{}^{3}S_{1}^{}}=(4.0\pm 0.8)\times 10^4,B(\overline{p}p\varphi \pi ^0)|_{{}_{}{}^{1}P_{1}^{}}<0.3\times 10^4$$
(47)
To add to the mystery, there were some $`\overline{p}p`$ annihilation channels where no large effect was observed :
$$R_\eta =(4.6\pm 1.3)\times 10^3,R_\omega =(19\pm 7)\times 10^3,R_\rho =(6.3\pm 1.6)\times 10^3$$
(48)
The interpretation we propose is that the proton wave function contains polarized $`\overline{s}s`$ pairs.
In general, if there is an $`\overline{s}s`$ component in the Fock-space decomposition of the proton wave function:
$$|p=x\underset{X}{}|uudX+Z\underset{X}{}|uud\overline{s}sX$$
(49)
where the remnant $`X`$ may contain gluons and light $`\overline{q}q`$ pairs, the naïve OZI rule may be evaded by two new classes of connected quark-line diagrams, shake-out and rearrangement as illustrated in Fig. 2. The former yields an amplitude
$$_{SO}(\overline{p}p\overline{s}s+X)2Re(x^{}z)P(\overline{s}s)$$
(50)
where $`P(\overline{s}s)`$ is a projection factor that depends primarily on the final state: $`\overline{s}s=\varphi ,f_2^{},\mathrm{}`$. Rearrangement yields an amplitude
$$_R(\overline{p}p\overline{s}s+X)|Z|^2T(\overline{s}s)$$
(51)
where $`T(\overline{s}s)`$ is a projection factor that may well depend on the initial state as well as the final state.
There are infinitely many possibilities for the quantum numbers of the $`\overline{s}s`$ pairs in (49). Assuming that
$$|p_{\frac{1}{2}}|uud_{\frac{1}{2}}|\overline{s}s,$$
(52)
the simplest possibilities are those shown in Table 1. The first two of these are disfavoured by data on $`\eta `$ production and by the non-universality of $`\varphi `$ production. We favour a $`{}_{}{}^{3}P_{0}^{}`$ state for the $`\overline{s}s`$, as in the vacuum (1). The triplet spin state should be antiparallel to the proton spin, as suggested by the polarized structure function data.
In such a picture, shake-out would yield predominantly $`K^+K^{}`$ and $`K^0\overline{K}^0`$ pairs in a relative $`S`$ wave: we have argued that this is consistent with LEAR data. This picture also predicts that the $`\varphi `$ should be produced more strongly from $`{}_{}{}^{3}S_{1}^{}`$ $`\overline{p}p`$ initial states, whereas the $`f_2^{}`$ should be produced more from $`{}_{}{}^{3}P_{J}^{}`$ initial states. The former is consistent with the previous data (46). What do more recent data indicate? The enhancement (46) of $`\varphi `$ production from the $`{}_{}{}^{3}S_{1}^{}`$ initial state has now been confirmed with about 100 times more statistics :
$$B(\overline{p}p\varphi \pi ^0)|_{{}_{}{}^{3}S_{1}^{}}=(7.57\pm 0.62)\times 10^4,B(\overline{p}p\varphi \pi ^0)|_{{}_{}{}^{1}P_{1}^{}}<0.5\times 10^4,$$
(53)
as seen in Fig. 3 whereas there is no similar trend for $`B(\overline{p}p\omega \pi ^0)`$. It has also been observed that $`\sigma (\overline{n}p\varphi \pi ^+)`$ decreases as energy increases, similarly to the $`S`$-wave annihilation fraction, but there is no similar trend for $`\sigma (\overline{n}p\omega \pi ^+)`$. The importance of $`\varphi `$ production from the $`S`$ wave is supported by the recent measurement of
$$R_{pp}=\frac{\sigma (pppp\varphi )}{\sigma (pppp\omega )}=(3.7\pm 0.7_{0.9}^{+1.2})\times 10^3$$
(54)
at an energy 83 MeV above the $`\varphi `$ production threshold. The phase-space corrrection to (54) would be at least a factor of 10: in fact, there are indications that $`\omega `$ production may be from a mixture of $`S`$ and $`P`$ waves. There are also indications that $`f_2^{}`$ production may be enhanced in the $`P`$-wave initial state :
$$R(f_2^{}\pi ^0/f_2\pi ^0)|_S=(47\pm 14)\times 10^3,R(f_2^{}\pi ^0/f_2\pi ^0)|_P=(149\pm 20)\times 10^3$$
(55)
as also seen in Fig. 3. According to this picture, $`\eta `$ production should also be enhanced in spin-singlet initial states, which is supported by the data
$$R_\eta \frac{\sigma (npnp\eta )}{\sigma (pppp\eta )}=\frac{1}{4}(1+|f_0/f_1|^2)$$
(56)
where $`f_i`$ denotes the amplitude for the isospin = spin = i initial state at threshold. The measured value $`R_36.5`$ suggests that $`|f_0/f_1|^225`$.
An interesting recent development has been the observation of copious $`\varphi `$ production in the Pontecorvo reaction , shown in Fig. 4:
$$R(\overline{p}d\varphi n/\overline{p}d\omega n)=(154\pm 29)\times 10^3$$
(57)
which is expected to be dominated by $`S`$-wave annihilation. On the other hand, it has also been measured that
$$R(\overline{p}dK\mathrm{\Sigma }/\overline{p}dK\mathrm{\Lambda })=(0.92\pm 0.15)$$
(58)
whereas a two-step model predicted a ratio of 0.012.
There have recently been many calculations of two-step contribution to $`\overline{p}p\varphi \pi `$ in particular, including three- as well as two-particle intermediate states . Individual intermediate states make calculable contributions to the imaginary part of the annihilation amplitude, but their relative signs are not known, and not always their spin decompositions, either. With suitable choices and estimates of the real parts, the data on $`\sigma (\overline{p}p\varphi \pi ^0)|_{{}_{}{}^{3}S_{1}^{}}`$, can be fit. However, some challenges remain. Can the two-step prediction be made more definite? Can good predictions be made for other partial waves? Can the apparent anticorrelation with $`K^{}K`$ yields be understood? or the energy dependences of $`\varphi \pi `$ and $`K^{}K`$ final states? Can the data on $`f_2^{}\pi ^0`$ production and the Pontercorvo reaction be understood? Can the apparent OZI violation be correlated with other observables, as we discuss next?
## 5 Further Tests in $`\mathrm{\Lambda }`$ Production
The total cross sction and angular distribution for $`\overline{p}p\overline{\mathrm{\Lambda }}\mathrm{\Lambda }`$ were measured in the PS 185 experiment at LEAR, and in particular the $`\overline{\mathrm{\Lambda }}\mathrm{\Lambda }`$ spin correlation was measured. It was found that the spin-triplet state dominated over the spin-singlet state by about 2 orders of magnitude. This triplet dominance could be accommodated in meson-exchange models by suitable tuning of the $`K`$ and $`K^{}`$ couplings. On the other hand, triplet dominance is a natural prediction of gluon-exchange models, and also of our $`{}_{}{}^{3}P_{0}^{}`$ $`\overline{s}s`$ model . One way to discriminate between models is to use a polarized beam and measure the depolarization $`D_{nn}`$ (i.e., the polarization transfer to the $`\mathrm{\Lambda }`$. Polarized-gluon models would predict positive correlations between the $`p,g,s`$ and $`\mathrm{\Lambda }`$ spins, so that $`D_{nn}>0`$, whereas meson-exchange models predict $`D_{nn}<0`$. The polarized-strangeness model predicts an anti-correlation of the $`p`$ and $`s`$ spins, and hence $`D_{nn}<0`$. Data with a polarized $`p`$ beam have been taken, and we await the analysis with interest. They may be able to distinguish between polarized-gluon and polarized-strangeness models. In the mean time, it is interesting that DISTO has recently measured $`D_{nn}<0`$ in the reaction $`\stackrel{}{p}p\mathrm{\Lambda }K^+p`$, in agreement with the polarized-strangeness and meson-exchange models.
Another potential test is $`\mathrm{\Lambda }`$ polarization in deep-inelastic scattering , as illustrated in Fig. 5. Here the key idea is that when a polarized lepton $`(\overline{\nu },e,\mu `$ or $`\nu `$) scatters via a polarized boson $`(W^{}`$ or $`\gamma ^{}`$), it selected preferentially a particular polarization of the struck quark ($`u`$ or $`d`$) in the nucleon target, even if the latter is unpolarized. The next suggestion is that the target ‘remembers’ the spin removed, e.g., $`\overline{p}>u^{}+(u^{}d^{}(\overline{s}s)^{})`$. The polarization of the $`s(\overline{s})`$ may then be retained by a $`\mathrm{\Lambda }(\overline{\mathrm{\Lambda }})`$ in the target fragmentation region. This prediction was supported by early data on $`\mathrm{\Lambda }`$ polarization in deep-inelastic $`\overline{\nu }N`$ data. Recent NOMAD data on deep-inelastic $`\nu N`$ scattering confirm this prediction with greatly increased statistics, as seen in Fig. 6: the $`\mathrm{\Lambda }`$ polarization in the direction of the exchanged $`W`$ is $`0.16\pm 0.03\pm 0.02`$. The measurement of $`\mathrm{\Lambda }`$ polarization in the target fragmentation region is also in the physics programmes of HERMES in deep-inelastic $`eN`$ scattering and of COMPASS in deep-inelastic $`\mu N`$ scattering.
## 6 Strangeness Matters
The presence or absence of hidden strangeness in the proton is relevant to many other experiments in other areas of physics. Here I just mention just one example : the search for cold dark matter . The idea is that a massive non-relativistic neutral particle $`\chi `$ may strike a target nucleus depositing a detectable amount of recoil energy $`\mathrm{\Delta }Em_\chi v_\chi ^2/2`$ keV. The scattering cross section has in general both spin-dependent and spin-independent pieces. The former may be written as
$$\sigma _{spin}=\frac{32}{\pi }G_F^2\widehat{m}_\chi ^2\mathrm{\Lambda }^2J(J+1)$$
(59)
where $`\widehat{m}_\chi `$ is the reduced mass of the relic particle, $`J`$ is the spin of the nucleus, and
$$\mathrm{\Lambda }=\frac{1}{J}(a_pS_p+a_nS_n)$$
(60)
where
$$a_p=\underset{q=u,d,s}{}\widehat{\alpha }_q\mathrm{\Delta }q$$
(61)
(and similarly for $`a_n`$) with the coefficients $`\widehat{\alpha }_q`$ depending on the details of the supersymmetric model, and the $`\mathrm{\Delta }q`$ being the familiar quark contributions to the proton spin measured by EMC et al. Likewise, the spin-independent part of the cross section can be written as
$$\sigma _{scalar}=\frac{4\widehat{m}_\chi ^2}{\pi }\left[Zf_p+(AZ)f_n\right]^2$$
(62)
where $`Z`$ and $`A`$ are the charge and atomic number of the nucleus, and
$$f_p=m_p\underset{q=u,d,s}{}f_{T_q}\frac{\alpha _q}{m_q}+\frac{2}{27}f_{T_G}\underset{q=c,b,t}{}\frac{\alpha _q}{m_q}$$
(63)
(and similarly for $`f_n`$) where the coefficients $`\alpha _q`$ again depend on the details of the supersymmetric model, and
$$m_pf_{T_q}p|m_q\overline{q}q|p,f_{T_G}=1\underset{q=u,d,s}{}f_{T_q}$$
(64)
We depend on measurements of the $`\pi N`$ $`\sigma `$ term for our knowledge of the $`f_{T_q}`$, and $`p|\overline{s}s|p`$ plays a key role .
Fig. 7(a) compares a prediction for supersymmetric cold dark matter (in a favoured model) with experimental upper limits on the spin-dependent cross section, assuming that our galactic halo is dominated by supersymmetric relic particles . A similar comparison for the spin-independent cross section is shown in Fig. 7(b). In this case, there is one experiment that reports possible evidence for a signal . The uncertainties in the strangeness content of the proton are not sufficient to explain the discrepancy with our prediction. Perhaps our supersymmetric model is wrong? It would be good to see the reported detection confirmed, but this has not happened yet .
## 7 Issues for the Future
Many new experiments may cast light on the ‘strange’ nucleon wave function. These include $`\pi N`$ scattering for the $`\sigma `$ term, polarized $`eN`$ structure functions and final-state asymmetries, $`\varphi `$ and $`f^{}`$ production in hadro-, photo- and electro-production , $`\mathrm{\Lambda }`$ polarization measurements in polarized $`eN,\mu N`$ and $`\nu N`$ scattering, charm production asymmetries in polarized $`\mu N`$ scattering, further data on OZI ‘violations’ in $`\overline{p}p`$ annihilation, $`\pi p/pp`$ scattering, electro- and photoproduction. Low-energy experiments on parity violation in atomic physics and $`eN`$ scattering will also be useful.
Meanwhile, there are many theoretical challenges. Can the different models make quantitative predictions? Are different theoretical approaches really in conflict, or is there any sense in which they are different languages for describing the same thing? We need to understand better the dialectics between $`\mathrm{\Delta }S`$ and $`\mathrm{\Delta }G`$, between constituent quarks and chiral symmetry, between intrinsic $`\overline{s}s`$ models and the two-step approach . Surely none of these religions has a monopoly of truth!
Acknowledgements: It is a pleasure to thank my collaborators on topics discussed here, including Mary Alberg, Marek Karliner, Dima Kharzeev, Aram Kotzinian and particularly Misha Sapozhnikov.
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# Ground State Entropy of the Potts Antiferromagnet with Next-Nearest-Neighbor Spin-Spin Couplings on Strips of the Square Lattice
## I Introduction
The $`q`$-state Potts antiferromagnet (AF) with the usual nearest-neighbor spin-spin couplings exhibits nonzero ground state entropy, $`S_0>0`$ (without frustration) for sufficiently large $`q`$ on a given lattice $`\mathrm{\Lambda }`$. This is equivalent to a ground state degeneracy per site $`W>1`$, since $`S_0=k_B\mathrm{ln}W`$. Such nonzero ground state entropy is important as an exception to the third law of thermodynamics . A physical example of nonzero ground state entropy is ice -. In this $`q`$-state Potts antiferromagnet at $`T=0`$, the value of each spin must be different than the values of all of the other spins to which it is coupled. There is a close connection with graph theory here, since the zero-temperature partition function of the above-mentioned $`q`$-state Potts antiferromagnet on a lattice $`\mathrm{\Lambda }`$ or, more generally, a graph $`G`$, satisfies
$$Z(G,q,T=0)_{PAF}=P(G,q)$$
(1)
where $`P(G,q)`$ is the chromatic polynomial expressing the number of ways of coloring the vertices of the graph $`G`$ with $`q`$ colors such that no two adjacent vertices have the same color (for reviews, see -). The minimum number of colors for which this coloring is possible, i.e. the minimum integer value of $`q`$ for which $`P(G,q)`$ is nonzero, is denoted the chromatic number of $`G`$, $`\chi (G)`$.
From eq. (1), it follows that<sup>1</sup><sup>1</sup>1At certain special points $`q_s`$ (typically $`q_s=0,1,..,\chi (G)`$), one has the noncommutativity of limits $`lim_{qq_s}lim_n\mathrm{}P(G,q)^{1/n}lim_n\mathrm{}lim_{qq_s}P(G,q)^{1/n}`$, and hence it is necessary to specify the order of the limits in the definition of $`W(\{G\},q_s)`$ . We use the first order of limits here; this has the advantage of removing certain isolated discontinuities in $`W`$.
$$W(\{G\},q)=\underset{n\mathrm{}}{lim}P(G,q)^{1/n}$$
(2)
where $`n=v(G)`$ is the number of vertices of $`G`$ and $`\{G\}=lim_n\mathrm{}G`$.
Since $`P(G,q)`$ is a polynomial, one can generalize $`q`$ from $`_+`$ to $``$. The zeros of $`P(G,q)`$ in the complex $`q`$ plane are called chromatic zeros; a subset of these may form an accumulation set in the $`n\mathrm{}`$ limit, denoted $``$, which is the continuous locus of points where $`W(\{G\},q)`$ is nonanalytic. The maximal region in the complex $`q`$ plane to which one can analytically continue the function $`W(\{G\},q)`$ from physical values where there is nonzero ground state entropy is denoted $`R_1`$. The maximal value of $`q`$ where $``$ intersects the (positive) real axis is labelled $`q_c(\{G\})`$. This value is important since $`W(\{G\},q)`$ is a real analytic solution for real $`q`$ down to $`q_c(\{G\})`$. For regions other than $`R_1`$, one can only determine the magnitude $`|W(\{G\},q)|`$ unambiguously . In addition to -, some previous works on chromatic polynomials include -.
In previous works we have carried out comparative studies of $`W`$ for different lattices and have explored the effects of different lattice properties such as coordination numbers ,-,-, , -,. In general it was found that as one increased the lattice coordination number, the ground state entropy of the $`q`$-state Potts antiferromagnet (if nonzero for the given value of $`q`$), decreased. This can be understood as a consequence of the fact that as one increases the lattice coordination number, one is increasing the constraints on the coloring of a given vertex subject to the constraint that other vertices of the lattice adjacent to this one (i.e. connected with a bond or edge of the lattice) have different colors. Another way in which to explore this effect is to consider non-nearest-neighbor spin-spin couplings. Again, in general, these increase the constraints on the values that any given spin can take on, and hence decrease the ground state entropy. We wish to make this more quantitative and shall do so here using exact solutions for the chromatic polynomials and rigorous bounds. A natural starting point for studies of such non-nearest-neighbor spin-spin couplings is to consider the model on a given lattice and add next-nearest-neighbor (nnn) spin-spin couplings. Equivalently, we can redefine the lattice itself by considering it as a graph $`G`$ with vertices at the usual lattice sites but with bonds (= edges in graph theory nomenclature) consisting not only of the usual bonds joining these lattice sites but also bonds joining next-nearest-neighbor lattice sites. We then consider the nearest-neighbor Potts antiferromagnet on this redefined lattice.
Perhaps the simplest case that one could consider is the $`q`$-state Potts antiferromagnet in one dimension; the lattice here is just the a line $`T_n`$ or circle $`C_n`$ for the case of free and periodic boundary conditions, respectively (denoted $`FBC_x`$ and $`PBC_x`$). One has $`P(T_n,q)=q(q1)^{n1}`$ so $`W=q1`$ and $`R_1`$ is the entire $`q`$ plane. For the circle, $`P(C_n,q)=(q1)^n+(q1)(1)^n`$. In this case, if $`|q1|>1`$ then $`W=q1`$, while if $`|q1|1`$, then $`|W|=1`$, so that $`q_c=2`$. Hence for either $`FBC_x`$ or $`PBC_x`$ there is nonzero ground state entropy $`S_0=k_B\mathrm{ln}(q1)`$ for $`q>2`$. The addition of next-nearest neighbor bonds converts $`T_n`$ or $`C_n`$ to a open or cyclic strip of triangles, respectively, with each pair sharing an edge. We denote these strips $`tri(L_y=2),N_t,BC_x`$ where $`BC_x=FBC_x`$ or $`PBC_x`$. In the cyclic case, the degree $`\mathrm{\Delta }`$ (number of neighboring vertices) of each vertex is changed from 2 to 4, and this is also true of the internal vertices in the open case. The chromatic numbers in these cases are (i) $`\chi =2`$ for the line $`T_n`$; (ii) $`\chi =2`$ (3) for $`C_n`$ with $`n`$ even (odd); (iii) $`\chi =3`$ for the open triangular strip; and (iv) $`\chi =3`$ (4) for the cyclic triangular strip with the number of triangles $`N_t`$ even (odd). For the Potts antiferromagnet with $`nnn`$ spin-spin couplings on the line (equivalently, on the open triangular strip) with $`n`$ vertices,
$$P(sq_d(L_y=1),FBC_y,FBC_x,q)=P(tri(L_y=2),FBC_y,FBC_x,q)=q(q1)(q2)^{n2}$$
(3)
and hence $`W=q2`$, and $`R_1`$ is the full $`q`$ plane.
For the Potts antiferromagnet with $`nnn`$ spin-spin couplings on the circuit, the equivalence is with the cyclic triangular strip:
$$P(sq_d(L_y=1),FBC_y,PBC_x,q)=P(tri(L_y=2),FBC_y,PBC_x,q).$$
(4)
If the strip length involves an even number of triangles $`N_t=n=2m`$, then
$$P(tri(L_y=2),N_t=2m,FBC_y,PBC_x,q)=q^23q+1+(q2)^{2m}+(q1)[(\lambda _{t2,3})^m+(\lambda _{t2,4})^m]$$
(5)
while for odd $`N_t=n=2m+1`$
$`P(tri(L_y=2),N_t=2m+1,FBC_y,PBC_x,q)=(q^23q+1)+(q2)[(q2)^2]^m+`$ (6)
(7)
$`{\displaystyle \frac{1}{2}}(q1)(q3)\left[\left((\lambda _{t2,3})^m+(\lambda _{t2,4})^m\right)+{\displaystyle \frac{\left((\lambda _{t2,3})^m(\lambda _{t2,4})^m\right)}{\lambda _{t2,3}\lambda _{t2,4}}}\right]`$ (8)
where
$$\lambda _{t2,(3,4)}=\frac{1}{2}\left[52q\pm \sqrt{94q}\right].$$
(9)
In both cases, $`q_c=3`$ and $`W=q2`$ for $`q3`$ (and more generally, for $`q`$ in the region $`R_1`$ given in ). Thus, the addition of next-nearest-neighbor couplings increases the value of $`q`$ beyond which there is nonzero ground state entropy from 2 to 3 and decreases the value of the resultant entropy from $`S_0=k_B\mathrm{ln}(q1)`$ to $`S_0=k_B\mathrm{ln}(q2)`$ for $`q3`$.
We proceed to consider the Potts antiferromagnet on the square lattice, and again add next-nearest-neighbor couplings, or equivalently redefine the lattice so that the bonds consists not just of the usual horizontal and vertical bonds, but also of bonds connecting the diagonally opposite vertices of each square. Following our earlier notation , we shall denote this lattice as $`sq_d`$, where the $`d`$ refers to the addition of these diagonal bonds. For the square ($`sq`$) and $`sq_d`$ lattices, the chromatic numbers are
$$\chi (sq)=2,\chi (sq_d)=4.$$
(10)
No exact solution is known for $`W(q)`$ on the $`sq_d`$ lattice. In the absence of such an exact solution, Tsai and one of us (RS) have carried out Monte Carlo measurements of $`W(sq_d,q)`$ and have derived a rigorous lower bound
$$W(sq_d,q)\frac{(q2)(q3)}{q1}\mathrm{for}q\chi (sq_d).$$
(11)
This lower bound was compared with the actual value of $`W(sq_d,q)`$, as determined by the Monte Carlo measurements for $`5q10`$ and was found to lie very close it (cf. Table III of ). For example, for $`q=6`$ and $`q=8`$, the ratio of the lower bound divided by the actual value was 0.981 and 0.995, and it increased monotonically toward unity as $`q`$ increased. Since it is possible to obtain exact analytic solutions for $`W`$ on infinite-length, finite-width strips of 2D lattices ,, -,, one has an alternate way to investigate $`W(sq_d,q)`$, namely to calculate $`W`$ exactly on strips of the $`sq_d`$ lattice, with various boundary conditions. It has, indeed, been found that for the square and triangular lattices, the values of $`W`$ for such infinite-length strips of even rather modest widths are close to the corresponding values for the 2D thermodynamic limit, for moderate values of $`q`$. In the present work we report exact calculations of $`P(q)`$, $`W(q)`$, and $``$ on strips of the $`sq_d`$ lattice with various boundary conditions. The longitudinal and transverse directions on the strip are taken to be $`\widehat{x}`$ and $`\widehat{y}`$, respectively. In Fig. 1 we show some illustrative strips of the $`sq_d`$ lattice.
An important property is that with the two added diagonal bonds, each square of the $`sq_d`$ lattice constitutes a complete graph on four vertices. (Here, the complete graph on $`r`$ vertices, $`K_r`$, is defined as the graph each of whose vertices is connected to all of the other $`r1`$ vertices by bonds (= edges); it has chromatic number $`\chi (K_r)=r`$.) Compared with the square lattice, for a given $`q`$-coloring of the $`sq_d`$ lattice, the addition of these bonds clearly increases the constraints on the coloring of each vertex and therefore decreases $`P(G,q)`$. As we proved earlier , if a lattice $`\mathrm{\Lambda }^{}`$ can be obtained from another, $`\mathrm{\Lambda }`$, by connecting disjoint vertices of $`\mathrm{\Lambda }`$ with bonds, then $`W(\mathrm{\Lambda }^{},q)W(\mathrm{\Lambda },q)`$ for $`q`$-colorings of the two lattices. An example of the application of this theorem was given in : for $`q`$ colorings of the square, triangular (tri), and honeycomb (hc) lattices, $`W(tri,q)<W(sq,q)W(hc,q)`$. ($`W(sq,q)`$ is strictly less than $`W(hc,q)`$ except at the value $`q=2`$, where $`W(sq,2)=W(hc,2)=1`$.) In the present context, we note the inequality for $`q`$-colorings of these lattices:
$$W(sq_d,q)<W(tri,q)<W(sq,q)W(hc,q)$$
(12)
(for $`q`$ values where such colorings are possible).
We use the symbols FBC<sub>y</sub> and PBC<sub>y</sub> for free and periodic transverse boundary conditions and, as above, FBC<sub>x</sub>, PBC<sub>x</sub>, and TPBC<sub>x</sub> for free, periodic, and twisted periodic longitudinal boundary conditions. The term “twisted” means that the longitudinal ends of the strip are identified with reversed orientation. These strip graphs can be embedded on surfaces with the following topologies: (i) (FBC<sub>y</sub>,FBC<sub>x</sub>): open strip; (ii) (PBC<sub>y</sub>,FBC<sub>x</sub>): cylindrical; (iii) (FBC<sub>y</sub>,PBC<sub>x</sub>): cylindrical (denoted cyclic here); (iv) (FBC<sub>y</sub>,TPBC<sub>x</sub>): Möbius; (v) (PBC<sub>y</sub>,PBC<sub>x</sub>): torus; and (vi) (PBC<sub>y</sub>,TPBC<sub>x</sub>): Klein bottle.<sup>2</sup><sup>2</sup>2These BC’s can all be implemented in a manner that is uniform in the length $`L_x`$; the case (vii) (TPBC<sub>y</sub>,TPBC<sub>x</sub>) with the topology of the projective plane requires different identifications as $`L_x`$ varies and will not be considered here.
The labelling of the strips generally follows our earlier labelling conventions. Thus for a strip with free transverse and longitudinal boundary conditions, $`(FBC_y,FBC_x)`$, the length of the strip is taken to be $`m+1`$ squares or equivalently edges, with $`L_x=m+2`$, and the width is $`L_y`$ vertices. This strip thus has $`n=L_xL_y`$ vertices and $`e=4L_xL_y3(L_x+L_y)+2`$ edges. For cyclic strips, the width is defined in the same manner and the length is $`L_x`$ vertices or equivalently edges. For strips with periodic transverse boundary conditions, including $`(PBC_y,FBC_x)`$ and $`(PBC_y,PBC_x)`$, a width of $`L_y=3`$ means that the cross section involves $`L_y`$ vertices. For $`L_x=m3`$ to avoid certain degenerate cases, the $`sq_d`$ strips with either cyclic or torus boundary conditions have $`n=L_xL_y`$ vertices. With the same restriction, the cyclic strips have $`e=L_x(4L_y3)`$ edges and the torus strips have $`e=4L_xL_y`$ edges.
Let us next comment on the planarity or nonplanarity of the strips of the $`sq_d`$ lattice with various boundary conditions. We shall concentrate here on nondegenerate cases where the strips are proper graphs without multiple edges. Consider first the strips with $`(FBC_y,FBC_x)`$ boundary conditions. For $`L_y=2`$ and arbitrary $`L_x`$, it is easy to show that these are planar by taking the second diagonal bond for each square and drawing it external to the strip; by redefining the labelling of the $`x`$ and $`y`$ axes, it follows that this strip with $`(FBC_y,FBC_x)`$ boundary conditions, $`L_x=2`$, and arbitrary $`L_y`$ is also planar. For other cases we shall make use of two theorems from graph theory. The first of these states that if $`G`$ is a planar graph with $`n`$ vertices and $`e`$ edges with $`n3`$, then $`e3(n2)`$ (e.g. Corollary 11.1(c) in ) and the second states that if $`G`$ is a planar graph with $`n4`$, then $`G`$ has at least four vertices of degree $`\mathrm{\Delta }5`$ (e.g. Corollary 11.1(e) in ). Now
$$3(n2)e=L_xL_y+3(L_x+L_y)8\mathrm{for}sq_d,(FBC_y,FBC_x)$$
(13)
so that for sufficiently great $`L_x`$ and/or $`L_y`$, $`3(n2)e`$ is negative and hence the strip is nonplanar, by the first theorem. For example, $`3(n2)e<0`$ if $`L_y=4`$ and $`L_x5`$ or vice versa, i.e., $`L_x=4`$ and $`L_y5`$; and similarly, if $`L_x=L_y5`$. Considering next the strips of the $`sq_d`$ lattice that are cyclic, i.e., have $`(FBC_y,PBC_x)`$ boundary conditions, we have
$$3(n2)e=L_xL_y+3L_x6\mathrm{for}sq_d,(FBC_y,PBC_x).$$
(14)
Hence, $`3(n2)e<0`$ for all $`L_x`$ if $`L_y3`$, so that these strips are nonplanar. For the strips with $`(PBC_y,PBC_x)`$, i.e., torus boundary conditions, we have
$$3(n2)e=(L_xL_y+6)\mathrm{for}sq_d,(PBC_y,PBC_x)$$
(15)
so that these strips are also nonplanar. This can be seen alternatively by observing that each vertex on the torus strips has degree $`\mathrm{\Delta }=8`$ and applying the second theorem cited above. The second theorem also shows that the $`sq_d`$ strip with Klein bottle boundary conditions is nonplanar.
A generic form for chromatic polynomials for recursively defined families of graphs, of which strip graphs $`G_s`$ are special cases, is
$$P((G_s)_m,q)=\underset{j=1}{\overset{N_{G_s,\lambda }}{}}c_{G_s,j}(q)(\lambda _{G_s,j}(q))^m$$
(16)
where $`c_{G_s,j}(q)`$ and the $`N_{G_s,\lambda }`$ terms $`\lambda _{G_s,j}(q)`$ depend on the type of strip graph $`G_s`$, as indicated, but are independent of $`m`$.
## II Strips with $`(FBC_y,FBC_x)`$
### A $`L_y=2`$
The chromatic polynomial for the strip of the $`sq_d`$ lattice with $`L_y=1`$ and free transverse and longitudinal boundary conditions was given above in (3). For the $`L_y=2`$ case the chromatic polynomial is
$$P(sq_d(L_y=2)_m,FBC_y,FBC_x,q)=q(q1)\left[(q2)(q3)\right]^{m+1}.$$
(17)
In the $`m\mathrm{}`$ limit,
$$W(sq_d(L_y=2),FBC_y,FBC_x,q)=\left[(q2)(q3)\right]^{1/2}$$
(18)
with $`=\mathrm{}`$.
### B $`L_y=3`$
For the $`L_y=3`$ strip, we use the same generating function method as we have before . In general, for the family of strip graphs $`G_s`$, the generating function $`\mathrm{\Gamma }(G_s,q,x)`$ is a rational function of the form
$$\mathrm{\Gamma }(G_s,q,x)=\frac{𝒩(G_s,q,x)}{𝒟(G_s,q,x)}$$
(19)
with
$$𝒩(G_s,q,x)=\underset{j=0}{\overset{d_𝒩}{}}A_{G_s,j}(q)x^j$$
(20)
and
$$𝒟(G_s,q,x)=1+\underset{j=1}{\overset{d_𝒟}{}}b_{G_s,j}(q)x^j$$
(21)
where the $`A_{G_s,i}`$ and $`b_{G_s,i}`$ are polynomials in $`q`$ (with no common factors) and
$$d_𝒩=deg_x(𝒩)$$
(22)
and
$$d_𝒟=deg_x(𝒟).$$
(23)
This generating function yields the chromatic polynomials via the Taylor series expansion in the auxiliary variable $`x`$:
$$\mathrm{\Gamma }(G_s,q,x)=\underset{m=0}{\overset{\mathrm{}}{}}P((G_s)_m,q)x^m$$
(24)
where we follow the notational convention in , according to which a strip is considered to be comprised of $`m`$ repetitions of a basic subgraph unit $`H`$ connected to an initial subgraph $`I`$; here we take $`I=H`$ so that a strip with a given value of $`m`$ has $`m+1`$ columns of $`K_4`$’s and $`m+2`$ vertices in the longitudinal direction. The denominator can be written in factorized form as
$$𝒟_{G_s}=\underset{j=1}{\overset{d_𝒟}{}}(1\lambda _{G_s,j}x).$$
(25)
These are the $`\lambda _{G_s,j}`$’s in eq. (16); the coefficients are determined by eqs. (2.14) or (2.19) in .
For $`L_y=3`$, we find $`d_𝒟=2`$, $`d_𝒩=1`$, and
$$\mathrm{\Gamma }(sq_d(L_y=3),FBC_y,FBC_x,q,x)=\frac{q(q1)(q2)(q3)^2\left[(q2)(q1)(q3)x\right]}{1(q3)(q^26q+11)x+(q2)(q3)^3x^2}.$$
(26)
The denominator can be written as
$$𝒟_{sqd3o}=(1\lambda _{sqd3o,1}x)(1\lambda _{sqd3o,2}x)$$
(27)
where
$$\lambda _{sqd3o,(1,2)}=\frac{1}{2}(q3)\left[q^26q+11\pm \left(q^412q^3+54q^2112q+97\right)^{1/2}\right]$$
(28)
and the shorthand $`sqd3o`$ denotes the strip of the $`sq_d`$ lattice with $`L_y=3`$ and open (o) boundary conditions. From this, using the general formulas in , one can write the chromatic polynomial in the form of eq. (16) (with $`N_\lambda =2`$). In the $`m\mathrm{}`$ limit,
$$W(sq_d(L_y=3),FBC_y,FBC_x,q)=(\lambda _{sqd3o,1})^{1/3}.$$
(29)
The nonanalytic locus $``$ is shown in Fig. 2 and is comprised of an arc stretching between endpoints at $`q1.95+1.43i`$ and $`4.05+0.396i`$, together with the complex conjugate arc. In agreement with the general discussion given before , these four points are the branch points of the square root in eq. (28). $``$ does not intersect the real $`q`$ axis, so that no $`q_c`$ is defined. The region $`R_1`$ is the entire $`q`$ plane, with the exception of the arcs lying on $``$.
### C $`L_y=4`$
Here we find $`d_𝒟=4`$, $`d_𝒩=3`$. Again using the shorthand notation $`sqd4o`$ to denote this open strip of the $`sq_d`$ lattice with $`L_y=4`$ we have
$$b_{sqd4o,1}=q^4+13q^368q^2+171q176$$
(30)
$$b_{sqd4o,2}=(q3)(2q^533q^4+219q^3729q^2+1214q803)$$
(31)
$$b_{sqd4o,3}=(q3)^3(q^517q^4+118q^3420q^2+770q586)$$
(32)
$$b_{sqd4o,4}=(q2)(q3)^6(q4).$$
(33)
For the functions $`A_{sqd4,o,j}`$ in the numerator, $`𝒩`$, it is convenient to extract a common factor and thus define
$$A_{sqd4o,j}=q(q1)(q2)(q3)^3\overline{A}_{sqd4o,j}.$$
(34)
Then
$$\overline{A}_{sqd4o,0}=(q2)^2$$
(35)
$$\overline{A}_{sqd4o,1}=(2q^421q^3+78q^2113q+47)$$
(36)
$$\overline{A}_{sqd4o,2}=(q3)(q^514q^4+77q^3204q^2+245q91)$$
(37)
and
$$\overline{A}_{sqd4o,3}=(q1)^2(q3)^3(q4).$$
(38)
Let us write the denominator as
$$𝒟_{sqd4o}=\underset{j=1}{\overset{4}{}}(1\lambda _{sqd4o,j}x).$$
(39)
Then
$$W=(\lambda _{sqd4o,j,max})^{1/4}\mathrm{for}qR_1$$
(40)
where $`\lambda _{sqd4o,j,max}`$ is the $`\lambda _{sqd4o,j}`$ in (39) with maximal magnitude in this region.
Chromatic zeros are shown in Fig. 3 for $`L_x=20`$, i.e., $`n=80`$. For this great a length, these chromatic zeros give a reasonably good approximation to the asymptotic locus $``$. As is evident from this figure, $``$ does not cross the real $`q`$ axis, so that no $`q_c`$ is defined.
## III Strips with $`(FBC_y,(T)PBC_x)`$
### A $`L_y=2`$
The chromatic polynomial for the $`L_y=1`$ cyclic strip of the $`sq_d`$ lattice was given above in eqs. (5) and (8). Here we consider the $`L_y=2`$ strip of the $`sq_d`$ lattice with $`(FBC_y,PBC_x)`$, i.e. cyclic, boundary conditions. For a given value of $`L_x`$, this cyclic strip graph is identical to the corresponding strip with Möbius boundary conditions $`(FBC_y,TPBC_x)`$:
$$G(sq_d,L_y=2,L_x,FBC_y,PBC_x)=G(sq_d,L_y=2,L_x,FBC_y,TPBC_x)$$
(41)
This can be proved by calculating the adjacency matrices for the cyclic and Möbius strips, which are identical. (Here the adjacency matrix of an $`n`$-vertex graph is the $`n\times n`$ matrix $`A`$ with $`A_{ij}`$ equal to the number of bonds (edges) that connect the $`i`$’th and $`j`$’th vertices. The adjacency matrix fully defines the graph.) Because of the identity of the $`L_y=2`$ cyclic and Möbius strips, we shall refer to them both with the designation $`sq_d(L_y=2)_m,FBC_y,(T)PBC_x)`$. For the general cyclic strip of the $`sq_d`$ strip, with $`L_x4`$ to avoid degenerate cases, the chromatic number is given by
$$\chi (sq_d,L_y,L_x,FBC_y,PBC_x)=\{\begin{array}{cc}4\hfill & \text{if }L_x\text{ is even}\hfill \\ 5\hfill & \text{if }L_x\text{ is odd}\hfill \end{array}$$
(42)
For the present $`L_y=2`$ cyclic/Möbius strips, the degenerate cases are as follows: for $`L_x=2`$, the strip reduces to $`K_4`$ while for $`L_x=3`$ it reduces to $`K_6`$, with $`\chi (K_p)=p`$.
The chromatic polynomial for the cyclic strip of the $`sq_d`$ lattice with $`L_y=2`$ and $`L_xm`$ is
$$P(sq_d(L_y=2),FBC_y,(T)PBC_x)_m,q)=\frac{1}{2}q(q3)2^m+[(q2)(q3)]^m+(q1)[2(3q)]^m.$$
(43)
We determine the boundary $``$ to be the union of a circle centered at $`q=2`$ with radius 2 and a circle centered at $`q=3`$ with radius 1:
$$:\{|q2|=2\}\{|q3|=1\}.$$
(44)
These two circles osculate (i.e., intersect with equal tangents) at $`q_c`$, where
$$q_c(sq_d(L_y=2),FBC_y,(T)PBC_x)=4.$$
(45)
In the terminology of algebraic geometry, this point $`q_c`$ is thus a tacnode.
This locus is shown in Fig. 4. The locus $``$ separates the $`q`$ plane into three regions: (i) the outermost region $`R_1`$ which is the exterior of the larger circle, $`|q2|2`$ and which thus includes the real intervals $`q4`$ and $`q0`$; (ii) region $`R_2`$ which is the interior of the smaller circle, $`|q3|1`$ and includes the real interval $`2q4`$; and (iii) region $`R_3`$ which is the interior of the larger circle $`|q2|2`$ minus the smaller disk $`|q3|=1`$ and includes the real interval $`0q2`$. Thus, $``$ crosses the real $`q`$ axis at $`q=0,2,4`$ and $`q_c=4`$. As is evident in Fig. 4, the chromatic zeros lie near to the asymptotic locus $``$. In the various regions
$$W=[(q2)(q3)]^{1/2}\mathrm{for}qR_1$$
(46)
$$|W|=2^{1/2}\mathrm{for}qR_2$$
(47)
$$|W|=|2(q3)|^{1/2}\mathrm{for}qR_3$$
(48)
(for $`q`$ in regions other than $`R_1`$, only the magnitude $`|W(q)|`$ can be determined unambiguously).
We define the sum of the coefficients as
$$C(G)=\underset{j=1}{\overset{N_{\lambda _G}}{}}c_{G,j}.$$
(49)
For sufficiently large positive integer $`q`$, the coefficient $`c_{G,j}`$ in (49) can be interpreted as the multiplicity of the corresponding eigenvalue $`\lambda _{G,j}`$ of the coloring matrix, i.e., the dimension of the corresponding invariant subspace in the full space of coloring configurations . We recall that the coloring matrix can be defined as the matrix whose $`i,j`$ element is 1 (0) if the coloring configurations on two adjacent transverse slices of the strip are compatible (incompatible). Thus, in the absence of zero eigenvalues of the coloring matrix, $`C(G)`$ is the dimension of the space of coloring configurations of such a transverse slice. For the cyclic strip graphs of the $`sq_d`$ lattice, the transverse slice is the line graph $`L_n`$ of length $`L_y`$ vertices, so the space of coloring configurations of this transverse slice is
$$P(L_n,q)=P(T_n,q)=q(q1)^n.$$
(50)
In cases where the cyclic strip and the Möbius strip of the $`sq_d`$ lattice are identical, the full coloring matrix automatically takes account of both contributions, so that for each individual strip, corresponding to a given permutation in the identification of vertices at the longitudinal boundary, one must divide by the symmetry factor. In the present case, $`L_y=2`$ and there are two permutations of the identifications of the boundary conditions that give identical strip graphs, so that this symmetry factor is $`1/2!`$ so that
$$C(sq_d,L_y=2,FBC_y,PBC_x)=C(sq_d,L_y=2,FBC_y,TPBC_x)=\frac{1}{2}q(q1)$$
(51)
This agrees with the sum of the coefficients in the expression (43). A remark that will be relevant later is that if the coloring matrix has a zero eigenvalue of multiplicity $`c_{zero}`$, then, since this eigenvalue does not appear in (16), the sum of the coefficients that do appear in the chromatic polynomial (16) is equal to the full dimension of the space of coloring configurations minus $`c_{zero}`$.
### B $`L_y=3`$
We have calculated the chromatic polynomial for the next wider cyclic strip, with $`L_y=3`$. For this strip the chromatic numbers $`\chi `$ are the same as for the $`L_y=2`$ $`sq_d`$ strip. We find $`N_{sqd,L_y=3,cyc.,\lambda }=16`$ and
$$P(sq_d(L_y=3),FBC_y,PBC_x)_m,q)=_{j=1}^{16}c_{sqd3c,j}(\lambda _{sqd3c,j})^m$$
(52)
(The terms $`\lambda _{sqd3c,j}`$ are the same for cyclic and Möbius longitudinal boundary conditions.) With the $`\lambda _{sqd3c,j}`$’s ordered according to decreasing degrees of their coefficients for the cyclic strip, we find
$$\lambda _{sqd3c,1}=1$$
(53)
$$\lambda _{sqd3c,2}=2$$
(54)
$$\lambda _{sqd3c,3}=3$$
(55)
$$\lambda _{sqd3c,4}=q3$$
(56)
$$\lambda _{sqd3c,5}=(q3)$$
(57)
and
$$\lambda _{sqd3c,(6,7)}=q4\pm \sqrt{2q^214q+25}.$$
(58)
The terms $`\lambda _{sqd3c,j}`$, $`j=8,9,10`$ are the roots of the cubic equation
$$\xi ^34(q4)\xi ^2+(q^210q+17)\xi +2(q1)(q3).$$
(59)
For $`j=11`$ we have
$$\lambda _{sqd3c,11}=(q3)^2.$$
(60)
The terms $`\lambda _{sqd3c,j}`$, $`j=12,13,14`$ are the roots of the cubic equation
$$\xi ^3+(2q^215q+30)\xi ^2(q3)^2(q^25q+5)\xi 2(q3)^4.$$
(61)
Finally,
$$\lambda _{sqd3c,(15,16)}=\lambda _{sqd3o,(1,2)}.$$
(62)
For the coefficients we calculate
$$c_{sqd3c,1}=\frac{1}{6}(q1)(q2)(q3)$$
(63)
$$c_{sqd3c,2}=\frac{1}{3}q(q2)(q4)$$
(64)
$$c_{sqd3c,3}=\frac{1}{6}q(q1)(q5)$$
(65)
$$c_{sqd3c,j}=\frac{1}{2}q(q3)\mathrm{for}j=4,8,9,10$$
(66)
$$c_{sqd3c,j}=\frac{1}{2}(q1)(q2)\mathrm{for}j=5,6,7$$
(67)
$$c_{sqd3c,j}=q1\mathrm{for}j=11,12,13,14$$
(68)
and
$$c_{sqd3c,j}=1\mathrm{for}j=15,16.$$
(69)
Summing the coefficients $`c_{sqd3c,j}`$, we find
$$C(sq_d(L_y=3),FBC_y,PBC_x)=\frac{1}{6}q(q+1)(4q7).$$
(70)
Since for $`L_y=3`$ the cyclic and Möbius strips of the $`sq_d`$ lattice are distinct, the full sum of eigenvalue multiplicities is equal to (50) with $`n=L_y=3`$ (without dividing by any symmetry factor). The sum of the coefficients appearing in (52) is less than this quantity, $`q(q1)^2`$, by the amount
$$c_{sqd3c,zero}=\frac{1}{6}q(2q^29q+13)$$
(71)
which indicates that for this strip the coloring matrix has a zero eigenvalue with this multiplicity.
The boundary $``$ is shown in Fig. 5. This boundary separates the $`q`$ plane into four regions. These include (i) the outermost region $`R_1`$, which contains the semi-infinite intervals $`q>q_c`$ and $`q<0`$, where $`q_c`$ is
$$q_c(sq_d(L_y=3),FBC_y,PBC_x)=4.254654\mathrm{}$$
(72)
(a root of the equation $`q^414q^3+72q^2168q+162=0`$); (ii) a narrow crescent-shaped region $`R_2`$ containing the real interval $`4qq_c`$; (iii) the region $`R_3`$ containing the real interval $`2q4`$; and (iv) the region $`R_4`$ containing the real interval $`0q2`$. Associated with these regions are two complex-conjugate pairs of triple points, as is evident in Fig. 5. Note that $`q_c`$ is not a tacnode for the ($`L_x\mathrm{}`$ limit of the) $`L_y=3`$ cyclic strip, in contrast to the situation for the corresponding $`L_y=2`$ cyclic strip.
In the various regions
$$W=(\lambda _{sqd3c,15})^{1/3}\mathrm{for}qR_1$$
(73)
$$|W|=3^{1/3}\mathrm{for}qR_2$$
(74)
and
$$|W|=|\lambda _{sqd3c,810m}|^{1/3}\mathrm{for}qR_3$$
(75)
where $`\lambda _{sqd3c,810m}`$ denotes the root of the cubic (59) of maximal magnitude in $`R_3`$, and
$$|W|=|\lambda _{sqd3c,1214m}|^{1/3}\mathrm{for}qR_4$$
(76)
where $`\lambda _{sqd3c,1214m}`$ denotes the root of the cubic (61) of maximal magnitude in $`R_4`$.
## IV Strips with $`(PBC_y,FBC_x)`$
### A $`L_y=3`$
For the $`L_y=3`$, $`L_x=m+2`$ strip of $`K_4`$’s forming squares, with (PBC<sub>y</sub>,FBC<sub>x</sub>) boundary conditions (for which $`n=3(m+2)`$) we find
$$P(sq_d(L_y=3)_m,PBC_y,FBC_x,q)=q(q1)(q2)\left[(q3)(q4)(q5)\right]^{m+1}$$
(77)
whence
$$W(sq_d(L_y=3),PBC_y,FBC_x,q)=\left[(q3)(q4)(q5)\right]^{1/3}.$$
(78)
The continuous nonanalytic locus $`=\mathrm{}`$; $`W`$ has isolated branch point singularities where it vanishes at $`q=3,4`$, and 5. Aside from these, $`R_1`$ is the full $`q`$ plane.
### B $`L_y=4`$
For this case it is again convenient to give our results in terms of a generating function $`\mathrm{\Gamma }(sq_d(L_y=4),PBC_y,FBC_x,q,x)`$. We find $`d_𝒟=3`$, $`d_𝒩=2`$, and (using the abbreviation $`sqd4cyl`$ for this strip)
$$b_{sqd4cyl,1}=q^4+16q^3104q^2+316q372$$
(79)
$$b_{sqd4cyl,2}=(q3)(5q^474q^3+422q^21100q+1109)$$
(80)
and
$$b_{sqd4cyl,3}=(q2)(q3)^2(2q^216q+33).$$
(81)
Defining
$$A_{sqd4cyl,j}=q(q1)(q2)(q3)\overline{A}_{sqd4cyl,j}$$
(82)
we calculate
$$\overline{A}_{sqd4cyl,0}=q^414q^3+79q^2210q+220$$
(83)
$$\overline{A}_{sqd4cyl,1}=(5q^579q^4+501q^31586q^2+2485q1513)$$
(84)
and
$$\overline{A}_{sqd4cyl,2}=(q3)(q^23q+3)(2q^216q+33).$$
(85)
Writing
$$𝒟_{sqd4cyl}=\underset{j=1}{\overset{3}{}}(1\lambda _{sqd4cyl,j}x)$$
(86)
we have
$$W=(\lambda _{sqd4cyl,j,max})^{1/4}\mathrm{for}qR_1$$
(87)
where $`\lambda _{sqd4cyl,j,max}`$ is the $`\lambda _{sqd4cyl,j}`$ in (86) with maximal magnitude in this region.
Chromatic zeros for the $`4\times L_x`$ strip of the $`sq_d`$ lattice with cylindrical boundary conditions are shown in Fig. 6 for $`L_x=20`$, i.e. $`n=80`$. Again, the length $`L_x`$ is sufficiently great that these give a good idea of the location of the asymptotic curve $``$. Since $``$ does not cross the real $`q`$ axis, there is no $`q_c`$ for this case.
## V Strip with $`L_y=3`$ and $`(PBC_y,(T)PBC_x)`$
We consider here the $`sq_d`$ strip with $`L_y=3`$ and torus boundary conditions $`(PBC_y,PBC_x)`$. By the same method as mentioned above, e.g., calculating the associated adjacency matrices and showing that they are the same, it follows that for a given $`L_x`$, this strip with torus boundary conditions is identical to the corresponding $`L_y=3`$ strip with Klein bottle boundary conditions $`(PBC_y,TPBC_x)`$:
$$G(sq_d,L_y=3,L_x,PBC_y,PBC_x)=G(sq_d,L_y=3,L_x,PBC_y,TPBC_x)$$
(88)
Since there are 3 vertices on the vertical slice, and hence $`3!`$ permutations that yield identical graphs, it follows, as explained above, that the sum of the eigenvalue multiplicities for each individual strip contributes only $`1/3!`$ of this total:
$$C(sq_d,L_y=3,PBC_y,(T)PBC_x)=\frac{1}{3!}P(C_3,q)=\frac{1}{6}q(q1)(q2)$$
(89)
These strips have the chromatic number
$$\chi (sq_d(L_y=3)_m,PBC_y,(T)PBC_x)=\{\begin{array}{cc}6\hfill & \text{for even }m4\hfill \\ 7\hfill & \text{for odd }m7\hfill \end{array}$$
(90)
For $`m=2`$ and $`m=3`$, the $`L_y=3`$ $`sq_d`$ torus strip degenerates to $`K_6`$ and $`K_9`$, respectively, with $`\chi (K_p)=p`$ as before; for $`m=5`$ this strip has $`\chi =8`$. The fact that the values of $`\chi `$ for the $`L_y=3`$ torus strip of the $`sq_d`$ lattice in eq. (90) and the special cases noted are larger than the value $`\chi =4`$ for the infinite 2D $`sq_d`$ lattice can be ascribed in part to the constraints arising from the small girth of the triangular transverse cross section of these strips.
We calculate the chromatic polynomial by iterated use of the deletion-contraction theorem, via a generating function approach . From this we obtain the chromatic polynomial in the form (16) via the general formulas in and obtain
$`P(sq_d(L_y=3)_m,PBC_y,(T)PBC_x,q)={\displaystyle \frac{1}{6}}q(q1)(q5)(6)^m+{\displaystyle \frac{1}{2}}q(q3)[6(q5)]^m`$ (91)
(92)
$`+(q1)\left[3(q4)(q5)\right]^m+\left[(q3)(q4)(q5)\right]^m.`$ (93)
Thus, $`N_\lambda =4`$ for this strip. The labelling of the coefficients $`c_j`$ and terms $`\lambda _j`$ in eq. (93) is consecutive. Explicitly calculating the sum of the coefficients in the chromatic polynomial (93), one sees that the result agrees with (89). It is interesting that the coefficients that occur in (93) are the same as a subset of the coefficients that occur in the chromatic polynomial for the $`L_y=3`$ cyclic strip. We find that the degrees in $`x`$ of the numerator and denominator of the generating function for this strip graphs are 2 and 4, so that all of the $`\lambda _j`$’s in $`d_𝒟=4`$ contribute to $`P`$.
The nonanalytic locus (boundary) $``$ is shown in Fig. 7 and consists of three circles that osculate at $`q_c`$, where
$$q_c(sq_d(L_y=3),PBC_y,(T)PBC_x)=6$$
(94)
namely,
$$:\{|q3|=3\}\{|q4|=2\}\{|q5|=1\}.$$
(95)
Thus, as was true for the $`L_y=2`$ cyclic strip, $`q_c`$ is a tacnode. Evidently, $``$ crosses the real axis at $`q=0,2`$, and 4 as well as at $`q_c`$. This locus $``$ divides the $`q`$ plane into four regions: (i) the outermost region $`R_1`$, including the real intervals $`q6`$ and $`q0`$; (ii) region $`R_2`$, the interior of the smallest circle, $`|q=5|=1`$, containing the real interval $`4q6`$; (iii) region $`R_3`$, the interior of the circle $`|q4|=2`$ minus the disk $`|q5|=1`$ comprising $`R_2`$ and including the real interval $`2q4`$; and (iv) region $`R_4`$, the interior of the largest circle, $`|q3|=3`$ minus the disk $`|q4|=2`$ and including the real interval $`0q2`$. We have
$$W=\left[(q3)(q4)(q5)\right]^{1/3}\mathrm{for}qR_1.$$
(96)
The fact that this coincides with the $`W`$ calculated for the corresponding strip with $`(PBC_y,FBC_x)`$ (see eq. (78)) is a general result . For the other regions we have
$$|W|=6^{1/3}\mathrm{for}qR_2$$
(97)
$$|W|=|6(q5)|^{1/3}\mathrm{for}qR_3$$
(98)
and
$$|W|=|3(q4)(q5)|^{1/3}\mathrm{for}qR_4.$$
(99)
Evidently, for all of these strips, the locus $``$ has support for $`Re(q)0`$.
It is of interest to comment further on the $`q_c`$ values for (the $`L_x\mathrm{}`$ limits of) these strips of the $`sq_d`$ lattice. In our previous exact calculations of chromatic polynomials for various strip graphs of regular lattices and the resultant $`W`$ functions for their $`L_x\mathrm{}`$ limits, it was found that if one uses free transverse boundary conditions and periodic longitudinal boundary conditions the value of $`q_c`$ for a given family is a non-decreasing function of $`L_y`$. Our results for the strips of the $`sq_d`$ lattice exhibit the same behavior. Hence, our finding that $`q_c4.25`$ for the ($`L_x\mathrm{}`$ limit of the) $`L_y=3`$ cyclic/Möbius strip graph suggests that $`q_c`$ for the infinite 2D $`sq_d`$ lattice, which we denote $`q_c(sq_d)`$, is greater than 4.25. Note that we cannot use our finding that $`q_c=6`$ for the $`L_x\mathrm{}`$ limit of the $`L_y=3`$ torus/Klein bottle graph of the $`sq_d`$ lattice to suggest that $`q_c(sq_d)`$ might be 6 because we have previously obtained exact solutions for $`W`$ that show that $`q_c`$ is not, in general, a non-decreasing function of $`L_y`$ on strip graphs with periodic transverse boundary conditions . For example, from exact results, we have found that for the $`L_x\mathrm{}`$ limit of strips of the triangular lattice with cylindrical boundary condition $`(PBC_y,FBC_x)`$, $`q_c=4`$ for $`L_y=4`$ , while $`q_c3.28`$ for $`L_y=4`$ and $`q_c3.25`$ for $`L_y=5`$ . For the square, triangular, and $`sq_d`$ lattices, constructed, say, as the $`L_x,L_y\mathrm{}`$ limits of open rectangular sections, one has the chromatic numbers $`\chi =2,3`$, and 4, respectively. Now the Potts antiferromagnet has a zero-temperature critical point at $`q=3`$ on the square lattice , , and at $`q=4`$ on the triangular lattice respectively (which should be independent of boundary conditions used in taking the thermodynamic limit), corresponding to the values $`q_c(sq)=3`$ and $`q_c(tri)=4`$. These results are consistent with the possibility that $`q_c(sq_d)=5`$, i.e., the possibility that the $`q=5`$ Potts antiferromagnet has a $`T=0`$ critical point on the $`sq_d`$ lattice. However, there is not a 1-1 correspondence between chromatic number and $`q_c`$; for example, the kagomé lattice (again constructed, say, as the limit of a finite section with free transverse and longitudinal boundary conditions) has $`\chi =3`$ like the triangular lattice, but $`q_c=3`$, in contrast to the $`q_c=4`$ value for the triangular lattice. If, indeed, $`q_c(sq_d)=5`$, this would also mean that $`q_c`$ for an infinite-length, finite-width strip could be larger than $`q_c`$ for the full infinite lattice since we have obtained $`q_c=6`$ in eq. (94) from our exact solution for the chromatic polynomial for the strip with torus boundary conditions above.
## VI Rigorous Lower Bounds on $`W`$ and Approach to the Infinite-Width Limit
Here we present rigorous lower bounds on $`W`$ for strip graphs and show that these are very close to the actual values obtained from our exact solutions and hence serve as very good approximations to the actual $`W`$ functions. Using our exact solutions and these approximations, we then determine how, for a given $`q`$, the values of $`W`$ for the infinite-length, finite-width strips approach the value for the infinite 2D $`sq_d`$ lattice as the strip width $`L_y`$ gets large.
As discussed in , a general result for a given type of strip graph $`G_s`$ is
$$W(G_s(L_y),BC_y,FBC_x,q)=W(G_s(L_y),BC_y,PBC_x,q)\mathrm{for}qq_c(G_s(L_y),BC_y,PBC_x)$$
(100)
where $`BC_y=FBC_y`$ or $`PBC_y`$. Hence, for example, $`W(sq_d(L_y=2),FBC_y,FBC_x,q)=W(sq_d(L_y=2),FBC_y,PBC_x,q)`$ for $`q4`$ and
$$W(sq_d(L_y=3),PBC_y,FBC_x,q)=W(sq_d(L_y=3),PBC_y,PBC_x,q)\mathrm{for}q6$$
(101)
We recall that, using coloring matrix methods , Tsai and one of us (RS) previously derived rigorous upper and lower bounds on $`W`$ for various 2D lattices -. It was found that the lower bounds $`W_{\mathrm{}.b.}`$ were actually very good approximations to the actual $`W`$ values, as determined, e.g., by Monte Carlo simulations. This was also seen analytically from the property that the large-$`q`$ Taylor series expansions of $`q^1W`$ and $`q^1W_{\mathrm{}.b.}`$ coincided to several orders beyond the first term, which is unity. The lower bound (11) was derived as part of this work. As noted above, this bound agrees very well with the actual values of $`W`$, as determined via Monte Carlo measurements (see Table III of ).
Using the same methods, we can obtain a lower bound on $`W`$ for the $`sq_d`$ strips of interest here. Here we restrict to $`q6`$. For the case of free transverse boundary conditions and either free or periodic longitudinal boundary conditions we obtain the lower bound
$$W(sq_d(L_y),FBC_y,BC_x,q)\frac{[(q2)(q3)]^{1\frac{1}{L_y}}}{(q1)^{1\frac{2}{L_y}}}.$$
(102)
For the $`sq_d`$ strips with periodic transverse boundary conditions and either free or periodic longitudinal boundary conditions, we obtain the lower bound
$$W(sq_d(L_y),PBC_y,BC_x,q)A^{\frac{1}{L_y}}$$
(103)
where
$$A=\frac{(q/2)(q3)2^{L_y}+[(q2)(q3)]^{L_y}+(q1)[2(3q)]^{L_y}}{(q1)^{L_y}+(q1)(1)^{L_y}}.$$
(104)
Evidently, for large $`q`$, the lower bound (103) with (104) goes over to (11) for the infinite lattice.
In Table I, we compare the values of $`W`$ for $`6q10`$ from exact solutions for the $`L_y=2,3,4`$ open strips with the respective lower bound (11). For each pair of values of $`L_y`$ and $`q`$, the upper entry is the value of $`W`$ from the exact solution and the lower entry is the ratio
$$R_{WF}=\frac{W(sq_d(L_y),FBC_y,BC_x,q)}{W(sq_d(L_y),FBC_y,BC_x,q)_{\mathrm{}.b.}}$$
(105)
where $`W(sq_d(L_y),FBC_y,BC_x,q)_{\mathrm{}.b.}`$ is the lower bound ($`\mathrm{}.b.`$) given by the right-hand side of eq. (102) and the numerator and denominator are independent of the boundary conditions in the longitudinal direction. The bound is identical to the exact expression for $`W`$ for $`L_y=2`$ and is very close for $`L_y=3`$ and $`L_y=4`$. Thus, just as was found in our earlier work with Tsai -, the lower bound is not just a bound but also a very accurate approximation to the exact value of $`W`$, especially for moderate and large $`q`$. Having confirmed this again for the present type of strip graphs, we use this approximation to study the approach to the infinite-width limit, i.e. the full infinite 2D $`sq_d`$ lattice. In Table II we show values of $`W`$ for $`6q10`$ and widths $`2L_y10`$, as compared with the values for $`L_y=\mathrm{}`$, i.e. for the full 2D $`sq_d`$ lattice. For each pair of values $`L_y`$ and $`q`$, the upper entry is the value of $`W`$ and the lower entry is the ratio of this value divided by the corresponding value of $`W`$ for the 2D $`sq_d`$ lattice. For $`L_y=2,3,4`$, the values of $`W`$ are from evaluations of the exact solutions, while for $`L_y`$ from 5 to 10 they are from the approximation provided by (103) with (104) and for $`L_y=\mathrm{}`$ they are from the Monte Carlo measurements given in . One sees that for a fixed $`L_y`$, the value of $`W`$ on the infinite-length strip approaches that for the 2D lattice as $`q`$ increases. Clearly, for fixed $`q`$, the value of $`W`$ for the infinite-length strip approaches the value for the 2D lattice as $`L_y`$ increases, and Table II provides a quantitative picture of this approach; for example, for $`L_y=10`$ and a moderate value of $`q`$ such as 7 or 8, the $`W`$ values are within several per cent of their 2D lattice values. We recall that this approach for this type of strip with free transverse boundary conditions was proved to be monotonic in .
We next study the approach of the values of $`W`$ on strips of the $`sq_d`$ lattice with periodic transverse boundary conditions to their values for the infinite 2D $`sq_d`$ lattice. In Table III, we compare the values of $`W`$ for $`6q10`$ from our exact solutions for the $`L_y=3,4`$ cylindrical strips with the respective lower bound (103) with (104). For each pair of values of $`L_y`$ and $`q`$, the upper entry is the value of $`W`$ from the exact solution and the lower entry is the ratio
$$R_{WP}=\frac{W(sq_d(L_y),PBC_y,BC_x,q)}{W(sq_d(L_y),PBC_y,BC_x,q)_{\mathrm{}.b.}}$$
(106)
where $`W(sq_d(L_y),PBC_y,BC_x,q)_{\mathrm{}.b.}`$ is the lower bound ($`\mathrm{}.b.`$) given by the right-hand side of eq. (103) with (104) and the numerator and denominator are independent of the boundary conditions in the longitudinal direction. The bound is identical to the exact expression for $`W`$ for $`L_y=3`$ and is very close for $`L_y=4`$. Hence, as was the case for the open strip of the $`sq_d`$ lattice, the lower bound is not just a bound but also a very accurate approximation to the exact value of $`W`$, especially for moderate and large $`q`$. Having established this, we use this approximation to study the approach to the infinite-width limit, i.e. the full infinite 2D $`sq_d`$ lattice. In Table IV we show values of $`W`$ for $`6q10`$ and widths $`3L_y10`$, as compared with the values for $`L_y=\mathrm{}`$, i.e. for the full 2D $`sq_d`$ lattice. For each pair of values $`L_y`$ and $`q`$, the upper entry is the value of $`W`$ for the infinite cylindrical or torus strip and the lower entry is the ratio of this value divided by the corresponding value of $`W`$ for the 2D $`sq_d`$ lattice. For $`L_y=3,4`$, the values of $`W`$ are from evaluations of the exact solutions, while for $`L_y`$ from 5 to 10 they are from the approximation provided by bound (102) and for $`L_y=\mathrm{}`$ they are from the Monte Carlo measurements given in . One sees that for a fixed $`L_y`$, the value of $`W`$ on the infinite-length strip approaches that for the 2D lattice as $`q`$ increases. Also, for fixed $`q`$, the value of $`W`$ for the infinite-length strip approaches the value for the 2D lattice as $`L_y`$ increases. In it was shown that this approach is non-monotonic for strips of the square and triangular lattice with periodic transverse boundary conditions and the same is true here. The approach of the values of $`W`$ for the infinite-length finite-width strips to their respective values for the infinite $`sq_d`$ lattice is more rapid for the case of periodic transverse boundary conditions than free transverse boundary conditions. This is similar to what was found in and is due to the fact that periodic transverse boundary conditions minimize finite-size artifacts. Quantitatively, for a moderate value of the width, such as $`L_y=6`$, and $`q8`$, $`W`$ is already within a few parts per thousand of its infinite 2D lattice value.
One can also compare the results for $`W`$ with those on the square and triangular lattices; this comparison shows the effect of the addition of a single diagonal bond to each square to go from the square to the triangular lattice, and then the addition of a second opposite diagonal bond to each square to go from the triangular to $`sq_d`$ lattice. This was done before in .
## VII Zero-Temperature Critical Points
We summarize some of the results obtained in this work in Table V. Note that the $`L_y=1`$ strips of the $`sq_d`$ lattice are equivalent to $`L_y=2`$ strips of the triangular lattice, as discussed above. At the value of $`q`$ where the nonanalytic locus $``$ crosses the positive real axis, the $`q`$-state Potts antiferromagnet has a zero-temperature critical point . From the exact solutions for the chromatic polynomials and $`W`$ functions, we thus conclude that the $`q=2`$ Potts (Ising) antiferromagnet has a $`T=0`$ critical point on the $`L_x\mathrm{}`$ limits of the cyclic/Möbius strips with $`L_y=2`$ and $`L_y=3`$ as well as the $`L_y=3`$ strip with torus (equivalently Klein bottle) boundary conditions. Note that this involves frustration owing to the non-bipartite nature of these graphs. As is generic for a $`T=0`$ critical point, the critical singularities are essential, rather than algebraic, singularities, as we have verified from an explicit transfer matrix calculation. The use of strip graphs with periodic or twisted periodic longitudinal boundary conditions is useful since the crossings of $``$ on the real $`q`$ axis signal the presence of $`T=0`$ critical points for the Potts antiferromagnet at these values of $`q`$. Just as was the case with the square and triangular strips, for which the Ising antiferromagnet also has a $`T=0`$ critical point , if one uses free longitudinal boundary conditions, $``$ does not, in general, cross the positive real axis at $`q=2`$. This difference is associated with the noncommutativity in the definition of $`W`$, as discussed before . We also find, for both the cyclic/Möbius strips and the torus/Klein bottle strips for which we have calculated exact solutions for $`W`$, in the nondegenerate cases, $`L_y2`$, that the $`q`$-state Potts antiferromagnet has a $`T=0`$ critical point at $`q=4`$. Since the $`L_x\mathrm{}`$ limit of the cyclic/Möbius strips can be carried out with increasing even values of $`L_x`$, for which the chromatic number is 4, this zero-temperature critical point is unfrustrated for these strips. In contrast, for the $`L_x\mathrm{}`$ limit of the torus/Klein bottle strip, since $`min(\chi )=6`$, it is frustrated. Finally, there is formally a similar critical point at $`q=0`$.
## VIII Conclusions
In this paper we have presented exact calculations of the zero-temperature partition function (chromatic polynomial) and $`W(q)`$, the exponent of the ground-state entropy, for the $`q`$-state Potts antiferromagnet with next-nearest-neighbor spin-spin couplings on strips of the square lattice strips (equivalently, the nearest-neighbor Potts model on strips of the $`sq_d`$ lattice) with width $`L_y=3`$ $`L_y=4`$ vertices and arbitrarily great length $`L_x`$ vertices. Both free and periodic boundary conditions are considered. In the $`L_x\mathrm{}`$ limit, the resultant $`W`$ function was calculated. By comparing the values of the exact $`W`$ functions thus obtained for strips with various widths and boundary conditions versus numerical measurements of $`W`$ for the full 2D $`sq_d`$ lattice, we evaluated the effects of the next-neighbor spin-spin couplings. We showed that the $`q=2`$ (Ising) and $`q=4`$ Potts antiferromagnets have zero-temperature critical points on the $`L_x\mathrm{}`$ limits of the strips that we studied. With the generalization of $`q`$ from $`_+`$ to $``$, we also determined the analytic structure of $`W(q)`$ in the $`q`$ plane.
Acknowledgment: The research of R. S. was supported in part at Stony Brook by the U. S. NSF grant PHY-97-22101 and at Brookhaven by the U.S. DOE contract DE-AC02-98CH10886.<sup>3</sup><sup>3</sup>3Accordingly, the U.S. government retains a non-exclusive royalty-free license to publish or reproduce the published form of this contribution or to allow others to do so for U.S. government purposes.
Note added: Since the original submission of this manuscript in Oct., 1999, several additional related papers have appeared -.
## IX Appendix
### A A Reduction Theorem
Consider a strip of a given width and length, made up of squares such that the four vertices of each square are connected to form a complete graph $`K_r`$ (so that there are $`r4`$ vertices outside of the strip) with some set of boundary conditions (BC). We shall denote this strip temporarily as $`G_{sq,K_r,BC}`$. We first show that the chromatic polynomial for this graph can easily be expressed in terms of the chromatic polynomial for the corresponding graph with the vertices of each square forming a $`K_4`$, i.e. such that the two diagonally opposite vertices of each square are connected by an edge. For this purpose we use the intersection theorem from graph theory; this states that a graph $`G`$ can be expressed as the union of two subgraphs $`G=G_1G_2`$ such that the intersection of these subgraphs is a complete graph, $`G_1G_2=K_j`$ for some $`j`$, then $`P(G,q)=P(G_1,q)P(G_2,q)/P(K_j,q)`$. Applying this theorem to each square of the above strip, we have
$$P(G_{sq,K_r,BC},q)=\left(\frac{q^{(r)}}{q^{(4)}}\right)^{N_4}P(G_{sq,K_4,BC},q)=\left[\underset{j=4}{\overset{r1}{}}(qj)\right]^{N_4}P(G_{sq,K_4,BC},q)$$
(107)
where $`N_4`$ denotes the number of squares on the strip and we use the standard notation from combinatorics for the “falling factorial”,
$$q^{(s)}\underset{j=0}{\overset{s1}{}}(qj).$$
(108)
Our results in the text thus also apply to lattices comprised of squares such that the four vertices of each square form a $`K_r`$ with $`r>4`$.
### B $`(K_r,K_s)`$ Strips
We discuss here a strip of $`t`$ $`K_r`$ subgraphs, connected such that successive $`K_r`$ subgraphs intersect on a $`K_s`$ subgraph, with $`1sr1`$, with some longitudinal boundary conditions imposed. A member of this general family may be labelled as $`(K_r,K_s,t,BC_x)`$. Two of the simplest longitudinal boundary conditions to impose are free and cyclic, which we shall denote as $`FBC_x`$ and $`PBC_x`$. The general $`(K_r,K_s,t=m,FBC_x)`$ graph has $`n=(rs)m+s`$ vertices.
One simple set of families is the cyclic strip $`(K_r,K_1,t=m,PBC_x)`$. These may think of these graphs as being formed by starting with a circuit graph, $`C_m`$ and gluing to each edge one edge of a complete graph $`K_r`$. For these we find
$$P((K_r,K_1,m,PBC_x),q)=\left(\frac{q^{(r)}}{q^{(2)}}\right)P(C_m,q)=\left[\underset{j=2}{\overset{r1}{}}(qj)\right]^mP(C_m,q)$$
(109)
where $`P(C_m,q)`$ is the chromatic polynomial for the circuit graph with $`m`$ vertices, given in the introduction.
Another interesting family is the open strip $`(K_r,K_s,m,FBC_x)`$. We calculate
$$P((K_r,K_s,m,FBC_x),q)=q^{(s)}\left(\frac{q^{(r)}}{q^{(s)}}\right)^m=q^{(s)}\left[\underset{j=s}{\overset{r1}{}}(qj)\right]^m.$$
(110)
Hence, in the $`m\mathrm{}`$ limit,
$$W=\left(\frac{q^{(r)}}{q^{(s)}}\right)^{\frac{1}{rs}}=\left[\underset{j=s}{\overset{r1}{}}(qj)\right]^{\frac{1}{rs}}$$
(111)
and $`=\mathrm{}`$.
Other cases are more complicated. For a strip of $`K_3`$’s, i.e., triangles, in addition to free and periodic (cyclic) boundary conditions, one also has the possibility of twisted periodic boundary conditions, which form a Möbius strip. The chromatic polynomial for the $`(K_3,K_2,t,PBC_x)`$ strip for even $`t`$ was given in (see also ); in this case, the strip can be regarded as being formed from a strip of $`m`$ squares with a bond added to each square connecting the lower left to upper right vertex of the square, so that $`t=2m`$. The chromatic polynomial for the corresponding Möbius strip, $`(K_3,K_2,t,TPBC_x)`$ with even $`t`$ was also given in . For the $`t\mathrm{}`$ limit, the $`W`$ function and associated nonanalytic locus $``$ were given in . The chromatic polynomials for the corresponding strip with odd $`t`$, viz., $`(K_3,K_2,t,PBC_x)`$ and $`(K_3,K_2,t,TPBC_x)`$, were given in ; the $`t\mathrm{}`$ function $`W`$ and locus $``$ are the same for both the cyclic and Möbius strips as $`t`$ increases through even or odd values.
In the text we have considered strips in which each square forms a $`K_4`$ subgraph. There are actually different classes of strips with $`t`$ repeated $`K_4`$ subgraphs, in the notation introduced above. An illustration of these is given in Fig. 8.
As an example, we calculate
$$P((K_4,K_2,t,BC_x),q)=(q3)^tP((K_3,K_2,t,BC_x),q)$$
(112)
where $`BC_x=PBC_x`$ or $`TPBC_x`$, respectively and the $`(K_3,K_2,t,PBC_x)`$ and $`(K_3,K_2,t,TPBC_x)`$ strips are the cyclic and Möbius triangular-lattice strips mentioned above. Thus, explicitly, for even $`t=2m`$,
$$P((K_4,K_2,t=2m,PBC_x),q)=(q3)^{2m}[(q^23q+1)+[(q2)^2]^m+(q1)[(\lambda _{t2,3})^m+(\lambda _{t2,4})^m]]$$
(113)
$$P((K_4,K_2,t=2m,TPBC_x),q)=(q3)^{2m}[1+[(q2)^2]^m(q1)(q3)\frac{\left[(\lambda _{t2,3})^m(\lambda _{t2,4})^m\right]}{\lambda _{t2,3}\lambda _{t2,4}}]$$
(114)
where $`\lambda _{t2,j}`$, $`j=3,4`$, were defined in eqs. (9) above.
For the case of odd $`t=2m+1`$, we have
$`P((K_4,K_2,t=2m+1,PBC_x),q)=(q3)^{2m+1}[(q^23q+1)+(q2)[(q2)^2]^m+`$ (115)
(116)
$`{\displaystyle \frac{1}{2}}(q1)(q3)[((\lambda _{t2,3})^m+(\lambda _{t2,4})^m)+{\displaystyle \frac{\left((\lambda _{t2,3})^m(\lambda _{t2,4})^m\right)}{\lambda _{t2,3}\lambda _{t2,4}}}]]`$ (117)
$`P((K_4,K_2,t=2m+1,TPBC_x),q)=(q3)^{2m+1}[1+(q2)[(q2)^2]^m+`$ (118)
(119)
$`{\displaystyle \frac{1}{2}}(1q)[((\lambda _{t2,3})^m+(\lambda _{t2,4})^m)+(94q){\displaystyle \frac{\left((\lambda _{t2,3})^m(\lambda _{t2,4})^m\right)}{\lambda _{t2,3}\lambda _{t2,4}}}]].`$ (120)
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# 𝑈(1) gauge invariance from open string field theory
## 1 Introduction
Recent works have shown that string field theory is useful to understand the physics of tachyon condensation . In bosonic string theory, the decay of the D 25-brane has been shown to correspond to the rolling of the tachyon of open bosonic string theory down to a new stationary point in the tachyon potential. The analysis of the tachyon potential was carried out using string field theory. It was also seen that level truncation is a good approximation scheme for the calculation of the value of the minimum of the tachyon potential and the physics of solitons in the potential . The level truncation seems to be a good approximation scheme in superstring field theory .
As the D 25-brane has completely decayed at the new stationary point of the tachyon potential, there should be no dynamical open string degrees of freedom. In particular the $`U(1)`$ gauge field should no longer be dynamical. It was conjectured in that at this stationary point the effective action does not have a kinetic term for the $`U(1)`$ gauge field. In fact the term multiplying the kinetic term was argued to be the tachyon potential . This would render this field auxiliary. It was also suggested it would be interesting to see this phenomenon directly from string field theory. The difficulty with the direct evaluation of the coefficient of the kinetic term of the gauge field using string field theory is the problem of field redefinition.
We will now state this problem. Consider eliminating all the massive modes and the auxiliary fields of the string field using the equations of motion. We obtain the effective action $`𝒮(\stackrel{~}{A}_\mu ,\stackrel{~}{\varphi })`$ as a function of the $`U(1)`$ gauge field and the tachyon $`\stackrel{~}{\varphi }`$ at the tree level. Can we identify the gauge field $`\stackrel{~}{A}_\mu `$ and the tachyon $`\stackrel{~}{\varphi }`$ with that of the gauge field of the D25-brane and its tachyon, and thus obtain the effective action of the D25-brane from string field theory ? A string field $`\mathrm{\Phi }`$ has the following gauge transformation in string field theory
$$\delta \mathrm{\Phi }=Q_B\mathrm{\Lambda }+\mathrm{\Lambda }\mathrm{\Psi }\mathrm{\Psi }\mathrm{\Lambda }$$
(1)
Here $`\mathrm{\Lambda }`$, the infinitesimal gauge parameter is a string field of ghost number zero and ‘$``$’ is the star product in string field theory. Let us call the $`U(1)`$ field present in the expansion of $`\mathrm{\Phi }`$ as $`\stackrel{~}{A}_\mu `$. Then, it is clear that $`\stackrel{~}{A}_\mu `$ does not transform as
$$\delta \stackrel{~}{A}_\mu =_\mu ϵ$$
(2)
The transformation property of $`\stackrel{~}{A}`$ has extra terms arising from the non-Abelian like transformation property of the string field $`\mathrm{\Phi }`$. Therefore the gauge field that appears in the low energy effective Lagrangian $`A_\mu `$ which has the conventional gauge transformation property cannot be identified with $`\stackrel{~}{A}_\mu `$. Thus the naive low energy effective action $`𝒮(\stackrel{~}{A}_\mu ,\stackrel{~}{\varphi })`$ cannot be identified with the world volume action of the unstable brane.
It must be possible to find a relationship between $`A_\mu `$ and $`\stackrel{~}{A}_\mu `$ and $`\varphi `$ and $`\stackrel{~}{\varphi }`$. This will involve a field redefinition
$$\stackrel{~}{A}_\mu =\stackrel{~}{A}_\mu (A_\mu ,\varphi ),\stackrel{~}{\varphi }=\stackrel{~}{\varphi }(A_\mu ,\varphi )$$
(3)
It also involves the identification of the string field $`\mathrm{\Lambda }`$ which corresponds to the conventional gauge transformation property of $`A_\mu `$. In this paper we show that it is indeed possible to find such a relationship at the first non-linear level in the fields. To do this we use methods developed to identify general coordinate transformation and anti-symmetric tensor gauge transformation as a set of string field theoretic symmetries developed for the non-polynomial closed string field theory by <sup>1</sup><sup>1</sup>1The author thanks A. Sen for pointing out this reference..
The fact that gauge field of the low energy effective action involves not only $`\stackrel{~}{A}_\mu `$ but also other fields is important in determining the coefficient of the kinetic term of $`A_\mu `$ from string field theory. Determining the naive kinetic term of $`\stackrel{~}{A}_\mu `$ is not enough. This field redefinition involved in relating $`A_\mu `$ and $`\stackrel{~}{A}_\mu `$ is also important in determining terms of the non-Abelian Dirac Born Infeld action from string field theory as done in . This would help in understanding the discrepancy in gauge invariance which arose in trying to determining the coefficients of certain terms in the non-Abelian Dirac Born Infeld action from string field theory.
Thus it seems difficult to compare the effective action $`𝒮(\stackrel{~}{A}_\mu ,\stackrel{~}{\varphi })`$ obtained from string field theory with the world volume action of unstable branes and verify the claims of . It still must be possible to see if $`U(1)`$ gauge field is no longer dynamical from string field theory. To this end, it is of interest to calculate the two point functions of all vector particles at the tachyon condensate using level truncation. It is of interest to compare with the situation in p-adic string theory . The kinetic terms for the translationaly zero modes of the soliton in p-adic string theory disappears after field redefinition at the new stationary point<sup>2</sup><sup>2</sup>2The author thanks A. Sen for pointing this out.
The organization of this paper is as follows. In section 2 we review Witten’s bosonic open string field theory to set up our notations and conventions. We use the formulation of describing string field theory in arbitrary background field developed by and . Then we show the existence of the field redefinition (3). We also identify the set of string field theory transformations which correspond to the gauge transformation of the $`U(1)`$ gauge field in the low energy effective action. These are shown to exist at the first non-linear order in the fields. In section 3 we review of how the the free action for the tachyon and the gauge field arises from string field theory. In section 4 we obtain the effective action $`𝒮(\stackrel{~}{A}_\mu ,\stackrel{~}{\varphi })`$ by eliminating all other massive and auxiliary fields. In section 5 we derive the constraint equations for field redefinition. In section 6 we write down the consistency conditions which should be identically satisfied. In section 7 we verify the consistency conditions are identically satisfied and in section 8 we show the existence of the solutions for the consistency conditions and thus prove the existence of the field redefinition up to the first nonlinear order in the fields. This also identifies the string field theory transformation which corresponds to the gauge transformation of the $`U(1)`$ field of the low energy effective action. In section 9 we examine the two point function of the transverse photon. We show explictly that the kinetic term for the transverse photon does not decrease as fast as the tachyon potential approaches zero in the level truncation approximation. We show that at level $`(3,6)`$ there is a physical vector excitation in the spectrum, but at level $`(4,8)`$ this might be removed or pushed to a higher energy.
## 2 Review of string field theory
The open string field theory action is given by
$$𝒮=\frac{1}{g^2}\left(\frac{1}{2}I\mathrm{\Phi }(0)Q_B\mathrm{\Phi }(0)+\frac{1}{3}f_1\mathrm{\Phi }(0)f_1\mathrm{\Phi }(0)f_3\mathrm{\Phi }(0)\right)$$
(4)
$`g`$ is the open string coupling constant. $`Q_B`$ is the BRST charge, and by $`.`$ we mean correlation functions evaluated in the $`SL(2,R)`$ vacuum $`0|.|0`$ Here $`\mathrm{\Phi }`$ stands for the vertex operator in the conformal field theory of the first quantized open string theory with ghost number one. Using the standard state to operator mapping the field $`\mathrm{\Phi }`$ creates the state $`|\mathrm{\Phi }`$ out of the $`SL(2,R)`$ vacuum.
$$|\mathrm{\Phi }=\mathrm{\Phi }(0)|0$$
(5)
As $`\mathrm{\Phi }`$ has ghost number one, the Hilbert space of the first quantized open string theory including the $`b`$ and $`c`$ ghost fields is restricted to ghost number one. $`f\mathrm{\Phi }(z)`$ denotes the conformal transformation of the field $`\mathrm{\Phi }`$ by the map $`f(z)`$. For example if $`\mathrm{\Phi }`$ is a primary field of weight $`h`$ then $`f\mathrm{\Phi }(z)=(f^{}(z))^h\mathrm{\Phi }(f(z))`$. The conformal transformations $`f_1,f_2,f_3`$ and $`I`$ are are given below.
$`f_1(z)`$ $`=`$ $`e^{i\pi /3}\left[\left({\displaystyle \frac{1iz}{1+iz}}\right)^{2/3}1\right]/\left[\left({\displaystyle \frac{1iz}{1+iz}}\right)^{2/3}+e^{i\pi /3}\right]`$ (6)
$`f_2(z)=F(f_1(z)),`$ $`f_3(z)=F(f_2(z)),`$
$`F(z)={\displaystyle \frac{1}{1+z}},`$ $`I(z)={\displaystyle \frac{1}{z}}`$
It is convenient to work in a given basis of the Hilbert space of the first quantized string theory with ghost number one. Therefore we write
$$|\mathrm{\Phi }=\underset{r}{}\psi _r|\mathrm{\Phi }_{1;r}$$
(7)
$`r`$ denotes the various fields as well as momenta. The subscript $`1`$ in $`|\mathrm{\Phi }_{1;r}`$ stands for the ghost number. In terms of this basis the string field theory action is given by
$$𝒮=\frac{1}{g^2}\left(\frac{1}{2}\stackrel{~}{A}_{rs}^{(2)}\psi _r\psi _s+\frac{1}{3}\stackrel{~}{A}_{rst}^{(3)}\psi _r\psi _s\psi _t\right)$$
(8)
Here summation over the repeated indices is implied. $`\stackrel{~}{A}_{rs}^{(2)}`$ and $`\stackrel{~}{A}_{rst}^{(3)}`$ are given by
$`\stackrel{~}{A}_{rs}^{(2)}`$ $`=`$ $`I\mathrm{\Phi }_{1;r}(0)Q_B\mathrm{\Phi }_{1,s}(0)`$ (9)
$`\stackrel{~}{A}_{rst}^{(3)}`$ $`=`$ $`f_1\mathrm{\Phi }_{1;r}(0)f_2\mathrm{\Phi }_{1,s}(0)f_3\mathrm{\Phi }_{1,t}(0)`$
The vertices $`\stackrel{~}{A}_{rs}^{(2)}`$ and $`\stackrel{~}{A}_{rst}^{(3)}`$ have the following symmetry property
$`\stackrel{~}{A}_{rs}^{(2)}=\stackrel{~}{A}_{sr}^{(2)}`$ (10)
$`\stackrel{~}{A}_{rst}^{(3)}=\stackrel{~}{A}_{str}^{(3)}=\stackrel{~}{A}_{trs}^{(3)}`$
The string field theory action has a large gauge symmetry. The infinitesimal gauge transformation law of $`\psi _s`$ is given by
$$\delta \psi _r=A_{r\alpha }^{(2)}\lambda _\alpha +A_{r\alpha s}^{(3)}\lambda _\alpha \psi _s$$
(11)
where
$`A_{r\alpha }^{(2)}`$ $`=`$ $`\mathrm{\Phi }_{2;r}^c|Q_B|\mathrm{\Phi }_{0;\alpha }`$ (12)
$`A_{r\alpha s}^{(3)}`$ $`=`$ $`(f_1\mathrm{\Phi }_{2;r}^c(0)f_2\mathrm{\Phi }_{1;s}(0)f_3\mathrm{\Phi }_{0;\alpha }(0)`$
$``$ $`f_1\mathrm{\Phi }_{2;r}^c(0)f_2\mathrm{\Phi }_{0;\alpha }(0)f_3\mathrm{\Phi }_{1;s}(0))(1)^{n_r+n_r^g}`$
where $`n_r`$ and $`n_r^g`$ denotes the fact that $`|\mathrm{\Phi }_{1;r}`$ is an $`n_r`$th level secondary in the matter sector, and $`n_r^g`$th level secondary in the ghost sector. $`\mathrm{\Phi }_{2;r}^c|`$ is conjugate to the state $`|\mathrm{\Phi }_{1;r}`$, that is
$$\mathrm{\Phi }_{2;r}^c|\mathrm{\Phi }_{1;s}=\delta _{rs}$$
(13)
In addition to the gauge symmetries, the string field theory action has a ‘trivial’ symmetry of the form
$$\delta \psi _r=K_{rs}(\{\psi \})\frac{\delta 𝒮}{\delta \psi _s}$$
(14)
where $`K_{rs}`$ is an antisymmetric in $`r`$ and $`s`$ and is a function of the components $`\psi _r`$. It is easy to verify that this is a symmetry of the action. This symmetry will play an important role in the field redefinition.
## 3 Free action of the tachyon and the gauge field
In this section we review how to obtain the free action of the tachyon and the gauge field as a warm up exercise for the next sections. We work out the action for the first two levels in the expansion of $`\mathrm{\Phi }`$.
$$|\mathrm{\Phi }=𝑑k\stackrel{~}{\varphi }(k)c_1|k+𝑑k\stackrel{~}{A}_\mu (k)c_1\alpha _1^\mu (0)|k+𝑑kF(k)c_0|k$$
(15)
Here $`\stackrel{~}{\varphi }`$ corresponds to the tachyon, $`\stackrel{~}{A}_\mu `$ the $`U(1)`$ gauge field. We will see below that $`F(k)`$ an auxiliary field. By $`𝑑k`$ we mean the $`d^{26}k`$, the state $`|k`$ denotes $`e^{ikX(0)}|0`$. Substituting this expansion in (8) and keeping only the quadratic vertices we obtain the following action for the first two levels.
$`𝒮={\displaystyle \frac{1}{g^2}}[{\displaystyle }dk(\stackrel{~}{\varphi }(k)(2k^21)\stackrel{~}{\varphi }(k)+\stackrel{~}{A}_\mu (k)(2k^2)\stackrel{~}{A}^\mu (k)`$ (16)
$`2F(k)F(k)+4k^\mu \stackrel{~}{A}_\mu (k)F(k))]`$
We are working in the units $`\alpha ^{}=2`$. The gauge transformation of these fields can be determined by using (11). Restricting to only the linearized gauge transformation that is, only terms from $`A_{r\alpha }^{(2)}`$ in (11) we obtain
$`\delta \stackrel{~}{\varphi }(k)`$ $`=`$ $`0`$ (17)
$`\delta \stackrel{~}{A}_\mu (k)`$ $`=`$ $`2k_\mu \lambda (k)`$
$`\delta F(k)`$ $`=`$ $`2k^2\lambda (k)`$
Here $`\lambda (k)`$ is the infinitesimal gauge parameter. The quadratic piece of the action in (8) is invariant under linearized gauge transformation. It is easy to verify the action in (16) is invariant under the transformation of (17)
The auxiliary field $`F(k)`$ can be eliminated using the equations of motion
$$F(k)=k^\mu \stackrel{~}{A}_\mu (k)$$
(18)
On eliminating $`F(k)`$, the action reduces to that of the tachyon with the standard kinetic term for the $`U(1)`$ gauge field. It is given by
$$𝒮=\frac{1}{g^2}\left[𝑑k\stackrel{~}{\varphi }(k)(2k^21)\stackrel{~}{\varphi }(k)+\stackrel{~}{A}_\mu (k)(2k^2)\stackrel{~}{A}^\mu (k)2\stackrel{~}{A}_\mu (k)k^\mu k^\nu \stackrel{~}{A}_\nu (k)\right]$$
(19)
Let us now define the gauge parameter $`i\eta (k)=2\lambda (k)`$ , the gauge transformation of the $`U(1)`$ field $`\stackrel{~}{A}_\mu `$(k) is given by
$$\delta \stackrel{~}{A}_\mu (k)=ik_\mu \eta (k)$$
(20)
Now it is clear that at the free level the tachyon $`\stackrel{~}{\varphi }`$ and the gauge field $`\stackrel{~}{A}_\mu (k)`$ can be identified with the tachyon $`\varphi (k)`$ and the gauge field $`A_\mu (k)`$ of the low energy effective action.
## 4 Elimination of the massive and auxiliary fields
Let us first obtain the low energy effective action in terms of the tachyon $`\stackrel{~}{\varphi }`$ and the $`U(1)`$ gauge field $`\stackrel{~}{A}_\mu `$. We do this by eliminating all other the massive fields and auxiliary fields in the string field $`\mathrm{\Phi }`$ using their equations of motion. Of course such an effective action is valid only to tree level.
We divide the string fields $`\psi _r`$ into two kinds. $`\psi _r,\psi _s\mathrm{}`$ stand for the tachyon $`\stackrel{~}{\varphi }(k)`$ and $`\stackrel{~}{A}_\mu (k)`$ including their momentum index. The fields $`\psi _a,\psi _b\mathrm{}`$ stand for higher string modes, auxiliary fields and their momenta. Solving for $`\psi _a`$ in terms of $`\psi _r`$ up to the first non-linear order in the fields we obtain
$$\psi _a=E_{ar}^{(0)}\psi _r+\frac{1}{2}E_{ars}^{(1)}\psi _r\psi _s+O(\psi ^3)$$
(21)
where $`E_{ar}^{(0)}`$ and $`E_{ars}^{(1)}`$ are determined from the equation of motion for $`\psi _a`$. $`E_{ars}^{(1)}`$ is symmetric in $`r`$ and $`s`$, by definition. They are given by solving the following equations
$`\stackrel{~}{A}_{ar}^{(2)}+\stackrel{~}{A}_{ab}^{(2)}E_{br}^{(0)}`$ $`=`$ $`0`$ (22)
$`{\displaystyle \frac{1}{2}}\stackrel{~}{A}_{ab}^{(2)}E_{brs}^{(1)}+\stackrel{~}{A}_{ars}^{(3)}+\stackrel{~}{A}_{abs}^{(3)}E_{br}^{(0)}`$ $`+`$ $`\stackrel{~}{A}_{arb}^{(3)}E_{bs}^{(0)}+\stackrel{~}{A}_{abc}^{(3)}E_{br}^{(0)}E_{cs}^{(0)}=0`$
To solve these equations we need $`\stackrel{~}{A}_{ab}^{(2)}`$ to be invertible. The zero eigen modes of this operator arises from BRST exact states. So we restrict ourselves to states which are not BRST exact to ensure that the operator $`\stackrel{~}{A}_{ab}^{(2)}`$ is invertible. The linearized equation of motion for $`\psi _r`$ now becomes
$$\stackrel{~}{A}_{sr}^{(2)}\psi _r+\stackrel{~}{A}_{sa}^{(2)}E_{ar}^{(0)}\psi _r=0$$
(23)
From the gauge transformation of $`\psi _a`$ at the linear order we obtain the relation
$$A_{a\alpha }^{(2)}=E_{ar}^{(0)}A_{r\alpha }^{(2)}$$
(24)
The gauge transformation of $`\psi _r`$ up to the first nonlinear order can be written down as
$$\delta \psi _r=A_{r\alpha }^{(2)}\lambda _\alpha +(A_{r\alpha s}^{(3)}+A_{r\alpha a}^{(3)}E_{as}^{(0)})\lambda _\alpha \psi _s+O(\psi ^2)$$
(25)
It is clear from this gauge transformation, that $`\psi _r`$ does not have the same gauge transformation property of the $`U(1)`$ gauge field or that of the tachyon, because of the non-linear terms. The conventional low energy effective action of open bosonic string theory has the tachyon denoted by $`\varphi (k)`$ and the gauge field, $`A_\mu (k)`$, The action should be invariant under the following transformation
$$\delta \varphi (k)=0\delta A_\mu =ik_\mu \eta (k),$$
(26)
where $`\eta (k)`$ is the gauge transformation parameter. Let us call these low energy fields as $`\varphi _i`$. The index $`i`$ labels the tachyon, the gauge field and their momenta. Let the gauge parameters of these fields be labelled by $`\eta _\kappa `$. It must be possible to relate $`\psi _r`$ to $`\varphi _i`$ so that $`\varphi _i`$ has the gauge transformation given by (26). It also must be possible to relate the $`U(1)`$ gauge invariance of the low energy action to a a string field theory gauge transformation. We show that this is possible in the next section. We use the method developed by for field redefinition in the closed non-polynomial string field theory. We account for the elimination of all the massive and auxiliary fields and the fact that we are dealing with open string field theory. We verify the consistency conditions for field redefinitions in open string field theory.
## 5 Field redefinition
In this section we find the conditions which need to be satisfied to redefine the fields that appear in the string field theory action to that which appear in the low energy effective action. Let us relate $`\psi _r`$ and $`\varphi _i`$ by the following general formula up to the first non linear order
$$\psi _r=C_{ri}^{(0)}\varphi _i+\frac{1}{2}C_{rij}^{(1)}\varphi _i\varphi _j+O(\varphi ^3)$$
(27)
The gauge parameter $`\lambda _\alpha `$ is related to the gauge parameters of the low energy fields by the following general formula
$$\lambda _\alpha =D_{\alpha \kappa }^{(0)}\eta _\kappa +D_{\alpha \kappa i}^{(1)}\eta _\kappa \varphi _i+O(\varphi )$$
(28)
In addition to the gauge symmetry of the string field theory action, the action is also invariant under the transformation
$`\delta \psi _r`$ $`=`$ $`K_{rs}{\displaystyle \frac{\delta 𝒮}{\delta \psi _s}}+K_{ra}{\displaystyle \frac{\delta 𝒮}{\delta \psi _a}}`$
$`=`$ $`K_{rs}(\stackrel{~}{A}_{st}^{(2)}\psi _t+\stackrel{~}{A}_{sa}^{(2)}E_{at}^{(0)}\psi _t)+O(\psi ^2)`$
Where we have used the fact that we have eliminated the fields $`\psi _a`$ using the equation of motion. We have kept terms only up to linear order in the fields. We now assume the most general form for the function $`K_{rs}`$
$$K_{rs}=K_{rs\kappa }^{(1)}\eta _\kappa +O(\varphi )$$
(30)
The low energy fields $`\varphi _i`$ have the following gauge transformation property
$$\delta \varphi _i=B_{i\kappa }^{(2)}\eta _\kappa $$
(31)
Substituting (31) in the variation obtained from (27) we get
$$\delta \psi _r=C_{ri}^{(0)}B_{i\kappa }^{(2)}\eta _\kappa +C_{rij}^{(1)}\varphi _iB_{j\kappa }^{(2)}\eta _\kappa $$
(32)
Now from (25), (11) , (5), (30) we obtain
$`\delta \psi _r`$ $`=`$ $`A_{r\alpha }^{(2)}D_{\alpha \kappa }^{(0)}\eta _\kappa +A_{r\alpha }^{(2)}D_{\alpha \kappa i}^{(1)}\eta _\kappa \varphi _i+(A_{r\alpha s}^{(3)}+A_{r\alpha a}^{(3)}E_{as}^{(0)})D_{\alpha \kappa }^{(0)}C_{si}^{(0)}\eta _\kappa \varphi _i`$
$`+`$ $`K_{rs\kappa }^{(1)}(\stackrel{~}{A}_{st}^{(2)}+\stackrel{~}{A}_{sa}^{(2)}E_{at}^{(0)})C_{ti}^{(0)}\eta _\kappa \varphi _i`$
From comparing (32) and (5) we get the following set of equations
$`C_{ri}^{(0)}B_{i\kappa }^{(2)}\eta _\kappa ^{(\rho )}`$ $`=`$ $`A_{r\alpha }^{(2)}D_{\alpha \kappa }^{(0)}\eta _\kappa ^{(\rho )}`$ (34)
$`C_{rij}^{(1)}\varphi _i^{(m)}B_{j\kappa }^{(2)}\eta _\kappa ^{(\rho )}`$ $`=`$ $`A_{r\alpha }^{(2)}D_{\alpha \kappa i}^{(1)}\eta _\kappa ^{(\rho )}\varphi _i^{(m)}+(A_{r\alpha s}^{(3)}+A_{r\alpha a}^{(3)}E_{as}^{(0)})D_{\alpha \kappa }^{(0)}C_{si}^{(0)}\eta _\kappa ^{(\rho )}\varphi _i^{(m)}`$
$`+`$ $`K_{rs\kappa }^{(1)}(\stackrel{~}{A}_{st}^{(2)}+\stackrel{~}{A}_{sa}^{(2)}E_{at}^{(0)})C_{ti}^{(0)}\eta _\kappa ^{(\rho )}\varphi _i^{(m)}`$
Where we have introduced a complete set of gauge transformations $`\{\eta _\kappa ^{(\rho )}\}`$ and a complete set of field configurations $`\{\varphi _i^{(m)}\}`$ We have already seen in the previous section that we are able to find $`C_{ri}^{(0)}`$ and $`D_{\alpha \kappa }^{(0)}`$ such that (34) is satisfied. It remains to be seen that if one can find $`C_{rij}^{(1)}`$, $`D_{\alpha \kappa i}^{(1)}`$ and $`K_{rs\kappa }^{(1)}`$ such that (5) can be satisfied. It is easy to extend these constraint equations to higher orders in fields. There are obstructions to this. These obstructions can arise if under some conditions (5) reduces to equations involving known quantities which should be satisfied identically. In the next section we will enumerate them.
## 6 Consistency conditions for field redefinition
There are three consistency conditions in all for the (5). We will enumerate each of them in the following subsections. These are similar to the consistency conditions found in for the closed string. The difference being that we have eliminated all the auxiliary and massive fields using equations of motion and we are dealing with open string field theory.
### 6.1 Condition A
Divide the complete set of fields $`\{\varphi _i^{(m)}\}`$ to $`2`$ sets $`\{\widehat{\varphi }_i^{(\widehat{m})}\}`$ and $`\{\overline{\varphi }_i^{(\overline{m})}\}`$. The set $`\{\widehat{\varphi }_i^{(\widehat{m})}\}`$ satisfies linearized equation of motion and the set $`\{\overline{\varphi }_i^{(\overline{m})}\}`$ does not.
$`(\stackrel{~}{A}_{st}^{(2)}+\stackrel{~}{A}_{sa}^{(2)}E_{at}^{(0)})C_{ti}^{(0)}\widehat{\varphi }_i^{(\widehat{m})}`$ $`=`$ $`0\text{for all}s`$ (36)
$`(\stackrel{~}{A}_{st}^{(2)}+\stackrel{~}{A}_{sa}^{(2)}E_{at}^{(0)})C_{ti}^{(0)}\overline{\varphi }_i^{(\overline{m})}`$ $``$ $`0\text{for some}s`$
Now divide the complete set of gauge transformations $`\{\eta _\kappa ^{(\rho )}\}`$ to sets $`\{\widehat{\eta }_\kappa ^{(\widehat{\rho })}\}`$ and $`\{\overline{\eta }_\kappa ^{(\overline{\rho })}\}`$ such that
$`B_{i\kappa }^{(2)}\widehat{\eta }_\kappa ^{(\widehat{\rho })}`$ $`=`$ $`0\text{for all}i`$ (37)
$`B_{i\kappa }^{(2)}\overline{\eta }_\kappa ^{(\overline{\rho })}`$ $``$ $`0\text{for some}i`$
Thus $`\{\widehat{\eta }_\kappa ^{(\widehat{\rho })}\}`$ are those gauge transformations for which there is no variation in the fields $`\varphi _i`$. The index $`r`$ is divided also to two sets into BRST invariant and non-invariant states given by
$$\widehat{\mathrm{\Phi }}_{2;r}^c|Q_B=0\overline{\mathrm{\Phi }}_{2;\overline{r}}^c|Q_B0$$
(38)
Now restrict the indices $`r,m,\rho `$ in (5) to $`\widehat{r},\widehat{m}`$ and $`\widehat{\rho }`$. The terms involving $`C^{(1)}`$ and $`K^{(1)}`$ drop out because of (36) and (37) respectively. The term involving $`D^{(1)}`$ drops off because of
$$A_{\widehat{r}\alpha }^{(2)}=0$$
(39)
This follows from the definition of $`A^{(2)}`$ in (11) and (38). Thus we obtain the consistency condition
$$(A_{r\alpha s}^{(3)}+A_{r\alpha a}^{(3)}E_{as}^{(0)})D_{\alpha \kappa }^{(0)}C_{si}^{(0)}\widehat{\eta }_\kappa ^{(\widehat{\rho })}\widehat{\varphi }_i^{(\widehat{m})}=0$$
(40)
This involves all known coefficients and should be satisfied identically.
### 6.2 Condition B
The next obstruction arises because of $`C_{rij}^{(1)}`$ is symmetric in $`i`$ and $`j`$. Restrict the index $`r`$ in (5) to be $`\widehat{r}`$. The term involving $`D^{(1)}`$ drops out because of (39). Take $`\varphi _j^{(m)}`$ to be of the form $`B_{j\kappa ^{}}^{(2)}\eta _\kappa ^{}^{(\rho ^{})}`$. Then term involving $`K^{(1)}`$ is given by
$`K_{\widehat{r}s\kappa }^{(1)}(\stackrel{~}{A}_{st}^{(2)}`$ $`+`$ $`\stackrel{~}{A}_{sa}^{(2)}E_{at}^{(0)})C^{(0)}_{ti}\eta _\kappa ^{(\rho )}B^{(2)}_{j\kappa ^{}}\eta _\kappa ^{}^{(\rho ^{})}=`$
$`=`$ $`K_{\widehat{r}s\kappa }^{(1)}(\stackrel{~}{A}_{st}^{(2)}+\stackrel{~}{A}_{sa}^{(2)}E_{at}^{(0)})\eta _\kappa ^{(\rho )}A_{t\alpha }^{(2)}D_{\alpha \kappa ^{}}^{(0)}\eta _\kappa ^{}^{(\rho ^{})}`$
$`=`$ $`K_{\widehat{r}s\kappa }^{(1)}(\stackrel{~}{A}_{st}^{(2)}A_{t\alpha }^{(2)}+\stackrel{~}{A}_{sa}^{(2)}A_{a\alpha }^{(2)})\eta _\kappa ^{(\rho )}A_{t\alpha }^{(2)}D_{\alpha \kappa ^{}}^{(0)}\eta _\kappa ^{}^{(\rho ^{})}`$
$`=`$ $`0`$
Where we have used (34) in the first step and (24) in the second step. We have
$$\stackrel{~}{A}_{st}^{(2)}A_{t\alpha }^{(2)}+\stackrel{~}{A}_{sa}^{(2)}A_{a\alpha }^{(2)}=I\mathrm{\Phi }_{1;s}Q_B^2\mathrm{\Phi }_{0;\alpha }=0$$
(42)
To arrive at the above relation we have used completeness and $`Q_B^2=0`$. We also use the fact correlations vanish except when saturated by fields with total ghost number three. The term involving $`K^{(1)}`$ also vanishes. Thus for this case from (5) we are left with
$$C_{\widehat{r}ij}^{(1)}B_{i\kappa ^{}}^{(2)}\eta _\kappa ^{}^{(\rho ^{})}B_{j\kappa }^{(2)}\eta _\kappa ^{(\rho )}=(A_{\widehat{r}\alpha s}^{(3)}+A_{\widehat{r}\alpha a}^{(3)}E_{as}^{(0)})D_{\alpha \kappa }^{(0)}C_{si}^{(0)}B_{i\kappa ^{}}^{(2)}\eta _\kappa ^{(\rho )}\eta _\kappa ^{}^{(\rho ^{})}$$
(43)
As $`C_{\widehat{r}ij}^{(1)}`$ is symmetric in $`i`$ and $`j`$ we have the following constraint
$$(A_{\widehat{r}\alpha s}^{(3)}+A_{\widehat{r}\alpha a}^{(3)}E_{as}^{(0)})D_{\alpha \kappa }^{(0)}C_{si}^{(0)}B_{i\kappa ^{}}^{(2)}(\eta _\kappa ^{(\rho )}\eta _\kappa ^{}^{(\rho ^{})}\eta _\kappa ^{}^{(\rho ^{})}\eta _\kappa ^{(\rho )})=0$$
(44)
### 6.3 Condition C
We now find the third and final obstruction. This is due to the antisymmetry of $`K_{rs\alpha }^{(1)}`$ in $`r`$ and $`s`$. In (34) choose the index $`\rho `$ to be $`\widehat{\rho }`$. Then by (37) the term involving $`C^{(1)}`$ in (34) drops out. Now multiply the equation by $`(\stackrel{~}{A}_{rt^{}}^{(2)}+E_{ar}^{(0)}\stackrel{~}{A}_{at^{}}^{(2)})C_{t^{}j}^{(0)}\varphi _j^{}^{(m^{})}`$ The term involving $`D^{(1)}`$ is then given by
$`A_{r\alpha }^{(2)}(\stackrel{~}{A}_{rt^{}}^{(2)}+E_{ar}^{(0)}\stackrel{~}{A}_{at^{}}^{(2)})C_{t^{}j^{}}^{(0)}\varphi _j^{}^{(m^{})}D_{\alpha \kappa i}^{(1)}\widehat{\eta }_\kappa ^{(\widehat{\rho })}\varphi _i^{(m)}`$ (45)
$`=(A_{r\alpha }^{(2)}\stackrel{~}{A}_{rt^{}}^{(2)}+A_{a\alpha }^{(2)}\stackrel{~}{A}_{at^{}}^{(2)})C_{t^{}j^{}}^{(0)}\varphi _j^{}^{(m^{})}D_{\alpha \kappa i}^{(1)}\widehat{\eta }_\kappa ^{(\widehat{\rho })}\varphi _i^{(m)}`$
Where we have used (24). Now using the fact that $`\stackrel{~}{A}^{(2)}`$ is a symmetric matrix and (42), the term involving $`D^{(1)}`$ vanishes. Thus (5) becomes
$`(A_{r\alpha s}^{(3)}+A_{r\alpha a}^{(3)}E_{as}^{(0)})(\stackrel{~}{A}_{rt^{}}^{(2)}+E_{ar}^{(0)}\stackrel{~}{A}_{at^{}}^{(2)})C_{t^{}j^{}}^{(0)}D_{\alpha \kappa }^{(0)}C_{si}^{(0)}\widehat{\eta }_\kappa ^{(\widehat{\rho })}\varphi _j^{}^{(m^{})}\varphi _i^{(m)}+`$ (46)
$`K_{rs\kappa }^{(1)}(\stackrel{~}{A}_{st}^{(2)}+\stackrel{~}{A}_{sa}^{(2)}E_{at}^{(0)})C_{ti}^{(0)}\widehat{\eta }_\kappa ^{(\widehat{\rho })}\varphi _i^{(m)}(\stackrel{~}{A}_{rt^{}}^{(2)}+\stackrel{~}{A}_{rb}^{(2)}E_{bt^{}}^{(0)})C_{t^{}j}^{(0)}\widehat{\eta }_\kappa ^{}^{(\widehat{\rho }^{})}\varphi _i^{}^{(m^{})}=0`$
As $`K_{rs\alpha }^{(1)}`$ is antisymmetric in $`r`$ and $`s`$, the symmetric component in $`r`$ and $`s`$ should be zero. Therefore we have the following constraint
$$(A_{r\alpha s}^{(3)}+A_{r\alpha a}^{(3)}E_{as}^{(0)})(\stackrel{~}{A}_{rt^{}}^{(2)}+E_{ar}^{(0)}\stackrel{~}{A}_{at^{}}^{(2)})C_{t^{}j^{}}^{(0)}D_{\alpha \kappa }^{(0)}C_{si}^{(0)}\widehat{\eta }_\kappa ^{(\widehat{\rho })}(\varphi _j^{}^{(m^{})}\varphi _i^{(m)}+\varphi _j^{}^{(m)}\varphi _i^{(m^{})})=0$$
(47)
## 7 Verification of the consistency conditions
In this section we show that each of the consistency conditions found in the previous section is satisfied identically for the open superstring theory.
### 7.1 Condition A
Let us first verify that equation (40) is satisfied. Define
$$|\widehat{\mathrm{\Psi }}_1^{\widehat{(m)}}=C_{si}^{(0)}\widehat{\varphi }_i^{(\widehat{m})}|\mathrm{\Phi }_{1;s}+E_{as}^{(0)}C_{si}^{(0)}\widehat{\varphi }_i^{(\widehat{m})}|\mathrm{\Phi }_{1;a}$$
(48)
Now
$$\mathrm{\Phi }_{1;r}|Q_B|\widehat{\mathrm{\Psi }}^{\widehat{(m)}}=C_{si}^{(0)}\widehat{\varphi }_i^{(\widehat{m})}(\stackrel{~}{A}_{rs}^{(2)}+\stackrel{~}{A}_{ra}^{(2)}E_{as}^{(0)})=0$$
(49)
Where we have used (36). Also from (22) we have
$$\mathrm{\Phi }_{1;a}|Q_B|\widehat{\mathrm{\Psi }}^{\widehat{(m)}}=C_{si}^{(0)}\widehat{\varphi }_i^{(\widehat{m})}(\stackrel{~}{A}_{as}^{(2)}+\stackrel{~}{A}_{ab}^{(2)}E_{bs}^{(0)})=0$$
(50)
This implies that $`|\widehat{\mathrm{\Psi }}^{\widehat{(}m)}`$ is a BRST invariant state.
$$Q_B|\widehat{\mathrm{\Psi }}^{\widehat{(m)}}=0$$
(51)
Now define
$$|\widehat{\mathrm{\Lambda }}^{\widehat{(\rho )}}=D_{\alpha \kappa }^{(0)}\widehat{\eta }_\kappa ^{(\widehat{\rho })}|\mathrm{\Phi }_{0;\alpha }$$
(52)
We use (34) and (37) to show
$`\mathrm{\Phi }_{2;r}^c|Q_B|\widehat{\mathrm{\Lambda }}^{\widehat{(\rho )}}`$ $`=`$ $`D_{\alpha \kappa }^{(0)}\widehat{\eta }_\kappa ^{(\widehat{\rho })}\mathrm{\Phi }_{2;r}^c|Q_B|\mathrm{\Phi }_{0\alpha }`$
$`=`$ $`D_{\alpha \kappa }^{(0)}\widehat{\eta }_\kappa ^{(\widehat{\rho })}A_{r\alpha }^{(2)}`$
$`=`$ $`C_{ri}^{(0)}B_{i\kappa }^{(2)}\widehat{\eta }_\kappa ^{(\widehat{\rho })}`$
$`=`$ $`0`$
Also we have
$`\mathrm{\Phi }_{2;a}^c|Q_B|\widehat{\mathrm{\Lambda }}^{\widehat{(\rho )}}`$ $`=`$ $`D_{\alpha \kappa }^{(0)}\widehat{\eta }_\kappa ^{(\widehat{\rho })}\mathrm{\Phi }_{2;a}^c|Q_B|\mathrm{\Phi }_{0\alpha }`$
$`=`$ $`D_{\alpha \kappa }^{(0)}\widehat{\eta }_\kappa ^{(\widehat{\rho })}A_{a\alpha }^{(2)}`$
$`=`$ $`C_{ri}^{(0)}B_{i\kappa }^{(2)}\widehat{\eta }_\kappa ^{(\widehat{\rho })}E_{ra}^{(0)}`$
$`=`$ $`0`$
Where we have used (24) and (37). From (7.1) and (7.1) we obtain that $`|\widehat{\mathrm{\Lambda }}^{\widehat{(\rho )}}`$ is a BRST invariant state.
$$Q_B|\widehat{\mathrm{\Lambda }}^{\widehat{(\rho )}}=0$$
(55)
Using definitions (48), (52) and (12) the consistency condition (40) reduces to
$$f_1\widehat{\mathrm{\Phi }}_{\widehat{r}}^cf_2\widehat{\mathrm{\Lambda }}^{\widehat{(\rho )}}f_3\widehat{\mathrm{\Psi }}^{\widehat{(m)}}f_1\widehat{\mathrm{\Phi }}_{\widehat{r}}^cf_2\widehat{\mathrm{\Psi }}^{\widehat{(m)}}f_3\widehat{\mathrm{\Lambda }}^{\widehat{(\rho )}}=0$$
(56)
As all the field in (56) are BRST invariant fields, if any of them is BRST exact, then the equation is automatically satisfied. Therefore we have to look for BRST invariant but not BRST exact fields. The linearized gauge transformation parameter for the tachyon field is zero. Thus by standard BRST analysis the only gauge transformation we have is that for the photon. This is given by $`|\widehat{\mathrm{\Lambda }}^{\widehat{(\rho )}}=\xi |0`$ The ghost number one fields in the formula (56) can by the on shell tachyon $`|\widehat{\mathrm{\Psi }}^{\widehat{(m)}}=c_1|k`$ with $`k^2=1/2`$, the mass shell condition. Or it is the on shell gauge field given by $`|\widehat{\mathrm{\Psi }}^{\widehat{(m)}}=ϵ_\mu c_1\alpha _1^\mu |k`$ with $`k^\mu ϵ_\mu =0`$ and $`k^2=0`$. The conjugate fields in (56) are the fields conjugate to the on shell tachyon and the on shell gauge field. We can have $`\mathrm{\Phi }_{\widehat{r}}^c|=k|c_1c_0`$ with $`k^2=1/2`$, or we have $`\mathrm{\Phi }_{\widehat{r}}^c|=k|c_1c_0\alpha _1^\mu a_\mu `$ with $`a_\mu k^\mu =0`$ and $`k^2=0`$. Evaluating the left hand side of (56) with any of these states it can be seen that it is zero. Thus the consistency condition (40) is identically satisfied.
### 7.2 Condition B
Now let us examine the obstruction(44). Define $`|\mathrm{\Lambda }^{(\rho )}=D_{\alpha \kappa }^{(0)}\eta _\kappa ^{(\rho )}|\mathrm{\Phi }_{0;\alpha }`$. Then we have
$`C_{si}^{(0)}B_{i\kappa ^{}}^{(2)}\eta _\kappa ^{}^{(\rho ^{})}|\mathrm{\Phi }_{1;s}`$ $`+`$ $`E_{as}^{(0)}C_{si}^{(0)}B_{i\kappa ^{}}^{(2)}\eta _\rho ^{}^{(\kappa ^{})}|\mathrm{\Phi }_{1;a}`$
$`=`$ $`A_{s\alpha }^{(2)}D_{\alpha \kappa ^{}}^{(0)}\eta _\kappa ^{}^{(\rho ^{})}|\mathrm{\Phi }_{1;s}+E_{as}^{(0)}A_{s\alpha }^{(2)}D_{\alpha \kappa ^{}}^{(0)}\eta _\kappa ^{}^{(\rho ^{})}|\mathrm{\Phi }_{1;a}`$
$`=`$ $`\mathrm{\Phi }_{2;s}^c|Q_B|\mathrm{\Phi }_{0;\alpha }D_{\alpha \kappa ^{}}^{(0)}\eta _\kappa ^{}^{(\rho ^{})}|\mathrm{\Phi }_{1;s}+\mathrm{\Phi }_{2;a}^c|Q_B|\mathrm{\Phi }_{0\alpha }D_{\alpha \kappa ^{}}^{(0)}\eta _\kappa ^{}^{(\rho ^{})}|\mathrm{\Phi }_{1;a}`$
$`=`$ $`D_{\alpha \kappa ^{}}^{(0)}\eta _\kappa ^{}^{(\rho ^{})}Q_B|\mathrm{\Phi }_{0;\alpha }`$
$`=`$ $`Q_B|\mathrm{\Lambda }^{(\rho ^{})}`$
Here we have used (34), (12) and completeness. Thus the consistency condition (44) can be written as
$$f_1\mathrm{\Phi }_{\widehat{r}}^c(0)f_2\mathrm{\Lambda }^{(\rho )}(0)f_3Q_B\mathrm{\Lambda }^{(\rho ^{})}(0)f_1\mathrm{\Phi }_{\widehat{r}}^c(0)f_2Q_B\mathrm{\Lambda }^{(\rho ^{})}(0)f_3\mathrm{\Lambda }^{(\rho )}(0)(\rho \rho ^{})$$
(58)
Now, one can deform the contour of $`Q_B`$ in the first set of term so that it will act on $`\mathrm{\Lambda }^\rho `$. This is because $`|\mathrm{\Phi }_{\widehat{r}}^c`$ is BRST invariant. Then, the first set of term cancel against the second set of terms. Thus the consistency condition (44) is satisfied identically.
### 7.3 Condition C
Finally we analyze the third consistency condition (47). Define
$$|\mathrm{\Psi }^{(m)}=C_{tj}^{(0)}\varphi _j^{(m)}|\mathrm{\Phi }_{1,t}+E_{at}^{(0)}C_{tj}^{(0)}\varphi _j^{(m)}|\mathrm{\Phi }_{1,a}=\psi _t^{(m)}|\mathrm{\Psi }_{1;t}+\psi _a^{(m)}|\mathrm{\Psi }_{1;a}$$
(59)
and $`|\mathrm{\Lambda }^\rho =D_{\alpha \kappa }^{(0)}\eta _\kappa ^{(\rho )}|\mathrm{\Phi }_{0;\alpha }`$. Using these definitions $`(\text{47})`$ can be written as
$`A_{r\rho s}^{(3)}\stackrel{~}{A}_{rt^{}}^{(2)}\psi _t^{}^{(m^{})}\psi _s^{(m)}`$ $`+`$ $`A_{r\rho a}^{(3)}\stackrel{~}{A}_{rt^{}}^{(2)}\psi _t^{}^{(m^{})}\psi _a^{(m)}+`$ (60)
$`A_{r\rho s}^{(3)}\stackrel{~}{A}_{ra^{}}^{(2)}\psi _a^{}^{(m^{})}\psi _s^{(m)}`$ $`+`$ $`A_{r\rho a}^{(3)}\stackrel{~}{A}_{ra^{}}^{(2)}\psi _a^{}^{(m^{})}\psi _a^{(m)}+(mm^{})=0`$
Where we have used the linearized equation of motion of $`\psi _a^{(m)}`$ and (22). Now one can add to this equation the following equation
$`A_{b\rho s}^{(3)}\stackrel{~}{A}_{bt^{}}^{(2)}\psi _t^{}^{(m^{})}\psi _s^{(m)}`$ $`+`$ $`A_{b\rho a}^{(3)}\stackrel{~}{A}_{bt^{}}^{(2)}\psi _t^{}^{(m^{})}\psi _a^{(m)}+`$ (61)
$`A_{b\rho s}^{(3)}\stackrel{~}{A}_{ba^{}}^{(2)}\psi _a^{}^{(m^{})}\psi _s^{(m)}`$ $`+`$ $`A_{b\rho a}^{(3)}\stackrel{~}{A}_{ba^{}}^{(2)}\psi _a^{}^{(m^{})}\psi _a^{(m)}+(mm^{})=0`$
This equation holds because $`\psi _a^{(m)}`$ satisfies linearized equation of motion.
$$\stackrel{~}{A}_{ar}^{(2)}\psi _r^{(m)}+\stackrel{~}{A}_{ab}^{(2)}\psi _b^{(m)}=0$$
(62)
We are justified in using the linear equations of motion because the terms in (47) are quadratic in the fields. Adding (60) and (61) and using completeness, the constraint (47) becomes
$`(f_1Q_B\mathrm{\Psi }^{(m)}(0)f_2\widehat{\mathrm{\Lambda }}^{\widehat{(\rho )}}(0)f_3\mathrm{\Psi }^{(m^{})}(0)`$ $``$ (63)
$`f_1Q_B\mathrm{\Psi }^{(m)}(0)f_2\mathrm{\Psi }^{(m^{})}(0)f_3\widehat{\mathrm{\Lambda }}^{\widehat{(\rho )}}(0))+(mm^{})=0`$
One can now deform the contour of $`Q_B`$ in the first set of terms so that it acts on $`|\mathrm{\Psi }^{(m^{})}`$. It does not act on on $`|\widehat{\mathrm{\Lambda }}^{\widehat{(\rho )}}`$ as it is BRST invariant. In deforming the contour one picks up minus sign, and another minus sign as $`Q_B`$ crosses $`\mathrm{\Psi }^{(m)}`$. Now these first set of terms cancel against the second set of terms. Thus (47) is satisfied identically.
We have shown that all the consistency conditions found in the previous section for solving (5) are satisfied identically.
## 8 Existence of field redefinition
In this section we show that there exists $`C^{(1)}`$ and $`D^{(1)}`$ which solve (5). This establishes that there exists a field redefinition such that in the new set of fields the tachyon and the $`U(1)`$ gauge field corresponds to the fields seen in the low energy effective action to the first non-linear order in the fields. This also establishes the existence of a string gauge transformations which corresponds to the $`U(1)`$ gauge transformation of the low energy effective action.
In this section we will closely follow . We outline the steps involved for completeness. We divide the situations to three cases
### 8.1 Case A: $`r\overline{r}`$
Let us consider the case when $`r`$ belongs to the type $`\overline{r}`$. This implies that $`A_{\overline{r}\alpha }^{(2)}`$ has a right inverse $`M_{\alpha \overline{s}}`$
$$A_{\overline{r}\alpha }^{(2)}M_{\alpha \overline{s}}=\delta _{\overline{r}\overline{s}}$$
(64)
Therefore we can solve (5) for this case by choosing $`D^{(1)}`$ given by
$`D_{\alpha \kappa i}^{(1)}\eta _\kappa \varphi _i`$ $`=`$ $`M_{\alpha \overline{r}}(C_{\overline{r}ij}^{(1)}\varphi _iB_{j\kappa }^{(2)}\eta _\kappa A_{\overline{r}\beta }^{(2)}D_{\beta \kappa i}^{(1)}\eta _\kappa \varphi _i`$
$``$ $`(A_{\overline{r}\beta s}^{(3)}+A_{r\beta a}^{(3)}E_{as}^{(0)})D_{\beta \kappa }^{(0)}C_{si}^{(0)}\eta _\kappa \varphi _i+K_{\overline{r}s\kappa }^{(1)}(\stackrel{~}{A}_{st}^{(2)}+\stackrel{~}{A}_{sa}^{(2)}E_{at}^{(0)})C_{ti}^{(0)}\eta _\kappa ^{(\rho )}\varphi _i^{(m)})`$
### 8.2 Case B: $`r\widehat{r}`$, $`\rho \overline{r}`$
In this case the term involving $`D^{(1)}`$ in (5) vanishes because of (38). Since the index $`\rho `$ is in the set $`\overline{\rho }`$ the matrix $`S_{i\overline{\rho }}=B_{i\kappa }^{(2)}\overline{\eta }_\kappa ^{(\overline{\rho })}`$ has a left inverse $`N_{\overline{\rho }j}`$ which satisfies
$$N_{\overline{\rho }i}S_{i\overline{\rho }^{}}=\delta _{\rho \overline{\rho }^{}}$$
(66)
We can now solve (5) by choosing $`C^{(1)}`$ given by
$$C_{\widehat{r}ij}^{(1)}=\left((A_{\widehat{r}\alpha s}^{(3)}+A_{\widehat{\alpha }a}^{(3)}E_{as}^{(0)})D_{\alpha \kappa }^{(0)}C_{sj}^{(0)}+K_{\widehat{r}s\kappa }^{(1)}(\stackrel{~}{A}_{st}^{(2)}+\stackrel{~}{A}_{sa}^{(2)}E_{at}^{(0)})C_{tj}^{(0)}\right)\overline{\eta }_\kappa ^{(\overline{\rho })}N_{\overline{\rho }i}$$
(67)
It can be shown that one can choose a basis for the fields $`\{\varphi _i\}`$ such that the $`C^{(1)}`$ obtained from the above equation is symmetric in $`i`$ and $`j`$.
### 8.3 Case C: $`r\widehat{r}`$, $`\rho \widehat{\rho }`$, $`m\overline{m}`$
The case $`r\widehat{r}`$, $`\rho \widehat{\rho }`$ and $`m\widehat{m}`$ is already covered in (40). We have shown in such a case the consistency condition is satisfied identically. So, the case which remains is $`r\widehat{r}`$, $`\rho \widehat{\rho }`$ and $`m\overline{m}`$. In this case the terms involving $`C^{(1)}`$ and $`D^{(1)}`$ drop from (5) due to (37) and (38) respectively. The matrix $`T_{s\overline{m}}`$ given by
$$T_{s\overline{m}}=(\stackrel{~}{A}_{st}^{(2)}+\stackrel{~}{A}_{sa}^{(2)}E_{at}^{(0)})C_{tj}^{(0)}\overline{\varphi }_i^{(\overline{m})}$$
(68)
Then the matrix $`T_{s\overline{m}}`$ has a left inverse $`U_{\overline{m}r}`$ given by
$$U_{\overline{m}r}T_{r\overline{n}}=\delta _{\overline{m}\overline{n}}$$
(69)
Then we can solve (5) by choosing
$$K_{\widehat{r}t\kappa }^{(1)}\widehat{\eta }_\kappa ^{(\widehat{\rho })}=(A_{\widehat{r}\alpha s}^{(3)}+A_{\widehat{\alpha }a}^{(3)}E_{as}^{(0)})D_{\alpha \kappa }^{(0)}C_{sj}^{(0)}\widehat{\eta }_\kappa ^{(\widehat{\rho })}\overline{\varphi }_i^{(\overline{m})}U_{\overline{m}t}$$
(70)
Notice that only the projection of $`K_{\widehat{r}t\kappa }^{(1)}`$ onto the space spanned by $`\widehat{\eta }_\kappa ^{(\widehat{\rho })}`$ is determined. The other components can be chosen to be arbitrary. It can also be shown that the $`K_{rs\kappa }^{(1)}`$ can be chosen in such a way that it is antisymmetric in $`r`$ and $`s`$ .
This completes the proof of the existence of field redefinition of the tachyon and the gauge field so that they can be identified with the fields that appear in the low energy effective action. This also determines a string gauge transformation, $`\lambda _\alpha `$ which corresponds to the $`U(1)`$ gauge transformation, $`\eta _\kappa `$ of the low energy fields.
## 9 The transverse photon at the tachyon condensate
In this section we demonstrate explictly that field redefinition is important in the relation of the Dirac-Born-Infeld action and the low energy effective action derived from Witten’s String field theory. To do this we evaluate the kinetic term for the transverse photon $`A_\mu ^T`$, to level 4 in the tachyon condensate. We work in the Feynman-Siegel gauge and with $`\alpha ^{}=1`$. The quadriatic terms in the action involving the transverse photon is given by <sup>3</sup><sup>3</sup>3 The action in (71) agrees with that of (Eq. (4.7)) till level 2, with $`\alpha ^{}=1`$, $`g=2`$, $`t=\varphi `$, $`u=\beta _1`$, and $`v=B`$.
$$S=𝑑kA_\mu (k)A^\mu (k)\left(\frac{k^2}{2}+e^{2k^2\mathrm{ln}(3\sqrt{3}/4)}(k)\right)$$
(71)
Where $`(k)`$ is given by
$`(k)`$ $`=`$ $`{\displaystyle \frac{3\sqrt{3}}{4}}t({\displaystyle \frac{49}{12\sqrt{3}}}{\displaystyle \frac{4}{3\sqrt{3}}}k^2){\displaystyle \frac{v}{\sqrt{13}}}+{\displaystyle \frac{11}{12\sqrt{3}}}u`$
$`+`$ $`({\displaystyle \frac{1579}{162\sqrt{3}}}{\displaystyle \frac{88}{81\sqrt{3}}}k^2)A+({\displaystyle \frac{539}{324\sqrt{3}}}+{\displaystyle \frac{44}{81\sqrt{3}}}k^2)F`$
$`+`$ $`{\displaystyle \frac{20}{27\sqrt{3}}}D+{\displaystyle \frac{19}{108\sqrt{3}}}E{\displaystyle \frac{20}{81\sqrt{3}}}C`$
$`+`$ $`({\displaystyle \frac{785}{54\sqrt{3}}}{\displaystyle \frac{520}{81\sqrt{3}}}k^2+{\displaystyle \frac{64}{81\sqrt{3}}}k^4)B`$
Here the variables $`t,u,v,A,B,C,D,E,F`$ stand for the fields as defined in . It is now easy to extract the kinetic term. It is given by
$$S_{\mathrm{KE}}=𝑑k𝒯A_\mu (k)k^2A^\mu (k)$$
(73)
where
$`𝒯`$ $`=`$ $`{\displaystyle \frac{1}{2}}2\mathrm{ln}({\displaystyle \frac{3\sqrt{3}}{4}})({\displaystyle \frac{3\sqrt{3}}{4}}t{\displaystyle \frac{49}{12\sqrt{39}}}v+{\displaystyle \frac{11}{12\sqrt{3}}}u+{\displaystyle \frac{1579}{162\sqrt{3}}}A{\displaystyle \frac{539}{324\sqrt{3}}}F`$
$`+`$ $`{\displaystyle \frac{20}{27\sqrt{3}}}D+{\displaystyle \frac{19}{108\sqrt{3}}}E{\displaystyle \frac{20}{81\sqrt{3}}}C+{\displaystyle \frac{785}{54\sqrt{3}}}B)`$
$`+`$ $`{\displaystyle \frac{4}{3\sqrt{39}}}v{\displaystyle \frac{88}{81\sqrt{3}}}A+{\displaystyle \frac{44}{81\sqrt{3}}}F{\displaystyle \frac{520}{81\sqrt{3}}}B`$
We tabulate the rate of decrease of the kinetic term of the transverse photon as we approach the tachyonic condensate by level trucation.
$`\begin{array}{ccc}\text{Level }& \text{ Coefficient of }k^2& \%\text{ Decrease}\\ & & \\ (1,2)& .1899& 37.9\%\\ (2,4)& .1861& 37.2\%\\ (4,8)& .1814& 36.3\%\end{array}`$ (79)
Here the last column shows the decrease in the coefficient of the kinetic term as compared to $`1/2`$, which is the value at the perturbative vacuum. We have used the values found in for the fields $`t,u,v,A,B,C,D,E`$ and $`F`$. Thus the rate of decrease of the kinetic term is much slower than the rate at which the minimum of the tachyon potential is reached in level truncation. In it was shown in the Dirac-Born-Infeld action the coefficient of the kinetic term is the tachyon potential. Thus we see clearly that the effective action from Witten’s open string field theory is not the Dirac-Born-Infeld action. We have shown that there is a field redefiniton which relates these two actions. This field redefintion is not unique. It will be interesting to find that unique field redefiniton which relates the two action explictly.
### 9.1 Vector excitations at the tachyon condensate
To find the physcial excitations of the transverse photon we evaluate the physical poles in the two point function of the transverse photon. This is done by evaluting the zeros of the funtion
$$f(k_0)=\frac{k_0^2}{2}+e^{2k_0^2}\mathrm{ln}(3\sqrt{3}/4)(k_0)$$
(80)
Here we have substitued $`k^2=k_0^2`$ in the two point funtion of the transverse photon from (71). Poles in $`f(k_0)`$ represent masses of physical excitations. We find the following results
$`\begin{array}{cc}\text{Level }& \text{ Zeros of the two point function}\\ & \\ (1,2)& \text{ No real zeros in }k_0^2\\ (2,4)& k_0^2=15.6031\\ (4,8)& k_0^2=13.4106\end{array}`$ (85)
We note that the location of the pole in level 4 decreases as compared to level 2. To find the physical excitations at the tachyon condensate it is not only sufficient to look at the poles in the transverse photon two-point function. We also need to find the zeros in the determinant of the fluctuation matrix of all the vector particles. Above level $`(2,4)`$, vector fields at level 3 mix with the transverse photon.
We will now show that the pole found at level (2,4) exists even when we consider all the vector fields at level (3,6). Consider the action including all the vector fields till level 3. We write the quadriatic terms in the action as
$`S`$ $`=`$ $`{\displaystyle 𝑑kA_\mu (k)A^\mu (k)\left(\frac{k^2}{2}+e^{2k^2\mathrm{ln}(3\sqrt{3}/4)}(k)\right)}`$
$`+`$ $`2A_\mu (k)\alpha _i(k)V_\mu ^i(k)+V_\mu ^i(k)M_{ij}(k)V_\mu ^j(k)`$
Where $`V_\mu ^i`$ are all the other vector fields till level 3. These are
$$V_\mu ^1\alpha _3^\mu c_1|0+V_\mu ^2\alpha _1^\mu b_1c_1c_1|0+V_\mu ^3\alpha _1^\mu L_2c_1|0$$
(87)
Evaluating the zeros of the determinant of the fluctation matrix is equivalent to elimating the fields $`V_\mu ^i`$ using their equations of motion and then evaulating the zeros of the two point funtion for the transverse photon. This is given by
$`S`$ $`=`$ $`{\displaystyle }dkA_\mu (k)A^\mu (k)({\displaystyle \frac{k^2}{2}}+e^{2k^2\mathrm{ln}(3\sqrt{3}/4)}(k)`$
$``$ $`\alpha _i(k)M_{ij}^1(k)\alpha _j(k))`$
Now we look at the zeros of the function
$`g(k_0)`$ $`=`$ $`f(k_0)h(k_0)`$
$`=`$ $`f(k_0)\alpha _i(k_0)M_{ij}^1(k_0)\alpha _j(k_0)`$
Here $`f(k_0)`$ is defined in (80). $`g(0)`$ must be positive, This represents the (mass)<sup>2</sup> of the transverse photon. It is positive as there is no tachyonic excitations at the stable vacuum. For $`k_0\mathrm{}`$ we have $`f(k_0)vk_0^2e^{k_0^2\mathrm{ln}(3\sqrt{3}/4)}`$. We are looking at terms in the action till level 6. The value of $`v`$ is positive at the tachyon condensate. The $`f(k_0)`$ tends to $`\mathrm{}`$ as $`k_0\mathrm{}`$. We examine the behaviour of $`h(k_0)`$ as $`k_0`$ tends to infinity. To do this we look at terms which has the highest power of momentum in $`h(k_0)`$. These are given by fields which have the highest power of $`L_2`$. For each $`L_2`$ there is a power of $`k^2`$. Using this we find $`h(k_0)v^2k_0^4e^{k_0^2\mathrm{ln}(3\sqrt{3}/4)}/t`$ as $`k_0\mathrm{}`$. Thus $`g(k_0)`$ continues to be negative for large values of $`k_0`$. As $`g(k_0)`$ is positive at $`k_0=0`$, there exists at least a single zero by continuity. Therefore the pole found at level $`(2,4)`$ persists at level $`(3,6)`$.
We consider the case of level $`(4,8)`$. Again $`g(0)`$ is positive as it represents the (mass)<sup>2</sup> of the transverse photon. For $`k_0\mathrm{}`$, we see that $`f(k_0)Bk_0^4e^{k_0^2\mathrm{ln}(3\sqrt{3}/4)}`$ and $`h(k_0)B^2k_0^6e^{k_0^2\mathrm{ln}(3\sqrt{3}/4)}/v`$. Thus $`g(k_0)`$ is positive for large values of $`k_0`$. Therefore this analysis is not conclusive. But, it does suggests that the zero could be removed or might be shifted to a higher value than given in (85). We also note that this method of analysis of the zeros using momentum dependence simplifies the task of finding zeros. We need only to look at a subset of correlation functions.
## 10 Conclusions
We have seen that the naive low energy effective action $`𝒮(\stackrel{~}{A}_\mu ,\stackrel{~}{\varphi })`$ does not correspond to the world volume action of unstable branes. To obtain the world volume action from string field theory, one has to redefine the tachyon and the gauge field. We have shown that this is possible to the first non-linear order in the fields. We have also identified a string field theory gauge symmetry which corresponds to the $`U(1)`$ gauge transformation of the gauge field which appears in the low energy effective action. These considerations help in understanding the discrepancy of gauge invariance obtained for certain terms in the non-Abelian Dirac Born Infeld action of . It is easy to see that the low energy effective action on unstable branes contains not only the trivial $`U(1)`$ gauge symmetry, but a large gauge symmetry arising from the large gauge symmetry of string field theory. It would be interesting to understand this symmetry further.
We examined the vector excitations till level $`(4,8)`$. We showed that there is a physical vector excitation at level $`(3,6)`$. At level $`(4,8)`$ our methods are not conclusive. But we see that this excitation can be removed or pushed to a higher energy.
###### Acknowledgments.
The author thanks A. Sen for useful correspondence and for an initiation into this subject. He thanks N. Itzhaki for discussions and participation at the early stage of this project. He acknowledges useful discussions with D. Gross, V. Periwal and M. Srednicki. He thanks the participants of the Santa Barbara post-doc journal club for discussions. The work of the author is supported by NSF grant PHY97-22022.
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# 1 Introduction
## 1 Introduction
Volume-preserving diffeomorphisms are important transformations on manifolds. Lie groups of volume-preserving diffeomorphisms are fundamental structures in the theory of idealized fluids. They have been studied through their Lie algebras, whose elements are divergence-free. One of the four well-known series of simple Lie algebras of Cartan type is the series of Lie algebras of Special type, which are divergence-free Lie algebras associated with polynomial algebras and the operators of taking partial derivatives. Graded generalizations of the Lie algebras of Special type have been studied by Kac \[K1\], Osborn \[O\], Djokovic and Zhao \[DZ\], and Zhao \[Z\]. Supersymmetric graded generalizations of the algebras have been investigated by Kac \[K2\], \[K4\]. Motivated from the nongradedness of the Lie algebras generated by conformal algebras (cf. \[K3\], \[X2\]) and the Lie algebras associated with vertex operator algebras (cf. \[B\], \[FLM\]), the second author \[X1\] introduced a natural class of nongraded generalizations of the Lie algebras of Special type, which are simple algebras in general. The term “divergence-free” is used because we want to give the readers an intuitive picture of these Lie algebras. In this paper, we shall determine the isomorphism classes of the divergence-free Lie algebras introduced in \[X2\]. Below we shall give a detailed technical introduction.
Throughout this paper, let $`𝔽`$ be a field with characteristic 0. All the vector spaces are assumed over $`𝔽`$. Denote by $``$ the ring of integers and by $``$ the set of nonnegative numbers $`\{0,1,2,3,\mathrm{}\}`$. We shall always identify $``$ with $`1_𝔽`$ when the context is clear.
Let $`𝒜=𝔽[t_1,t_2,\mathrm{},t_n]`$ be the algebra of polynomials in $`n`$ variables. A derivation $``$ of $`𝒜`$ is linear transformation of $`𝒜`$ such that
$$(uv)=(u)v+u(v)\text{for}u,v𝒜.$$
$`(1.1)`$
Typical derivations are $`\{_{t_1},_{t_2},\mathrm{},_{t_n}\}`$, the operators of taking partial derivatives. The space $`\text{Der}𝒜`$ of all the derivations of $`𝒜`$ forms a Lie algebra. Identifying the elements of $`𝒜`$ with their corresponding multiplication operators, we have
$$\text{Der}𝒜=\underset{i=1}{\overset{n}{}}𝒜_{t_i},$$
$`(1.2)`$
which forms a simple Lie algebra. The Lie algebra $`\text{Der}𝒜`$ is called a Witt algebra of rank $`n`$, usually denoted as $`𝒲(n,𝔽)`$. The Lie algebra $`𝒲(n,𝔽)`$ acts on the Grassmann algebra $`\widehat{𝒜}`$ of differential forms over $`𝒜`$ as follows.
$$(df)=d((f)),(\omega \nu )=(\omega )\nu +\omega (\nu )$$
$`(1.3)`$
for $`f𝒜,\omega ,\nu \widehat{𝒜},𝒲(n,𝔽)`$.
For $`=_{i=1}^nf_i_{t_i}𝒲(n,𝔽)`$, we define the divergence of $``$ by
$$\text{div}=\underset{i=1}{\overset{n}{}}_{t_i}(f_i).$$
$`(1.4)`$
Set
$$𝒮(n,𝔽)=\{𝒲(n,𝔽)\text{div}=0\}.$$
$`(1.5)`$
Then $`𝒮(n,𝔽)`$ is the divergence-free Lie subalgebra of $`𝒲(n,𝔽)`$. Moreover, $`𝒮(n,𝔽)`$ is the subalgebra of $`𝒲(n,𝔽)`$ annihilating the volume form; that is,
$$𝒮(n,𝔽)=\{𝒲(n,𝔽)(dt_1dt_2\mathrm{}dt_n)=0\}.$$
$`(1.6)`$
When $`𝔽=`$ the field of real numbers, $`e^{}`$ is a volume-preserving diffeomorphism for each $`𝒮(n,𝔽)`$. The algebra $`𝒮(n,𝔽)`$ is called a Lie algebra of Special type.
For any positive integer $`n`$, an additive subgroup $`G`$ of $`𝔽^n`$ is called nondegenerate if $`G`$ contains an $`𝔽`$-basis of $`𝔽^n`$. Let $`\mathrm{}_1,\mathrm{}_2`$ and $`\mathrm{}_3`$ be three nonnegative integers such that
$$\mathrm{}=\mathrm{}_1+\mathrm{}_2+\mathrm{}_3>0.$$
$`(1.7)`$
Take any nondegenerate additive subgroup $`\mathrm{\Gamma }`$ of $`𝔽^{\mathrm{}_2+\mathrm{}_3}`$ and $`\mathrm{\Gamma }=\{0\}`$ when $`\mathrm{}_2+\mathrm{}_3=0`$. Let $`𝒜(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\mathrm{\Gamma })`$ be a free $`𝔽[t_1,t_2,\mathrm{},t_{\mathrm{}_1+\mathrm{}_2}]`$-module with the basis
$$\{x^\alpha \alpha \mathrm{\Gamma }\}.$$
$`(1.8)`$
Viewing $`𝒜(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\mathrm{\Gamma })`$ as a vector space over $`𝔽`$, we define a commutative associative algebraic operation “$``$” on $`𝒜(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\mathrm{\Gamma })`$ by
$$(\zeta x^\alpha )(\eta x^\beta )=\zeta \eta x^{\alpha +\beta }\text{for}\zeta ,\eta 𝔽[t_1,t_2,\mathrm{},t_{\mathrm{}_1+\mathrm{}_2}],\alpha ,\beta \mathrm{\Gamma }.$$
$`(1.9)`$
Note that $`x^0`$ is the identity element, which is denoted as $`1`$ for convenience. When the context is clear, we shall omit the notation “$``$” in any associative algebra product.
We define the linear transformations
$$\{_{t_1},\mathrm{},_{t_{\mathrm{}_1+\mathrm{}_2}},_1^{},\mathrm{},_{\mathrm{}_2+\mathrm{}_3}^{}\}$$
$`(1.10)`$
on $`𝒜(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\mathrm{\Gamma })`$ by
$$_{t_i}(\zeta x^\alpha )=_{t_i}(\zeta )x^\alpha ,_j^{}(\zeta x^\alpha )=\alpha _j\zeta x^\alpha $$
$`(1.11)`$
for $`\zeta 𝔽[t_1,t_2,\mathrm{},t_{\mathrm{}_1+\mathrm{}_2}]`$ and $`\alpha =(\alpha _1,\mathrm{},\alpha _{\mathrm{}_2+\mathrm{}_3})\mathrm{\Gamma }.`$ Then $`\{_{t_1},\mathrm{},_{t_{\mathrm{}_1+\mathrm{}_2}},_1^{},\mathrm{},_{\mathrm{}_2+\mathrm{}_3}^{}\}`$ are mutually commutative derivations of $`𝒜(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\mathrm{\Gamma })`$.
Throughout this paper, we shall use the following notation of index set
$$\overline{m,n}=\{m,m+1,m+2,\mathrm{},n\}\text{for}m,n,mn.$$
$`(1.12)`$
Moreover, we also take $`\overline{m,n}=\mathrm{}`$ if $`m>n`$. Set
$$_i=_{t_i},_{\mathrm{}_1+j}=_j^{}+_{t_{\mathrm{}_1+j}},_{\mathrm{}_1+\mathrm{}_2+l}=_{\mathrm{}_2+l}^{}$$
$`(1.13)`$
for $`i\overline{1,\mathrm{}_1},j\overline{1,\mathrm{}_2}`$ and $`l\overline{1,\mathrm{}_3}`$. Then $`\{_ii\overline{1,\mathrm{}}\}`$ is an $`𝔽`$-linearly independent set of derivations. Let
$$𝒟=\underset{i=1}{\overset{\mathrm{}}{}}𝔽_i$$
$`(1.14)`$
and
$$𝒲(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\mathrm{\Gamma })=𝒜(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\mathrm{\Gamma })𝒟.$$
$`(1.15)`$
Then $`𝒲(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\mathrm{\Gamma })`$ is a simple Lie algebra of Witt type constructed by the second author in \[X1\].
A linear transformation $`T`$ on a vector space $`V`$ is called locally-finite if
$$dim(\text{Span}\{T^n(u)n\})<\mathrm{}\text{for}uV.$$
$`(1.16)`$
Zhang and the authors of this paper proved that the pairs $`(𝒜(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\mathrm{\Gamma }),𝒟)`$ for different parameters $`(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\mathrm{\Gamma })`$ enumerate all the pairs $`(𝒜,𝒟)`$ of a commutative associative algebra $`𝒜`$ with an identity element and its finite-dimensional commutative locally-finite derivation subalgebra $`𝒟`$ such that the commutative associative algebra is derivation-simple with respect to $`𝒟`$ and
$$\underset{d𝒟}{}\text{ker}_d=𝔽.$$
$`(1.17)`$
Denote by $`M_{m\times n}`$ the algebra of $`m\times n`$ matrices with entries in $`𝔽`$ and by $`GL_m`$ the group of invertible $`m\times m`$ matrices with entries in $`𝔽`$. Set
$$G_{\mathrm{}_2,\mathrm{}_3}=\{\left(\begin{array}{cc}A& 0_{\mathrm{}_2\times \mathrm{}_3}\\ B& C\end{array}\right)AGL_\mathrm{}_2,BM_{\mathrm{}_2\times \mathrm{}_3},CGL_\mathrm{}_3\},$$
$`(1.18)`$
where $`0_{\mathrm{}_2\times \mathrm{}_3}`$ is the $`\mathrm{}_2\times \mathrm{}_3`$ matrix whose entries are zero. Then $`G_{\mathrm{}_2,\mathrm{}_3}`$ forms a subgroup of $`GL_{\mathrm{}_2+\mathrm{}_3}`$. Define an action of $`G_{\mathrm{}_2,\mathrm{}_3}`$ on $`𝔽^{\mathrm{}_2+\mathrm{}_3}`$ by
$$g(\alpha )=\alpha g^1(\text{matrix multiplication})\text{for}\alpha 𝔽^{\mathrm{}_2+\mathrm{}_3},gG_{\mathrm{}_2,\mathrm{}_3}.$$
$`(1.19)`$
For any nondegenerate additive subgroup $`\mathrm{{\rm Y}}`$ of $`𝔽^{\mathrm{}_2+\mathrm{}_3}`$ and $`gG_{\mathrm{}_2,\mathrm{}_2}`$, the set
$$g(\mathrm{{\rm Y}})=\{g(\alpha )\alpha \mathrm{{\rm Y}}\}$$
$`(1.20)`$
also forms a nondegenerate additive subgroup of $`𝔽^{\mathrm{}_2+\mathrm{}_3}`$. Let
$$\mathrm{\Omega }_{\mathrm{}_2+\mathrm{}_3}=\text{the set of nondegenerate additive subgroups of}𝔽^{\mathrm{}_2+\mathrm{}_3}.$$
$`(1.21)`$
We have an action of $`G_{\mathrm{}_2,\mathrm{}_3}`$ on $`\mathrm{\Omega }_{\mathrm{}_2+\mathrm{}_3}`$ by (1.20). Define the moduli space
$$_{\mathrm{}_2,\mathrm{}_3}^W=\mathrm{\Omega }_{\mathrm{}_2+\mathrm{}_3}/G_{\mathrm{}_2,\mathrm{}_3},$$
$`(1.22)`$
which is the set of $`G_{\mathrm{}_2,\mathrm{}_3}`$-orbits in $`\mathrm{\Omega }_{\mathrm{}_2+\mathrm{}_3}`$.
Another related result in \[SXZ\] is as follows. The Lie algebras $`𝒲(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\mathrm{\Gamma })`$ and $`𝒲(\mathrm{}_1^{},\mathrm{}_2^{},\mathrm{}_3^{};\mathrm{\Gamma }^{})`$ are isomorphic if and only if $`(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3)=(\mathrm{}_1^{},\mathrm{}_2^{},\mathrm{}_3^{})`$ and there exists an element $`gG_{\mathrm{}_2,\mathrm{}_3}`$ such that $`g(\mathrm{\Gamma })=\mathrm{\Gamma }^{}`$. In particular, there exists a one-to-one correspondence between the set of isomorphism classes of the Lie algebras of the form (1.15) and the following set:
$$SW=\{(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3,\varpi )(0,0,0)(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3)^3,\varpi _{\mathrm{}_2,\mathrm{}_3}^W\}.$$
$`(1.23)`$
In other words, the set $`SW`$ is the structure space of the simple Lie algebras of Witt type in the form (1.15).
We define the divergence by
$$\text{div}=\underset{i=1}{\overset{\mathrm{}}{}}_i(u_i)\text{for}=\underset{i=1}{\overset{\mathrm{}}{}}u_i_i𝒲(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\mathrm{\Gamma }),$$
$`(1.24)`$
and set
$$𝒮(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\mathrm{\Gamma })=\{𝒲(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\mathrm{\Gamma })\text{div}=0\}.$$
$`(1.25)`$
Let $`\rho \mathrm{\Gamma }`$ be any element. Then the space
$$𝒮(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\rho ,\mathrm{\Gamma })=x^\rho 𝒮(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\mathrm{\Gamma })$$
$`(1.26)`$
forms a Lie subalgebra of the Lie algebra $`𝒲(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\mathrm{\Gamma })`$, which is simple if $`\mathrm{}_1+\mathrm{}_2>0`$ or $`\rho =0`$ or $`\mathrm{}3`$ by the proofs of the simplicity of the Lie algebras of Special type in \[DZ\] and \[X1\]. When $`\mathrm{}_1+\mathrm{}_2=0,\mathrm{}_3=2`$ and $`\rho 0`$, the derived subalgebra $`(𝒮(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\rho ,\mathrm{\Gamma }))^{(1)}`$ is simple and has codimension one in $`𝒮(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\rho ,\mathrm{\Gamma })`$. The Lie algebra $`𝒮(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\rho ,\mathrm{\Gamma })`$ was introduced by the second author in \[X1\], as a nongraded generalization of graded simple Lie algebras of Special type. We also call it a divergence-free Lie algebra in this paper. The special case $`𝒮(\mathrm{}_1,0,\mathrm{}_3;\rho ,\mathrm{\Gamma })`$ was studied by Osborn \[O\], Djokovic and Zhao \[DZ\], and Zhao \[Z\].
Define the moduli space
$$_{\mathrm{}_2,\mathrm{}_3}^𝒮=(\mathrm{\Gamma }\times \mathrm{\Omega }_{\mathrm{}_2+\mathrm{}_3})/G_{\mathrm{}_2,\mathrm{}_3},$$
$`(1.27)`$
where the action of $`G_{\mathrm{}_2,\mathrm{}_3}`$ on $`\mathrm{\Gamma }\times \mathrm{\Omega }_{\mathrm{}_2+\mathrm{}_3}`$ is defined by $`g(\rho ,\mathrm{{\rm Y}})=(g(\rho ),g(\mathrm{{\rm Y}}))`$ for $`(\rho ,\mathrm{{\rm Y}})\mathrm{\Gamma }\times \mathrm{\Omega }_{\mathrm{}_2+\mathrm{}_3}`$ (cf. (1.18)-(1.21)). The main theorem of this paper is as follows.
Main Theorem. The Lie algebras $`𝒮(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\rho ,\mathrm{\Gamma })`$ and $`𝒮(\mathrm{}_1^{},\mathrm{}_2^{},\mathrm{}_3^{};\rho ^{},\mathrm{\Gamma }^{})`$ with $`\mathrm{}3`$ are isomorphic if and only if $`(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3)=(\mathrm{}_1^{},\mathrm{}_2^{},\mathrm{}_3^{})`$ and there exists an element $`gG_{\mathrm{}_2,\mathrm{}_3}`$ such that $`g(\mathrm{\Gamma })=\mathrm{\Gamma }^{}`$, and $`g(\rho )=\rho ^{}`$ if $`\mathrm{}_1=0`$. In particular, there exists a one-to-one correspondence between the set of isomorphism classes of the Lie algebras of the form (1.26) and the set $`SW`$ in (1.23) if $`\mathrm{}_1>0`$, and between the set of isomorphism classes of the Lie algebras of the form (1.26) and the following set:
$$SS=\{(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3,\varpi )(0,0,0)(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3)^3,\varpi _{\mathrm{}_2,\mathrm{}_3}^𝒮\}$$
$`(1.28)`$
if $`\mathrm{}_1=0`$.
When $`\mathrm{}=2`$, the Lie algebra $`𝒮(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\rho ,\mathrm{\Gamma })`$ is also a Lie algebra of Hamiltonian type. We shall determine the structure of the Lie algebras of Hamiltonian type in a subsequent paper.
The paper is organized as follows. In Section 2, we shall present some basic properties of the divergence-free Lie algebras. Structure of derivation algebras of the divergence-free Lie algebras will be determined in Section 3. Using the results in the above two sections, we shall give the proof of the main theorem in Section 4.
## 2 Some Basic Properties of the Lie algebras
In this section, we shall present some basic properties of the divergence-free Lie algebra $`𝒮(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\rho ,\mathrm{\Gamma })`$. The related assumptions and settings are the same as in the paragraphs of (1.7)-(1.15) and (1.24)-(1.26).
For convenience, we denote
$$𝒟_1=\underset{i=1}{\overset{\mathrm{}_1}{}}𝔽_i,𝒟_2=\underset{j=1}{\overset{\mathrm{}_2}{}}𝔽_{\mathrm{}_1+j},𝒟_3=\underset{p=1}{\overset{\mathrm{}_3}{}}𝔽_{\mathrm{}_1+\mathrm{}_2+p}$$
$`(2.1)`$
(cf. (1.13)) and
$$𝒜=𝒜(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\mathrm{\Gamma }),𝒲=𝒲(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\mathrm{\Gamma }),𝒮=𝒮(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\rho ,\mathrm{\Gamma })$$
$`(2.2)`$
(cf. (1.9), (1.15), (1.26)). Then
$$𝒟=𝒟_1𝒟_2𝒟_3$$
$`(2.3)`$
(cf. (1.14)). Moreover, we define
$$D_{p,q}(u)=x^\rho (_q(x^\rho u)_p_p(x^\rho u)_q)\text{for}p,q\overline{1,\mathrm{}},u𝒜.$$
$`(2.4)`$
It can be proved that
$$𝒮=\text{Span}\{D_{p,q}(u)p,q\overline{1,\mathrm{}};u𝒜\}.$$
$`(2.5)`$
Denote
$$t^\stackrel{}{i}=t_1^{i_1}t_2^{i_2}\mathrm{}t_{\mathrm{}_1+\mathrm{}_2}^{i_{\mathrm{}_1+\mathrm{}_2}},x^{\alpha ,\stackrel{}{i}}=t^\stackrel{}{i}x^\alpha \text{for}\stackrel{}{i}=(i_1,\mathrm{},i_{\mathrm{}_1+\mathrm{}_2})^{\mathrm{}_1+\mathrm{}_2},\alpha \mathrm{\Gamma }$$
$`(2.6)`$
and
$$a_{[i]}=(0,\mathrm{},0,\stackrel{i}{a},0,\mathrm{},0)\text{for}a𝔽.$$
$`(2.7)`$
In the rest of this paper, we shall use the convention that if a notation has not been defined but technically appears in an expression, we treat it as zero. For instance, when we use the notations $`\alpha \mathrm{\Gamma }`$ and $`\stackrel{}{i}^{\mathrm{}_1+\mathrm{}_2}`$, we teat $`\alpha _p=0`$ and $`i_{\mathrm{}_1+\mathrm{}_2+q}=0`$ for $`p0`$ and $`q>0`$ if they appear in an expression. Note
$`D_{p,q}(x^{\alpha ,\stackrel{}{i}})`$ $`=`$ $`x^{\alpha ,\stackrel{}{i}}(((\alpha _{q\mathrm{}_1}\rho _{q\mathrm{}_1})_p(\alpha _{p\mathrm{}_1}\rho _{p\mathrm{}_1})_q)`$
$`+i_qx^{\alpha ,\stackrel{}{i}1_{[q]}}_pi_px^{\alpha ,\stackrel{}{i}1_{[p]}}_q(2.8)`$
for $`p,q\overline{1,\mathrm{}},\alpha \mathrm{\Gamma }`$ and $`\stackrel{}{i}^{\mathrm{}_1+\mathrm{}_2}`$. Set
$$𝒮_\alpha =\text{Span}\{D_{p,q}(x^{\alpha ,\stackrel{}{i}})p,q\overline{1,\mathrm{}};\stackrel{}{i}^{\mathrm{}_1+\mathrm{}_2}\}\text{for}\alpha \mathrm{\Gamma }.$$
$`(2.9)`$
Then
$$𝒮=\underset{\alpha \mathrm{\Gamma }}{}𝒮_\alpha ,$$
$`(2.10)`$
is a $`\mathrm{\Gamma }`$-graded Lie algebra, and
$$𝒮_0=\text{Span}\{t^\stackrel{}{i}(\rho _{q\mathrm{}_1}_p+\rho _{p\mathrm{}_1}_q)+i_qt^{\stackrel{}{i}1_{[q]}}_pi_pt^{\stackrel{}{i}1_{[p]}}_qp,q\overline{1,\mathrm{}},\stackrel{}{i}^{\mathrm{}_1+\mathrm{}_2}\}$$
$`(2.11)`$
is a Lie subalgebra of $`𝒮`$.
We define a bilinear product from $`𝒟\times \mathrm{\Gamma }𝔽`$ by
$$\alpha ()=,\alpha =\underset{i=1}{\overset{\mathrm{}_2+\mathrm{}_3}{}}a_{\mathrm{}_1+i}\alpha _i\text{for}=\underset{i=1}{\overset{\mathrm{}}{}}a_i_i𝒟,\alpha =(\alpha _1,\mathrm{},\alpha _{\mathrm{}_2+\mathrm{}_3})\mathrm{\Gamma }.$$
$`(2.12)`$
For any $`\alpha \mathrm{\Gamma }`$, let
$$𝒟_\alpha =\{\begin{array}{cc}\{0\}\hfill & \text{ if}\mathrm{}_1=\mathrm{}_2=0,\alpha =0,\hfill \\ 𝒟_3\hfill & \text{ if}\mathrm{}_1+\mathrm{}_2=1,\alpha =0,\hfill \\ \{𝒟,\alpha =0\}\hfill & \text{ otherwise.}\hfill \end{array}$$
$`(2.13)`$
In particular, we have
$$dim𝒟_\alpha \mathrm{}12\text{if}\mathrm{}_1+\mathrm{}_21\text{or}\alpha 0.$$
$`(2.14)`$
Denote
$$|\stackrel{}{i}|=\underset{p=1}{\overset{\mathrm{}_1+\mathrm{}_2}{}}i_p\text{for}\stackrel{}{i}^{\mathrm{}_1+\mathrm{}_2}.$$
$`(2.15)`$
Define a total order on $`^{\mathrm{}_1+\mathrm{}_2}`$ by:
$$\stackrel{}{i}<\stackrel{}{j}\text{if}|\stackrel{}{i}|<|\stackrel{}{j}|\text{or}|\stackrel{}{i}|=|\stackrel{}{j}|\text{with}i_1=j_1,\mathrm{},i_{p1}=j_{p1},i_p<j_p$$
$`(2.16)`$
for some $`p\overline{1,\mathrm{}_1+\mathrm{}_2}`$. For any
$$u=x^\alpha (t^\stackrel{}{i}_\stackrel{}{i}+\underset{\stackrel{}{j}<\stackrel{}{i}}{}t^\stackrel{}{j}_\stackrel{}{j})𝒮_\alpha \text{with}_\stackrel{}{i},_\stackrel{}{j}𝒟\text{such that}_\stackrel{}{i}0,$$
$`(2.17)`$
we define
$$u_{ld}=x^{\alpha ,\stackrel{}{i}}_\stackrel{}{i}$$
$`(2.18)`$
to be the leading term of $`u`$. In this case, we say that $`u`$ has leading level $`|\stackrel{}{i}|`$ and that $`u`$ has leading degree $`\stackrel{}{i}`$, denoted by $`d(u_{ld})=\stackrel{}{i}`$.
Set
$$𝒮_\alpha ^{[\stackrel{}{i}]}=\{u𝒮_\alpha d(u_{ld})\stackrel{}{i}\},𝒮_\alpha ^{(\stackrel{}{i})}=\{u𝒮_\alpha d(u_{ld})<\stackrel{}{i}\}.$$
$`(2.19)`$
and
$$𝒮^{[\stackrel{}{i}]}=\underset{\alpha \mathrm{\Gamma }}{}𝒮_\alpha ^{[\stackrel{}{i}]},𝒮^{(\stackrel{}{i})}=\underset{\alpha \mathrm{\Gamma }}{}𝒮_\alpha ^{(\stackrel{}{i})}.$$
$`(2.20)`$
Then
$$𝒮^{[0]}=\underset{\alpha \mathrm{\Gamma }}{}𝒮_\alpha ^{[0]}$$
$`(2.21)`$
is a Lie subalgebra of $`𝒮`$.
Lemma 2.1. For $`\alpha \mathrm{\Gamma }`$, we have
$$𝒮_\alpha ^{[0]}=\{x^\alpha 𝒟_{\alpha \rho }\}.$$
$`(2.22)`$
Proof. First we assume $`\alpha \mathrm{\Gamma }\backslash \{\rho \}`$. There exists $`q\overline{\mathrm{}_1+1,\mathrm{}}`$ such that $`\alpha _{q\mathrm{}_1}\rho _{q\mathrm{}_1}`$. For $`=_{p=1}^{\mathrm{}}a_p_p𝒟_{\alpha \rho }`$, we have
$`{\displaystyle \underset{p=1}{\overset{\mathrm{}}{}}}a_pD_{p,q}(x^\alpha )`$ $`=`$ $`x^\alpha ({\displaystyle \underset{p=1}{\overset{\mathrm{}}{}}}a_p(\alpha _{q\mathrm{}_1}\rho _{q\mathrm{}_1})_p+{\displaystyle \underset{p=1}{\overset{\mathrm{}}{}}}a_p(\alpha _{p\mathrm{}_1}\rho _{p\mathrm{}_1})_q)`$
$`=`$ $`x^\alpha ((\alpha _{q\mathrm{}_1}\rho _{q\mathrm{}_1})+,\alpha \rho _q)`$
$`=`$ $`(\alpha _{q\mathrm{}_1}\rho _{q\mathrm{}_1})x^\alpha (2.23)`$
by (2.13). Thus $`x^\alpha 𝒮_\alpha ^{[0]}`$. Conversely, (2.8) and (2.9) imply
$`𝒮_\alpha ^{[0]}`$ $`=`$ $`\text{Span}\{D_{p,q}(x^{\alpha ,\stackrel{}{i}})\stackrel{}{i}=\stackrel{}{0}\text{ or }\alpha _{p\mathrm{}_1}\rho _{p\mathrm{}_1}=0,`$
$`\alpha _{q\mathrm{}_1}\rho _{q\mathrm{}_1}=0\text{ and }\stackrel{}{i}=1_{[p]}\text{ or }1_{[q]}\},(2.24)`$
and we see that $`𝒮_\alpha ^{[0]}\{x^\alpha 𝒟_{\alpha \rho }\}`$.
Next we assume $`\alpha =\rho `$. If $`\mathrm{}_1+\mathrm{}_2=0`$, then we have $`𝒮_\rho ^{[0]}=\{0\}`$ by (2.8) and (2.24). Suppose $`\mathrm{}_1+\mathrm{}_21`$. Let $`p\overline{1,\mathrm{}}`$. If $`\mathrm{}_1+\mathrm{}_22`$ or $`p\overline{\mathrm{}_1+\mathrm{}_2+1,\mathrm{}}`$, then we can choose $`q\overline{1,\mathrm{}_1+\mathrm{}_2}\backslash \{p\}`$ and get
$$x^\rho _p=D_{p,q}(x^{\rho ,1_{[q]}})𝒮_\rho ^{[0]}.$$
$`(2.25)`$
However, if $`\mathrm{}_1+\mathrm{}_2=1`$ and $`p=1`$, then (2.8) and (2.24) imply $`x^\rho _1𝒮_\rho ^{[0]}`$. So we obtain (2.22) by (2.13).$`\mathrm{}`$
We define a linear function $`\chi _p:𝒟𝔽`$ by
$$\chi _p()=a_p\text{for}=\underset{p=1}{\overset{\mathrm{}}{}}a_p𝒟.$$
$`(2.26)`$
Lemma 2.2. For $`\alpha \mathrm{\Gamma },\stackrel{}{i}^{\mathrm{}_1+\mathrm{}_2}`$ and $`=_{p=1}^{\mathrm{}}a_p_p𝒟\backslash \{0\}`$, there exists an element in $`𝒮_\alpha `$ with leading term $`x^{\alpha ,\stackrel{}{i}}`$ if and only if $`𝒟_{\alpha \rho }`$, and $`i_{\mathrm{}_1+\mathrm{}_2}=0`$ or $`a_{\mathrm{}_1+\mathrm{}_2}=0`$ if $`\alpha =\rho `$.
Proof. Suppose $`\alpha _{q\mathrm{}_1}\rho _{q\mathrm{}_1}`$ for some $`q\overline{\mathrm{}_1+1,\mathrm{}}`$. Let $`𝒟_{\alpha \rho }`$. As in (2.23), the element
$`(\alpha _{q\mathrm{}_1}\rho _{q\mathrm{}_1})^1{\displaystyle \underset{p=1}{\overset{\mathrm{}}{}}}a_p_{p,q}(x^{\alpha ,\stackrel{}{i}})`$
$`=`$ $`x^{\alpha ,\stackrel{}{i}}+(\alpha _{q\mathrm{}_1}\rho _{q\mathrm{}_1})^1{\displaystyle \underset{p=1}{\overset{\mathrm{}}{}}}a_p(i_qx^{\alpha ,\stackrel{}{i}1_{[q]}}_pi_px^{\alpha ,\stackrel{}{i}1_{[p]}}_q)(2.27)`$
is in $`𝒮_\alpha `$ with the leading term $`x^{\alpha ,\stackrel{}{i}}`$. Conversely, if $`𝒮_\alpha `$ has an element with the leading term $`x^{\alpha ,\stackrel{}{i}}`$, then (2.8) and (2.9) imply $`𝒟_{\alpha \rho }`$.
Assume $`\alpha =\rho `$. Let $`=_{p=1}^{\mathrm{}}a_p_p𝒟_0`$. If $`a_{\mathrm{}_1+\mathrm{}_2}=0`$, then
$`(i_{\mathrm{}_1+\mathrm{}_2}+1)^1{\displaystyle \underset{p=1}{\overset{\mathrm{}}{}}}a_pD_{p,\mathrm{}_1+\mathrm{}_2}(x^{\rho ,\stackrel{}{i}+1_{[\mathrm{}_1+\mathrm{}_2]}})`$
$`=`$ $`x^{\rho ,\stackrel{}{i}}(i_{\mathrm{}_1+\mathrm{}_2}+1)^1{\displaystyle \underset{p=1}{\overset{\mathrm{}_1+\mathrm{}_21}{}}}a_pi_px^{\rho ,\stackrel{}{i}1_{[p]}+1_{[\mathrm{}_1+\mathrm{}_2]}}_{\mathrm{}_1+\mathrm{}_2}(2.28)`$
is an element in $`𝒮_\rho `$ with the leading term $`x^{\rho ,\stackrel{}{i}}`$. If $`a_{\mathrm{}_1+\mathrm{}_2}0`$, then $`i_{\mathrm{}_1+\mathrm{}_2}=0`$ by our assumption. By (2.13), we must have $`\mathrm{}_1+\mathrm{}_22`$. So we can write $`=a_{\mathrm{}_1+\mathrm{}_2}_{\mathrm{}_1+\mathrm{}_2}+^{}`$ such that $`^{}𝒟_0`$ and $`\chi _{\mathrm{}_1+\mathrm{}_2}(^{})=0`$. Then (2.28) shows that there exists an element in $`𝒮_\rho `$ with the leading term $`x^{\rho ,\stackrel{}{i}}^{}`$. Moreover, we have
$$x^{\rho ,\stackrel{}{i}}_{\mathrm{}_1+\mathrm{}_2}=(i_1+1)^1D_{\mathrm{}_1+\mathrm{}_2,1}(x^{\rho ,\stackrel{}{i}+1_{[1]}})𝒮_\rho .$$
$`(2.29)`$
Thus there exists an element in $`𝒮_\rho `$ with leading term $`x^{\rho ,\stackrel{}{i}}`$. Similarly, if an element of $`𝒮_\rho `$ has a leading term $`x^{\rho ,\stackrel{}{i}}`$, then we have $`𝒟_0`$ and $`\chi _{\mathrm{}_1+\mathrm{}_2}()=0`$ or $`i_{\mathrm{}_1+\mathrm{}_2}=0`$ by (2.8) and (2.9).$`\mathrm{}`$
Lemma 2.3. If $`\mathrm{}_11`$, then $`𝒮(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\rho ,\mathrm{\Gamma })𝒮(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\rho ^{},\mathrm{\Gamma })`$ for any $`\rho ,\rho ^{}\mathrm{\Gamma }`$.
Proof. For any $`\alpha ^{(1)},\mathrm{},\alpha ^{(\mathrm{}_1)}\mathrm{\Gamma }`$, we define an automorphism $`\psi `$ of the associate algebra $`𝒜`$ (cf. (2.2)) by
$$\psi (x^{\alpha ,\stackrel{}{i}})=x^{\alpha +_{p=1}^\mathrm{}_1i_p\alpha ^{(p)},\stackrel{}{i}}\text{for}(\alpha ,\stackrel{}{i})\mathrm{\Gamma }\times ^{\mathrm{}_1+\mathrm{}_2}.$$
$`(2.30)`$
This induces a Lie algebra automorphism $`\overline{\psi }`$ on $`𝒲`$ (cf. (2.2)):
$$\overline{\psi }(x^{\alpha ,\stackrel{}{i}}_q)=x^{\alpha +_{p=1}^\mathrm{}_1i_p\alpha ^{(p)}\alpha ^{(q)},\stackrel{}{i}}_q\text{for}(\alpha ,\stackrel{}{i})\mathrm{\Gamma }\times ^{\mathrm{}_1+\mathrm{}_2},q\overline{1,\mathrm{}_1};$$
$`(2.31)`$
$$\overline{\psi }(x^{\alpha ,\stackrel{}{i}}_q)=x^{\alpha +_{p=1}^\mathrm{}_1i_p\alpha ^{(p)},\stackrel{}{i}}(_q\underset{p=1}{\overset{\mathrm{}_1}{}}t_p_p)\text{for}(\alpha ,\stackrel{}{i})\mathrm{\Gamma }\times ^{\mathrm{}_1+\mathrm{}_2},q\overline{\mathrm{}_1+1,\mathrm{}}.$$
$`(2.32)`$
It can be verified by (1.24)-(1.26) that the automorphism $`\overline{\psi }`$ of $`𝒲`$ induces an isomorphism
$$\overline{\psi }:𝒮(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\rho ,\mathrm{\Gamma })𝒮(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\rho ^{},\mathrm{\Gamma })\text{with}\rho ^{}=\rho +\underset{p=1}{\overset{\mathrm{}_1}{}}\alpha ^{(p)}.$$
$`(2.33)`$
Taking $`\alpha ^{(1)}=\rho ^{}\rho `$ and $`\alpha ^{(2)}=\mathrm{}=\alpha ^{(\mathrm{}_1)}=0`$, we have $`\rho ^{}=\rho ^{}.\mathrm{}`$
For convenience, we shall always take
$$\rho =0\text{if}\mathrm{}_11$$
$`(2.34)`$
in the rest of this paper.
## 3 Structure of the Derivation Algebras
In this section, we shall determine the structure of the derivation algebra of the divergence-free Lie algebra $`𝒮(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\rho ,\mathrm{\Gamma })`$ defined by (1.26), which has been simply denoted as $`𝒮`$.
In the rest of this paper,
$$\text{we choose an element}\overline{x}^{\alpha ,\stackrel{}{i}}𝒮\text{with the leading term}x^{\alpha ,\stackrel{}{i}}$$
$`(3.1)`$
for each
$$(\alpha ,\stackrel{}{i})\mathrm{\Gamma }\times ^{\mathrm{}_1+\mathrm{}_2},𝒟_{\alpha \rho }\text{such that}i_{\mathrm{}_1+\mathrm{}_2}=0\text{or}\chi _{\mathrm{}_1+\mathrm{}_2}()=0\text{if}\alpha =\rho .$$
$`(3.2)`$
Recall that a derivation $`d`$ of the Lie algebra $`𝒮`$ is a linear transformation on $`𝒮`$ such that
$$d([u_1,u_2])=[d(u_1),u_2]+[u_1,d(u_2)]\text{for}u_1,u_2𝒮.$$
$`(3.3)`$
Denote
$$\text{Der}𝒮=\text{the space of the derivations of}𝒮.$$
$`(3.4)`$
It is well known that $`\text{Der}𝒮`$ forms a Lie algebra with respect to the commutator of linear transformations of $`𝒮`$, and $`\text{ad}_𝒮`$ is an ideal of $`\text{Der}𝒮`$.
Recall that $`𝒮`$ is a $`\mathrm{\Gamma }`$-graded Lie algebra with the grading defined by (2.8) and (2.9). For $`\alpha \mathrm{\Gamma }`$, we set
$$(\text{Der}𝒮)_\alpha =\{d\text{Der}𝒮d(𝒮_\beta )𝒮_{\alpha +\beta }\text{for}\beta \mathrm{\Gamma }\}.$$
$`(3.5)`$
Fix an element $`\alpha \mathrm{\Gamma }`$. Recall the notations in (2.20). Consider a nonzero element
$$d(\text{Der}𝒮)_\alpha \text{such that}d(𝒮^{[\stackrel{}{j}]})𝒮^{[\stackrel{}{i}+\stackrel{}{j}]}\text{for any}\stackrel{}{j}^{\mathrm{}_1+\mathrm{}_2},$$
$`(3.6)`$
where $`\stackrel{}{i}^{\mathrm{}_1+\mathrm{}_2}`$ is a fixed element. Define the order in $`^{\mathrm{}_1+\mathrm{}_2}`$ as in (2.16). We remark that if $`\stackrel{}{j}^{\mathrm{}_1+\mathrm{}_2}\backslash ^{\mathrm{}_1+\mathrm{}_2}`$, it does not mean that $`𝒮^{[\stackrel{}{j}]}=0`$ since it is possible that the level $`|\stackrel{}{j}|>0`$. But if $`\stackrel{}{j}^{\mathrm{}_1+\mathrm{}_2}\backslash ^{\mathrm{}_1+\mathrm{}_2}`$, then we have $`𝒮^{[\stackrel{}{j}]}=𝒮^{(\stackrel{}{j})}`$ (cf. (2.20)). Moreover, we can assume
$$\stackrel{}{i}\text{in (3.6) is the minimal element satisfying the condition}.$$
$`(3.7)`$
For any $`(\beta ,\stackrel{}{j})\mathrm{\Gamma }\times ^{\mathrm{}_1+\mathrm{}_2}`$, we define a linear map $`e_{\beta ,\stackrel{}{j}}:𝒟_{\beta \rho }𝒟_{\alpha +\beta \rho }`$ by
$$d(\overline{x}^{\beta ,\stackrel{}{j}})\overline{x}^{\alpha +\beta ,\stackrel{}{i}+\stackrel{}{j}}e_{\beta ,\stackrel{}{j}}()(\mathrm{mod}𝒮^{(\stackrel{}{i}+\stackrel{}{j})}).$$
$`(3.8)`$
Using the assumption (3.2) and the notation in (3.1), we have
$$[\overline{x}^{\beta ,\stackrel{}{j}}^{},\overline{x}^{\gamma ,\stackrel{}{k}}^{\prime \prime }]\overline{x}^{\beta +\gamma ,\stackrel{}{j}+\stackrel{}{k}}(\gamma (^{})^{\prime \prime }\beta (^{\prime \prime })^{})(\mathrm{mod}𝒮^{(\stackrel{}{j}+\stackrel{}{k})}).$$
$`(3.9)`$
Applying $`d`$ to (3.9), we get
$`e_{\beta ,\stackrel{}{j}}^{},\gamma ^{\prime \prime }^{\prime \prime },\alpha +\beta e_{\beta ,\stackrel{}{j}}^{}+^{},\alpha +\gamma e_{\gamma ,\stackrel{}{k}}^{\prime \prime }e_{\gamma ,\stackrel{}{k}}^{\prime \prime },\beta ^{}`$
$`=`$ $`e_{\beta +\gamma ,\stackrel{}{j}+\stackrel{}{k}}(^{},\gamma ^{\prime \prime }^{\prime \prime },\beta ^{}).(3.10)`$
Lemma 3.1. If $`𝒟_\rho 𝒟_\alpha `$ and $`\alpha 0`$, then the derivation $`d`$ in (3.6) is an inner derivation of $`𝒮`$.
Proof. By assumption, there exists $`\widehat{}𝒟_\rho \backslash 𝒟_\alpha `$ with $`\widehat{},\alpha =1`$. Fix such a $`\widehat{}`$ and set
$$\stackrel{~}{}=e_{0,\stackrel{}{0}}\widehat{}.$$
$`(3.11)`$
Taking $`\gamma =0,\stackrel{}{k}=\stackrel{}{0}`$ and $`^{\prime \prime }=\widehat{}𝒟_{\gamma \rho }`$ in (3.10), we obtain
$$\widehat{},\alpha +\beta e_{\beta ,\stackrel{}{j}}^{}+^{},\alpha e_{0,\stackrel{}{0}}\widehat{}e_{0,\stackrel{}{0}}\widehat{},\beta ^{}=\widehat{},\beta e_{\beta ,\stackrel{}{j}}^{}.$$
$`(3.12)`$
By (3.11), (3.12) becomes
$$e_{\beta ,\stackrel{}{j}}^{}=\stackrel{~}{},\beta ^{}^{},\alpha \stackrel{~}{}\text{for any}(\beta ,\stackrel{}{j},^{})\text{satisfying (3.2)}.$$
$`(3.13)`$
Thus $`e_{\beta ,\stackrel{}{j}}`$ does not depend on $`\stackrel{}{j}`$ for any $`\beta `$. Letting $`\stackrel{}{j}=\stackrel{}{0}`$ in (3.8), we have $`\stackrel{}{i}^{\mathrm{}_1+\mathrm{}_2}`$ by (3.7). Moreover, we have $`\alpha \rho `$ by the assumption $`𝒟_\rho 𝒟_\alpha `$. Letting $`\beta =2\rho `$ and $`^{}=\widehat{}𝒟_{\beta \rho }`$ in (3.13) and taking the bilinear product (2.12) of (3.13) with $`\beta +\alpha \rho `$, we obtain $`\stackrel{~}{},\alpha \rho =0`$ because $`e_{\beta ,\stackrel{}{j}}\widehat{},\beta +\alpha \rho =0`$ by (3.8). Set
$$d^{}=d\text{ad}_{\overline{x}^{\alpha ,\stackrel{}{i}}\stackrel{~}{}}.$$
$`(3.14)`$
By (3.8) and (3.13), we obtain that
$$d^{}(\overline{x}^{\beta ,\stackrel{}{j}}^{})𝒮^{(\stackrel{}{i}+\stackrel{}{j})}\text{for any}(\beta ,\stackrel{}{j},^{})\text{satisfying (3.2)}.$$
$`(3.15)`$
By induction on $`\stackrel{}{i}`$ in (3.7), $`d^{}`$ is an inner derivation. Hence $`d`$ is an inner derivation.$`\mathrm{}`$
Set
$$𝒲_\rho ^{[0]}=x^\rho 𝒟$$
$`(3.16)`$
(cf. (1.8), (1.14)).
Lemma 3.2. Let $`d,\stackrel{}{i}`$ be the same as in (3.6) and (3.7) with $`\alpha 0`$. If $`𝒟_\rho 𝒟_\alpha `$, then $`\stackrel{}{i}^{\mathrm{}_1+\mathrm{}_2}`$ and $`d`$ is an inner derivation when $`\alpha \rho `$, or $`d\text{ad}_{𝒲_\rho ^{[0]}}|_𝒮+\text{ad}_𝒮`$ when $`\alpha =\rho `$.
Proof. Notice that any element of $`\text{ad}_{𝒲_\rho ^{[0]}}|_𝒮`$ are homogeneous derivations of $`𝒮`$ of degree $`\rho `$. By (2.13), the condition $`𝒟_\rho 𝒟_\alpha `$ and the assumption (2.34) imply $`\mathrm{}_1=0`$. So we have $`\rho =a\alpha `$ for some $`a𝔽`$. Note that in this case $`\mathrm{}_2+\mathrm{}_3=\mathrm{}3`$.
Claim 1. For any $`\beta \mathrm{\Gamma }\backslash 𝔽\alpha `$ and $`\stackrel{}{j}^{\mathrm{}_1+\mathrm{}_2}`$, there exists $`a_{\beta ,\stackrel{}{j}}𝔽`$ such that
$$e_{\beta ,\stackrel{}{j}}^{}=a_{\beta ,\stackrel{}{j}}^{}\text{for}^{}𝒟_\alpha 𝒟_\beta .$$
$`(3.17)`$
Let $`\beta `$ and $`^{}`$ be the same as in the above. Taking $`\gamma =\beta +\rho `$ and $`^{\prime \prime }𝒟_{\gamma \rho }=𝒟_\beta `$ in (3.10), we have that the third term of the left-hand side vanishes due to $`^{}𝒟_\alpha 𝒟_\beta `$, and the right-hand side also vanishes because of $`^{},\gamma =^{\prime \prime },\beta =0`$. Thus (3.10) becomes
$$e_{\beta ,\stackrel{}{j}}^{},\beta +\rho ^{\prime \prime }^{\prime \prime },\alpha e_{\beta ,\stackrel{}{j}}^{}e_{\beta +\rho ,\stackrel{}{k}}^{\prime \prime },\beta ^{}=0$$
$`(3.18)`$
for $`^{}𝒟_\alpha 𝒟_\beta `$ and $`^{\prime \prime }𝒟_\beta `$. Taking the product (2.12) of (3.18) with $`\beta +\rho `$, we obtain
$$e_{\beta ,\stackrel{}{j}}^{},\beta +\rho ^{\prime \prime },\rho \alpha =0$$
$`(3.19)`$
by the facts that $`^{}𝒟_\alpha 𝒟_\beta `$ and $`^{\prime \prime }𝒟_\beta `$. If $`\alpha \rho `$, then we take $`^{\prime \prime }𝒟_\beta \backslash 𝒟_\alpha `$, and (3.19) forces $`e_{\beta ,\stackrel{}{j}}^{},\beta +\rho =0`$. So (3.18) implies (3.17) with
$$a_{\beta ,\stackrel{}{j}}=^{\prime \prime },\alpha ^1e_{\beta +\rho ,0},^{\prime \prime }.$$
$`(3.20)`$
Suppose $`\alpha =\rho `$. Then $`\rho 0`$ by our assumption $`\alpha 0`$. We want to prove that the coefficient of the first term of (3.18) is zero. Taking $`\gamma =\rho `$ and $`^{\prime \prime }=^{}𝒟_\rho 𝒟_\beta \backslash \{0\}`$ in (3.10), we have that the second term and the third term of the left-hand side vanish, and so does the right-hand side. Thus (3.10) is equivalent to
$$e_{\beta ,\stackrel{}{j}}^{},\rho =e_{\rho ,\stackrel{}{k}}^{},\beta \text{for}^{}𝒟_\rho 𝒟_\beta .$$
$`(3.21)`$
Next we take $`\gamma =\rho `$, $`^{\prime \prime }𝒟_\rho 𝒟_\beta \backslash \{0\}`$ and $`^{}𝒟_{\beta \rho }\backslash 𝒟_\rho `$. Then (3.10) becomes
$$e_{\beta ,\stackrel{}{j}}^{},\rho ^{\prime \prime }e_{\rho ,\stackrel{}{k}}^{\prime \prime },\beta ^{}=^{},\rho e_{\beta \rho ,\stackrel{}{j}+\stackrel{}{k}}^{\prime \prime }.$$
$`(3.22)`$
Taking the product (2.12) of (3.22) with $`\beta `$, we get
$$e_{\rho ,\stackrel{}{k}}^{\prime \prime },\beta ^{},\beta =^{},\rho e_{\beta \rho ,\stackrel{}{j}+\stackrel{}{k}}^{\prime \prime },\beta .$$
$`(3.23)`$
Since $`^{},\beta =^{},\rho 0`$ by the fact $`^{}𝒟_{\beta \rho }\backslash 𝒟_\rho `$, the above equation implies
$$e_{\rho ,\stackrel{}{k}}^{\prime \prime },\beta =e_{\beta \rho ,\stackrel{}{j}+\stackrel{}{k}}^{\prime \prime },\beta \text{for}^{\prime \prime }𝒟_\rho 𝒟_\beta .$$
$`(3.24)`$
Replacing $`\beta `$ by $`\beta +\rho `$ in (3.24), we obtain
$$e_{\rho ,\stackrel{}{k}}^{\prime \prime },\beta +\rho =e_{\beta ,\stackrel{}{j}+\stackrel{}{k}}^{\prime \prime },\beta +\rho \text{for}^{\prime \prime }𝒟_\rho 𝒟_\beta .$$
$`(3.25)`$
On the other hand, taking the product (2.12) of (3.18) with $`\beta `$ and choosing $`^{\prime \prime }𝒟_\beta \backslash 𝒟_\rho `$, we have
$$e_{\beta ,\stackrel{}{j}}^{},\beta =0\text{for}^{}𝒟_\beta 𝒟_\rho .$$
$`(3.26)`$
Taking $`\beta =\gamma =\rho `$ and $`^{},^{\prime \prime }𝒟_\rho `$ in (3.10), we have
$$e_{\rho ,\stackrel{}{j}}^{},\rho ^{\prime \prime }e_{\rho ,\stackrel{}{k}}^{\prime \prime },\rho ^{}=0.$$
$`(3.27)`$
By (2.14), $`dim𝒟_\rho 2`$. Thus (3.27) forces
$$e_{\rho ,\stackrel{}{k}}^{\prime \prime },\rho =0\text{for}^{\prime \prime }𝒟_\rho .$$
$`(3.28)`$
Substituting (3.26) and (3.28) into (3.25), we obtain
$$e_{\rho ,\stackrel{}{k}}^{\prime \prime },\beta =e_{\beta ,\stackrel{}{j}+\stackrel{}{k}}^{\prime \prime },\rho \text{for}^{\prime \prime }𝒟_\rho 𝒟_\beta .$$
$`(3.29)`$
Comparing this with (3.21), we have $`e_{\beta ,\stackrel{}{j}}^{},\rho =0`$, which together with (3.26) implies that the first term of (3.18) is zero. This completes the proof of (3.17).
Claim 2. There exists $`\stackrel{~}{}`$ such that
$$e_{\beta ,\stackrel{}{j}}^{}=\stackrel{~}{},\beta ^{}^{},\alpha \stackrel{~}{}\text{for}^{}𝒟_{\beta \rho },\beta \mathrm{\Gamma }.$$
$`(3.30)`$
Given an element $`\beta \mathrm{\Gamma }\backslash 𝔽\alpha `$, we can take $`\widehat{}_\beta 𝒟_{\beta \rho }`$ such that $`\widehat{}_\beta ,\alpha =1`$. So we have a vector space decomposition:
$$𝒟_{\beta \rho }=𝔽\widehat{}_\beta (𝒟_\alpha 𝒟_\beta ).$$
$`(3.31)`$
Moreover, we define
$$_{\beta ,\stackrel{}{j}}=a_{\beta ,\stackrel{}{j}}\widehat{}_\beta e_{\beta ,\stackrel{}{j}}\widehat{}_\beta .$$
$`(3.32)`$
Then for any $`^{}=^{\prime \prime }+b\widehat{}_\beta 𝒟_{\beta \rho }`$ with $`^{\prime \prime }𝒟_\alpha 𝒟_\beta `$, we have
$$e_{\beta ,\stackrel{}{j}}^{}=a_{\beta ,\stackrel{}{j}}^{\prime \prime }+b(a_{\beta ,\stackrel{}{j}}\widehat{}_\beta _{\beta ,\stackrel{}{j}})=a_{\beta ,\stackrel{}{j}}^{}^{},\alpha _{\beta ,\stackrel{}{j}}$$
$`(3.33)`$
for $`^{}𝒟_{\beta \rho }`$ and $`\beta \mathrm{\Gamma }\backslash 𝔽\alpha `$ by (3.17). Using this in (3.10), we obtain
$`(^{},\gamma (a_\beta +a_\gamma a_{\beta +\gamma })+^{},\alpha (a_\gamma _\beta ,\gamma ))^{\prime \prime }(^{\prime \prime },\beta (a_\beta +a_\gamma a_{\beta +\gamma })`$
$`+^{\prime \prime },\alpha (a_\beta _\gamma ,\beta ))^{}+^{},\alpha ^{\prime \prime },\alpha (_\beta _\gamma )+^{\prime \prime },\beta ^{},\alpha (_\beta _{\beta +\gamma })`$
$`+^{},\gamma ^{\prime \prime },\alpha (_{\beta +\gamma }_\gamma )=0(3.34)`$
for
$$\beta ,\gamma ,\beta +\gamma \mathrm{\Gamma }\backslash 𝔽\alpha ,^{}𝒟_{\beta \rho },^{\prime \prime }𝒟_{\gamma \rho }.$$
$`(3.35)`$
Let $`\beta ,\gamma \mathrm{\Gamma }`$ such that $`\{\alpha ,\beta ,\gamma \}`$ is linearly independent. First we take $`^{}𝒟_\alpha 𝒟_\beta \backslash 𝒟_\gamma `$ and $`^{\prime \prime }𝒟_\alpha 𝒟_\gamma \backslash \{0\}`$. Then $`^{}`$ and $`^{\prime \prime }`$ are linearly independent. The last 3 terms in (3.34) vanish. So we obtain that the coefficient of $`^{\prime \prime }`$ is zero, which implies
$$a_{\beta +\gamma }=a_\beta +a_\gamma .$$
$`(3.36)`$
By the above equation, we have
$$a_\beta =a_{\beta \gamma +\gamma }=a_{\beta \gamma }+a_\gamma =a_\beta +a_\gamma +a_\gamma ,$$
$`(3.37)`$
which implies
$$a_\gamma +a_\gamma =0.$$
$`(3.38)`$
Thus (3.36) and (3.38) imply
$`a_{n\beta }`$ $`=`$ $`a_{n\beta \gamma +\gamma }`$
$`=`$ $`a_{n\beta \gamma }+a_\gamma `$
$`=`$ $`a_\beta +a_{(n1)\beta \gamma }+a_\gamma `$
$`=`$ $`na_\beta +a_\gamma +a_\gamma `$
$`=`$ $`na_\beta (3.39)`$
for $`1n.`$ Taking $`\gamma =\beta `$, $`^{}𝒟_\alpha 𝒟_\beta \backslash \{0\}`$ and $`^{\prime \prime }𝒟_{\beta \rho }\backslash 𝒟_\alpha `$ in (3.34), we obtain
$$a_\beta =_\beta ,\beta .$$
$`(3.40)`$
Letting $`^{}𝒟_{\beta \rho }\backslash 𝒟_\alpha `$ and $`^{\prime \prime }𝒟_\alpha 𝒟_\gamma \backslash 𝒟_\beta `$ in (3.34), we get
$$(a_\gamma _\beta ,\gamma )^{\prime \prime }+^{\prime \prime },\beta (_\beta _{\beta +\gamma })=0$$
$`(3.41)`$
by (3.36).
Taking the product (2.12) of (3.41) with $`\alpha ,\beta `$ and $`\gamma `$, respectively, we obtain
$$_\beta ,\alpha =_{\beta +\gamma },\alpha ,a_\gamma _\beta ,\gamma =_{\beta +\gamma },\beta _\beta ,\beta ,_\beta ,\gamma =_{\beta +\gamma },\gamma .$$
$`(3.42)`$
By (3.40) and the last two equations of (3.42), we get
$$a_\beta _\gamma ,\beta =_{\beta +\gamma },\gamma _\gamma ,\gamma =_\beta ,\gamma a_\gamma .$$
$`(3.43)`$
Replacing $`\gamma `$ by $`\gamma \beta `$ in the first equation of (3.42), we have
$$_\beta ,\alpha =_\gamma ,\alpha \text{for}\beta ,\gamma \mathrm{\Gamma }\text{such that}\{\alpha ,\beta ,\gamma \}\text{is linearly independent}.$$
$`(3.44)`$
Taking the product (2.12) of (3.34) with $`\alpha `$ and $`^{},^{\prime \prime }𝒟_\alpha `$, we obtain
$$a_\gamma _\beta ,\gamma =a_\beta _\gamma ,\beta $$
$`(3.45)`$
by (3.44). Comparing (3.45) with (3.43), we have that the first term of (3.41) is zero. Thus replacing $`\gamma `$ by $`\gamma \beta `$ in (3.41), we get
$$_\beta =_\gamma \text{ for all }\beta ,\gamma \mathrm{\Gamma }\text{ such that }\alpha ,\beta ,\gamma \text{ are linearly independent.}$$
$`(3.46)`$
For any given $`\beta ,\gamma \mathrm{\Gamma }\backslash 𝔽\alpha `$, we can choose $`\delta \mathrm{\Gamma }`$ such that $`\{\alpha ,\beta ,\delta \}`$ and $`\{\alpha ,\gamma ,\delta \}`$ are linearly independent. Thus we have
$$_\beta =_\delta =_\gamma .$$
$`(3.47)`$
Hence $`_\beta `$ does not depend on $`\beta \mathrm{\Gamma }\backslash 𝔽\alpha `$, which is now denoted by $`\stackrel{~}{}`$. Moreover, (3.33) and (3.40) imply
$$e_{\beta ,\stackrel{}{j}}^{}=\stackrel{~}{},\beta ^{}^{},\alpha \stackrel{~}{}\text{for}\beta \mathrm{\Gamma }\backslash 𝔽\alpha ,^{}𝒟_{\beta \rho }.$$
$`(3.48)`$
For any $`\gamma =b\alpha \mathrm{\Gamma }`$ and $`^{}𝒟_{\gamma \rho }`$, (3.10) and (3.48) show
$`\beta (\stackrel{~}{})^{}\alpha (^{})\stackrel{~}{},\gamma ^{\prime \prime }^{\prime \prime },\alpha +\beta (\beta (\stackrel{~}{})^{}\alpha (^{})\stackrel{~}{})`$
$`+^{},\alpha +\gamma e_{\gamma ,\stackrel{}{k}}^{\prime \prime }e_{\gamma ,\stackrel{}{k}}^{\prime \prime },\beta ^{}`$
$`=`$ $`\stackrel{~}{},\beta +\gamma (\gamma (^{})^{\prime \prime }\beta (^{\prime \prime })^{})(\gamma (^{})\alpha (^{\prime \prime })\beta (^{\prime \prime })\alpha (^{}))\stackrel{~}{},(3.49)`$
equivalently,
$$e_{\gamma ,\stackrel{}{k}}^{\prime \prime }\gamma (\stackrel{~}{})^{\prime \prime }+\alpha (^{\prime \prime })\stackrel{~}{},\beta ^{}+(b+1)\alpha (^{})(e_{\gamma ,\stackrel{}{k}}^{\prime \prime }\gamma (\stackrel{~}{})^{\prime \prime }+\alpha (^{\prime \prime })\stackrel{~}{})=0.$$
$`(3.50)`$
Since $`^{}𝒟_{\beta \rho }`$ is arbitrary, we obtain the coefficient of $`^{}`$:
$$e_{\gamma ,\stackrel{}{k}}^{\prime \prime }\gamma (\stackrel{~}{})^{\prime \prime }+\alpha (^{\prime \prime })\stackrel{~}{},\beta =0.$$
$`(3.51)`$
By (2.12) and the arbitrariness of $`\beta \mathrm{\Gamma }\backslash 𝔽\alpha `$, (3.51) implies
$$e_{\gamma ,\stackrel{}{k}}^{\prime \prime }\gamma (\stackrel{~}{})^{\prime \prime }+\alpha (^{\prime \prime })\stackrel{~}{}=0\text{for}^{\prime \prime }𝒟_{\gamma \rho },\gamma \mathrm{\Gamma }𝔽\alpha .$$
$`(3.52)`$
This together with (3.48) imply (3.30).
Now we go back to (3.13). If $`\alpha \rho `$, then $`\stackrel{~}{}𝒟_{\alpha \rho }`$ and there exist $`u^{}=\overline{x}^{\alpha ,\stackrel{}{i}}\stackrel{~}{}𝒮_\alpha ^{[\stackrel{}{i}]}`$. It remains to consider the case $`\alpha =\rho `$.
Claim 3. If $`\alpha =\rho `$ and $`i_\mathrm{}_20`$, then $`\chi _\mathrm{}_2(\stackrel{~}{})=0`$.
By assumption, $`\rho =\alpha 0`$ and $`i_\mathrm{}_20`$ imply that $`\mathrm{}_1=0`$ and $`\mathrm{}_2>0`$. By (3.30), $`e_{\beta ,\stackrel{}{j}}`$ does not depend on $`\stackrel{}{j}`$, which is simply denoted by $`e_\beta `$. First we suppose that there exists $`p\mathrm{}_2`$ such that $`\rho _p0`$. Take
$$u_1=D_{p,\mathrm{}_2}(t_\mathrm{}_2)=t_\mathrm{}_2^{}+_p,\text{ where }^{}=\rho _p_\mathrm{}_2\rho _\mathrm{}_2_p.$$
$`(3.53)`$
We claim that the leading degree of $`d(u_1)`$ is $`\stackrel{}{i}`$. Otherwise, let $`x^{\rho ,\stackrel{}{m}}`$ be the leading term of $`d(u_1)`$ with $`\stackrel{}{m}>\stackrel{}{i}`$ and $`𝒟_0\backslash \{0\}`$. Take
$$u_2=x^\rho ^{\prime \prime },\text{ where }^{\prime \prime }=_p\text{ if }\rho ()=0\text{ or }^{\prime \prime }𝒟_0𝒟_\rho \backslash \{0\}\text{ otherwise}.$$
$`(3.54)`$
Then $`[d(u_1),u_2]`$ has a term $`x^{2\rho ,\stackrel{}{m}}(\rho ()^{\prime \prime }\rho (^{\prime \prime }))𝒮^{[\stackrel{}{i}]}`$. On the other hand, $`[u_1,u_2]𝒮^{[0]}`$. So by (3.6), $`d([u_1,u_2])𝒮^{[\stackrel{}{i}]}`$ and $`d(u_2)𝒮_{2\rho }^{[\stackrel{}{i}]}`$. One can verify that $`[u_1,𝒮_{2\rho }^{[\stackrel{}{i}]}]𝒮_{2\rho }^{[\stackrel{}{i}]}`$. This leads a contradiction. Hence we can assume
$$d(u_1)=x^{\rho ,\stackrel{}{i}}\widehat{}+\underset{\stackrel{}{n}<\stackrel{}{i}}{}x^{\rho ,\stackrel{}{n}}^{(\stackrel{}{n})}𝒮_\rho ,$$
$`(3.55)`$
with $`\widehat{},^{(\stackrel{}{n})}𝒟`$. For any $`\beta \mathrm{\Gamma }`$ with $`\beta (^{})=0`$, we take $`^{\prime \prime }𝒟_{\beta \rho }`$. By (3.8) and considering the term with degree $`\stackrel{}{i}`$ in $`d([u_1,x^\beta ^{\prime \prime }])`$, we obtain
$$e_\beta (\beta _p^{\prime \prime }\chi _\mathrm{}_2(^{\prime \prime })^{})=\widehat{},\beta ^{\prime \prime }^{\prime \prime },\rho \widehat{}+(i_\mathrm{}_2\rho _p+\beta _p)e_\beta ^{\prime \prime }\chi _\mathrm{}_2(e_\beta ^{\prime \prime })^{}.$$
$`(3.56)`$
Applying (3.30) in (3.56) and noting that $`\rho (^{})=0`$, we have
$`\chi _\mathrm{}_2(^{\prime \prime })\beta (\stackrel{~}{}^{})^{}`$
$`=`$ $`\beta (\widehat{})^{\prime \prime }\rho (^{\prime \prime })\widehat{}+(i_\mathrm{}_2+1)\rho _p(\beta (\stackrel{~}{})^{\prime \prime }\rho (^{\prime \prime })\stackrel{~}{})`$
$`(\beta (\stackrel{~}{})\chi _\mathrm{}_2(^{\prime \prime })\rho (^{\prime \prime })\chi _\mathrm{}_2(\stackrel{~}{}))^{},(3.57)`$
equivalently,
$$((i_\mathrm{}_2+1)\rho _p\beta (\stackrel{~}{})+\beta (\widehat{}))^{\prime \prime }=\rho (^{\prime \prime })(\widehat{}+(i_\mathrm{}_2+1)\rho _p\stackrel{~}{}\chi _\mathrm{}_2(\stackrel{~}{})^{})\text{for}\beta \mathrm{\Gamma },^{\prime \prime }𝒟_{\beta \rho }.$$
$`(3.58)`$
Since $`^{\prime \prime }𝒟_{\beta \rho }`$ is arbitrary, the coefficient of $`^{\prime \prime }`$ must be zero, which implies that the right-hand side in (3.58) is zero. We take $`\beta =\rho `$ and $`^{\prime \prime }=_p`$ such that $`\rho (^{\prime \prime })0`$. Applying $`\chi _\mathrm{}_2`$ to the right hand side of (3.58) and noting that $`\chi _\mathrm{}_2(^{})=\rho _p`$, we obtain
$$\chi _\mathrm{}_2(\stackrel{~}{})=(i_\mathrm{}_2\rho _p)^1\chi _\mathrm{}_2(\widehat{})=0,$$
$`(3.59)`$
where the last equality follows from (3.55) and Lemma 2.2 and the assumption that $`i_\mathrm{}_20`$.
Next we assume that $`\rho _p=0`$ for all $`p\overline{1,\mathrm{}}\backslash \{\mathrm{}_2\}`$. Then $`\rho _\mathrm{}_20`$. If $`\mathrm{}_22`$, we take $`u_1=D_{\mathrm{}_2,1}(t_1)=\rho _\mathrm{}_2t_1_1+_\mathrm{}_2`$. For any $`\beta \mathrm{\Gamma }`$ with $`\beta _\mathrm{}_2=0`$ and any $`^{\prime \prime }𝒟_{\beta \rho }`$, we have
$$e_\beta (\beta _\mathrm{}_2^{\prime \prime }\chi _1(^{\prime \prime })\rho _\mathrm{}_2_1)=\widehat{},\beta ^{\prime \prime }^{\prime \prime },\rho \widehat{}+(\rho _\mathrm{}_2+\beta _\mathrm{}_2)e_\beta ^{\prime \prime }\chi _1(e_\beta ^{\prime \prime })\rho _\mathrm{}_2_1$$
$`(3.60)`$
by the above arguments and considering $`d([u_1,x^\beta ^{\prime \prime }])`$.
By (3.30) and a similar argument as that for (3.57), the coefficient of $`^{\prime \prime }`$ must be zero. Then by calculating coefficient of $`_\mathrm{}_2`$, we obtain that $`\chi _\mathrm{}_2(\stackrel{~}{})=\rho _\mathrm{}_2^1\chi _\mathrm{}_2(\widehat{})=0`$.
Finally, we assume that $`\mathrm{}_2=1`$ ($`\mathrm{}_1=0`$) and $`\rho _p=0`$ for all $`p\overline{2,\mathrm{}}`$. Then $`\rho _10`$, say $`\rho _1=1`$. For any $`𝒟`$, we have $`\chi _1()=\rho ()`$. In this case, $`^{\mathrm{}_1+\mathrm{}_2}=`$ and $`\stackrel{}{j}=j`$ for all $`\stackrel{}{j}^{\mathrm{}_1+\mathrm{}_2}`$. For any $`\beta \mathrm{\Gamma }`$, we define the linear map $`\overline{e}_\beta :𝒟_{\beta \rho }𝒟`$ by
$$d(x^\beta ^{})x^{\rho +\beta ,i}e_\beta ^{}+x^{\rho +\beta ,i1}\overline{e}_\beta ^{}(\mathrm{mod}𝒮_{\rho +\beta }^{(i2)})\text{for}^{}𝒟_{\beta \rho }$$
$`(3.61)`$
(cf. (2.19)). By calculating the term of $`d([x^\beta ^{},x^\gamma ^{\prime \prime }])`$ with degree $`i1`$, we obtain
$`\overline{e}_\beta ^{},\gamma ^{\prime \prime }(i\chi _1(^{\prime \prime })e_\beta ^{}+^{\prime \prime },\rho +\beta \overline{e}_\beta ^{})`$
$`+(i\chi _1(^{})e_\gamma ^{\prime \prime }+^{},\rho +\gamma \overline{e}_\gamma ^{\prime \prime })\overline{e}_\gamma ^{\prime \prime },\beta ^{}`$
$`=`$ $`\overline{e}_{\beta +\gamma }(\gamma (^{})^{\prime \prime }\beta (^{\prime \prime })^{})(3.62)`$
for $`\beta ,\gamma \mathrm{\Gamma },^{}𝒟_{\beta \rho }`$ and $`^{\prime \prime }𝒟_{\gamma \rho }`$ (cf. (3.10)). Write $`\overline{e}_\beta ^{}`$ as $`\overline{e}_\beta ^{}=\widehat{e}_\beta ^{}i\beta (\widehat{})^{}`$ for all $`\beta \mathrm{\Gamma }`$ and $`^{}𝒟_{\beta \rho }`$. By (3.30) and the fact $`\chi _1()=\rho ()`$, we observe that $`\widehat{e}_\beta `$ satisfies exactly the same equation as $`e_\beta `$ in (3.10). The only difference between $`\widehat{e}_\beta `$ and $`e_\beta `$ is that $`\widehat{e}_\beta `$ has codomain $`𝒟`$, while $`e_\beta `$ has codomain $`𝒟_\beta `$ (cf. (3.7) with $`\alpha =\rho `$). However, this fact was not used when we used (3.10) in the proof of (3.30) if $`\mathrm{}_1=0`$. Therefore, we conclude that there exists $`\widehat{}𝒟`$ such that
$$\widehat{e}_\beta ^{}=\beta (\widehat{})^{}\rho (^{})\widehat{}\text{for}^{}𝒟_{\beta \rho },\beta \mathrm{\Gamma }.$$
$`(3.63)`$
Thus we can write (3.61) as
$$d(x^\beta ^{})x^{\rho +\beta ,i}(\beta (\stackrel{~}{})^{}\rho (^{})\stackrel{~}{})+x^{\rho +\beta ,i1}(\beta (\widehat{})^{}\rho (^{})\widehat{}i\beta (\stackrel{~}{})^{})(\mathrm{mod}𝒮_{\rho +\beta }^{(i2)}).$$
$`(3.64)`$
Take $`\beta \mathrm{\Gamma }`$ with $`\beta _10`$. For any element
$$u=x^{\rho +\beta ,j}_u^{(j)}+x^{\rho +\beta ,j1}_u^{(j1)}+\mathrm{}+x^{\rho +\beta }_u^{(0)}𝒮_{\rho +\beta }^{[j]},j0,$$
$`(3.65)`$
we have
$$j\rho (_u^{(j)})+\beta (_u^{(j1)})=0.$$
$`(3.66)`$
Note that any such element is a linear combination of $`D_{p,q}(x^{\rho +\beta ,k})`$ for $`kj`$ and $`p,q\overline{1,\mathrm{}}`$. Write $`u=u_1+u_2`$ such that $`u_1`$ is a linear combination of $`D_{p,q}(x^{\rho +\beta ,j})`$ and the leading degree of $`u_2`$ is $`j1`$. Then by Lemma 2.2, $`\beta (_{u_2}^{(j1)})=0`$, and we can assume
$$u_1=D_{p,q}(x^{\rho +\beta ,j})=x^{\rho +\beta ,j}(\beta _q_p\beta _p_q)+jx^{\rho +\beta ,j1}(\delta _{q,1}_p\delta _{p,1}_q).$$
$`(3.67)`$
By the fact $`\rho _p=\delta _{p,1},p\overline{1,\mathrm{}}`$, we obtain (3.66). Applying the result (3.66) to (3.64), we have
$$i(\beta (\stackrel{~}{})\rho (^{})\rho (^{})\rho (\stackrel{~}{}))+(\beta (\widehat{})\beta (^{})\rho (^{})\beta (\widehat{})i\beta (\stackrel{~}{})\beta (^{}))=0\text{for}^{}𝒟_{\beta \rho }.$$
$`(3.68)`$
By the fact $`\beta (^{})=\rho (^{})`$ and taking $`^{}𝒟_{\beta \rho }\backslash 𝒟_\rho `$, we obtain $`\rho (\stackrel{~}{})=0`$, that is, $`\chi _\mathrm{}_2(\stackrel{~}{})=0`$. This proves Claim 3.
Next by our last claim, we can take some $`u=\overline{x}^{\rho ,\stackrel{}{i}}\stackrel{~}{}𝒮_\rho `$ if $`\stackrel{}{i}\stackrel{}{0}`$ and $`u=x^\rho \stackrel{~}{}𝒲_\rho ^{[0]}`$ if $`\stackrel{}{i}=\stackrel{}{0}`$. This completes the proof of Lemma 3.2.$`\mathrm{}`$
Now we shall describe homogeneous derivations of degree 0. Recall the derivations $`_{t_i}`$ and $`_j^{}`$ on $`𝒜=𝒜(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\mathrm{\Gamma })`$ defined in (1.11) for $`i\overline{1,\mathrm{}_1+\mathrm{}_2}`$ and $`j\overline{1,\mathrm{}_2+\mathrm{}_3}`$. Set
$$𝒟^{}=\underset{i=1}{\overset{\mathrm{}_2}{}}𝔽_{t_{\mathrm{}_1+i}},𝒟^+=\underset{j=1}{\overset{\mathrm{}_2}{}}𝔽_j^{},𝒮_0^+=𝒮_0+𝒟+𝒟^++\underset{p=1}{\overset{\mathrm{}_1}{}}𝔽t_p_p$$
$`(3.69)`$
(cf. (1.11)). Note that $`𝒟^{}𝒮_0^+`$ by the second equation in (1.13). Denote by $`\mathrm{Hom}_{}(\mathrm{\Gamma },𝔽)`$ the set of additive group homomorphisms from $`\mathrm{\Gamma }`$ to $`𝔽`$.
Lemma 3.3. Let $`d0`$ be a derivation satisfying (3.6) with $`\alpha =0`$. Then there exist $`u𝒮_0^+`$ and $`\mu \text{Hom}_{}(\mathrm{\Gamma },𝔽)`$ such that
$$d(u^{})=[u,u^{}]+\mu (\beta )u^{}\text{for}u^{}𝒮_\beta .$$
$`(3.70)`$
Proof. Obviously, (3.70) defines a homogeneous derivation of $`𝒮`$ of degree 0. Denote such an derivation by $`d_{u,\mu }`$. We shall use the notations as before. In particular, $`\stackrel{}{i}`$ was defined in (3.7). However, it is possible that $`\stackrel{}{i}^{\mathrm{}_1+\mathrm{}_2}`$; for instance, $`\stackrel{}{i}=(1,0,\mathrm{},0)`$ for $`d=\text{ad}__1`$.
For convenience, we shall assume $`\mathrm{}_1+\mathrm{}_21`$ because the case $`\mathrm{}_1+\mathrm{}_2=0`$ had been proved in \[DZ\] (cf. Theorem 4.2 there). Now (3.10) becomes
$$e_{\beta ,\stackrel{}{j}}^{},\gamma ^{\prime \prime }\beta (^{\prime \prime })e_{\beta ,\stackrel{}{j}}^{}+\gamma (^{})e_{\gamma ,\stackrel{}{k}}e_{\gamma ,\stackrel{}{k}}^{\prime \prime },\beta ^{}=e_{\beta +\gamma ,\stackrel{}{j}+\stackrel{}{k}}(\gamma (^{\prime \prime })^{}\beta (^{\prime \prime })^{}),$$
$`(3.71)`$
where $`\beta ,\gamma \mathrm{\Gamma },^{}𝒟_{\beta \rho }`$ and $`^{\prime \prime }𝒟_{\gamma \rho }`$ with the assumption (3.2).
Taking $`\gamma =0`$ and $`\stackrel{}{k}=0`$ in (3.71), we obtain $`e_{0,0}^{\prime \prime },\beta =0`$ for all $`\beta \mathrm{\Gamma }`$. Hence,
$$e_{0,0}^{\prime \prime }𝒟_1\text{for}^{\prime \prime }𝒟_\rho .$$
$`(3.72)`$
If $`^{\prime \prime }𝒟_\rho 𝒟_3`$, then for all $`u=\overline{x}^{\beta ,\stackrel{}{j}}^{}𝒮_\beta `$, we have
$$\beta (^{\prime \prime })d(u)=d([^{\prime \prime },u])=[d(^{\prime \prime }),u]+[^{\prime \prime },d(u)]=[d(^{\prime \prime }),u]+\beta (^{\prime \prime })d(u).$$
$`(3.73)`$
due to that $`\text{ad}_{^{\prime \prime }}`$ acts as the scalar $`\beta (^{\prime \prime })`$ on $`𝒮_\beta `$. This shows that $`d(^{\prime \prime })`$ is in the center of $`𝒮`$. So
$$d(^{\prime \prime })=0\text{for}^{\prime \prime }𝒟_\rho 𝒟_3.$$
$`(3.74)`$
For any $`𝒟`$, we define
$$p_{}=\{\begin{array}{cc}\mathrm{max}\{p\overline{1,\mathrm{}_1+\mathrm{}_2}|a_p0\}\hfill & \text{if }=_{p=1}^{\mathrm{}}a_p_p𝒟\backslash 𝒟_3,\hfill \\ \mathrm{}+1\hfill & \text{otherwise}.\hfill \end{array}$$
$`(3.75)`$
We shall choose a basis $`B`$ of $`𝒟_\rho `$ as follows. If $`\rho 0`$, we take $`p`$ to be the largest index with $`\rho _{p\mathrm{}_1}0`$ when $`𝒟_3,\rho 0`$ and the smallest index with $`\rho _{p\mathrm{}_1}0`$ when $`𝒟_3,\rho =0`$ (cf. (2.12)). Let
$$B=\{\begin{array}{cc}\{_q𝒟_0|q\overline{1,\mathrm{}}\}\hfill & \text{if }\rho =0,\hfill \\ \{_q\rho _{p\mathrm{}_1}^1\rho _{q\mathrm{}_1}_p|q\overline{1,\mathrm{}}\backslash \{p\}\}\hfill & \text{if }\rho 0.\hfill \end{array}$$
$`(3.76)`$
By this choice of basis, we observe that different elements $`B\backslash 𝒟_3`$ have different $`p_{}`$.
Claim. Replacing $`d`$ by some $`dd_{u,\mu }`$ if necessary, we can assume
$$e_{0,0}^{\prime \prime }=0\text{for}^{\prime \prime }𝒟_\rho .$$
$`(3.77)`$
Suppose $`^{\prime \prime }B`$ such that $`e_{0,0}^{\prime \prime }0`$ with $`p_{^{\prime \prime }}`$ as minimal as possible. In this case, (3.72) and (3.74) force $`\mathrm{}_11,^{\prime \prime }𝒟_3`$ and $`p=p_{^{\prime \prime }}\overline{1,\mathrm{}_1+\mathrm{}_2}`$. We shall prove the claim by induction on $`p`$. For $`^{}𝒟_{\beta \rho }`$ and any $`\beta \mathrm{\Gamma }`$ such that $`\beta (^{\prime \prime })=0`$, we have
$$[^{\prime \prime },\overline{x}^{\beta ,\stackrel{}{j}}^{}]=j_p\overline{x}^{\beta ,\stackrel{}{j}1_{[p]}}^{}.$$
$`(3.78)`$
We want to prove that if $`e_{0,0}^{\prime \prime }0`$, then we must have
$$i_q=0\text{for}q\overline{p_{^{\prime \prime }}+1,\mathrm{}_1+\mathrm{}_2}\text{ and }e_{0,0}^{\prime \prime }𝒟^{(p)}=\mathrm{Span}\{_1,\mathrm{},_p\}$$
$`(3.79)`$
(cf. (3.7) for $`\stackrel{}{i}`$). If $`i_q0`$ for some $`q>p`$, then $`\mathrm{}_1+\mathrm{}_22`$, and so $`_q𝒟_{\rho \rho }`$ (cf. (2.13)). Taking $`\beta =\rho `$ and $`^{}=_q`$ in (3.78), we have $`[^{\prime \prime },x^\rho _q]=0`$ and $`[^{\prime \prime },d(x^\rho _q)]𝒮_\rho ^{[\stackrel{}{i}1_{[p]}]}`$. However, the term with degree $`\stackrel{}{i}1_{[q]}`$ in $`[d(^{\prime \prime }),x^\rho _q]`$ is $`i_qx^{\rho ,\stackrel{}{i}1_{[q]}}e_{0,0}^{\prime \prime }𝒮^{[\stackrel{}{i}1_{[p]}]}`$, which leads a contradiction. Similarly, if $`\chi _q(e_{0,0}^{\prime \prime })0`$ for some $`q\overline{p+1,\mathrm{}_1}`$, then $`[d(^{\prime \prime }),x^{\rho ,1_{[q]}}_1]`$ has a term $`\chi _q(e_{0,0}^{\prime \prime })x^{\rho ,\stackrel{}{i}}_1𝒮_\rho ^{[\stackrel{}{i}]}\backslash 𝒮_\rho ^{(\stackrel{}{i})}`$ and $`[^{\prime \prime },x^{\rho ,1_{[q]}}_1]=0`$. But the leading degree of $`[^{\prime \prime },d(x^{\rho ,1_{[q]}}_1)]`$ is $`\stackrel{}{i}1_{[p]}+1_{[q]}<\stackrel{}{i}`$, which leads a contradiction again. This proves (3.79).
Since $`e_{0,0}^{\prime \prime }0`$, we must have $`\stackrel{}{i}^{\mathrm{}_1+\mathrm{}_2}`$ because otherwise $`𝒮^{[\stackrel{}{i}]}=𝒮^{(\stackrel{}{i})}`$, and we have $`e_{\beta ,0}^{\prime \prime }=0`$ for all $`\beta \mathrm{\Gamma }`$ by (3.8). Thus $`i_q0`$ for all $`q\overline{1,\mathrm{}}`$.
Let $`p^{}=p_{e_{0,0}^{\prime \prime }}`$ (cf. (3.75)). By (3.72) and (3.79), $`p^{}\mathrm{min}\{p,\mathrm{}_1\}`$. Write $`e_{0,0}^{\prime \prime }=_{q=1}^p^{}a_q_q`$. According to the assumption (2.34), $`\rho =0`$. If $`p^{}<\mathrm{}_1+\mathrm{}_2`$, we let $`k=i_{\mathrm{}_1+\mathrm{}_2}+1+\delta _{p,\mathrm{}_1+\mathrm{}_2}`$ and take
$`u_1`$ $`=`$ $`k^1{\displaystyle \underset{q=1}{\overset{p^{}}{}}}a_qD_{q,\mathrm{}_1+\mathrm{}_2}(t^{\stackrel{}{i}+1_{[p]}+1_{[\mathrm{}_1+\mathrm{}_2]}})`$
$`=`$ $`k^1{\displaystyle \underset{q=1}{\overset{p^{}}{}}}a_q(kt^{\stackrel{}{i}+1_{[p]}}(i_q+\delta _{q,p})t^{\stackrel{}{i}+1_{[p]}+1_{[\mathrm{}_1+\mathrm{}_2]}1_{[q]}})`$
$`=`$ $`t^{\stackrel{}{i}+1_{[p]}}e_{0,0}^{\prime \prime }k^1{\displaystyle \underset{q=1}{\overset{p^{}}{}}}a_q(i_q+\delta _{q,p})t^{\stackrel{}{i}+1_{[p]}+1_{[\mathrm{}_1+\mathrm{}_2]}1_{[q]}}.(3.80)`$
If $`p^{}=\mathrm{}_1+\mathrm{}_2`$, we must have $`p^{}=p=\mathrm{}_1`$ and $`\mathrm{}_2=0`$ due to $`p^{}\mathrm{}_1`$. Moreover, (2.11) and Lemma 2.2 shows $`\mathrm{}_12`$ and $`i_\mathrm{}_1=0`$. By our choice of $`B`$ in (3.76), we obtain $`^{\prime \prime }=_\mathrm{}_1`$. According to the assumption of $`p`$, we get $`e_{0,0}_q=0`$ for $`q\overline{1,\mathrm{}_11}`$. We want to prove $`\stackrel{}{i}=0`$. Suppose that $`q^{}<\mathrm{}_1`$ is the maximal index such that $`i_q^{}0`$. Applying $`d`$ to
$$(\delta _{q,q^{}}\delta _{q,\mathrm{}_1})_q=[_q,t_q^{}_q^{}t_\mathrm{}_1_\mathrm{}_1]\text{for}q\overline{q^{},\mathrm{}_1}$$
$`(3.81)`$
and calculating the term with degree $`\stackrel{}{i}`$, we obtain
$$(\delta _{q,q^{}}\delta _{q,\mathrm{}_1})e_{0,0}_q=\chi _q^{}(e_{0,0}_q)_q^{}\chi _\mathrm{}_1(e_{0,0}_q)_\mathrm{}_1i_q^{}e_{0,0}_q+(i_q+1)_{d(u_2)}^{(\stackrel{}{i}+1_{[q]})},$$
$`(3.82)`$
where $`_{d(u_2)}^{(\stackrel{}{i}+1_{[q]})}`$ is the element in $`𝒟`$ such that the term of $`d(u_2)`$ with degree $`\stackrel{}{i}+1_{[q]}`$ is $`t^{\stackrel{}{i}+1_{[q]}}_{d(u_2)}^{(\stackrel{}{i}+1_{[q]})},`$ and $`u_2=t_q^{}_q^{}t_\mathrm{}_1_\mathrm{}_1`$. Since $`e_{0,0}_q=0`$ for $`q<\mathrm{}_1`$, by (3.82), we have
$$_{d(u_2)}^{(\stackrel{}{i}+1_{[q]})}=0\text{for}q\overline{q^{},\mathrm{}_11}.$$
$`(3.83)`$
Since $`i_q=0`$ for $`q\overline{q^{}+1,\mathrm{}_1}`$, we get
$$\{\stackrel{}{j}^{\mathrm{}_1+\mathrm{}_2}\stackrel{}{i}+1_{[q^{}]}>\stackrel{}{j}\stackrel{}{i}+1_{[\mathrm{}_1]}\}=\{\stackrel{}{i}+1_{[q]}q\overline{q^{}+1,\mathrm{}_1}\}.$$
$`(3.84)`$
Thus by (3.83) and (3.84), we can assume
$$d(t_q^{}_q^{}t_\mathrm{}_1_\mathrm{}_1)t^{\stackrel{}{i}+1_{[\mathrm{}_1]}}\widehat{}(\text{mod}𝒮^{[\stackrel{}{i}]})$$
$`(3.85)`$
(cf. (2.20)), where $`\widehat{}=_{d(u_2)}^{(\stackrel{}{i}+1_{[\mathrm{}_1]})}𝒟_0`$. Now letting $`q=\mathrm{}_1`$ in (3.82) and applying $`\chi _\mathrm{}_1`$ to it (cf. (2.26)), we have
$$\chi _\mathrm{}_1(e_{0,0}_\mathrm{}_1)=\chi _\mathrm{}_1(e_{0,0}_\mathrm{}_1)i_q^{}\chi _\mathrm{}_1(e_{0,0}_\mathrm{}_1)+\chi _\mathrm{}_1(\widehat{}).$$
$`(3.86)`$
Thus by (3.85), (3.86) and Lemma 2.2, we obtain $`a_\mathrm{}_1=i_q^{}^1\chi _\mathrm{}_1(\widehat{})=0`$, which contradicts the case $`p^{}=\mathrm{}_1`$. Therefore $`\stackrel{}{i}=0`$. In this case, we take
$$u_1=t_\mathrm{}_1e_{0,0}^{\prime \prime }=a_\mathrm{}_1t_\mathrm{}_1_\mathrm{}_1+\underset{q=1}{\overset{\mathrm{}_11}{}}a_qt_\mathrm{}_1_q𝒮_0^+.$$
$`(3.87)`$
Now it is straightforward to verify that with the choices of $`u_1`$ in (3.80) and (3.84), one has
$$u_1𝒮_0^+,[u_1,𝒮^{[\stackrel{}{j}]}]𝒮^{[\stackrel{}{i}+\stackrel{}{j}]}\text{for}\stackrel{}{j}^{\mathrm{}_1+\mathrm{}_2}\text{ and }[u_1,]𝒮^{(\stackrel{}{i})}$$
$`(3.88)`$
for $`B`$ with $`p_{}<p`$. Replacing $`d`$ by $`d+(i_p+1)^1\text{ad}_{u_1}`$, we have $`e_{0,0}=0`$ for all $`B`$ with $`p_{}p`$, which implies our claim (3.77) by induction on $`p_{^{\prime \prime }}`$.
Suppose $`i_p<0`$ for some $`p\overline{1,\mathrm{}_1+\mathrm{}_2}`$. Then for any $`\stackrel{}{j}^{\mathrm{}_1+\mathrm{}_2}`$ with $`j_p<i_p`$, we have $`𝒮^{[\stackrel{}{i}+\stackrel{}{j}]}=𝒮^{(\stackrel{}{i}+\stackrel{}{j})}`$. Thus
$$e_{\beta ,\stackrel{}{j}}=0\text{for}\beta \mathrm{\Gamma },\stackrel{}{j}^{\mathrm{}_1+\mathrm{}_2}\text{ with }j_p<i_p\text{ if }i_p<0.$$
$`(3.89)`$
Since $`\mathrm{}3`$, any element $`\overline{x}^{\beta ,\stackrel{}{k}}^{}𝒮`$ can be generated by $`\{\overline{x}^{\beta ,\stackrel{}{j}}^{}\beta \mathrm{\Gamma },\stackrel{}{j}^{\mathrm{}_1+\mathrm{}_2}`$ with $`j_p<2\}`$ for each $`p\overline{1,\mathrm{}_1+\mathrm{}_2}`$ by induction on $`k_p`$. This together with (3.89) shows that if $`i_p<0`$, then $`i_p=1`$ and $`i_q0`$ for any $`q\overline{1,\mathrm{}_1+\mathrm{}_2}\backslash \{p\}`$.
For any $`^{\prime \prime }𝒟_\rho `$, we denote $`p=p_{^{\prime \prime }}`$. Let $`\beta \mathrm{\Gamma }`$ with $`\beta (^{\prime \prime })=0`$ and let $`^{}𝒟_{\beta \rho }𝒟_\rho `$. Applying $`d`$ to (3.78), calculating the term with degree $`\stackrel{}{i}+\stackrel{}{j}1_{[p]}`$ and using (3.77), we obtain
$`j_pe_{\beta ,\stackrel{}{j}1_{[p]}}^{}`$ $`=`$ $`_{d(^{\prime \prime })}^{(\stackrel{}{i}1_{[p]})},\beta ^{}+{\displaystyle \underset{q=p+1}{\overset{\mathrm{}_1+\mathrm{}_2}{}}}j_q\chi _q(_{d(^{\prime \prime })}^{(\stackrel{}{i}1_{[p]}+1_{[q]})})^{}`$
$`{\displaystyle \underset{q=p+1}{\overset{\mathrm{}_1+\mathrm{}_2}{}}}\chi _q(^{})(i_q+1)_{d(^{\prime \prime })}^{(\stackrel{}{i}1_{[p]}+1_{[q]})}+(i_p+j_p)e_{\beta ,\stackrel{}{j}}^{},(3.90)`$
where $`_{d(^{\prime \prime })}^{(\stackrel{}{i}1_{[p]})},_{d(^{\prime \prime })}^{(\stackrel{}{i}1_{[p]}+1_{[q]})}`$ are the elements in $`𝒟`$ such that the terms of $`d(^{\prime \prime })`$ with degrees $`\stackrel{}{i}1_{[p]}`$, $`\stackrel{}{i}1_{[p]}+1_{[q]}`$ are $`t^{\stackrel{}{i}1_{[p]}}_{d(^{\prime \prime })}^{(\stackrel{}{i}1_{[p]})}`$, $`t^{\stackrel{}{i}1_{[p]}+1_{[q]}}_{d(^{\prime \prime })}^{(\stackrel{}{i}1_{[p]}+1_{[q]})}`$, respectively. Note that if $`p=p_{^{\prime \prime }}=\mathrm{}+1`$, this equation is trivial since all terms are zero. Observe that on the right-hand side of (3.90), the second term does not depend on $`\beta `$ and the third terms does not depend on $`\beta ,\stackrel{}{j}`$. Moreover, $`_{d(^{\prime \prime })}^{(\stackrel{}{i}1_{[p]})}=0`$ if $`i_p0`$ or $`i_q^{}<0`$ for some $`q^{}p`$ and $`_{d(^{\prime \prime })}^{(\stackrel{}{i}1_{[p]}+1_{[q]})}=0`$ if $`i_p0`$ or $`i_q^{}<0`$ for some $`q^{}q`$.
Using the arguments as those in the above and replacing $`d`$ by some $`dd_{u,\mu }`$, we can assume
$$e_{0,\stackrel{}{k}}^{\prime \prime }=0\text{for}^{\prime \prime }𝒟_\rho ,\stackrel{}{k}^{\mathrm{}_1+\mathrm{}_2}.$$
$`(3.91)`$
Then setting $`\beta =0`$ in (3.90) and using (3.91), we see that the sum of the second term and the third term of the right-hand side is zero. Thus
$$j_pe_{\beta ,\stackrel{}{j}1_{[p]}}^{}=_{d(^{\prime \prime })}^{(\stackrel{}{i}1_{[p]})},\beta ^{}+(i_p+j_p)e_{\beta ,\stackrel{}{j}}^{}$$
$`(3.92)`$
for any $`\beta \mathrm{\Gamma },^{}𝒟_\rho 𝒟_{\beta \rho },^{\prime \prime }𝒟_\rho 𝒟_\beta `$ with $`p_{^{\prime \prime }}=p.`$ By this, (3.71) and (3.91), we can show that if $`\stackrel{}{i}\stackrel{}{0}`$, then there exists $`u=\overline{t}^\stackrel{}{i}\stackrel{~}{}𝒮_0`$ such that
$$e_{\beta ,\stackrel{}{j}}^{}=\beta (\stackrel{~}{})^{}\text{for}\beta \mathrm{\Gamma },^{}𝒟_{\beta \rho }.$$
$`(3.93)`$
Therefore the proof is completed by replacing $`d`$ by some $`d\text{ad}_u`$ and the induction on $`\stackrel{}{i}`$.
It remains to consider $`\stackrel{}{i}=0`$. In this case, by the proof of Theorem 4.2 in \[DZ\], there exist an additive group homomorphism $`\mu :\mathrm{\Gamma }𝔽`$ and $`𝒟_2+𝒟_3`$ such that $`d=d_{,\mu }.\mathrm{}`$
Lemma 3.4. Every homogeneous derivation $`d(\text{Der}𝒮)_\alpha `$ must satisfy the condition in (3.6).
Proof. Choose $`\mathrm{\Gamma }^{}\mathrm{\Gamma }`$ to be a nondegenerate subgroup of $`\mathrm{\Gamma }`$ generated by a finite subset $`\mathrm{\Gamma }_0^{}`$ of $`\mathrm{\Gamma }`$ such that $`\rho ,\alpha \mathrm{\Gamma }_0^{}`$. Let $`𝒮^{}`$ be the Lie subalgebra of $`𝒮`$ generated by
$$\{D_{p,q}(x^{\beta ,\stackrel{}{j}})|\beta \mathrm{\Gamma }_0^{},\stackrel{}{j}^{\mathrm{}_1+\mathrm{}_2},|\stackrel{}{j}|4,p,q\overline{1,\mathrm{}}\}.$$
$`(3.94)`$
Then it is straightforward to check that $`𝒮^{}=𝒮(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\rho ,\mathrm{\Gamma }^{})`$, and $`d^{}=d|_𝒮^{}`$ is a homogeneous derivation of $`𝒮^{}`$ of degree $`\alpha `$. Since (3.94) is a finite set and a derivation is determined by its action on generators, we see that the derivation $`d^{}`$ of $`𝒮^{}`$ satisfies the condition in (3.6).
For $`u𝒮`$ and $`\mu \text{Hom}_{}(\mathrm{\Gamma },𝔽)`$, we use the notation $`d_{u,\mu }`$ to denote the derivation defined by the right-hand side of the equation (3.70). By Lemmas 3.1-3, there exist $`u^{}=u_1^{}+u_2^{}𝒮_\alpha ^{}+𝒲_\rho ^{[0]}`$ and $`\mu ^{}\mathrm{Hom}_{}(\mathrm{\Gamma }^{},𝔽)`$ such that $`d^{}=d_{u^{},\mu ^{}}`$, $`u_2^{}=0`$ if $`\alpha \rho `$ and $`\mu ^{}=0`$ if $`\alpha 0`$.
We claim that for $`u𝒮`$ and $`\mu \mathrm{Hom}_{}(\mathrm{\Gamma },𝔽)`$, $`d_{u,\mu }|_{𝒮_{\mathrm{\Gamma }_1}}=0`$ if and only if $`u𝒟_3`$ and $`\mu (\alpha )=\alpha (u)`$ for any $`\alpha \mathrm{\Gamma }_1`$, where $`\mathrm{\Gamma }_1`$ is any nondegenerate subgroup of $`\mathrm{\Gamma }`$ and $`𝒮_{\mathrm{\Gamma }_1}=𝒮(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\rho ,\mathrm{\Gamma }_1)`$. Write
$$u=\underset{(\alpha ,\stackrel{}{i})K}{}x^{\alpha ,\stackrel{}{i}}^{(\alpha ,\stackrel{}{i})},\text{where}^{(\alpha ,\stackrel{}{i})}𝒟\text{and}$$
$`(3.95)`$
$$K=\{(\alpha ,\stackrel{}{i})\mathrm{\Gamma }\times ^{\mathrm{}_1+\mathrm{}_2}|^{(\alpha ,\stackrel{}{i})}0\}$$
$`(3.96)`$
is a finite set. If some $`(\alpha ,\stackrel{}{i})K`$ with $`\stackrel{}{i}\stackrel{}{0}`$ or $`\alpha 𝔽\rho `$, then clearly, there exists some $`𝒟_\rho `$ such that
$$d_{u,\mu }=[u,]=\underset{(\alpha ,\stackrel{}{i})K}{}(x^{\alpha ,\stackrel{}{i}})^{(\alpha ,\stackrel{}{i})}0.$$
$`(3.97)`$
Thus we can rewrite
$$u=\underset{cK^{}}{}x^{c\rho }^{(c\rho )},\text{where}K^{}=\{c𝔽|c\rho \mathrm{\Gamma },^{(c\rho )}0\}\text{is a finite set}.$$
$`(3.98)`$
If $`\chi _p(^{(c\rho )})0`$ for some $`p\overline{1,\mathrm{}_1+\mathrm{}_2}`$, then we can choose $`𝒟_0\backslash \{0\}`$ with $`\chi _p()=0`$. So $`t_p𝒮`$ and
$$d_{u,\mu }(t_p)=[u,t_p]0.$$
$`(3.99)`$
Thus all $`^{(c\rho )}𝒟_3`$ (cf. (2.1)). Let $`0cK^{}`$. Take $`\beta \mathrm{\Gamma }_1`$ with $`\beta (^{(c\rho )})0`$ and choose $`𝒟_\beta 𝒟_\rho `$. Then we have
$$d_{u,\mu }(x^\beta )=\underset{cK^{}}{}\beta (^{(c\rho )})x^{c\rho +\beta }^{(c\rho )}+\mu (\beta )x^\beta 0.$$
$`(3.100)`$
Hence $`u=^{(0)}𝒟_3`$. Then for any $`x^\alpha 𝒮_{\mathrm{\Gamma }_1}`$, we have
$$0=d_{u,\mu }(x^\alpha )=(\alpha (u)+\mu (\alpha ))x^\alpha ,$$
$`(3.101)`$
which implies $`\mu (\alpha )=\alpha (u)`$ for all $`\alpha \mathrm{\Gamma }_1`$. This proves the claim.
We can regard $`𝒟_3`$ as a subspace of $`\mathrm{Hom}_{}(\mathrm{\Gamma },𝔽)`$. Choose a subspace $`\mathrm{Hom}_{}^{}(\mathrm{\Gamma },𝔽)`$ of $`\mathrm{Hom}_{}(\mathrm{\Gamma },𝔽)`$ such that $`\mathrm{Hom}_{}(\mathrm{\Gamma },𝔽)=𝒟_3\mathrm{Hom}_{}^{}(\mathrm{\Gamma },𝔽)`$ as vector spaces. Thus we can always assume $`\mu \mathrm{Hom}_{}^{}(\mathrm{\Gamma },𝔽)`$ when we use the notation $`d_{u,\mu }`$. Hence for any $`u𝒮_\alpha +𝒲_\rho ^{[0]}`$ and $`\mu \mathrm{Hom}_{}^{}(\mathrm{\Gamma },𝔽)`$, $`d_{u,\mu }|_{𝒮_{\mathrm{\Gamma }_1}}=0`$ implies $`u=0`$ and $`\mu |_{\mathrm{\Gamma }_1}=0`$.
Let $`\mathrm{\Gamma }_2`$ be the maximal subgroup of $`\mathrm{\Gamma }`$ such that for $`𝒮_{\mathrm{\Gamma }_2}=𝒮(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\mathrm{\Gamma }_2)`$, there exists $`\mu _2\mathrm{Hom}_{}(\mathrm{\Gamma }_2,𝔽)`$ with $`d|_{𝒮_{\mathrm{\Gamma }_2}}=d_{u_1,\mu _2}`$ and $`\mu _2|_{\mathrm{\Gamma }_1}=\mu _1`$.
Suppose $`\mathrm{\Gamma }_2\mathrm{\Gamma }`$. Take $`\beta \mathrm{\Gamma }\backslash \mathrm{\Gamma }_2`$. Let $`\mathrm{\Gamma }_3`$ be the subgroup of $`\mathrm{\Gamma }`$ generated by $`\mathrm{\Gamma }^{}`$ and $`\beta `$. Then $`\mathrm{\Gamma }_3`$ is finitely generated. Thus there exist $`u_3,\mu _3`$ such that $`d|_{𝒮_{\mathrm{\Gamma }_3}}=d_{u_3,\mu _3}`$. Then we have $`d_{u_3u_1,\mu _3\mu _1}|_{𝒮_\mathrm{\Gamma }^{}}=d|_{𝒮_\mathrm{\Gamma }^{}}d|_{𝒮_\mathrm{\Gamma }^{}}=0`$. Thus $`u_3=u_1`$ and $`\mu _3|_\mathrm{\Gamma }^{}=\mu _1|_\mathrm{\Gamma }^{}`$. Similarly, $`\mu _2|_{\mathrm{\Gamma }_2\mathrm{\Gamma }_3}=\mu _3|_{\mathrm{\Gamma }_2\mathrm{\Gamma }_3}`$.
Let $`\mathrm{\Gamma }_4`$ be the subgroup of $`\mathrm{\Gamma }`$ generated by $`\mathrm{\Gamma }_2`$ and $`\beta `$. Define $`\mu \mathrm{Hom}_{}(\mathrm{\Gamma }_4,𝔽)`$ as follows. For any $`\gamma \mathrm{\Gamma }_4`$, we can write $`\gamma =\tau +n\beta `$ with $`n`$ and $`\tau \mathrm{\Gamma }_2`$. Define $`\mu _4(\gamma )=\mu _2(\tau )+n\mu _3(\beta )`$. Suppose $`\tau +n\beta =0`$ for some $`n`$. Then $`\tau =n\beta \mathrm{\Gamma }_2\mathrm{\Gamma }_3`$. Since $`\mu _2|_{\mathrm{\Gamma }_2\mathrm{\Gamma }_3}=\mu _3|_{\mathrm{\Gamma }_2\mathrm{\Gamma }_3}`$, we have $`\mu _2(\tau )=\mu _3(\tau )=\mu _3(n\beta )`$. But obviously, $`\mu _3(n\beta )=n\mu _3(\beta )`$. Hence $`\mu _2(\tau )+n\mu _3(\beta )=0`$. This shows that $`\mu _4\mathrm{Hom}_{}(\mathrm{\Gamma }_4,𝔽)`$ is uniquely defined. So $`d|_{𝒮_{\mathrm{\Gamma }_4}}=d_{u_1,\mu _4}`$ and $`\mathrm{\Gamma }_4\mathrm{\Gamma }_2`$, $`\mathrm{\Gamma }_4\mathrm{\Gamma }_2`$. This contradicts the maximality of $`\mathrm{\Gamma }_2`$. Therefore, $`\mathrm{\Gamma }_2=\mathrm{\Gamma }`$ and $`d=d_{u_1,\mu _2}`$ satisfies the condition in (3.6).$`\mathrm{}`$
Lemma 3.5. Let $`d`$ be any derivation of $`𝒮`$. Write
$$d=\underset{\alpha \mathrm{\Gamma }}{}d_\alpha \text{with}d_\alpha (\text{Der}𝒮)_\alpha .$$
$`(3.102)`$
Then
$$d_\alpha =0\text{for all but a finite}\alpha \mathrm{\Gamma }.$$
$`(3.103)`$
Proof. By Lemmas 3.1-4, for any $`\alpha \mathrm{\Gamma }\backslash \{0,\rho \}`$, there exists $`u_\alpha =\overline{x}^{\alpha ,\stackrel{}{i}_\alpha }_\alpha 𝒮`$ such that $`d_\alpha =\text{ad}_{u_\alpha }`$. We always assume that $`_\alpha 0`$ if $`d_\alpha 0`$ and $`\stackrel{}{i}_\alpha `$ is the leading degree of $`u_\alpha `$. We shall prove that
$$Y=\{\alpha \mathrm{\Gamma }\backslash \{0,\rho \}_\alpha 0\}$$
$`(3.104)`$
is finite. Take a $`𝔽`$-basis $`\{\alpha ^{(\mathrm{}_1+1)},\mathrm{},\alpha ^{(\mathrm{})}\}`$ of $`𝔽^{\mathrm{}_2+\mathrm{}_3}`$ from $`\mathrm{\Gamma }\backslash \{\rho \}`$. Define
$$Z^{}=\{\alpha Y_\alpha 𝒟_1\},Z_\beta =\{\alpha Y\beta (_\alpha )0\}\text{for}\beta \mathrm{\Gamma }.$$
$`(3.105)`$
Then
$$Y=Z^{}\underset{p\overline{\mathrm{}_1+1,\mathrm{}}}{}Z_{\alpha ^{(p)}}.$$
$`(3.106)`$
So it is sufficient to prove that $`Z^{}`$ is a finite set and so is $`Z_\beta `$ for any $`\beta \mathrm{\Gamma }\backslash \{0,\rho \}`$.
Suppose that $`Z^{}`$ is an infinite set. Then $`\mathrm{}_1>0`$, and so we can assume $`\rho =0`$ by Lemma 2.3. Hence $`𝒟_0𝒟_2+𝒟_3`$, where $`0\mathrm{\Gamma }`$. Take $`𝒟_2+𝒟_3`$ such that there are infinite many $`\alpha Z^{}`$ with $`\alpha ()0`$. For any $`\alpha Z^{}`$, we have
$$d_\alpha ()\alpha ()\overline{x}^{\alpha ,\stackrel{}{i}_\alpha }(\mathrm{mod}𝒮_\alpha ^{(\stackrel{}{i}_\alpha )}).$$
$`(3.107)`$
Thus there are infinitely many $`\alpha `$ with $`d_\alpha ()0`$, which contradicts the fact that $`d()`$ is contained in a sum of finite number of $`𝒮_\alpha `$.
Assume that $`\alpha Z_\beta `$. For $`𝒟_{\beta \rho }`$, we have
$$d_\alpha (\overline{x}^{\beta ,\stackrel{}{j}})\overline{x}^{\alpha +\beta ,\stackrel{}{i}_\alpha +\stackrel{}{j}}(\beta (_\alpha )\alpha ()_\alpha )(\mathrm{mod}𝒮_{\alpha +\beta }^{(\stackrel{}{i}_\alpha +\stackrel{}{j})})$$
$`(3.108)`$
(cf. (2.19)). The fact that $`d()`$ is contained in a sum of finite number of $`𝒮_\alpha `$ implies that
$$\beta (_\alpha )\alpha ()_\alpha =0$$
$`(3.109)`$
for all but a finite $`\alpha Z_\beta `$. Since $`\beta (_\alpha )0`$ by (3.105), $`𝒟_{\beta \rho }`$ is arbitrary and $`dim𝒟_{\beta \rho }2`$, (3.109) implies that $`_\alpha =0`$ for all but a finite $`\alpha Z_\beta `$. Therefore, $`Z_\beta `$ is a finite set.$`\mathrm{}`$
By Lemma 3.5, we have
$$\text{Der}𝒮=\underset{\alpha \mathrm{\Gamma }}{}(\text{Der}𝒮)_\alpha $$
$`(3.110)`$
(cf. (3.5)). For convenience, we identify an additive function $`\mu `$ with the derivation $`d_{0,\mu }`$ defined by $`\mu `$. Thus
$$\mathrm{Hom}_{}(\mathrm{\Gamma },𝔽)(\text{Der}𝒮)_0.$$
$`(3.111)`$
Recall the notations in (3.69). For any $`𝒟_2+𝒟_3`$, there is a unique way to decompose
$$=^++^{}\text{with}^+𝒟^++𝒟_3,^{}𝒟^{}.$$
$`(3.112)`$
For any $`\alpha \mathrm{\Gamma }`$, we define
$$^+,\alpha =,\alpha $$
$`(3.113)`$
(cf. (2.12)). Then $`𝒟^++𝒟_3`$ can be identified with a subspace of $`𝔽`$-linear function $`\mathrm{Hom}_𝔽(\mathrm{\Gamma },𝔽)`$. Thus
$$𝒟^++𝒟_3\mathrm{Hom}_{}(\mathrm{\Gamma },𝔽)(\text{Der}𝒮)_0.$$
$`(3.114)`$
We shall identify $`u`$ with $`\text{ad}_u|_𝒮`$ for $`u𝒲`$ when the context is clear. In particular, for $`\mu \mathrm{Hom}_{}(\mathrm{\Gamma },𝔽)`$ and $`u𝒮_\alpha `$, we have
$$[\mu ,u]=\mu (\alpha )u.$$
$`(3.115)`$
We summarize the results in Lemmas 3.1-3.5 as the following theorem.
Theorem 3.6. The derivation algebra $`\text{Der}𝒮`$ is an $`\mathrm{\Gamma }`$-graded Lie algebra (cf. (3.5) and (3.110)) with
$$(\text{Der}𝒮)_\alpha =\{\begin{array}{cc}𝒮_\alpha \hfill & \text{if }\alpha \rho ,0,\hfill \\ 𝒮_\rho +𝒲_\rho ^{[0]}\hfill & \text{if }\alpha =\rho 0,\hfill \\ 𝒮_0+𝔽t_\mathrm{}_1_\mathrm{}_1+𝒟+\mathrm{Hom}_{}(\mathrm{\Gamma },𝔽)\hfill & \text{if }\alpha =0.\hfill \end{array}$$
$`(3.116)`$
## 4 Proof of the Main Theorem
In this section, we shall present the proof of the main theorem in this paper. First we need three more lemmas on derivations.
A linear transformation $`T`$ on a vector space $`V`$ is called locally-nilpotent if for any $`vV`$, there exists a positive integer $`n`$ (depending on $`v`$) such that
$$T^n(v)=0.$$
$`(4.1)`$
Lemma 4.1. If $`d\text{Der}𝒮`$ is locally-finite (cf. (1.16)), then
$$d𝒜𝒟_1+𝒟+\mathrm{Hom}_{}(\mathrm{\Gamma },𝔽).$$
$`(4.2)`$
If $`d`$ is locally-nilpotent, then
$$d𝒜𝒟_1𝒟^{}.$$
$`(4.3)`$
Proof. If $`\mathrm{}_2+\mathrm{}_3=0`$, there is nothing to prove. Suppose $`\mathrm{}_2+\mathrm{}_31`$. Choose a total order $``$ on $`\mathrm{\Gamma }`$ compatible with its group structure. Let $`d`$ be a locally-finite derivation. By Lemma 3.5, there exists a finite subset $`\mathrm{\Gamma }_0`$ of $`\mathrm{\Gamma }`$ such that $`d=_{\alpha \mathrm{\Gamma }_0}d_\alpha `$. Write $`d`$ as
$$d=u+^{}+\mu ,u=\underset{(\alpha ,\stackrel{}{i})\mathrm{\Gamma }_0\times \stackrel{}{J}_0}{}x^{\alpha ,\stackrel{}{i}}^{(\alpha ,\stackrel{}{i})},$$
$`(4.4)`$
where $`\mathrm{\Gamma }_0\times \stackrel{}{J}_0`$ is a finite subset of $`\mathrm{\Gamma }\times ^{\mathrm{}_1+\mathrm{}_2}`$ and $`^{(\alpha ,\stackrel{}{i})}𝒟,`$ $`^{}𝒟^{}`$, $`\mu \mathrm{Hom}_{}(\mathrm{\Gamma },𝔽).`$ We want to prove
$$\{\begin{array}{cc}^{(\alpha ,\stackrel{}{i})}𝒟_1\text{for}(0,0)(\alpha ,\stackrel{}{i})\mathrm{\Gamma }_0\times \stackrel{}{J}_0\hfill & \text{if }d\text{ is locally-finite;}\hfill \\ ^{(\alpha ,\stackrel{}{i})}𝒟_1\text{for}(\alpha ,\stackrel{}{i})\mathrm{\Gamma }_0\times \stackrel{}{J}_0\text{ and }\mu =0\hfill & \text{if }d\text{ is locally-nilpotent}.\hfill \end{array}$$
$`(4.5)`$
We shall only give the proof of the first statement in (4.5). The proof of the second statement in (4.5) is similar. Suppose that $`^{(\delta ,\stackrel{}{i})}𝒟_1`$ for some $`\delta \mathrm{\Gamma }_0\backslash \{0\}`$ (the case $`\stackrel{}{i}\stackrel{}{0}`$ can be similarly proved). Take
$$\delta =\mathrm{max}\{\alpha \mathrm{\Gamma }_0|^{(\alpha ,\stackrel{}{i})}𝒟_1\text{ for some }\stackrel{}{i}\text{ with }(\alpha ,\stackrel{}{i})\mathrm{\Gamma }_0\times \stackrel{}{J}_0\}$$
$`(4.6)`$
and
$$\stackrel{}{j}=\mathrm{max}\{\stackrel{}{i}\stackrel{}{J}_0|(\delta ,\stackrel{}{i})\mathrm{\Gamma }_0\times \stackrel{}{J}_0\text{ with }^{(\delta ,\stackrel{}{i})}𝒟_1\}.$$
$`(4.7)`$
Note that for any $`\alpha \mathrm{\Gamma }`$ and $`p\overline{1,\mathrm{}_1}`$, $`x^\alpha _p`$ is a locally-nilpotent derivation on $`𝒮`$. Hence $`\mathrm{exp}(x^\alpha _p)`$ is an automorphism of $`𝒮`$. Let $`G`$ be the subgroup of $`\mathrm{Aut}(𝒮)`$ generated by such automorphisms. Elements in $`G`$ induce automorphisms of $`\text{Der}𝒮`$.
Claim 1. Replacing $`d`$ by $`g(d)`$ (which is again locally-finite) for some $`gG`$, we can assume
$$j_p=0\text{for}p\overline{1,\mathrm{}_1},$$
$`(4.8)`$
where $`\stackrel{}{j}`$ is defined in (4.7).
We define another total order $`>^{}`$ on $`^{\mathrm{}_1+\mathrm{}_2}`$ different from (2.16) by
$$\stackrel{}{i}>^{}\stackrel{}{j}\text{ for the first }p\text{ with }i_pj_p\text{, we have }i_p>j_p.$$
$`(4.9)`$
With respect to this order, we define
$$\stackrel{}{k}=\mathrm{max}\{\stackrel{}{i}\stackrel{}{J}_0|^{(\alpha ,\stackrel{}{i})}𝒟_1\text{ for some }\alpha \mathrm{\Gamma }_0\text{ with }(\alpha ,\stackrel{}{i})\mathrm{\Gamma }_0\times \stackrel{}{J}_0\},$$
$`(4.10)`$
$$\tau =\mathrm{max}\{\alpha \mathrm{\Gamma }_0|(\alpha ,\stackrel{}{k})\mathrm{\Gamma }_0\times \stackrel{}{J}_0\text{ with }^{(\alpha ,\stackrel{}{k})}𝒟_1\}.$$
$`(4.11)`$
By this definition, we have
$$^{(\alpha ,\stackrel{}{i})}𝒟_1(\alpha ,\stackrel{}{i})=(\tau ,\stackrel{}{k})\text{ or }\stackrel{}{i}<^{}\stackrel{}{k}\text{ or }\stackrel{}{i}=\stackrel{}{k}\text{ but }\alpha <\stackrel{}{\tau }.$$
$`(4.12)`$
For each $`p\overline{1,\mathrm{}_1}`$, we take
$$m_p=\underset{q=p+1}{\overset{\mathrm{}_1}{}}\underset{(\alpha ,\stackrel{}{i})\mathrm{\Gamma }_0\times \stackrel{}{J}_0}{}i_q,$$
$`(4.13)`$
and $`\alpha ^{(p)}\mathrm{\Gamma }`$ such that
$$\alpha ^{(p)}>m_p\alpha ^{(p+1)}\text{for}p\overline{1,\mathrm{}_11}\text{ and }\alpha ^{(\mathrm{}_1)}>\beta ,$$
$`(4.14)`$
where $`\beta `$ is the largest element of $`\mathrm{\Gamma }_0`$. Set
$$d^{}=\underset{p=1}{\overset{\mathrm{}_1}{}}\mathrm{exp}(x^{\alpha ^{(p)}}_p)(d).$$
$`(4.15)`$
Then $`d^{}`$ has a term
$$x^{\mu ,\stackrel{}{k}^{}}^{(\tau ,\stackrel{}{k})}\text{ with }\mu =\underset{p=1}{\overset{\mathrm{}_1}{}}k_p\alpha ^{(p)}+\tau ,\stackrel{}{k}^{}=\stackrel{}{k}\underset{p=1}{\overset{\mathrm{}_1}{}}(k_p)_{[p]},^{(\stackrel{}{\tau },\stackrel{}{k})}𝒟_1,$$
$`(4.16)`$
where $`\tau `$ and $`\stackrel{}{k}`$ are defined in (4.10) and (4.11), and any term $`x^{\alpha ^{},\stackrel{}{i}^{}}^{(\alpha ^{},\stackrel{}{i}^{})}`$ appears in $`d^{}`$ with $`^{(\alpha ^{},\stackrel{}{i}^{})}𝒟_1`$ must be of the form $`x^{\nu ,\stackrel{}{m}}^{(\alpha ,\stackrel{}{i})}`$ with
$$\nu =\underset{p=1}{\overset{\mathrm{}_1}{}}n_p\alpha ^{(p)}+\alpha ,n_pi_p\text{for}p\overline{1,\mathrm{}_1}\text{ and }\stackrel{}{m}=\stackrel{}{i}\underset{p=1}{\overset{\mathrm{}_1}{}}(n_p)_{[p]},^{(\alpha ,\stackrel{}{i})}𝒟_1.$$
$`(4.17)`$
Let $`\nu `$ and $`\stackrel{}{i}`$ be as in (4.17). By (4.10) and (4.11), we have the following two cases. First we have $`\stackrel{}{i}<^{}\stackrel{}{k}`$. We let $`p^{}`$ be the first index with $`i_p^{}<k_p^{}`$. By (4.12) and (4.13),
$$\nu \underset{p=1}{\overset{p^{}}{}}n_p\alpha ^{(p)}+m_p^{}\alpha ^{(p^{}+1)}<\underset{p=1}{\overset{p^{}1}{}}k_p\alpha ^{(p)}+k_p^{}\alpha ^{(p^{})}\mu .$$
$`(4.18)`$
Secondly we have $`\stackrel{}{i}=\stackrel{}{k}`$ but $`\alpha <\tau `$, which implies $`\nu <\mu `$. Thus we have proved that $`\mu `$ in (4.16) is the element $`\delta `$ defined in (4.6) for $`d^{}`$ and $`\stackrel{}{k}^{}`$ is the corresponding element $`\stackrel{}{j}`$ defined in (4.7) for $`d^{}`$, which satisfies (4.8) by (4.16). This proves Claim 1.
Claim 2. Replacing $`d`$ by $`\overline{\psi }(d)`$ for some $`\overline{\psi }`$ defined in (2.31) and (2.32), and considering the derivation $`\overline{\psi }(d)`$ of $`𝒮^{}`$, we can assume that if a term $`x^{\alpha ,\stackrel{}{i}}_p`$ appears in $`d`$ with $`\alpha \delta `$ and $`p\overline{1,\mathrm{}_1}`$, then
$$p>1\text{ and }i_1=0,\text{ or }p=1\text{ and }i_11,i_q=0\text{for}q\overline{2,\mathrm{}_1}.$$
$`(4.19)`$
Pick $`\mu ,\nu \mathrm{\Gamma }`$ such that
$$\mu >(m_1+1)\nu ,\nu >\beta \text{ and }\nu >\mathrm{min}\{\alpha |(\alpha ,\stackrel{}{i})\mathrm{\Gamma }_0\times \stackrel{}{J}_0\},$$
$`(4.20)`$
where $`m_1`$ is defined in (4.13) with $`p=1`$. Define $`\overline{\psi }`$ as in (2.31) and (2.32) with
$$\alpha ^{(1)}=\mu ,\alpha ^{(p)}=\nu \text{for}p\overline{2,\mathrm{}_1}.$$
$`(4.21)`$
Then we have
$$\overline{\psi }(x^{\alpha ,\stackrel{}{i}}_p)=x^{\gamma ,\stackrel{}{i}}_p\text{with}\gamma =\alpha i_1\mu \underset{p=2}{\overset{\mathrm{}_1}{}}i_p\nu +\delta _{p,1}(\mu \nu )+\nu \text{for}p\overline{1,\mathrm{}_1},$$
$`(4.22)`$
$$\overline{\psi }(x^{\alpha ,\stackrel{}{i}}_p)𝒮_\gamma \text{with}\gamma =\alpha i_1\mu \underset{p=2}{\overset{\mathrm{}_1}{}}i_p\nu \text{for}p\overline{\mathrm{}_1+1,\mathrm{}}.$$
$`(4.23)`$
By (4.22) and (4.23), we see that any term $`x^{\alpha ,\stackrel{}{i}}_p`$ appearing in $`d`$ is mapped to $`𝒮_\gamma `$ with some $`\gamma <\delta `$ if $`\stackrel{}{i}`$ does not satisfy (4.19). On the other hand, if we write $`^{(\delta ,\stackrel{}{j})}=^{}+^{\prime \prime }`$ with $`^{}𝒟_1`$, $`^{\prime \prime }(𝒟_2+𝒟_3)\backslash \{0\}`$ for the term $`x^{\delta ,\stackrel{}{j}}^{(\delta ,\stackrel{}{j})}`$ in $`d`$, then by (2.32), $`x^{\delta ,\stackrel{}{j}}^{\prime \prime }`$ is mapped to an element in $`𝒮_\delta `$ with a term $`x^{\delta ,\stackrel{}{j}}^{\prime \prime }`$. Thus we have (4.19) for $`\overline{\psi }(d)`$.
Now suppose $`d`$ satisfies (4.8) and (4.19) with $`\delta ,\stackrel{}{j}`$ defined by (4.6) and (4.7). If there exists a term $`x^{\alpha ,\stackrel{}{i}}_1`$ appearing in $`d`$ with $`\alpha >\delta `$ and $`i_1=1`$, then we take $`\delta ^{}`$ to be the largest such $`\alpha `$, $`\stackrel{}{j}`$ to be such $`\stackrel{}{i}`$ and take $`v=x^\gamma _1`$ with $`\gamma =0`$. Otherwise we take $`\delta ^{}=\delta `$ and $`v=x^\gamma _1`$ with $`\gamma \mathrm{\Gamma }`$ such that $`^{(\delta ,\stackrel{}{j})},\gamma 0`$. Then by (4.19), it is straightforward to verify that
$$d^k(v)ad_u^k(v)0(\mathrm{mod}𝒮_{(\gamma +k\delta ^{})})\text{with}u=x^{\delta ^{},\stackrel{}{j}}^{(\delta ^{},\stackrel{}{j})},$$
$`(4.24)`$
where $`𝒮_{(\alpha )}=_{\alpha >\gamma \mathrm{\Gamma }}𝒮_\gamma `$. Thus $`d`$ is not locally-finite. This proves the first statement in (4.5), and the second can be proved similarly.$`\mathrm{}`$
An element $`u𝒲`$ is called locally-nilpotent if $`\text{ad}_u`$ is a locally-nilpotent. If $`\mathrm{}_11`$ in the proof of Lemma 4.1, then we can always take locally-nilpotent $`v𝒜𝒟_1`$ in (4.24). Denote
$$\mathrm{Nil}(𝒮)=\text{ the subalgebra generated by locally-nilpotent elements in }𝒮𝒜𝒟_1.$$
$`(4.25)`$
Then we have the following lemma.
Lemma 4.2. Suppose $`\mathrm{}_11`$. If $`d\text{Der}𝒮`$ is locally-nilpotent on $`\mathrm{Nil}(𝒮)`$, then $`d𝒜𝒟_1𝒟^{}`$.$`\mathrm{}`$
Set
$$A_1=\mathrm{Span}\{x^\alpha |\alpha \mathrm{\Gamma }\},A_0=𝔽[t_1,t_2,\mathrm{},t_{\mathrm{}_1+\mathrm{}_2}].$$
$`(4.26)`$
We have $`𝒜=A_0A_1`$.
Lemma 4.3. Let $`u=x^\alpha A_1,d=\overline{x}^{\beta ,\stackrel{}{j}}𝒮_\beta 𝒜𝒟_1`$ be homogeneous elements.
(i) If $`\text{ad}_d`$ is locally-nilpotent on $`𝒮𝒜𝒟_1`$, then $`\text{ad}_{ud}`$ is locally-nilpotent on $`𝒜𝒟_1`$.
(ii) If $`\alpha +\beta \rho `$ or $`\mathrm{}_21`$, then $`ud𝒮`$.
Proof. (i) Note that for any $`v=x^{\beta ,\stackrel{}{i}}𝒜𝒟_1`$, we have
$$(\text{ad}_{ud})^m(v)=u^m(\text{ad}_d)^m(v)\text{for}m.$$
$`(4.27)`$
This proves (i).
(ii) Recall that $`𝒮_\beta `$ is spanned by $`D_{p,q}(x^{\beta ,\stackrel{}{i}})`$ with $`\stackrel{}{i}^{\mathrm{}_1+\mathrm{}_2}`$ and $`p,q\overline{1,\mathrm{}}`$. Using induction on $`\stackrel{}{j}`$, one can prove that the element $`d`$ is a linear combination of
$$D_{p,q}(x^{\beta ,\stackrel{}{i}})\text{ with }p,q\overline{1,\mathrm{}_1}\text{ or }p\overline{1,\mathrm{}_1},q\overline{\mathrm{}_1+1,\mathrm{}}\text{ but }i_p=0.$$
$`(4.28)`$
Thus we can assume that $`d`$ has the form (4.28). If $`p,q\overline{1,\mathrm{}_1}`$, then
$$ud=uD_{p,q}(x^{\beta ,\stackrel{}{i}})=D_{p,q}(x^{\alpha +\beta ,\stackrel{}{i}})𝒮.$$
$`(4.29)`$
If $`p\overline{1,\mathrm{}_1},q\overline{\mathrm{}_1+1,\mathrm{}}`$ and $`i_p=0`$, then
$$D_{p,q}(x^{\beta ,\stackrel{}{i}})=(\beta _{q\mathrm{}_1}\rho _{q\mathrm{}_1})x^{\beta ,\stackrel{}{i}}_p+i_qx^{\beta ,\stackrel{}{i}1_{[q]}}_p.$$
$`(4.30)`$
Assume $`\alpha +\beta \rho `$. Choose $`q^{}\overline{\mathrm{}_1+1,\mathrm{}}`$ with $`a=\alpha _{q^{}\mathrm{}_1}+\beta _{q^{}\mathrm{}_1}\rho _{q^{}\mathrm{}_1}0`$. Then
$`ud(\beta _{q\mathrm{}_1}\rho _{q\mathrm{}_1})a^1D_{p,q^{}}(x^{\alpha +\beta ,\stackrel{}{i}})`$
$`=`$ $`i_qx^{\alpha +\beta ,\stackrel{}{i}1_{[q]}}_p(\beta _{q\mathrm{}_1}\rho _{q\mathrm{}_1})a^1i_q^{}x^{\alpha +\beta ,\stackrel{}{i}1_{[q^{}]}}_p.(4.31)`$
by induction on $`\stackrel{}{i}`$, we prove (ii). The case $`\alpha +\beta =\rho `$ and $`\mathrm{}_21`$ can be proved similarly.$`\mathrm{}`$
Theorem 4.4 (Main Theorem). The Lie algebras $`𝒮=𝒮(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3;\rho ,\mathrm{\Gamma })`$ with $`\mathrm{}3`$ and $`𝒮^{}=𝒮(\mathrm{}_1^{},\mathrm{}_2^{},\mathrm{}_3^{};\rho ^{},\mathrm{\Gamma }^{})`$ (cf. (1.26)) are isomorphic if and only if $`(\mathrm{}_1,\mathrm{}_2,\mathrm{}_3)=(\mathrm{}_1^{},\mathrm{}_2^{},\mathrm{}_3^{})`$ and there exists an element $`gG_{\mathrm{}_2,\mathrm{}_3}`$ (cf. (1.18)) such that $`g(\mathrm{\Gamma })=\mathrm{\Gamma }^{}`$, and $`g(\rho )=\rho ^{}`$ (cf. (1.19)) if $`\mathrm{}_1=0`$. In particular, there exists a one-to-one correspondence between the set of isomorphism classes of the Lie algebras of the form (1.26) and the set $`SW`$ in (1.23) if $`\mathrm{}_1>0`$, and between the set of isomorphism classes of the Lie algebras of the form (1.26) and the set $`SS`$ defined in (1.28) if $`\mathrm{}_1=0`$.
Proof. We shall use the notations with a prime to denote elements and vector spaces related to $`𝒮^{}`$; for instance, $`𝒜^{}`$, $`x_{}^{}{}_{}{}^{\alpha ^{},\stackrel{}{i}}`$. Let $`\sigma :𝒮𝒮^{}`$ be a Lie algebra isomorphism. Then $`\sigma `$ induces an isomorphism, also denoted by $`\sigma `$, of $`\text{Der}𝒮`$ to $`\text{Der}𝒮^{}`$. For convenience, we view $`𝒮`$ as a Lie subalgebra of $`\text{Der}𝒮`$ by identifying $`u𝒮`$ with $`\text{ad}_u`$ when the context is clear.
Case 1. $`\mathrm{}_1=0`$.
By Lemma 4.1, the maximal space of locally-finite inner derivations of $`𝒮`$ is $`𝒟_\rho `$ which is of finite dimensional. So any maximal space of locally-finite inner derivations of $`𝒮^{}`$ is of finite dimensional. Again by Lemma 4.1, we must have
$$\mathrm{}_1^{}=0=\mathrm{}_1\text{ and }dim𝒟_\rho =dim𝒟_\rho ^{}^{}.$$
$`(4.32)`$
If $`\mathrm{}_2=0`$, then by Lemma 4.1, $`𝒮`$ has no locally-nilpotent derivations and so does $`𝒮^{}`$. Hence $`\mathrm{}_2^{}=0`$ by (4.3). Our theorem follows from Theorem 5.1 in \[DZ\]. Now we assume $`\mathrm{}_2,\mathrm{}_2^{}1`$.
By Lemma 4.1, $`\mathrm{Hom}_{}(\mathrm{\Gamma },𝔽)`$, $`𝒟_3𝒟_\rho `$ and $`𝒟_\rho `$ are the space of semi-simple derivations, the space of semi-simple inner derivations and the space of locally-finite inner derivations of $`𝒮`$, respectively. Thus
$$\sigma (\mathrm{Hom}_{}(\mathrm{\Gamma },𝔽))=\mathrm{Hom}_{}(\mathrm{\Gamma }^{},𝔽),\sigma (𝒟_3𝒟_\rho )=𝒟_3^{}𝒟_\rho ^{}^{},\sigma (𝒟_\rho )=𝒟_\rho ^{}^{}.$$
$`(4.33)`$
Note that the algebra $`𝒮=_{\alpha \mathrm{\Gamma }}𝒮_\alpha `$ (cf. (2.9)) is a $`\mathrm{\Gamma }`$-graded Lie algebra, whose homogeneous components $`𝒮_\alpha `$ are precisely the weight spaces of $`\mathrm{Hom}_{}(\mathrm{\Gamma },𝔽)`$. Thus there exists an additive group isomorphism
$$g:\mathrm{\Gamma }\mathrm{\Gamma }^{}\text{ with }g(0)=0\text{ such that }\sigma (𝒮_\alpha )=𝒮_{g(\alpha )}^{}\text{for}\alpha \mathrm{\Gamma }.$$
$`(4.34)`$
In particular,
$$𝒮_0𝒮_0^{},(\text{Der}𝒮)_0(\text{Der}𝒮^{})_0.$$
$`(4.35)`$
We want to prove that for any $`\alpha \mathrm{\Gamma }`$ and $`𝒟_{\alpha \rho }`$, there exists a unique $`^{}𝒟_{\tau (\alpha )\rho ^{}}^{}`$ such that
$$\sigma (x^\alpha )=x_{}^{}{}_{}{}^{\tau (\alpha )}^{}.$$
$`(4.36)`$
Suppose that a term $`x_{}^{}{}_{}{}^{\tau (\alpha ),\stackrel{}{i}}^{\prime \prime }`$ appears in $`\sigma (x^\alpha )`$ with $`i_q0`$ for some $`q\overline{1,\mathrm{}_1^{}+\mathrm{}_2^{}}`$. Then
$$[_{t_q^{}},\sigma (x^\alpha )]0.$$
$`(4.37)`$
Since $`_{t_q^{}}`$ is locally-nilpotent derivation on $`𝒮^{}`$, $`\sigma ^1(_{t_q^{}})`$ is also locally-nilpotent derivation on $`𝒮`$. By Lemma 4.1, $`\sigma ^1(_{t_q^{}})𝒟^{}`$. So we have $`[\sigma ^1(_{t_q^{}}),x^\alpha ]=0,`$ which contradicts (4.37). Thus (4.36) holds, and $`\sigma `$ induces an isomorphism $`\sigma :𝒮^{[0]}𝒮^{}^{[0]}`$. By Theorem 5.1 in \[DZ\], $`\sigma `$ induces an isomorphism $`\varphi =\sigma |_𝒟:𝒟𝒟^{}`$ such that
$$g(\rho )=\rho ^{},,\alpha =\varphi (),g(\alpha )\text{for}\alpha \mathrm{\Gamma }.$$
$`(4.38)`$
In particular, $`\mathrm{}_2+\mathrm{}_3=\mathrm{}_2^{}+\mathrm{}_3^{}`$. Since $`𝒟_3`$ is a subspace of semi-simple derivations on $`𝒮`$ and $`𝒟_3^{}`$ is the subspace of all semi-simple derivations of $`𝒟^{}`$, we must have $`\varphi (𝒟_3)=𝒟_3^{}`$, and $`\mathrm{}_3=\mathrm{}_3^{}`$. Moreover, $`gG_{\mathrm{}_2,\mathrm{}_3}`$ (cf. (1.18) and (1.19)) by the second equation in (4.38).
Case 2. $`\mathrm{}_12`$.
By Case 1, $`\mathrm{}_1^{}1`$. By (2.34), we can assume $`\rho =\rho ^{}=0.`$ Then by (2.13), $`𝒟=𝒟_0𝒮`$. For $`p\overline{1,\mathrm{}_1}`$, since $`_p𝒮`$ is a locally-nilpotent inner derivation of $`𝒮`$, Lemma 4.1 implies $`\sigma (_p)𝒮^{}𝒜^{}𝒟_1^{}`$. Write
$$\sigma (_p)=\underset{\alpha ^{}\mathrm{\Gamma }_p^{}}{}u_\alpha ^{}^{},\text{where}u_\alpha ^{}^{}𝒜_\alpha ^{}^{}𝒟_1^{}$$
$`(4.39)`$
and $`\mathrm{\Gamma }_p^{}`$ is a finite subset of $`\mathrm{\Gamma }^{}`$. By Lemma 4.3 (ii), we have
$$x_{}^{}{}_{}{}^{\beta ^{}}\sigma (_1)𝒮^{}\text{for}\beta ^{}\mathrm{\Gamma }^{}\backslash (\mathrm{\Gamma }_p^{}),$$
$`(4.40)`$
where $`\mathrm{\Gamma }_p^{}=\{\alpha ^{}|\alpha ^{}\mathrm{\Gamma }_p^{}\}`$. Set
$$B^{}=\{z𝒜^{}|z\sigma ()\text{Der}𝒮^{}\text{for}𝒟_1\}.$$
$`(4.41)`$
Let
$$\overline{A}\text{ be the subalgebra of }𝒜^{}\text{ generated by }B^{}.$$
$`(4.42)`$
Since $`\mathrm{\Gamma }_0^{}=_{p=1}^\mathrm{}_1\mathrm{\Gamma }_p^{}`$ is a finite subset of $`\mathrm{\Gamma }^{}`$ and $`\mathrm{\Gamma }^{}`$ is a torsion-free group, $`\mathrm{\Gamma }^{}`$ is generated by $`\mathrm{\Gamma }^{}\backslash \mathrm{\Gamma }_0^{}`$. Since $`A_1^{}`$ (cf. (4.26)) is the group algebra $`𝔽[\mathrm{\Gamma }^{}]`$, (4.40) shows
$$A_1^{}\overline{A}.$$
$`(4.43)`$
For any $`zB^{}`$ and $`p\overline{1,\mathrm{}}`$, we have
$$\sigma (_p)(z)\sigma ()=[\sigma (_p),z\sigma ()]=\sigma ([_p,\sigma ^1(z\sigma ())])\text{for}𝒟_1.$$
$`(4.44)`$
Thus $`B^{}`$ is $`\sigma (𝒟)`$-invariant, and so is $`\overline{A}`$. As $`_p`$ is locally-nilpotent or locally-finite on $`𝒮`$ for $`p\overline{1,\mathrm{}_1}`$ or $`p\overline{1,\mathrm{}}`$, (4.44) implies that $`\sigma (_p)`$ is locally-nilpotent or locally-finite on $`\overline{A}`$. By these facts, we have
$$\overline{A}=\underset{\beta 𝔽^{\mathrm{}_2+\mathrm{}_3}}{}\overline{A}_\beta ,$$
$`(4.45)`$
with
$$\overline{A}_\beta =\{z𝒜^{}|(\sigma (_p)\overline{\beta }_p)^m(z)=0\text{ for }p\overline{\mathrm{}_1+1,\mathrm{}}\text{ and some }m\},$$
$`(4.46)`$
where we have written $`\beta =(\overline{\beta }_{\mathrm{}_1+1},\mathrm{},\overline{\beta }_{\mathrm{}})`$. Set
$$\overline{A}_\beta ^{(0)}=\{z\overline{A}_\beta |\sigma (_p)(z)=0,\sigma (_q)(z)=\overline{\beta }_qz,\text{for}p\overline{1,\mathrm{}_1},q\overline{\mathrm{}_1+1,\mathrm{}}\}.$$
$`(4.47)`$
Obviously
$$\overline{A}_\beta \{0\}\overline{A}_\beta ^{(0)}\{0\}.$$
$`(4.48)`$
Take
$$\overline{\mathrm{\Gamma }}=\{\beta 𝔽^{\mathrm{}_2+\mathrm{}_3}|\overline{A}_\beta ^{(0)}\{0\}\}.$$
$`(4.49)`$
Since $`B^{}`$ is $`\sigma (𝒟)`$-invariant, we have
$$B^{}=\underset{\beta \overline{\mathrm{\Gamma }}}{}B_\beta ^{},B_\beta ^{}\{0\}B_{}^{}{}_{\beta }{}^{(0)}\{0\},B_\beta ^{}=B^{}\overline{A}_\beta ,B_{}^{}{}_{\beta }{}^{(0)}=B^{}\overline{A}_\beta ^{(0)}.$$
$`(4.50)`$
Set
$$\overline{\mathrm{\Gamma }}^{}=\{\beta \overline{\mathrm{\Gamma }}|B_{}^{}{}_{\beta }{}^{(0)}\{0\}\}.$$
$`(4.51)`$
Since $`\overline{A}`$ is generated by $`B^{}`$ and
$$B_{}^{}{}_{\beta }{}^{(0)}B_{}^{}{}_{\gamma }{}^{(0)}\overline{A}_{\beta +\gamma }^{(0)},\overline{A}_\alpha =\underset{\beta +\gamma =\alpha }{}B_\beta ^{}B_\gamma ^{}\text{for}\beta ,\gamma \overline{\mathrm{\Gamma }}^{},\alpha \overline{\mathrm{\Gamma }},$$
$`(4.52)`$
we have
$$\overline{\mathrm{\Gamma }}=\text{ the group generated by }\overline{\mathrm{\Gamma }}^{}.$$
$`(4.53)`$
For any $`𝒟_1\backslash \{0\}`$, there exists $`zB^{}`$ such that $`z\sigma ()\sigma (𝒟)`$ because
$$\mathrm{Span}\{x_{}^{}{}_{}{}^{\alpha ^{}}\sigma ()|\alpha ^{}\mathrm{\Gamma }^{}\backslash (\mathrm{\Gamma }_0^{})\}\text{is infinite-dimensional.}$$
$`(4.54)`$
Write
$$z\sigma ()=\sigma (w),w=\underset{\alpha G}{}x^\alpha u_\alpha ,u_\alpha =\underset{\stackrel{}{i}J_\alpha }{}t^\stackrel{}{i}^{\alpha ,\stackrel{}{i}},$$
$`(4.55)`$
where $`G`$ is the finite subset of the elements $`\alpha \mathrm{\Gamma }`$ such that $`u_\alpha 0`$ and $`J_\alpha `$ is the finite subset of the elements $`\stackrel{}{i}^{\mathrm{}_1+\mathrm{}_2}`$ such that $`^{\alpha ,\stackrel{}{i}}𝒟\backslash \{0\}`$. Moreover, $`G\{0\}`$ or $`J_0\{0\}`$. We claim that
$$w𝒜𝒟_1.$$
$`(4.56)`$
If not, by Lemma 4.2, there exists $`u\mathrm{Nil}(𝒮)`$ such that $`\text{ad}_w`$ is not nilpotent acting on $`u`$. Since $`\sigma (u)`$ is locally-nilpotent, $`\sigma (u)𝒮^{}𝒜^{}𝒟_1^{}`$ by Lemma 4.1. But by Lemma 4.3 (i), $`\text{ad}_{z\sigma (_1)}`$ is locally-nilpotent on $`𝒜^{}𝒟_1^{}`$, in particular, on $`\sigma (u)`$. This leads a contradiction.
Note that for any basis $`\{d_1,\mathrm{},d_\mathrm{}_1\}`$ of $`𝒟_1`$, there exists an automorphism $`\iota `$ of $`𝒮`$ such that
$$\iota (d_p)=_p\text{for}p\overline{1,\mathrm{}_1}.$$
$`(4.57)`$
Assume $`G=\{0\}`$ in (4.55). Then there exists $`\stackrel{}{i}J_0\backslash \{0\}`$, say, $`i_p0`$ with $`p\overline{1,\mathrm{}_1+\mathrm{}_2}`$. By (4.57), we can assume $`=_1`$ in (4.55). Then for any $`\beta \mathrm{\Gamma }`$, we can either take $`u=x^\beta _p`$ if $`\rho _{p\mathrm{}_1}=0`$, or $`u=\rho _{p\mathrm{}_1}x^{\beta ,1_{[2]}}_2x^\beta _p=D_{2,p}(x^{\beta ,1_{[2]}})𝒮`$ if $`\rho _{p\mathrm{}_1}0`$, such that
$$\sigma (u)(z)\sigma ()=[\sigma (u),z\sigma ()]=\sigma ([u,w])0.$$
$`(4.58)`$
Replacing $`z`$ by $`\sigma (u)(z)`$ in (4.55), we can assume $`G\{0\}`$. Note that for any $`\stackrel{~}{}𝒟`$, we have
$$\sigma (\stackrel{~}{})^m(z)\sigma ()=\text{ad}_{\sigma (\stackrel{~}{})}^m(z\sigma ())=\sigma (\underset{\alpha G}{}x^\alpha \underset{k=0}{\overset{m}{}}(\begin{array}{c}m\\ k\end{array})\alpha (\stackrel{~}{})^k\stackrel{~}{}^{mk}(u_\alpha )).$$
$`(4.59)`$
As $`\stackrel{~}{}`$ is nilpotent on $`u_\alpha `$, we obtain that there exists some $`zB^{}\backslash \{0\}`$ such that
$$z\sigma ()=\sigma (x^\alpha d)\text{ for some }x^\alpha d𝒮\text{ with }\alpha \mathrm{\Gamma }\backslash \{0\},d𝒟_1\backslash \{0\}$$
$`(4.60)`$
by induction on the leading degree of $`w`$. Thus
$$\sigma (\stackrel{~}{})(z)\sigma ()=[\sigma (\stackrel{~}{}),z\sigma ()]=\sigma ([\stackrel{~}{},x^\alpha d])=\alpha (\stackrel{~}{})z\sigma ().$$
$`(4.61)`$
which implies $`zB_{}^{}{}_{\alpha }{}^{(0)}`$. So $`\alpha \overline{\mathrm{\Gamma }}^{}`$.
We claim that for any $`\beta \mathrm{\Gamma }`$, there exists $`z^{}B_{}^{}{}_{\beta }{}^{(0)}\backslash \{0\}`$ such that
$$z\sigma ()=\sigma (x^\beta d)\text{ for some }d𝒟_1\backslash \{0\}.$$
$`(4.62)`$
Take $`=_1`$. First suppose $`d𝔽_1`$ in (4.60), say, $`\chi _p(d)=1`$ for some $`p\overline{2,\mathrm{}_1}`$ (cf. (2.26)). Then for any $`\beta \mathrm{\Gamma }`$, we have
$$\sigma (x^{\beta \alpha ,1_{[p]}}_1)(z)\sigma ()=[\sigma (x^{\beta \alpha ,1_{[p]}}_1),z\sigma ()]=\sigma ([x^{\beta \alpha ,1_{[p]}}_1,x^\alpha d])=\sigma (x^\beta _1),$$
$`(4.63)`$
where the last equality follows from the fact that $`d𝒟_1`$; that is, (4.62) holds. Next suppose $`d=_1`$ in (4.60). We choose $`p`$ with $`\alpha _{p\mathrm{}_1}0`$. For any $`\beta \mathrm{\Gamma }`$ with $`a=\beta _{p\mathrm{}_1}\alpha _{p\mathrm{}_1}0`$, as in (4.63), we have
$`\sigma (ax^{\beta \alpha ,1_{[2]}}_2x^{\beta \alpha }_p)(z)\sigma ()`$ $`=`$ $`[\sigma (ax^{\beta \alpha ,1_{[2]}}_2x^{\beta \alpha }_p),z\sigma ()]`$
$`=`$ $`\alpha _{p\mathrm{}_1}\sigma (x^\beta _1).(4.64)`$
Since (4.64) holds for all $`\beta `$ with $`\beta _{p\mathrm{}_1}\alpha _{p\mathrm{}_1}`$, we can derive (4.62) from (4.64). This proves (4.62), and (4.62) proves $`\mathrm{\Gamma }\overline{\mathrm{\Gamma }}^{}.`$ Conversely, for any $`\beta \overline{\mathrm{\Gamma }}^{}`$ and $`zB_{}^{}{}_{\beta }{}^{(0)}`$, (4.59) implies $`\beta \mathrm{\Gamma }`$, which together with (4.53) proves
$$\mathrm{\Gamma }=\overline{\mathrm{\Gamma }}^{}=\overline{\mathrm{\Gamma }}.$$
$`(4.65)`$
By (4.62), for any $`zB_{}^{}{}_{\alpha }{}^{(0)}\backslash \{0\}`$ and $`\alpha \overline{\mathrm{\Gamma }}^{}`$, we can write
$$z\sigma ()=\sigma (x^\alpha \tau _z())\text{ with }\tau _z()𝒟_1\text{for}𝒟_1.$$
$`(4.66)`$
Hence we get an injective linear transformation $`\tau _z`$ on $`𝒟_1`$ because $`𝒜^{}`$ has no zero divisors. Since $`𝒟_1`$ is finite dimensional, $`\tau _z`$ is a linear automorphism. For any $`\alpha \mathrm{\Gamma }`$ and $`zB_{}^{}{}_{\alpha }{}^{(0)}\backslash \{0\}`$, we claim that $`\tau _z`$ is a scalar operator. Otherwise by (4.57), we can assume
$$z\sigma (_1)=\sigma (x^\alpha _2).$$
$`(4.67)`$
Take an eigenvector $`d`$ of $`\tau _z`$. By (4.67), we see that $`_1,_2,d`$ are linearly independent since $`𝒜^{}`$ has no zero divisors. So we can assume $`d=_3`$, that is,
$$z\sigma (_3)=\sigma (x^\alpha _3).$$
$`(4.68)`$
Applying $`\sigma (t_2_1)`$ to (4.67) and (4.68), we obtain that $`\sigma (t_2_1)(z)`$ is nonzero and zero, respectively. This leads a contradiction. Thus for any $`\alpha \mathrm{\Gamma }`$ and $`zB_{}^{}{}_{\alpha }{}^{(0)}\backslash \{0\}`$, there exists $`c_z𝔽\backslash \{0\}`$ such that
$$z\sigma ()=c_z\sigma (x^\alpha )\text{for}𝒟_1.$$
$`(4.69)`$
In particular,
$$dimB_{}^{}{}_{\alpha }{}^{(0)}=1\text{for}\alpha \mathrm{\Gamma },$$
$`(4.70)`$
and
$$\overline{A}_\alpha =B_{}^{}{}_{\alpha }{}^{(0)}\overline{A}_0\text{for}\alpha \mathrm{\Gamma }.$$
$`(4.71)`$
For given $`\alpha \mathrm{\Gamma }`$, we denote
$$\stackrel{~}{}_1=x^\alpha _1,\stackrel{~}{}_2=x^\alpha _2,\stackrel{~}{}_p=_p,\stackrel{~}{}_q=_q+\alpha _q(t_1_1t_2_2)$$
$`(4.72)`$
for $`p\overline{3,\mathrm{}_1}`$ and $`q\overline{\mathrm{}_1+1,\mathrm{}}`$. By (2.31) and (2.32), there exists an automorphism of $`𝒮`$ which maps $`_p`$ to $`\stackrel{~}{}_p`$ for $`p\overline{1,\mathrm{}}`$ and fixes $`A_1`$. Thus we can replace $``$ by $`\stackrel{~}{}`$ in the above arguments. In particular, for any nonzero $`zB_{}^{}{}_{\alpha }{}^{(0)}`$, we let $`\stackrel{~}{z}\stackrel{~}{B^{}}_\alpha ^{(0)}\backslash \{0\}`$, where $`\stackrel{~}{B^{}}_\alpha ^{(0)}`$ is defined as in (4.41) and (4.50) with respect to $`\stackrel{~}{𝒟}_1=\{\stackrel{~}{}_p|p\overline{1,\mathrm{}_1}\}`$. Moreover, we have
$$\stackrel{~}{z}z\sigma (_1)=\stackrel{~}{z}c_z\sigma (x^\alpha _1)=c_z\stackrel{~}{z}\sigma (\stackrel{~}{}_1)=c_zc_{\stackrel{~}{z}}\sigma (x^\alpha \stackrel{~}{}_1)=c_zc_{\stackrel{~}{z}}\sigma (_1)\text{for}𝒟_1.$$
$`(4.73)`$
Thus $`\stackrel{~}{z}z=c_zc_{\stackrel{~}{z}}𝔽\backslash \{0\}`$. This shows that $`z`$ is invertible. By the proof of Theorem 2.1 in \[SXZ\],
$$(\underset{\alpha \mathrm{\Gamma }}{}B_{}^{}{}_{\alpha }{}^{(0)})\backslash \{0\}=\text{ the set of all invertible elements in }B^{}.$$
$`(4.74)`$
Note that
$$\text{the set of all invertible elements in }𝒜^{}=(\underset{\alpha ^{}\mathrm{\Gamma }^{}}{}𝔽x_{}^{}{}_{}{}^{\alpha ^{}})\backslash \{0\}.$$
$`(4.75)`$
Since all but a finite number of $`x_{}^{}{}_{}{}^{\alpha ^{}}`$ are in $`B^{}`$, the set in (4.74) must be equal to the set in (4.75); equivalently, there exists a group isomorphism $`g:\mathrm{\Gamma }\mathrm{\Gamma }^{}`$ such that
$$B_{}^{}{}_{\alpha }{}^{(0)}=𝔽x_{}^{}{}_{}{}^{\tau (\alpha )}\text{for}\alpha \mathrm{\Gamma }.$$
$`(4.76)`$
Thus
$$B_{}^{}{}_{}{}^{(0)}=\underset{\alpha \mathrm{\Gamma }}{}B_{}^{}{}_{\alpha }{}^{(0)}$$
$`(4.77)`$
is a group algebra. Furthermore, by (4.71),
$$\overline{A}=B_{}^{}{}_{}{}^{(0)}\overline{A}_0B_{}^{}{}_{}{}^{(0)}\overline{A}_0.$$
$`(4.78)`$
By (4.76), we can assume
$$x_{}^{}{}_{}{}^{g(\alpha )}\sigma ()=\sigma (x^\alpha )\text{for}\alpha \mathrm{\Gamma },𝒟_1.$$
$`(4.79)`$
For any $`𝒟_2+𝒟_3`$, $`\sigma ()𝒜^{}𝒟_1^{}+𝒟^{}`$. Define $`\varphi :𝒟_2+𝒟_3𝒟_2^{}+𝒟_3^{}`$ by
$$\varphi ()=\text{ the image of }\sigma ()\text{ under the projection: }𝒜^{}𝒟_1^{}(𝒟_2^{}+𝒟_3^{})(𝒟_2^{}+𝒟_3^{}).$$
$`(4.80)`$
Then by definition,
$$\varphi (),\alpha ^{}x_{}^{}{}_{}{}^{\alpha ^{}}\sigma (_1)=[\sigma (),x_{}^{}{}_{}{}^{\alpha ^{}}\sigma (_1)]=\sigma ()(x_{}^{}{}_{}{}^{\alpha ^{}})\sigma (_1)=\alpha ()x_{}^{}{}_{}{}^{\alpha ^{}}\sigma (_1)$$
$`(4.81)`$
for $`\alpha \mathrm{\Gamma }`$ and $`\alpha ^{}=\tau (\alpha )`$, where the first equality follows from (4.80) and the last follows from (4.76). Thus we have the second equation of (4.38), by which $`\varphi `$ must be a bijection because $`g:\mathrm{\Gamma }\mathrm{\Gamma }^{}`$ is an isomorphism and $`\mathrm{\Gamma },\mathrm{\Gamma }^{}`$ are nondegenerate. In particular,
$$\mathrm{}_2+\mathrm{}_3=\mathrm{}_2^{}+\mathrm{}_3^{}.$$
$`(4.82)`$
Since an element $`𝒟_3`$ is semi-simple and the elements of $`𝒟_2^{}`$ are not semi-simple, we must have $`\sigma ()𝒜^{}𝒟_1^{}+𝒟_3^{}`$. Otherwise, $`\sigma ()`$ is not semi-simple by the proof of Lemma 4.1. Hence
$$\varphi (𝒟_3)𝒟_3^{},\text{ which implies }\mathrm{}_3\mathrm{}_3^{}.$$
$`(4.83)`$
Set
$$B_{}^{}{}_{0}{}^{(1)}=\{zB_0^{}|\sigma (𝒟)(v)𝔽\}\overline{A}_0.$$
$`(4.84)`$
By the proof of Theorem 2.1 in \[SXZ\], (4.77) and (4.78), we have
$`dim(B_{}^{}{}_{0}{}^{(1)}/𝔽)`$ $``$ $`\text{the transcendental degree of }\overline{A}_0\text{ over }𝔽`$
$``$ $`\text{the transcendental degree of }A_0^{}\text{ over }𝔽=\mathrm{}_1^{}+\mathrm{}_2^{}(4.85)`$
(cf. (4.26)). We claim that for any $`q\overline{1,\mathrm{}_1+\mathrm{}_2}`$, there exists $`z_qB_{}^{}{}_{0}{}^{(1)}`$ such that
$$z_1\sigma (_2)=\sigma (t_1_2),z_q\sigma (_1)=\sigma (t_q_1)\text{for}q\overline{2,\mathrm{}_1+\mathrm{}_2}.$$
$`(4.86)`$
Assume that (4.86) holds. Applying $`\sigma (_p)`$, $`p\overline{1,\mathrm{}}`$ to (4.86), we obtain
$$\sigma (_p)(z_q)=\delta _{p,q}\text{for}p\overline{1,\mathrm{}},q\overline{1,\mathrm{}_1+\mathrm{}_2},$$
$`(4.87)`$
which implies that $`\{1,z_q|q\overline{1,\mathrm{}_1+\mathrm{}_2}\}`$ is an linearly independent subset of $`B_{}^{}{}_{0}{}^{(1)}`$. Thus $`\mathrm{}_1+\mathrm{}_2(dimB_{}^{}{}_{0}{}^{(1)}/𝔽)\mathrm{}_1^{}+\mathrm{}_2^{}`$. This together with (4.82), (4.83) gives $`\mathrm{}_1^{}\mathrm{}_12`$. Hence we can exchange positions of $`𝒮`$ and $`𝒮^{}`$ so that we obtain $`\mathrm{}_3^{}\mathrm{}_3`$ and $`\mathrm{}_1^{}+\mathrm{}_2^{}\mathrm{}_1+\mathrm{}_2`$, which together with (4.82) and (4.83) imply our theorem in this case.
Now we want to prove (4.86). Choose $`\alpha \mathrm{\Gamma }\backslash \{0\}`$ with $`\alpha _p0`$ for some $`p`$. Let $`zB_{}^{}{}_{\alpha }{}^{(0)}`$ such that
$$z\sigma (_1)=\sigma (x^\alpha _1).$$
$`(4.88)`$
If $`q\overline{2,\mathrm{}_1}`$ or $`\alpha _{q\mathrm{}_1}=0`$, then $`\alpha _{p\mathrm{}_1}x^{\alpha ,2_{[q]}}_q+2x^{\alpha ,1_{[q]}}_p=D_{p,q}(x^{\alpha ,2_{[q]}})𝒮`$. Moreover, we have
$`\sigma (\alpha _{p\mathrm{}_1}x^{\alpha ,2_{[q]}}_q+2x^{\alpha ,1_{[q]}}_p)(z)\sigma (_1)`$
$`=`$ $`[\sigma (\alpha _{p\mathrm{}_1}x^{\alpha ,2_{[q]}}_q+2x^{\alpha ,1_{[q]}}_p),z\sigma (_1)]`$
$`=`$ $`\sigma ([\alpha _{p\mathrm{}_1}x^{\alpha ,2_{[q]}}_q+2x^{\alpha ,1_{[q]}}_p,x^\alpha _1])`$
$`=`$ $`2\alpha _{p\mathrm{}_1}\sigma (t_q_1).(4.89)`$
Thus we have (4.86). If $`q\overline{\mathrm{}_1+1,\mathrm{}_1+\mathrm{}_2}`$ and $`\alpha _q0`$, as in (4.89), we have
$$\sigma (\alpha _{q\mathrm{}_1}x^{\alpha ,1_{[2]}+1_{[q]}}_2x^{\alpha ,1_{[2]}}_2+x^{\alpha ,1_{[q]}}_q)(z)\sigma (_1)=\alpha _{q\mathrm{}_1}\sigma (t_q_1).$$
$`(4.90)`$
The first equation of (4.86) can be obtained from the second by exchanging positions of $`q`$ and $`1`$.
Case 3. $`\mathrm{}_1=1`$.
By Cases 1 and 2, $`\mathrm{}_1^{}=1`$. By Lemma 2.3, we can assume $`\rho 0\rho ^{}`$. Then by (2.13), $`_1𝒟_\rho 𝒮`$. By Lemma 4.1,
$$\{x^{\alpha ,\stackrel{}{i}}_1|(\alpha ,\stackrel{}{i})\mathrm{\Gamma }\times ^{\mathrm{}_1+\mathrm{}_2},i_1=0\}𝒟^{}$$
$`(4.91)`$
spans the space of locally-nilpotent derivations of $`𝒮`$. When $`\mathrm{}_2=0`$, $`x^\rho _1𝒮`$, which is a derivation of $`𝒮`$ by Lemma 3.3. Since $`_1`$ is an inner derivation of $`𝒮`$, $`\sigma (_1)`$ is an inner derivation of $`𝒮^{}`$. Thus
$$\sigma (_1)=\underset{(\alpha ^{},\stackrel{}{i})\mathrm{\Gamma }_1^{}\times J_1^{}}{}a_{\alpha ^{},\stackrel{}{i}}x_{}^{}{}_{}{}^{\alpha ^{},\stackrel{}{i}}_1,$$
$`(4.92)`$
where $`a_{\alpha ^{},\stackrel{}{i}}𝔽`$ and $`\mathrm{\Gamma }_1^{}\times J_1^{}`$ is a finite subset of $`\mathrm{\Gamma }^{}\times ^{\mathrm{}_1^{}+\mathrm{}_2^{}}`$ such that $`i_1=0`$ for all $`\stackrel{}{i}J_1^{}`$. We have
$$x_{}^{}{}_{}{}^{\beta ^{}}\sigma (_1)\text{Der}𝒮^{}\text{for}\beta ^{}\mathrm{\Gamma }^{}$$
$`(4.93)`$
by Lemma 4.3 (ii) if $`\mathrm{}_2^{}1`$. If $`\mathrm{}_2^{}=0`$, then $`J_1^{}=\{0\}`$. When $`\beta ^{}+\alpha ^{}=\rho ^{}`$ for some $`\alpha ^{}\mathrm{\Gamma }_1^{}`$, $`x_{}^{}{}_{}{}^{\beta ^{}}x_{}^{}{}_{}{}^{\alpha ^{}}_1^{}𝒲_{}^{}{}_{\rho }{}^{[0]}\text{Der}𝒮^{}`$. By the arguments analogous to those given in Case 2 after (4.40), we can prove the theorem in this case.
This completes the proof of the theorem.$`\mathrm{}`$
References
R. E. Borcherds, Vertex algebras, Kac-Moody algebras, and the Monster, Proc. Natl. Acad. Sci. USA 83 (1986), 3068-3071.
D. Ž. Djokovic and K. Zhao, Generalized Cartan type S Lie algebras in characteristic 0, J. Algebra 193 (1997), 144-179.
I. B. Frenkel, J. Lepowsky and A. Meurman, Vertex Operator Algebras and the Monster, Pure and Applied Math. Academic Press, 1988.
V. G. Kac, A description of filtered Lie algebras whose associated graded Lie algebras are of Cartan types, Math. of USSR-Izvestijia 8 (1974), 801-835.
V. G. Kac, Lie superalgebras, Adv. Math. 26 (1977), 8-96.
V. G. Kac, Vertex algebras for beginners, University lectures series, Vol 10, AMS. Providence RI, 1996.
V. G. Kac, Classification of infinite-dimensional simple linearly compact Lie superalgebras, Adv. Math. 139 (1998), 1-55.
N. Kawamoto, Generalizations of Witt algebras over a field of characteristic zero, Hiroshima Math. J. 16 (1986), 417-462.
J. Marshall Osborn, New simple infinite-dimensional Lie algebras of characteristic 0, J. Algebra 185 (1996), 820-835.
D. P. Passman, Simple Lie algebras of Witt type, J. Algebra 206 (1998), 682-692.
Y. Su, X. Xu and H. Zhang, Derivation-simple algebras and the structures of Lie algebras of Witt type, J. Algebra, to appear.
X. Xu, New generalized simple Lie algebras of Cartan type over a field with characteristic 0, J. Algebra 224 (2000), 23-58.
X. Xu, Introduction to Vertex Operator Superalgebras and Their Modules, Kluwer Academic Publishers, Dordrecht/Boston/London, 1998.
K. Zhao, Generalized Cartan type S Lie algebras in characteristic zero (II), Pacific J. Math. 192 (2000), 431-454.
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# Non-resonant driving of H atom with broken time-reversal symmetry
## Abstract
The dynamics of atomic hydrogen placed in a static electric field and illuminated by elliptically polarized microwaves is studied in the range of small field amplitudes where perturbation calculations are applicable. For a general configuration of the fields any generalized time-reversal symmetry is broken and, as the classical dynamics is chaotic, the level statistics obeys the random matrices prediction of Gaussian unitary ensemble.
PACS: 05.45.Mt, 32.80.Rm
The Bohigas, Giannoni and Schmit conjecture that a general quantum system with underlying chaotic classical dynamics has statistical properties of energy levels described by random matrices theory has been confirmed by theoretical studies of numerous chaotic systems, see e.g. . Experimental verifications on the other hand are much less abundant and, as far as we know, concern only systems possessing anti-unitary (generalized time-reversal) symmetry where the level statistics can be modeled by random matrices of the Gaussian orthogonal ensemble (GOE) . Realization of a quantum system with quadratic level repulsion as is typical for matrices from the Gaussian unitary ensemble (GUE) requires breaking of any anti-unitary symmetry invariance. E.g. for atomic or molecular systems it means one would have to apply magnetic field inhomogeneous across the molecule being well experimentally controlled on such a small scale . Such a requirement is rather unattainable even in the Rydberg regime of excitation. While a real quantum system with GUE statistics has not been realized experimentally, there are experiments with microwave cavities (so-called wave chaos experiments) where anti-unitary symmetry can be broken by applying some ferrite devices .
Recently, however, it has been shown that to break anti-unitary symmetry invariance, in atomic systems, it is not necessary to employ magnetic field. Indeed a combination of elliptically polarized microwaves with a static electric field applied to, e.g., hydrogen (H) atoms can do this work as well. In the previous studies we have restricted ourselves to a case when the microwave field is resonant with the classical motion of the electron, i.e. the ratio of microwave frequency, $`\omega `$, to Kepler frequency, $`\omega _K=1/n_0^3`$ (where $`n_0`$ is the principal quantum number of H atom), is an integer number. It has been found that such a system can reflect level statistics very close to the GUE prediction.
In this paper we study a more general situation of non-resonant driving of the atoms and show that appropriate choice of the system parameters allows us to reach statistical properties expected for matrices of the GUE. We consider weak fields limit where quantum results may be obtained by the lowest orders of the perturbation theory. Classical investigation of the system behavior is carried out also in terms of the perturbation calculations. It allows us to find out for which system parameters the secular motion of the electronic ellipse reveals chaotic dynamics.
The Hamiltonian of a realistic three-dimensional H atom placed in a static electric field and driven by an elliptically polarized microwave field in atomic units, neglecting relativistic effects, assuming infinite mass of the nucleus, and employing dipole approximation reads:
$$H=\frac{𝐩^2}{2}\frac{1}{r}+F(x\mathrm{cos}\omega t+\alpha y\mathrm{sin}\omega t)+𝐄𝐫,$$
(1)
where $`F`$, $`\alpha `$ and $`\omega `$ are, respectively, the amplitude, degree of elliptical polarization and frequency of the microwave field while $`𝐄`$ stands for the static electric field vector. As the external perturbation is time periodic, one may apply Floquet formalism and look for quasienergy levels of the system.
We assume very small field amplitudes which allows including only the lowest non-vanishing terms in the quantum effective Hamiltonian describing the dynamics of a given $`n_0`$ hydrogenic manifold. The static electric field contributes already in the first order of $`E`$ as the states with fixed $`n_0`$ are coupled among each other by the $`𝐄𝐫`$ operator. On the other hand there is no direct coupling between the states due to the microwave perturbation. Indeed the states can be coupled only indirectly by the process of absorption and emission of microwave photons. So that the first non-vanishing term is second order in $`F`$. The final matrix (with $`n_0^2`$ dimension) of the quantum effective Hamiltonian, i.e. the Hamiltonian in the first order in $`E`$ and second order in $`F`$, is then diagonalized by standard routines. The details of the quantum perturbation calculations can be found in , here we would only like to stress that the whole physically realistic problem is reduced to the analysis of the finite $`n_0^2`$ dimensional Hilbert space where $`1/n_0`$ plays the r$`\widehat{\text{o}}`$le of the effective Planck constant.
We are now turning to classical analysis of the system. The range of our interests is the high frequency regime, i.e. $`\omega >\omega _K`$, which means that for weak external fields we have two fast degrees of freedom in the system, i.e. the position of the electron on an elliptical orbit and the phase of the microwave field, and two slow degrees of freedom corresponding to the orientation of the elliptical trajectory. One can get rid of the fast degrees of freedom by means of the classical perturbation theory which results in the classical effective Hamiltonian describing slow precession of an electronic ellipse. The perturbation calculation can be easily carried out employing the Lie method , actually it closely follows the similar procedure applied in to the H atom perturbed by linearly polarized microwave field. The first stage is to express the Hamiltonian (1) in terms of the action-angle variables of the unperturbed hydrogen atom. The new pairs of the canonically conjugate variables are $`(J,\mathrm{\Theta })`$, i.e. principal action (analog of the principal quantum number, $`n_0`$) and position of the electron on an ellipse respectively; $`(L,\mathrm{\Psi })`$, i.e. angular momentum of the electron and conjugate angle; and finally $`(M,\mathrm{\Phi })`$, i.e. angular momentum projection on $`z`$ axis and angle of rotation around this axis . Averaging the resulting Hamiltonian over $`\mathrm{\Theta }`$ and $`t`$ immediately gives the first order contribution to the classical effective Hamiltonian
$`H^{(1)}(L,\mathrm{\Psi },M,\mathrm{\Phi })`$ $`=`$ $`{\displaystyle \frac{3}{2}}n_0^2\sqrt{1{\displaystyle \frac{L^2}{n_0^2}}}`$ (5)
$`[E_x(\mathrm{cos}\mathrm{\Phi }\mathrm{cos}\mathrm{\Psi }{\displaystyle \frac{M}{L}}\mathrm{sin}\mathrm{\Phi }\mathrm{sin}\mathrm{\Psi })`$
$`+E_y\left(\mathrm{sin}\mathrm{\Phi }\mathrm{cos}\mathrm{\Psi }+{\displaystyle \frac{M}{L}}\mathrm{cos}\mathrm{\Phi }\mathrm{sin}\mathrm{\Psi }\right)`$
$`+E_z\sqrt{1{\displaystyle \frac{M^2}{L^2}}}\mathrm{sin}\mathrm{\Psi }].`$
The second order contribution of microwave field requires calculating the generating function, $`w`$ which is the solution of the following equation
$$\frac{w}{t}+\omega _K\frac{w}{\mathrm{\Theta }}=H_{micro},$$
(6)
where $`H_{micro}`$ is the microwave part of the Hamiltonian (1) expressed in the action-angle variables (explicit expression for $`H_{micro}`$ as a Fourier series can be found in ). The solution for $`w`$ is given as an infinite series with terms containing $`1/(\omega \pm m\omega _K)`$, where $`m`$ is an integer number. For resonant driving, i.e. $`\omega /\omega _Km`$, one faces the small denominators problem but here we are not affected by this problem as we are interested in a non-resonant perturbation. Having calculated $`w`$ it is straightforward task to obtain the second order contribution to the effective Hamiltonian by averaging the Poisson bracket of $`w`$ and $`H_{micro}`$ over $`\mathrm{\Theta }`$ and $`t`$, i.e.
$$H^{(2)}(L,\mathrm{\Psi },M,\mathrm{\Phi })=\frac{1}{2}\{w,H_{micro}\}_{\mathrm{\Theta },t},$$
(7)
(we omit the lengthy explicit formula for $`H^{(2)}`$ here). The final classical effective Hamiltonian reads
$$H^{eff}(L,\mathrm{\Psi },M,\mathrm{\Phi })=\frac{1}{2n_0^2}+H^{(1)}+H^{(2)}.$$
(8)
This is the classical counterpart of the quantum effective Hamiltonian, namely first order in the static electric field and second order in microwave field. The classical Hamiltonian (8) possesses scaling symmetry, i.e. one can get rid of one of the parameters of the system. Introducing $`F_0=n_0^4F`$, $`E_0=n_0^4E`$, $`\omega _0=n_0^3\omega `$, $`L_0=L/n_0`$, $`M_0=M/n_0`$ and $`H_0^{eff}=n_0^2H^{eff}`$ the dynamics becomes independent of the particular choice of the $`n_0`$ hydrogenic manifold.
For a general fields configuration the secular motion in the $`(L,\mathrm{\Psi },M,\mathrm{\Phi })`$ phase space is not integrable and to investigate classical dynamics we have to perform numerical integration of the equations of motion generated by the Hamiltonian (8). For the linear microwave polarization without additional static electric field considered in the secular motion was one dimensional and employing the WKB quantization rule the authors were able to get semiclassical predictions for quasienergy levels in a very good agreement with exact quantum numerical data.
For elliptically polarized microwaves and general orientation of the static field vector the anti-unitary symmetry invariance is broken. Only when either $`E_x=0`$ or $`E_y=0`$ the system is invariant with respect to the time-reversal combined with $`xx`$ or $`yy`$ transformations respectively, see (1). As an example of a general elliptical polarization case we have further on analyzed the degree of the polarization $`\alpha =0.4`$. The microwave frequency has been chosen as $`\omega _0=1.304`$ and the amplitude as $`F_0=0.02`$ which is well in the range where, for the linear microwave polarization, the WKB calculations give good agreement with the exact numerical results . Then by investigating Poincaré surface of section we have found that the amplitude $`E_0=0.00028`$ and the orientation of the static field vector $`\varphi 0.3\pi `$, $`\theta \pi /4`$ (where $`\theta `$, $`\varphi `$ are usual spherical angles) correspond to chaotic dynamics in the energy interval $`H_0^{eff}[0.50032,0.50008]`$. Putting $`\varphi =0`$ ($`E_y=0`$) one recovers anti-unitary symmetry of the system, then the classical dynamics is found to be predominately chaotic for $`H_0^{eff}[0.50016,0.49992]`$. Fig. 1 shows examples of the phase space structures for both $`\varphi =0`$ and $`\varphi =0.3\pi `$.
Having done classical analysis we can switch to quantum calculation results. In order to get reasonable statistics for quasienergy levels we have diagonalized the matrix of the quantum effective Hamiltonian for different $`n_0`$ manifolds in the range $`n_0=50÷59`$. From each diagonalization we have separated and unfolded spectrum in the energy intervals corresponding to chaotic classical dynamics. This procedure has been applied to the anti-unitary invariant case ($`\varphi =0`$) and to the case with broken anti-unitary symmetry ($`\varphi =0.3\pi `$). Fig. 2 shows histograms of the nearest neighbor spacing (NNS) distributions of the quasienergy levels (there are about $`10^4`$ spacings in each of the data sets) together with the plots of the Wigner surmises for the GOE and GUE. The figure also shows the spectral rigidities, i.e. $`\mathrm{\Delta }_3`$ statistics . The qualitative agreement of the data with the random matrices theory is apparent, especially for the case with broken anti-unitary symmetry.
To focus on quantitative measure we have fitted theoretical NNS distributions to the data (to avoid the dependence of the results on bin size the distributions have been fitted to the cumulative histograms ). For the anti-unitary invariant case the best fitting Berry-Robnik distribution (i.e. the distribution for independent superposition of Poisson and GOE spectra ) results in the parameter value (relative measure of the chaotic part of the phase space) $`q=0.98`$ with $`\chi ^2/N=0.3`$, i.e. chi-squares divided by the number of spacings $`N`$. Employing the Izrailev distribution we get the value of the levels repulsion parameter $`\beta =0.96`$ with $`\chi ^2/N=0.8`$. For the spectral rigidity the best fitting $`\mathrm{\Delta }_3`$ statistics corresponding to an independent superposition of Poisson and GOE spectra results in $`q=0.99`$ which is in agreement with the value obtained from the Berry-Robnik distribution fit.
In the case with broken anti-unitary symmetry one gets the following parameters values: Berry-Robnik statistics (now it corresponds to independent superposition of the Poisson and GUE spectra ) $`q=1`$ with $`\chi ^2/N=0.2`$, Izrailev distribution $`\beta =2.05`$ with $`\chi ^2/N=0.3`$ and from the spectral rigidity fit $`q=1`$.
The presented results show undoubtedly that the system under consideration can reflect the Bohigas, Giannoni and Schmit conjecture both with or without anti-unitary symmetry. The question is if such a behavior can be observed experimentally? With this respect let us consider the case with broken generalized time-reversal symmetry. As there is no discrete symmetry in the system one has no problems with separation of overlapping spectra. On the other hand it results in a big density of states and requires high experimental resolution. We have presented the data for hydrogenic manifolds in the range $`n_0=50÷59`$ in order to have good statistics but our results for $`n_0=40÷49`$ reveal the very same behavior. For example for $`n_0=40`$ and $`F=40`$ V/cm, $`\omega =2\pi 134`$ GHz, $`E=0.56`$ V/cm the average level spacing is of order $`10^4`$ cm<sup>-1</sup> and a measurement in the energy range between $`68.628`$ cm<sup>-1</sup> and $`68.595`$ cm<sup>-1</sup> provides about 500 levels. It sounds feasible experimentally.
The previous studies have been devoted to resonant microwave driving of H atoms placed in a static electric field. The present work deals with a general non-resonant driving and shows that intra-manifold chaotic dynamics , i.e. the situation when states corresponding to a fixed principal quantum number $`n_0`$ are mixed significantly only among each other and underlying classical dynamics is irregular, is not restricted to a particular resonant case but exists widely in the frequency domain. The presented behavior is field amplitudes independent, i.e. if $`F0`$ and $`E0`$ but $`E/F^2=const`$ the structure of the phase space corresponding to secular motion remains unchanged as are the statistical properties of quasienergy levels. This is a signature of inapplicability of the Kolmogorov-Arnold-Moser theorem to a highly degenerate Coulomb problem. For high field amplitudes when hydrogenic manifolds can not be considered isolated and the inter-manifold mixing comes to the scene our perturbation approach, obviously, becomes irrelevant. However this regime, for a realistic three-dimensional problem, still constitutes a challenge for the theory.
The author is grateful to Dominique Delande and Jakub Zakrzewski for discussions. The results were attained with the assistance of the Alexander von Humboldt Foundation. The partial support of KBN under project 2P302B00915 is acknowledged.
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# Manipulating the frequency entangled states by acoustic-optical-modulator
## I Introduction
Ever since the seminal work of Einstein, Podolsky, and Rosen there has been a quest for generating entanglement between quantum particles. The resource of entanglement has many useful applications in quantum information processing, such as secret key distribution , quantum teleportation , dense coding , and so on. Two polarization entangled photons, which are produced by spontaneous parametric down-conversion (SPDC) with type II phase matching in nonlinear crystal have been used to realize both dense coding and quantum teleportation . Entanglement swapping , which enables one to entangle two quantum systems that have never interacted directly with each other, has been demonstrated experimentally . Maximally entangled state of three or more particles, so called Greenberger-Horne-Zeilinger (GHZ) state , has been fascinating quantum systems to reveal the nonlocality of the quantum world. There are some methods to produce the maximally entangled multiply particles states. The proposals for three particles entangled states have been made for experiments with photons and atoms . Three nuclear spins within a single molecule have been prepared such that they locally exhibit three-particle correlations . Recently, Bouwmeester et al have observed successfully the entanglement of three-photon GHZ state. The main idea of this scheme is to transform two pairs of polarization entangled photons into three polarization entangled photons and a fourth independent photon. In all above proposals, only polarization or momentum entanglement of multiply particles is considered. The frequencies or energies of these particles in an entangled state are assumed to be equal. Molotkov and Nazin considered the case of the frequency entangled state and presented a simple nonlinear crystal based optical scheme for experimental realization of the frequency entanglement swapping between the photons belonging to independent biphotons. But this scheme is unpractical because of the lower nonlinear susceptibility of the nonlinear crystal. In this paper, the frequency entangled state is considered. We find that the frequency entanglement swapping can be realized only by Acoustic-Optical-Modulator (AOM). In contrast to the scheme of Ref. , no Bell state measurement is needed. Furthermore, we can produce a three-photon frequency entangled state from two pairs of frequency entangled states by AOM. These schemes are simply and may be implementable in practice.One disadvantage of our scheme is both schemes are probabilisticly realizable.
The paper is outlined as follows. In Sec. II, we give the frequency transformation done by AOM; In Sec. III, we present a proposal for frequency entanglement swapping; In Sec. IV, we show how to produce a three-photon frequency entangled state from two pairs of frequency entangled states; Finally, we give a brief conclusion in Sec. V.
## II frequency transformation done by AOM
In this paper, all proposals are realized by AOM, so before proceeding, we will give the frequency transformation done by AOM. Suppose there is an AOM (for example, Acousto-Optic Brag cell), which is driven at radio frequency (rf) $`\delta `$. If a monochromatic beam of frequency $`\omega `$ is introduced into the AOM, then it will be separated into two beams, one is a transmitted beam and the other is a diffracted beam. The frequency of the transmitted beam holds unchanged and the frequency of the diffracted wave shifts. The shift may be $`\delta `$ or -$`\delta `$, depending on the directions of the incident beam and the sound wave in AOM. For example, in Fig. 1, if the incident beam transmits along the path 1 (1$`^{^{}}`$), and the direction of the sound wave in AOM is shown by arrow $``$, the diffracted beam $`d(t)`$ will experience a frequency shift of $`\delta `$ (-$`\delta `$).
The amplitudes of the transmitted and diffracted waves can be adjusted by the amplitude of the sound wave. If only one photon of frequency $`\omega `$ enters this AOM along path 1, and we adjust the amplitude of the sound $`\delta `$ so that the amplitudes of the transmitted and diffracted waves are equal, then the transformation done by AOM can be written as the following:
$$|\omega _1\stackrel{AOM}{}\frac{1}{\sqrt{2}}[|\omega _t+|\omega +\delta _d].$$
(1)
If a photon of frequency $`\omega +\delta `$ enters AOM along path 1$`^{^{}}`$, the transformation done by AOM is
$$|\omega _1^{^{}}\stackrel{AOM}{}\frac{1}{\sqrt{2}}[|\omega _t+|\omega +\delta _d].$$
(2)
With the desmontration above in mind, we proceed to the following.
## III Photon frequency entanglement swapping
Suppose we are given two biphotons frequency entangled states $`|\mathrm{\Phi }`$ and $`|\mathrm{\Psi }`$:
$$|\mathrm{\Phi }=\frac{1}{\sqrt{2}}[|\omega _1|\omega +\delta _2+|\omega +\delta _1^{^{}}|\omega _2^{^{}}]$$
(3)
and
$$|\mathrm{\Psi }=\frac{1}{\sqrt{2}}[|\omega _3|\omega +\delta _4+|\omega +\delta _3^{^{}}|\omega _4^{^{}}],$$
(4)
Where, the subscripts represent beams taken by photons. In an experiment, these states can be easily obtained for example by SPDC in type I with noncolinear and nondegenerate phase matching. Obviously, photons in state $`|\mathrm{\Phi }`$ are independent of photons in state $`|\mathrm{\Psi }`$. In order to make one of photon in $`|\mathrm{\Phi }`$ state entangle with one of photon in state $`|\mathrm{\Psi }`$, we consider the arrangement of Fig.2, in which, two AOMs are needed. Beams 2 and 3 enter AOM1 driven at a radio frequency $`\delta `$, and beams 2$`^{^{}}`$ and 3$`^{^{}}`$ enter AOM2, which is also driven at the radio frequency $`\delta `$. We arrange the diffracted beam of the frequency $`\omega `$ along the transmitted beam of the frequency $`\omega +\delta `$ in each AOM. According to Sec. II, if the frequencies of the beams 2, 2$`^{^{}},`$ 3 and 3$`^{^{}}`$ are $`|\omega +\delta _2`$, $`|\omega `$ $`_2^{^{}},`$ $`|\omega _3`$ and $`|\omega +\delta _3^{^{}}`$ respectively, then the following transformations are obtained:
$$|\omega +\delta _2\stackrel{AOM1}{}\frac{1}{\sqrt{2}}[|\omega +\delta _{T_1}+|\omega _{T_1^{^{}}}],$$
(5)
$$|\omega _2^{^{}}\stackrel{AOM2}{}\frac{1}{\sqrt{2}}[|\omega _{T_2}+|\omega +\delta _{T_2^{^{}}}],$$
(6)
$$|\omega _3\stackrel{AOM1}{}\frac{1}{\sqrt{2}}[|\omega +\delta _{T_1}+|\omega _{T_1^{^{}}}],$$
(7)
$$|\omega +\delta _3^{^{}}\stackrel{AOM2}{}\frac{1}{\sqrt{2}}[|\omega _{T_2}+|\omega +\delta _{T_2^{^{}}}].$$
(8)
where, $`T_1,T_1^{^{}}`$ are the directions of transmitted (diffracted) and diffracted (transmitted) beams of the incident wave $`|\omega +\delta _2`$ ($`|\omega _3`$) through AOM 1 , $`T_2,T_2^{^{}}`$ are the directions of transmitted (diffracted) and diffracted (transmitted) beams of the incident wave $`|\omega _2^{^{}}`$ ($`|\omega +\delta _3^{^{}}`$) through AOM 2.
If the initial state of four photons to be $`|\mathrm{\Phi }|\mathrm{\Psi }`$, it will transform into:
$`|\mathrm{\Phi }|\mathrm{\Psi }`$ $`=`$ $`{\displaystyle \frac{1}{2}}\{|\omega _1|\omega +\delta _4{\displaystyle \frac{1}{\sqrt{2}}}[|\omega +\delta _{T_1}+|\omega _{T_1^{^{}}}]{\displaystyle \frac{1}{\sqrt{2}}}[|\omega +\delta _{T_1}+|\omega _{T_1^{^{}}}]+`$ (11)
$`|\omega _1|\omega _4^{^{}}{\displaystyle \frac{1}{\sqrt{2}}}[|\omega +\delta _{T_1}+|\omega _{T_1^{^{}}}]{\displaystyle \frac{1}{\sqrt{2}}}[|\omega _{T_2}+|\omega +\delta _{T_2^{^{}}}]+`$
$`|\omega +\delta _1^{^{}}|\omega +\delta _4{\displaystyle \frac{1}{\sqrt{2}}}[|\omega +\delta _{T_1}+|\omega _{T_1^{^{}}}]{\displaystyle \frac{1}{\sqrt{2}}}[|\omega _{T_2}+|\omega +\delta _{T_2^{^{}}}]+`$
$`|\omega +\delta _1^{^{}}|\omega _4^{^{}}{\displaystyle \frac{1}{\sqrt{2}}}[|\omega _{T_2}+|\omega +\delta _{T_2^{^{}}}]{\displaystyle \frac{1}{\sqrt{2}}}[|\omega _{T_2}+|\omega +\delta _{T_2^{^{}}}]\}.`$
The first and the last terms of the right of Eq. (9) mean that there are two photons which transmit through the AOM1 or AOM2, we discard these two cases. The other two terms mean that there is one photon which enters the AOM1 and another photon enters the AOM2 respectively, we only discuss these two terms. Obviously, these two terms can be rewritten as the following:
$$\frac{1}{2}[|\omega _1|\omega _4^{^{}}+|\omega +\delta _1^{^{}}|\omega +\delta _4]\frac{1}{\sqrt{2}}[|\omega +\delta _{T_1}+|\omega _{T_1^{^{}}}]\frac{1}{\sqrt{2}}[|\omega _{T_2}+|\omega +\delta _{T_2^{^{}}}].$$
(12)
For example, if one photon enters AOM1 and at the same time another photon enters AOM2, photon 1 and photon 4 will be projected to a maximally frequency entangled state. The effect of AOMs in our scheme is that erasing all information about frequency and paths taken by photons. The probability of success is only 50%. This can be regarded as the probabilistic entanglement swapping. One advantage of this scheme is no Bell state measurement is needed, which may make this scheme implementable easily in practice. One disadvantage of our scheme is photons 2 and 3 are completely disentangled pair if successful entanglement swapping occurs, which is part of entanglement loses. Fourthermore, this scheme can be used to realize photon frequency entanglement purifing in Ref. .
## IV Producing a three-photon frequency entangled state from two pairs of frequency entangled states
In order to produce a three-photon frequency entangled state , we consider the arrangement of Fig.3, in which, only one AOM driven at rf $`\delta `$ is needed. Suppose we are also given two biphotons frequency entangled states $`|\mathrm{\Phi }`$ and $`|\mathrm{\Psi }`$ shown in Eqs. (1) and (2). The beams 2 and 3 enter the AOM . If the frequencies of beams 2 and 3 are $`\omega +\delta `$ and $`\omega `$ respectively, according to Sec. II, the following transformations can be obtained
$$|\omega +\delta \frac{1}{\sqrt{2}}[|\omega _T+|\omega +\delta _T^{^{}}],$$
(12)
$$|\omega \frac{1}{\sqrt{2}}[|\omega _T+|\omega +\delta _T^{^{}}],$$
(13)
where, $`T`$ and $`T^{^{}}`$ are the directions of transmitted (diffracted) and diffracted (transmitted) beams of the incident beam 3 (beam 2). This kind of change can be obtained by the following: arranging the diffracted beam of the frequency $`\omega `$ along the transmitted beam of the frequency $`\omega +\delta `$.
Obviously, if one of these two detectors D<sub>T</sub> and D$`_T^{^{}}`$ detects a photon, we can not get any information from which source this photon comes by frequency, i.e., information about the source of this photon by frequency is erased. This make the state of other three photons collapse into a superposition state. If all information about the source of this photon is erased, a three-photon frequency entangled state will be obtained.
Now, we discuss this scheme in detail. The product of state $`|\mathrm{\Phi }|\mathrm{\Psi }`$ is
$`{\displaystyle \frac{1}{2}}\{|\omega _1|\omega +\delta _2|\omega _3|\omega +\delta _4+|\omega _1|\omega +\delta _2|\omega +\delta _3^{^{}}|\omega _4^{^{}}+`$ (14)
$`|\omega +\delta _1^{^{}}|\omega _2^{^{}}|\omega _3|\omega +\delta _4+|\omega +\delta _1^{^{}}|\omega _2^{^{}}|\omega +\delta _3^{^{}}|\omega _4^{^{}}\}.`$ ()
The first term of Eq. (13) means that there is a photon in beam 2 and beam 3 respectively, the fourth term means that there is no photon in both beams. We discard these two cases (which can be distinguished from the other cases by the following: observe whether both detectors fire, or both detectors are dark, or not) and only discuss the other two terms.
$$\frac{1}{2}\{|\omega _1|\omega +\delta _2|\omega +\delta _3^{^{}}|\omega _4^{^{}}+|\omega +\delta _1^{^{}}|\omega _2^{^{}}|\omega _3|\omega +\delta _4\}.$$
(15)
By AOM driven at $`\delta `$, Eq. (14) changes into:
$`{\displaystyle \frac{1}{2\sqrt{2}}}\{|\omega _1|\omega _T|\omega +\delta _3^{^{}}|\omega _4^{^{}}+|\omega +\delta _1^{^{}}|\omega _2^{^{}}|\omega _T|\omega +\delta _4+`$ (16)
$`|\omega _1|\omega +\delta _T^{^{}}|\omega +\delta _3^{^{}}|\omega _4^{^{}}+|\omega +\delta _1^{^{}}|\omega _2^{^{}}|\omega +\delta _T^{^{}}|\omega +\delta _4\}.`$ ()
Equation (15) can be rewritten as:
$`{\displaystyle \frac{1}{2\sqrt{2}}}\{[|\omega _1|\omega +\delta _3^{^{}}|\omega _4^{^{}}+|\omega +\delta _1^{^{}}|\omega _2^{^{}}|\omega +\delta _4]|\omega _T+`$ (17)
$`[|\omega _1|\omega +\delta _3^{^{}}|\omega _4^{^{}}+|\omega +\delta _1^{^{}}|\omega _2^{^{}}|\omega +\delta _4]|\omega +\delta _T^{^{}}\}.`$ ()
Obviously, if only one photon is detected by any one of detectors, the state of the Eq. (16) collapses into a frequency superposition state.
$$|\omega _1|\omega +\delta _3^{^{}}|\omega _4^{^{}}+|\omega +\delta _1^{^{}}|\omega _2^{^{}}|\omega +\delta _4.$$
(18)
To form a frequency-entangled GHZ state from the superposition state of Eq. (17), one must erase all ways by which one might in principle identify true pairs. The pair produced from one source will in general carry correlation in polarization, energy and time. Any of these may be exploited to identify the true sibling and hence prevent a GHZ state from forming. However, polarization correlation can never be exploited if all photons from the two sources carry the same polarization. This is very easy to realize. For example, we let both sources be SPDC with type I phase matching. By AOM, the energy correlation of true pairs(emitted by the same source) are indistinguishable from mixed pairs (one photon from each source). The temporal correlation can never be exploited if all four photons are produced or detected at the same time or, more generally, if the temporal correlation of true pairs and one of mixed pairs are indistinguishable. In order for that, it is necessary that the coherence time of the photons is substantially longer than the duration of the pulse. We can achieve this by placing two narrow filters F($`\omega `$) and F($`\omega +\delta `$) in front of detector D<sub>T</sub> and D$`_T^{^{}}`$ respectively, and the bandwidths $`\sigma _1`$ of F($`\omega `$) and $`\sigma _2`$ of F($`\omega +\delta `$) satisfy the relation
$$\sigma _p\sigma _1,\sigma _2$$
(19)
where, $`\sigma _p`$ is the bandwidth of the pump pulse. By these above, a frequency entangled GHZ state is formed, which is also a beam entangled GHZ state. The probability of obtaining the GHZ state is about 50%.
A frequency entangled GHZ state can also be produced from two pairs of non-maximally frequency entangled states by the same way. For example, from
$$|\mathrm{\Phi }=\mathrm{cos}\alpha |\omega _1|\omega +\delta _2+\mathrm{sin}\alpha |\omega +\delta _1^{^{}}|\omega _2^{^{}}$$
(20)
and
$$|\mathrm{\Psi }=\mathrm{cos}\alpha |\omega _3|\omega +\delta _4+\mathrm{sin}\alpha |\omega +\delta _3^{^{}}|\omega _4^{^{}}.$$
(21)
The probability of getting a GHZ state is about $`\mathrm{sin}^2\alpha \mathrm{cos}^2\alpha `$.The extension to producing the requency entangled state of a higher number of photons from frequency entangled states of a lower number of photons is very easy, see Ref. .
## V Conclusion
In this paper, we show some manipulations of frequency entangled state by AOM. As two examples, we discuss how to realize frequency entanglement swapping and how to produce a three-photon frequency entanglement GHZ state. These schemes can be extended to realizing frequency entanglement purifying and to producing a frequency entangled states of multiply photons using the schemes in Refs. and . All schemes are very simple, and may be implementable in practice. The weakness of our schemes is that all proposals are probabilisticly realizable.
This subject is supported by the National Natural Science Foundation for Youth of China.
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# Observational Constraints on the Theory of the IMF
## 1 Introduction
The stellar initial mass function (IMF) is a property of star formation that has recently garnered so much high-quality data that the general framework for its understanding may soon be at hand. Several relevant observations are reviewed here. Not all of these observations are directly related to the IMF; some are more about star formation in general than about the relative distribution of stellar masses in each particular region of star formation. Still, when taken as a whole, there is little alternative but the view that stars virtually freeze out of a gas that is structured by compressible turbulence, taking with them a universal signature of the mass distribution enforced by these motions. We are led to the conclusion that this process happens quickly on a dynamical time, and over a very wide range of scales, with little or no feedback and little sensitivity to the gaseous and galactic properties around it.
There have been two difficult aspects of the IMF problem: understanding what all of the star formation processes have in common, and sorting through the selection effects and assumptions that are implicit in each particular IMF observation.
For the first problem, the overall shape of the IMF may not depend much on the detailed processes of star formation: the IMF is an average over many of these processes and it always looks about the same. There should be a universal process at work, such as turbulence, that gives the basic IMF shape, while the detailed processes specific to each region may only modify the IMF by small amounts. If this is the case, then we should be able to understand most of the IMF using only the properties of turbulence.
The second of these problems is related to the observation that slight variations in the IMF are still present from region to region, even though the overall IMF is somewhat uniform (Scalo 1998). Many of these variations may to be the result of three things: (1) pervasive selection effects, such as differential aging of high and low mass stars, which leads to the loss of some fraction at the high mass end when stars form more or less continuously in a large region for longer than several million years, or differential drift into the field resulting from the longer age or higher speeds of low mass stars; (2) mass segregation in clusters resulting in part from gas and small-star drag on the massive protostars, and (3) possible shifts in the basic mass scale for star formation in extreme environments. These systematic variations, along with stochastic variations from small number statistics in limited surveys, are always present to some degree in the observations. We discuss below another possible variation with the density of the region of star formation.
## 2 Star formation in a crossing time
After we thought for a long time that star formation must be slow in molecular clouds, perhaps to avoid the galactic catastrophe discussed by Zuckerman and Evans (1974), and after many attempts to explain this slowness by star-formation feedback (Norman & Silk 1980; Franco & Cox 1983; McKee 1989), magnetic support (Mouschovias 1976; McKee 1989), and turbulence (Bonazzola et al. 1987; Leorat, Passot, & Pouquet 1990; Vazquez-Semadeni & Gazol 1995), the observations now suggest just the opposite. Star formation seems to be fast on every scale in which it occurs, from subparsecs to kiloparsecs (Elmegreen 2000a). Fast means that the star formation process begins and ends in only a few dynamical timescales in a cloud. Thus small scales form stars in a short time, measured in years, and, large scales form stars over a longer time, but both times are comparable to $`\left(G\rho \right)^{1/2}`$ for average local density $`\rho `$. Because of the way turbulence structures the gas, i.e., in fractal or multifractal patterns, bigger scales have smaller average densities, i.e., more and more of the volume is occupied by low density gas as the scale increases.
This change in thinking is based on direct and indirect observations. Direct observations are the age ranges for embedded and young clusters. The age range for Trapezium stars in Orion is 1 My or less (Prosser et al. 1994; Palla & Stahler 1999). In L1641 it is about the same (Hodapp & Deane 1993). NGC 1333 has a large number of short-lived jets and Herbig-Haro objects (Bally et al. 1996), so things are happening quickly there too. In NGC 6531, the age spread is immeasurably small (Forbes 1996).
These short time scales are all comparable to a few crossing times in the cloud cores. The average stellar density in the Trapezium cluster is $`10^3`$ M pc<sup>-3</sup>, corresponding to several thousand stars pc<sup>-3</sup> (Prosser et al. 1994; McCaughrean & Stauffer 1994). The densities are about the same, sometimes a little less, in other young clusters too (see figure 5 in Testi et al. 1999). Considering that the efficiency to make a bound or nearly-bound cluster is around 50% (as measured in IC 348, for example – Lada & Lada 1995), this stellar density corresponds to an initial H<sub>2</sub> density of around $`6\times 10^4`$ H<sub>2</sub> cm<sup>-3</sup>, as is sometimes measured directly (Lada 1992). The corresponding dynamical time scale is $`\left(G\rho \right)^{1/2}0.3`$ My.
Palla & Stahler (1999) suggest that as the Trapezium cloud contracted, the star formation rate increased, which means that it stayed at a rate roughly proportional to the instantaneous dynamical time during a factor of perhaps 10 in density enhancement.
Sometimes star formation occurs in several quick bursts, as in 30 Dor (Selman et al. 1999), but even then each burst seems to be fast, spanning a total time of about 2 My per burst in this case. Observations of longer durations are therefore suspect: the Pleiades cluster has been claimed to have a prolonged star formation period, perhaps 30 My (Siess et al. 1997; Belikov et al. 1998), but this could result from a mixture of multiple events (Bhatt 1989), or even uncertain stellar evolution times.
The age spread in a whole OB subgroup is generally larger than it is in any one compact core that might form in the subgroup. Age ranges of $`2`$ My seem typical (Blaauw 1964; Massey et al. 1995a). The age range in a whole OB association, with several subgroups, is larger still, perhaps 10 My. These larger scales correspond to smaller densities, however, and to proportionally larger dynamical times. Even larger scales include star complexes (Efremov 1995), such as Gould’s Belt, which typically take $`3050`$ My to finish. Star complexes were originally discovered by Efremov (1978), and are defined by concentrations of supergiants and Cepheid variables, which are sensitive to this longer age range. Each type of star that is used for an observation is associated with a particular scale for clumping: the longer lived stars highlight larger regions.
This correlation between age range and size is not the result of expansion from a common center, which would make the age range increase linearly with size. It is not the result of stochastic propagation of star formation either; then the age range would increase with the square of the size. In fact, the age range increases with the square root of the size of the region, as determined from the distribution of Cepheid variables (Elmegreen & Efremov 1996) and clusters (Efremov & Elmegreen 1998) in the LMC. The square root dependence identifies turbulence as a controlling factor. Moreover, the constant of proportionality in the duration-versus-size correlation is about the same as in the analogous correlation between crossing time and size for molecular clouds and their clumps (Elmegreen 2000a). Thus star formation on a wide range of scales, from 20 pc to 1 kpc in the LMC, operates on about 1.5 turbulent crossing times for the associated gas. The result is a hierarchy of clusters in both age and position: small regions of star formation come and go, presumably in recycled gas, in the time it takes the larger region surrounding them to finish (see review in Elmegreen et al. 1999).
The hierarchical structure of young stars in star-forming regions provides indirect evidence for relatively rapid star formation: if we still see the stars inside a cluster with strong subclustering, reminiscent of the hierarchical structure in molecular gas, then the stars cannot have moved very far from their origins. They probably do not even have time to cross from one side of the cloud core to the other; if they did, they would mix up and not be hierarchical anymore (Elmegreen 2000a). Hierarchical structure in embedded young clusters is commonly seen; e.g., in IC 348 (Lada & Lada 1995), NGC 3603 (Eisenhauer et al. 1998), W33 (Beck et al. 1998), NGC 2264 (Piche 1993), and G 35.20-1.74 (Persi et al. 1997). Elson (1991) found spatial substructure in 18 LMC clusters, and Strobel (1992) found age substructure in 14 young clusters.
These observations, both direct and indirect, suggest that star formation is relatively rapid over a wide range of scales. If this is the case, then there is not enough time for a protostar to move around in a young cluster and either accrete the ambient gas as it moves or coalesce with other protostars. This rules out a large class of models for the IMF.
A good example is provided by the recent IR continuum observations of young protostars in Ophiuchus and Serpens (Motte, André, & Neri 1998; Testi & Sargent 1998). These protostars are very small compared to their angular separations and are not likely to collide with each other in even a few crossing times. Also, their distribution is clumpy like the gas; they should be more scattered if they are randomly orbiting from clump to clump inside the cloud core.
This result can be quantified by considering the cross section that would be necessary for an object to collide with another in one crossing time. If the density of protostars is $`n_3\times 1000`$ pc<sup>-3</sup>, and the radius of the cluster is a typical $`R_{cl,0.2}0.2`$ pc (Testi et al. 1999, Fig. 1), then the protostar cross section must be
$$\pi R_{protostar}^2=\frac{\left(10^4\mathrm{AU}\right)^2}{n_3R_{cl,0.2}}.$$
(1)
This is such a large cross section that at typical cluster densities, only binary stars and disks should be affected by protostar interactions. Older models that assumed protostars move around for many crossing times in a cloud core got coalescence with smaller cross sections, but they also had to assume much higher cluster densities (Silk & Takahashi 1979; Bastien 1981; Larson 1990; Zinnecker et al. 1993; Price & Podsiadlowski 1995; Bonnell, Bate, & Zinnecker 1998).
Before we leave this topic, it is worth clarifying why rapid star formation of the type discussed here, i.e., hierarchical in position and time, does not lead to a catastrophic starburst in the whole galaxy, as envisioned by Zuckerman & Evans (1974). The reason has two observational sides: On a large scale, the star formation rate in a whole galaxy is slow because it follows the local dynamical time scale, just like individual clouds (Elmegreen 1997; Kennicutt 1998). This time scale is very large, comparable to the orbit time. On a small scale, most of the CO-emitting gas is not able to form stars: it is either too low in density as part of an interclump medium inside generally molecular clouds, or too high in density and transient because of intermittent turbulent effects. Only a small fraction, like 1% (McLaughlin 1999), of the mass in any molecular cloud actively participates in the star formation process. In this active gas, the efficiency of conversion of gas into stars is usually high, like 10% or more. To put it in another way, even though star formation always operates locally on a dynamical time scale, the total CO mass in the Galaxy is not turning into stars on the average dynamical time scale because the gas is fractal, i.e., mostly hollow, and the average or excitation density that is used to determine this average timescale rarely occurs in any local region.
## 3 Is the IMF independent of cluster density?
The inability of stars or protostars to collide directly in even the densest environments suggests at first that the IMF should be independent of cluster density. The binary star fraction and relative disk fraction or disk mass should not be independent of cluster environment, but the star masses should. This conclusion is right in some sense, but a generalization of it to all stars might be a bit too hasty. Cluster density also affects the rate of accretion of ambient gas onto a protostar, and different densities might lead to different IMFs because of different accretion rates.
The geometry for the accretion of gas onto a protostar is not really known. In some models (e.g., Bonnell et al. 1998), a protostar is assumed to move around in a gaseous medium of uniform, or at least smooth, density, and to accrete this gas as it moves. Interstellar clouds are not uniform, however. They seem to be fractal with most of the mass occupying a small fraction of the volume. If this is the case, then the model of moving accretion would not build up much stellar mass: most of the time the moving stars would be in regions with very low densities.
On the other hand, if the star accretes virtually all of its mass from a clump, and consequently comoves with that clump because of momentum conservation, then the stellar mass is more a reflection of the clump mass, rather than the accretion rate multiplied by a time. We might as well assume, then, that the star mass is following the clump mass, and not worry too much about how the accretion actually occurs. This is the basic assumption in my recent IMF models (Elmegreen 1997, 1999a, 2000b,c).
There is a third possibility, however. It could also be that by the time a very dense core forms inside a molecular cloud, the gas is no longer highly fragmented and fractal. This could be because the Mach number of the turbulence is relatively low in this case; i.e., the line width may be nearly thermal (and the temperature may be elevated). If there is enough mass to form more than one star, then the model for moving accretion could apply. And in a dense cluster, there could also be enough time for such thermal cores to coalesce and build up in mass (because at the Jeans size, these cores would be fairly big). Then we are faced with the interesting possibility that dense clusters might end up with a different IMF than low density star-forming regions. That is, the high mass stars may accrete faster than the low mass stars in such a uniform environment, and so have a different contribution to the net IMF than would a low density region. This is an old idea (Larson 1978; Larson 1982; Zinnecker 1982). What do the observations say about it now?
First of all, the IMF is in fact steeper in low density regions than in clusters. A compilation of the observations in Elmegreen (1997, 1999a) demonstrated this. For example, the slope $`x`$ in the power law part, written as $`M^{1x}d\mathrm{log}M`$, is in the range from 1.5 to 2 for the local field stars (Garmany, Conti, & Chiosi 1982; Scalo 1986; Humphreys & McElroy 1984; Blaha & Humphreys 1989; Basu & Rana 1992; Kroupa, Tout, & Gilmore 1993; Tsujimoto et al. 1997), whereas $`x=1.35`$ for the Salpeter function is more appropriate for clusters. The same steep slope applies to the unclustered young stars in Orion, although the tightly clustered stars have $`x`$ in the range from 1 to 1.5 (Ali & DePoy 1995). In the whole Orion field, the IMF is steep as well (Brown 1998). J.K. Hill et al. (1994), and R.S. Hill et al. (1995) also found that LMC clusters have significantly steeper slopes in regions of low young star density than high young star density. An even more extreme case is considered by Massey et al. (1995b), who find that the remote field in the LMC has $`x4`$.
The problem with these observations is that they all might contain selection effects. One example is differential drift, where the low mass stars, with their longer lives and possibly higher velocity dispersions, drift further into the field, or into the low density regions, than high mass stars. Segregation of high mass stars to the potential wells of young clusters could produce the steepening effect at low density too (and a relatively shallow IMF in the cluster cores). Such segregation would have to be rapid, however (Hillenbrand & Hartmann 1998; Bonnell & Davies 1998). Also important might be the failure to correct for the loss of evolved massive stars in a region that has been forming stars for a long time. The color magnitude diagram may show only the youngest high-mass stars, and the oldest could be gone by now. This might be the case for the IMF in a whole OB association, which could have been forming stars for a period of 10 My or more, much longer than the lifetime of the most massive stars. In fact, because the duration of star formation increases with the size of the region, as shown above, the IMF might be systematically steeper in the larger, lower density regions simply because of a lack of corrections for this subtle aging effect.
On the other hand, the IMFs in dense clusters are surprisingly invariant for the intermediate-to-high mass range, spanning a factor of several hundred in cluster star density (Massey & Hunter 1998; Luhman & Rieke 1998). Thus, whatever is happening in one cluster must be happening in all clusters. Moreover, this IMF is very close to the Salpeter IMF, namely with a slope in the range from -1 to -1.5 on a logarithmic scale at intermediate to high mass. The same slope applies to galaxies in general (sect. 4).
What complicates this bimodal approach is that the galaxy-wide IMF is not particularly sensitive to the slope of the IMF at the very highest masses, except for the requirement that there not be too many high mass stars, e.g. in the 50-100 M range, to avoid an unusually high abundance of oxygen compared to iron (Wang & Silk 1993). If the galaxy-wide IMF began to drop at around 50 M$``$, and had fewer 100 M stars than the number expected from an extrapolation of the Salpeter function, then we probably would not know this. However, dense clusters like 30 Dor have many O3 stars with masses of around 100 M and a Salpeter slope out to at least this value (Massey & Hunter 1998). Thus it is conceivable that dense clusters form proportionally more $`>50`$ M stars than lower density regions. It may also be true in this case that the majority of stars cannot form in dense clusters, because then the galactic abundance of $`>50`$ M stars, and perhaps of oxygen, would end up too high. Thus there remains a possibility that cluster density affects the IMF at the very highest masses in ways that are difficult to observe right now. A discussion of various constraints on the high mass IMF, including stochastic IMF models that extend into this range, is in Elmegreen (2000c).
## 4 The cluster IMF equals the Galaxy IMF
A surprisingly strong constraint on the theory of the IMF comes from the simple observation, mentioned above, that the cluster IMF slope is about the same as the galaxy-integrated IMF slope. The latter comes from observations of emission-line equivalent widths (Kennicutt, Tamblyn & Congdon 1994; Bresolin & Kennicutt 1997), in which the emission line measures the massive star flux and the continuum measures the low mass star flux. It also comes from color magnitude diagrams in the LMC and local dwarf galaxies (Greggio et al. 1993; Marconi et al. 1995; Holtzman et al. 1997; Grillmair et al. 1998), as well as from the relative abundances of Fe and O. The latter appear constant in a wide variety of systems, including QSO damped Ly$`\alpha `$ lines (Lu et al. 1996) and Ly$`\alpha `$ forest lines (Wyse 1998), the intracluster medium (Renzini et al. 1993; Wyse 1997, 1998), elliptical galaxies (Wyse 1998), and normal spirals, including the Milky Way.
This apparent equivalence between the cluster and integrated IMFs was not previously recognized as a constraint on the IMF models because for a long time it was not known that high mass stars always form along with low mass stars. Twenty years ago, bimodel star formation models proposed that high and low mass stars may form in different regions. These models are no longer popular, however (see review sections in Elmegreen 1997, 1999a). For the more realistic case in which high mass clouds make both high mass and low mass stars, giving a normal IMF, and for the common observation that low mass clouds make primarily low mass stars, we would have the unusual circumstance that far more low mass stars should be forming than high mass stars compared to the normal IMF were it not required that stars of all masses form randomly in clouds of all masses. That is, if high mass clouds make both high mass and low mass stars, but low mass clouds make only low mass stars, then the large number of low mass clouds compared to high mass clouds would give a summed IMF that is steeper than the IMF in each region.
Instead, it must be true that even low mass clouds occasionally form intermediate or high mass stars, although we rarely see this because of sampling effects; i.e. it takes a lot of stars to get an IMF sufficiently populated to form a high mass star. To put it differently, the observations seem to require that ten low mass clouds have the same probability of forming a high mass star as a single cloud with ten times the mass. In retrospect, considering the fractal structure of clouds, this is neither surprising nor unobserved. When viewed from a distance, small clouds are seen to be parts of large clouds, so when we see a high-mass star forming in an extended region of star formation with a large total cloud mass, closer examination should show that this star is really forming in a smaller subcloud, and that other smaller subclouds may have not have such massive stars at all. Only when we lose the multi-scale perspective, by studying only the local regions of star formation for example, do we have difficulties understanding how small clouds can make large stars. This statement is independent of the peculiarities of high mass star formation, which may involve hot cores or dense clusters, unlike low mass stars; it is only about sampling where such peculiarities are likely to occur among all of the clouds in a region.
We can also see how this constraint on unrestricted starbirth locations follows from the observations by considering a simple theoretical model (Elmegreen 1999a). Suppose that the cloud or cluster mass spectrum is
$$N(M_{cl})dM_{cl}M_{cl}^\gamma dM_{cl}$$
(2)
and that the largest star mass that forms in a cluster of mass $`M_{cl}`$ is $`M_LM_{cl}^\alpha `$. Suppose also that the IMF in each region is
$$n(M)dM=n_0M^{1x}dM$$
(3)
out to the largest star mass, $`M_L`$. Setting $`N(M_L)dM_L=N(M_{cl})dM_{cl}`$, we can convert the individual IMFs into a summed IMF with the equation:
$$n_{gal}(M)=_M^{\mathrm{}}n(M|M_L)P(M_L)𝑑M_LM^{1x_{eff}}$$
(4)
where $`n(M|M_L)`$ is the conditional probability of forming a star of mass $`M`$ in a region with a maximum mass $`M_L`$. The integration gives $`x_{eff}=\left(\gamma 1\right)/\alpha `$, which is remarkably independent of the local IMF slope, $`x`$.
Now, $`\gamma 2`$ for clusters and probably for clouds also, considering the hierarchical structure (Fleck 1996; Elmegreen & Falgarone 1996; Elmegreen & Efremov 1997). Then the constraint that the local IMF equals the global IMF means that $`x_{eff}=x`$, which becomes $`x=1/\alpha `$. That is, the largest star mass must increase with the cluster mass as $`M_LM_{cl}^x`$. This is in fact observed (Elmegreen 1983), but it also follows theoretically from purely random sampling with all stars equally likely to form in all clouds. The reason is that the largest mass star comes from the IMF through the equation
$$_{M_L}^{\mathrm{}}n(M)𝑑M=1,$$
which implies that $`n_0=xM_L^x`$. The total cluster mass in the power law range is, similarly,
$$M_{cl}=_{M_{smallest}}^{\mathrm{}}Mn(M)𝑑M=\frac{x}{x1}M_L^xM_{smallest}^{1x}$$
(5)
for smallest mass star $`M_{smallest}`$ in the power law range. These two equations give $`M_LM_{cl}^x`$.
Thus large mass clouds are more likely to form high mass stars, but only because they form more stars overall. This is the implication of the observation that the cluster IMF equals the galaxy-wide IMF.
As a result of this implication, we can also state that star mass does not increase monotonically with time in a cluster as more and more stars form, because of some gaseous heating or heightened turbulence for example. This rules out a large class of sequential IMF models. If a model has this character, it may explain the IMF in any one cloud, but it cannot explain the IMF in the sum of all clouds.
There may be an interesting exception to this equality between the cluster IMF and the galaxy IMF in the observation by Massey et al. (1995b) that the slopes of the IMFs in the extreme field regions of the LMC and Milky Way are much steeper than the slopes in clusters. This goes in the same direction as the density dependence discussed in Section 3, so the result may have something to do with protostellar accretion, but there is also a simpler explanation: In the extreme field, the pressure and cloud density are likely to be low and the overall star formation rate low. Then OB stars may more readily disrupt their clouds and halt further star formation once they appear. If we consider the disruptive power of Lyman Continuum radiation and how it scales with cloud and cluster mass, then the value of $`\alpha `$ used above in the expression equals about 0.25 (Elmegreen 1999a). This gives $`x_{eff}=4`$, which is what Massey et al. (1995b) observe. Elsewhere, $`\alpha 1/x`$ and $`x_{eff}=x1.35`$, so massive stars should not readily halt star formation in their clouds. Presumably this is because star formation is usually too fast.
## 5 Young star fields are fractal, like the gas
The final clue to the origin of the IMF mentioned in the introduction is the observation that young star fields are hierarchically clumped, or fractal, just like the gas. Reviews of this property are in Elmegreen & Efremov (2000) and Elmegreen et al. (1999). Sometimes the hierarchy can be traced for 5 levels, from the scale of a giant patch of star formation in a spiral arm to subclumping inside a compact cluster (e.g., the cases of W3 and Orion are described in detail in Elmegreen et al. 1999). Various observations of subclustering of stars inside clusters were already mentioned above.
The gas has a similar structure, as is well known from fractal cloud studies (e.g., Scalo 1985; Falgarone et al. 1991; Stutzki et al. 1998). The mass spectrum of clouds probably comes from this structure too (Elmegreen & Falgarone 1996). The origin of all this fractal structure is presumably turbulence. Computer models reproduce it as well as can be expected at the present time (MacLow et al. 1997; Elmegreen 1999b).
The implication is that the stars freeze out of turbulent gas rather quickly, without moving much from their formation sites. Moreover, if they form in turbulence-generated clumps, then they probably have masses that are proportional to the turbulence-generated masses, i.e., to the local clump masses in a turbulent, self-gravitating medium. Models for this process are in Elmegreen (1993) and Klessen et al. (2000). In that case the origin of the IMF power law, or, if not an exact power law, then something close to a power law, such as a log-normal distribution, is a natural consequence of turbulence far removed from any boundaries. Turbulence produces power law velocities and scale-free structures, like fractals or multi-fractals (Sreenivasan 1991). The questions is, how exactly does turbulence make the IMF? We do not know yet, but we can come close with a simple model that has all the essential physics.
## 6 A model for the IMF in turbulent clouds
An interstellar cloud is somewhat self-similar over a wide range of scales. The thermal Jeans mass hardly shows up in the correlations between total linewidth and size, or density and size. For this reason, the formation processes of stars are probably self-similar too for a wide range of masses, at least in the power-law part of the IMF. This means that in a hierarchical cloud, the mass that goes into a star can come from any level in the hierarchy, provided the corresponding clump is sufficiently self-gravitating at some time in its life to make a star.
The total mass range for clumpy structure in clouds is $`10^{10}`$, whereas the mass range for stars in the power law part of the IMF is only $`100`$. Because of this large difference in mass range, stars have to come from only the part of the cloud hierarchy that is fairly close to the thermal Jeans mass at the total cloud pressure. Below that, the gas cannot collapse easily. The break in the IMF from the power law part at intermediate to high mass and the relatively flat part at low mass occurs at this thermal Jeans mass, which is $`0.3`$ M for typical conditions (Larson 1992; Elmegreen 1997). If there is no preference for scale above the thermal Jeans mass, then stars are essentially coming from a more-or-less random sample of clumps in the hierarchical gas distribution. Random samples from a hierarchy produce an $`M^2dM`$ mass distribution (Fleck 1996), which is already close to the Salpeter function of $`M^{2.35}dM`$. Random sampling from Fourier $`k`$-space produces a $`k^2dk=M^2dM`$ spectrum too (Elmegreen 1993). This is a good start to look for a theory of the IMF.
The next step is to recognize that the sampling process cannot be completely uniform on all scales. As we have seen, dynamical events work faster at higher densities. In a fractal cloud, the smallest fragments have the highest densities, so we should really be considering a random sample with a rate proportional to the dynamical rate, which scales as the square root of the local density. In this case, smaller mass clumps form stars more often than higher mass clumps, and that steepens the IMF from a slope of 2 to about 2.15 (Elmegreen 1997). The same steepening occurs if we think of the turbulent rate as a function of wavenumber $`k`$ in phase space too, because the turbulent rate varies approximately as $`k^{1/2}M^{1/6}`$, which steepens the IMF for purely turbulent sampling to $`k^{5/2}dkM^{13/6}dM`$ (Elmegreen 1993).
Now there are two additional effects, one that takes care of itself automatically in the above picture, and another that is likely to happen anyway, and which requires a bit more physics. The first effect is a competition for gas: when a dense, low-mass clump turns into a star, the gas that made it is no longer available to make another star. This effect steepens the IMF to a slope equal to about the Salpeter value, $`2.3`$ (or 1.3 for intervals of $`\mathrm{log}M`$). The reason is that each mass structure surrounding the first star in the hierarchy of structures has a little less gas to make its second star.
The other effect is that structures that are very large will evolve so slowly that the gas inside of them should turbulently remix and make new dense cores before the larger scale itself can make a star. This differs from the competition for mass above, which works even if the turbulent structures are static. With the second effect, the gas that is left over after the formation of a low mass star in an original low mass core can get recycled by turbulent motions into forming more low mass cores, and this may form more low mass stars without ever getting into a large mass star on the larger scale. This constraint involves timing. Any scale that has a star formation time much larger than the turbulent mixing time of the smallest star-forming scale inside of it is not likely to form a single large star, but will form numerous smaller stars instead.
This second effect has been simulated in a computer model (Elmegreen 2000c) by rejecting any previously chosen clump of mass $`M`$ with a probability of $`1e^{t(M)/t(M_J)}`$ for crossing time $`t(M)`$ on scale $`M`$ and for minimum mass $`M_J`$, which is the Jeans mass or some other minimum. If $`MM_J`$ and $`t(M)t(M_J)`$, then stars freeze out at scales equal to or less than $`M`$ without much turbulent remixing. If $`t(M)>t(M_J)`$, then even after all the initial low mass clumps turn into stars, more low mass clumps will still have time to form from the residual gas and turn into more low mass stars. Then nothing is left over for a high mass star of mass $`M`$. This ratio $`t(M)/t(M_J)`$ is the average number of turbulent crossings for scale $`M_J`$ that occur during a turbulent crossing time at scale $`M`$. It is the mean waiting time for significant mixing on scale $`M`$. Thus $`e^{t(M)/t(M_J)}`$ is the Poisson probability that no significant remixing occurs. The clump mass is related to the crossing time by $`M/M_J[t(M)/t(M_J)]^5`$. The observed IMF requires that $`t(M)/t(M_J)`$ be no more than order unity, perhaps at most 2, limiting $`M/M_J`$ to less than several hundred before the fall off in the high mass IMF becomes steep. This limit in $`t(M)/t(M_J)`$ is consistent with the requirement of rapid star formation, discussed in Section 2.
Model IMFs with this timing constraint are shown in Elmegreen (2000c). The slope at intermediate mass steepens a little, from $`2.3`$ to $`2.35`$, which is in fact the Salpeter value, and it steepens a lot above $`100`$ M, making the formation of extremely massive stars as unlikely as the observations require.
## 7 Conclusions
The processes of star formation are not yet well enough understood to trace in detail the sequence of events that differentiates high and low mass stars. There is so much uniformity in the IMFs from different regions, however, that many of these factors may not be important for the final distribution anyway. Somehow the averaging inherent in plotting a histogram of stellar masses erases the memory of the different physical processes that were involved in forming the stars. Triggered regions of star formation have about the same IMFs as quiescent regions; large region have about the same functions as small regions, aside from sampling statistics, and moderately old regions are about the same as the youngest. What this means is that stars with the same mass could have formed in very different environments, even with different processes, but we would not necessarily know this from a mere histogram of final star mass. The averaging has erased the details.
The previous sections have proposed that the approximately power law part of the IMF is somehow tracing the power-law conditions in star-forming clouds that are continuously established by pervasive turbulence. If true, then we do not need a theory of star formation to explain the IMF, but rather a theory of turbulence. This is the reverse of what most studies have been after: previous theories of the IMF began with a model for how stars form, usually ignoring the turbulent properties of the gas that goes into these stars, and then sampled the parameter space or the competitive processes until the final stellar masses were obtained. Now we suspect that any reasonable theory of star formation can give the same final IMF, even many of the theories that have already been proposed on physical grounds, provided only that they operate in a fractal, hierarchically-structured and turbulent medium. This may be why random sampling from hierarchical clouds at a rate that scales with the square root of the local density gives the right result: all theories of star formation have this basic scaling for the rate at which things happen.
The flattening at low mass down to the brown dwarf state may be a different matter. Here there is a characteristic mass, the mass at the lower limit to the Salpeter power law, and there may be a different reason for the mass distribution function below this limit than above. At the most fundamental level, however, this low-mass distribution is not that different from the high mass distribution: both are power laws for a factor of $`100`$ in mass range; they just have different powers. Maybe some scale-free properties of cloud or collapse dynamics are involved at low mass too. Regardless, the boundary itself has to contain some other physics to get the mass scale. For this reason, the mass at the boundary between the high-mass power law and the low-mass flat part may be expected to vary over the extreme range of star-forming environments. Such variations have been suggested for starburst regions, but direct observations at the boundary mass are still lacking.
The previous sections also emphasized the importance for the IMF of the dynamically rapid timescale for star formation in most regions. This seems to rule out a class of models that depends strongly on protostellar orbits in the cloud or on protostellar interactions. The observation of a similar IMF in clusters and in whole galaxies suggests further that stars of all masses can form in clouds of all masses. The issue here is that clouds are basically fractal in structure, so clouds of all masses are contained within, or are parts of, clouds with all higher masses. The definition of a cloud mass is vague. One uncertainty is whether dense clusters really have different high-mass IMFs than the average for all stars. Dense clusters may, in fact, have a slight excess of high-mass stars compared to the average for all stars; it would be very difficult to know this at the present time. If true, then accretion and coalescence effects may be important in dense cluster cores, but the fraction of stars which form under these conditions would have to be low. The Salpeter function found in dense clusters out to 100 M or more cannot continue indefinitely. If it did, then a galaxy the size of ours would have a few 1000 M stars (at birth), just by sampling the IMF for a large total mass.
Progress in understanding the IMF should come from two fronts: observations of statistically significant IMFs in a variety of different environments, sampling extremes in density, temperature, and pressure, and computational modeling of mass segregation processes in self-gravitating, turbulent, magnetic gas. Further IMF modeling in whole galaxies and careful studies of the timescale for star formation would be useful too.
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# Scaling properties of an inviscid mean-motion fluid model
## I Introduction
In 1998, Holm et al. , using the Euler-Poincaré variational formalism, proposed a model for the mean motion of ideal incompressible fluids. In this approach, the (reduced) Lagrangian, which for the incompressible case is the kinetic energy, was modified from that for the Euler equation:
$$l=\frac{1}{2}|𝐮|^2𝑑𝐱\left(=E\right),$$
to account for fluctuation energy of the velocity field in conjunction with the introduction of a fluctuation length scale $`\alpha `$
$$l=\frac{1}{2}\left(|𝐮|^2+\alpha ^2|𝐮|^2\right)𝑑𝐱\left(=E^\alpha \right).$$
(1)
The resulting “$`\alpha `$-model” for the Euler equations is
$$\frac{𝐯}{t}+𝐮𝐯\alpha ^2\left(𝐮\right)^T^2𝐮=p$$
$$𝐮=0,𝐯=\left(1\alpha ^2^2\right)𝐮$$
(2)
where, when $`\alpha `$ is set to zero, $`𝐯=𝐮`$, and the usual Euler equations are recovered. All other notation is standard. These equations are envisaged as modeling the flow of inviscid incompressible fluids at length scales larger than $`\alpha `$. (For proof of existence and uniqueness of solutions of (2), see Shkoller and Cioranescu & Girault (viscous case).)
Rivlin and Ericksen , in 1955, derived general constitutive laws of the differential type for an incompressible fluid, wherein at the first order, viscous Newtonian stress results (first grade fluids), while at the next order inviscid, non-Newtonian, stress-strain relations appear (second grade fluids). Equations (2) are identically the equations governing inviscid second-grade fluids, and where now $`\alpha `$ is a material property. Viscous and inviscid second grade fluid flows have since been studied from different viewpoints (e.g., see Dunn & Fosdick and references therein, and Cioranescu & Girault ). We also note that the variational formulation of (2) was already explicitly noted in Cioranescu & Ouazar .
The new derivation of (2) has, however, renewed interest in them and besides spurring more mathematical work has stimulated computational investigations of $`\alpha `$-models$`^{(\text{e.g., }}`$ <sup>)</sup> for the reason that the advection velocity, $`𝐮`$, is obtained by a spatial-average of the advected field $`𝐯`$ (inversion of the Helmholtz operator in (2)). This results in a modification of the advective nonlinearity, the main nonlinearity of fluid dynamics, in such a way as to suppress mutual interactions between scales which are smaller than $`\alpha `$ (as can be seen, for example, in the untruncated version of (5) below when $`|m|,|n|>2\pi /\alpha `$). This modification is purely inviscid, and we will refer to it simply as nonlinear-dispersion in what follows. However, with the exception of Nadiga & Shkoller , computational studies of $`\alpha `$-models have always used additional viscous terms: For example, Chen et al. (1998) examine the applicability of a viscous $`\alpha `$-model to model turbulent channel flow, and Chen et al. (1999) explore the utility of a three-dimensional viscous $`\alpha `$-model in providing a subgrid model for fluid turbulence. While this is clearly the appropriate direction to pursue in the context of realistic applications, we think that studying purely inviscid $`\alpha `$-models, although idealized, is important and will complement the study of their viscous counterparts. In Nadiga and Shkoller , among other things, we presented a series of two-dimensional numerical computations comparing the solutions of Euler equations, Navier-Stokes equations, and an Euler-$`\alpha `$ model, and showed that the Euler-$`\alpha `$ model was able to reproduce the typical enstrophy decay characteristics of the Navier-Stokes equations, but in a conservative setting. Presently, we address some statistical scaling aspects of the dynamics of such an Euler-$`\alpha `$ model to highlight its inviscid subgrid-scale modeling features.
To better illustrate the effects of nonlinear-dispersion, the salient feature of all $`\alpha `$-models, it suffices to consider (2) in two-dimensions. In that case, it can be rewritten in the vorticity-streamfunction formulation as
$$\frac{dq}{dt}=\frac{q}{t}+J[\psi ,q]=0$$
$$q=\left(1\alpha ^2^2\right)\omega ,^2\psi =\omega ,$$
(3)
where $`\psi `$ is the streamfunction, $`\omega `$ is the vorticity, $`J`$ is the Jacobian operator so that $`J[\psi ,q]=\frac{\psi }{y}\frac{q}{x}+\frac{\psi }{x}\frac{q}{y}`$, and again, when $`\alpha `$ is set to zero, $`q=\omega `$, and the usual Euler equations result. Equation (3) can be also be written as
$$\frac{\omega }{t}+\left(1\alpha ^2^2\right)^1J[\psi ,\left(1\alpha ^2^2\right)\omega ]=0,^2\psi =\omega ,$$
a form that highlights the modification to the $`J[\psi ,\omega ]`$ nonlinear term of the Euler equations. Parenthetically, we note that in going to two-dimensions, we lose analogs of three-dimensional processes like vorticity stretching, and therefore, fail to characterize the effect of nonlinear-dispersion on such processes.
The kinetic energy $`E^\alpha `$ (denoted by $`E`$ when $`\alpha =0`$), as defined in (1), is an obvious constant of motion in both two and three dimensions. However, in two dimensions, unlike in three, the vorticity $`q`$ ($`\omega `$ when $`\alpha =0`$) of each fluid element is an inviscid constant (see (3)), implying an infinity of conservation laws. In particular, enstrophy $`Z^\alpha `$, defined as
$$Z^\alpha =\frac{1}{2}\left[\left(1\alpha ^2^2\right)\omega \right]^2𝑑𝐱,$$
(4)
is a second conserved quadratic quantity. As before, when $`\alpha =0`$, we represent the conserved enstrophy by $`Z`$. (The domain integral of $`𝐮𝝎`$ or helicity is a quadratic quantity which is conserved in three dimensions, but which is identically zero in two dimensions.)
The use of equilibrium statistical mechanical theories (for (3) with $`\alpha =0`$) to better understand the inviscid dynamics of two-dimensional flows range from the two-constraint theory (see Kraichnan and Montgomery and references therein) for finite truncations of the continuous system, to those based on point vortices (again see Kraichnan and Montgomery and references therein) and their generalizations to continuous vorticity fields which consider the infinity of conserved quantities. In this article, we present the two-constraint theory for (3) and verify the main results of the theory computationally. Other than mentioning that there is already some numerical evidence which seems to suggest that individual solutions of the Euler-$`\alpha `$ model (3) may indeed follow predictions made for the behavior of the ensemble-averaged solutions of the Euler equations by the more complicated statistical theories we do not consider such theories any more in this short note. Also, since one may be tempted to point to the shortcomings of the two-constraint theory for the Euler equations before considering the utility of such a theory for the Euler-$`\alpha `$ model, we wish to point out that the importance of this work lies primarily in the comparison of the results for the Euler-$`\alpha `$ model to the classical results for the Euler equations. In so doing, the effects of nonlinear-dispersion, and its beneficial numerical ramifications, are clearly highlighted. At the risk of belaboring the point further, we reemphasize that in considering the simple two constraint theory, we are in no way suggesting that the behavior of the ensemble averaged solution of the $`\alpha `$-model (3) (or their slightly viscous counterparts) will follow this theory in more realistic situations; the limitation of this theory in predicting large-scale coherent structures in the $`\alpha =0`$ case is well known , and carry over to the nonzero $`\alpha `$ case.
Furthermore, from a numerical point of view, inviscid computations of (3) which conserve two quadratic invariants are fairly easily realizable and more commonplace than the more involved multisimplectic schemes which are required for conserving a larger number of constraints. Also, while state of the art schemes of the latter kind can handle only tens of modes (because of an $`N^3\mathrm{log}N`$ scaling of computational work, where, $`N`$ is the number of modes ), there is no such restriction on schemes of the former kind. Examples of schemes which conserve just the energy and enstrophy invariants are Fourier-Galerkin truncations implemented as a fully dealiased pseudospectral spatial discreteization and the second-order finite difference spatial discreteization using the Arakawa Jacobian. While we have done computations with both these schemes and see no discrepancy between the results, we consider only the spectral discretization in this article since the theory presents itself most naturally in this setting.
## II Two-Constraint Statistical Theory for (3)
Let $`q_𝐱`$ represent a discretization of $`q`$ on a two-dimensional spatial grid, $`𝐱`$, with $`2N+1`$ equispaced points on each side. Let $`\widehat{q}_𝐤`$, where $`𝐤`$ is the set of all wave-vectors $`k=(k_x,k_y)`$ denote the Fourier transform of $`q_𝐱`$. Although there are $`(2N+1)^2`$ $`k`$-space grid points, since $`q_𝐱`$ is real, not all of them are independent and $`\widehat{q}_k=\widehat{q}_k^{}`$. Therefore, there are only half as many $`k`$-space grid points, and, $`𝐤`$ the set of all $`k`$ is such that
$$𝐤\left\{k=(k_x,k_y),k_{min}k_x,k_yk_{max}\right\}.$$
However, since each $`\widehat{q}_k`$ is a complex number, there are overall $`(2N+1)^2`$ degrees of freedom in $`\widehat{q}_𝐤`$. Consider the truncation of (3) that is closed in $`\widehat{q}_𝐤`$:
$$\frac{d}{dt}\widehat{q}_k+\underset{\genfrac{}{}{0pt}{}{m+n=k}{k,m,n𝐤}}{}\widehat{q}_m\widehat{q}_n\frac{m\times n}{|m|^2\left(1+\alpha ^2|m|^2\right)}=0.$$
(5)
Among the infinity of conservations for the continuous system (3) previously discussed, conservations (1) and (4) are the only ones which survive for the truncated system (5), and may be expressed in terms of $`\widehat{q}_k`$ as
$$E^\alpha =\frac{1}{2}\underset{k𝐤}{}\frac{|\widehat{q}_k|^2}{|k|^2(1+\alpha ^2|k|^2)},Z^\alpha =\frac{1}{2}\underset{k𝐤}{}|\widehat{q}_k|^2.$$
(6)
This follows from the detailed conservation property of energy and enstrophy wherein each of these quantities is conserved in every triad interaction.
Considering the dynamics of $`\widehat{q}_𝐤`$ under (5), we work in the $`(2N+1)^2`$ dimensional phase space. As a consequence of (3) satisfying a detailed Liouville theorem (see Kraichnan and Montgomery and references therein), (5) also satisfies a Liouville theorem and the motion of $`\widehat{q}_𝐤`$ in the truncated phase space is divergence free . We can, therefore, define a stationary probability density, $`P`$, such that $`P_{k𝐤}d\widehat{q}_k`$ is the probability of finding the system within the ($`(2N+1)^2`$ dimensional) phase space volume $`_{k𝐤}d\widehat{q}_k`$ centered around $`\widehat{q}_𝐤`$, and the ensemble average of any quantity $`O`$, a function of $`\widehat{q}_𝐤`$, as
$$O=OP\underset{k𝐤}{}d\widehat{q}_k.$$
(7)
Next, a maximization of the information theoretic entropy $`s`$, defined in the usual fashion as
$$s=\mathrm{ln}P1=\left(P\mathrm{ln}PP\right)\underset{k𝐤}{}d\widehat{q}_k,$$
subject to constant ensemble-averaged energy and enstrophy, $`E^\alpha `$ and $`Z^\alpha `$ respectively, leads to
$$P=a\mathrm{exp}(\beta E^\alpha \gamma Z^\alpha ).$$
(8)
Here, $`\beta `$ (an inverse temperature associated with energy) and $`\gamma `$ (an inverse temperature associated with enstrophy) are the Lagrange multipliers associated with the two constraints, and $`a`$ is determined from
$$P\underset{k𝐤}{}d\widehat{q}_k=1.$$
Making use of (6) in (8) then leads to a factorization of the probability density:
$$P=a\underset{k𝐤}{}\mathrm{exp}\left(|\widehat{q}_k|^2\left(\frac{\beta }{|k|^2\left(1+\alpha ^2|k|^2\right)}+\gamma \right)\right).$$
(9)
The ensemble averaged two-dimensional spectral density is then computed using (7) and (9) (after noting the expressions for the moments of a Gaussian) as
$$U^\alpha (k)\frac{1}{2}\frac{|\widehat{q}_k|^2}{|k|^2\left(1+\alpha ^2|k|^2\right)}=\frac{1}{4}\frac{1}{\beta +\gamma |k|^2\left(1+\alpha ^2|k|^2\right)}.$$
Since (the isotropic) one-dimensional spectra are more convenient for plotting, we define
$$E^\alpha (|k|)=\underset{|k||j|<|k|+1}{}U^\alpha (j),\text{so that}E^\alpha =\underset{|k|}{}E^\alpha (|k|).$$
In what follows, we drop the $`||`$ sign on $`k`$ and to avoid confusion, note that while $`E^\alpha `$ represents the total conserved energy, $`E^\alpha (k)`$, with a dependence on $`k`$, represents the corresponding one-dimensional spectrum. The one-dimensional spectrum $`E^\alpha (k)`$ is then seen to scale with $`k`$ as
$$E^\alpha (k)\frac{k}{\beta +\gamma k^2\left(1+\alpha ^2k^2\right)},$$
(10)
with the above scaling being only approximate when the mode spacing is not small compared to $`k`$ (as at small $`k`$).
In (10), since $`\alpha `$ is a given length scale, once the discretization is fixed, expressions for the total energy and enstrophy of the given initial conditions provide two equations to solve for $`\beta `$ and $`\gamma `$. The equilibrium spectral scaling (10) is then seen to exhibit three regimes depending on the values of the conserved energy and enstrophy as follows. If the minimum and maximum wavenumbers of the truncation are $`k_{min}`$ and $`k_{max}`$ respectively, and if we define a mean wavenumber of the initial conditions as,
$$k_1=\sqrt{\frac{Z^\alpha }{E^\alpha }},$$
then, we can identify three regimes depending on the signs of $`\beta `$ and $`\gamma `$:
* If the initial conditions are such that the mean wavenumber $`k_1`$ is small: $`k_{min}k_1<k_a`$, then the temperature corresponding to energy is negative, while that corresponding to enstrophy is positive: $`\gamma k_{min}^2(1+\alpha ^2k_{min}^2)<\beta <0`$, $`\gamma >0`$;
* If the mean wavenumber $`k_1`$ is medium: $`k_a<k_1<k_b`$, then both temperatures are positive: $`\beta >0`$, $`\gamma >0`$;
* If the mean wavenumber $`k_1`$ is large: $`k_b<k_1k_{max}`$, then the temperature corresponding to energy is positive while the temperature corresponding to enstrophy is negative: $`\beta >0`$, $`\beta <\gamma k_{max}^2(1+\alpha ^2k_{max}^2)<0`$.
Here, $`k_a`$, and $`k_b`$ are constants depending on the filter length $`\alpha `$ and the discretization:
$$k_a^2=\frac{k_{max}^2k_{min}^2}{2}\left[\mathrm{log}\left(\frac{k_{max}(1+\alpha ^2k_{min}^2)}{k_{min}(1+\alpha ^2k_{max}^2)}\right)\right]^1,$$
$$k_b^2=\frac{k_{max}^2+k_{min}^2}{2}+\alpha ^2\frac{k_{max}^4+k_{max}^2k_{min}^2+k_{min}^4}{3}.$$
(In the case of an infinite domain, the first of the above cases, $`\beta <0`$, cannot occur since $`k_a=0`$.)
Further, we can also compute the spectrum of the energy conserved by the Euler equation ($`E`$) under the dynamics of the Euler-$`\alpha `$ model. Noting that
$$E=\frac{1}{2}\underset{k𝐤}{}\frac{|\widehat{q}_k|^2}{|k|^2\left(1+\alpha ^2|k|^2\right)^2},$$
(an extra factor $`(1+\alpha ^2|k|^2)`$ in the denominator compared to the expression for $`E^\alpha `$) and that $`E`$ is not conserved for $`\alpha 0`$, the scaling of its one-dimensional spectrum, denoted simply by $`E(k)`$, may be written as
$$E(k)\frac{k}{\left(1+\alpha ^2k^2\right)\left(\beta +\gamma k^2\left(1+\alpha ^2k^2\right)\right)}.$$
(11)
## III Discussion and Computational Verification of Results
We devote the remainder of the article to a discussion of the scalings (10) and (11) and their computational verification. First, when $`\alpha `$ is set to zero in either (10) or (11), the classic result of Kraichnan for the Euler equation:
$$E(k)\frac{k}{\beta +\gamma k^2}$$
(12)
is recovered, with the three regions corresponding to the different combination of signs for $`\beta `$ and $`\gamma `$ now separated by values of the mean wavenumber $`k_1`$ corresponding to $`k_a`$ and $`k_b`$, where $`k_a`$ and $`k_b`$ are given by
$$k_a^2=\frac{k_{max}^2k_{min}^2}{2}\left[\mathrm{log}\left(\frac{k_{max}}{k_{min}}\right)\right]^1,k_b^2=\frac{k_{max}^2+k_{min}^2}{2}.$$
As has been noted many times now for $`\alpha =0`$, there is no discontinuity of any sort in going from one region to the other among the three regions corresponding to different combinations of signs of $`\beta `$ and $`\gamma `$. Therefore, for convenience, we first consider, in detail, the case $`\beta >0`$ and $`\gamma >0`$, and define
$$k_{}^\alpha =\frac{1}{\alpha \sqrt{2}}\left(1+\sqrt{\frac{4\alpha ^2\beta }{\gamma }+1}\right)^{\frac{1}{2}},$$
$$k_{}=\underset{\alpha 0}{lim}k_{}^\alpha =\sqrt{\frac{\beta }{\gamma }},$$
and note that
$$k_{}^\alpha =k_{}\left(1+O(\alpha ^2k_{}^2)\right).$$
Furthermore, $`k_{}`$ can be shown to be of the order of $`k_1`$. (Thus, for simplicity in what follows, one may use $`k_1`$, $`k_1^\alpha `$, $`k_{}`$, and $`k_{}^\alpha `$ interchangably, or represent all of them by $`k_1`$.) For the Euler solutions, we have from (10) with $`\alpha =0`$, the large scales and small scales (with respect to $`k_{}`$) behaving asymptotically as
$`E(k)k,`$ $`k_{min}kk_{};`$ (13)
$`E(k)k^1,`$ $`k_{}kk_{max},`$ (14)
implying equipartition of $`E`$ at large scales and equipartition of $`Z`$ at small scales. (When $`kk_{}`$, $`\gamma k^2\beta `$ in (12) and when $`kk_{}`$, $`\gamma k^2\beta `$ in (12).) When $`\alpha `$ is not zero, however, from (10), one easily sees the analogous $`E^\alpha `$\- and $`Z^\alpha `$-equipartition results to be respectively
$`E^\alpha (k)k,`$ $`k_{min}kk_{}^\alpha ;`$ (15)
$`E^\alpha (k)k^3,`$ $`k_{}^\alpha kk_{max}.`$ (16)
This implies that nonlinear-dispersion in (3) acts in such a way as to preserve the Euler scaling of dynamics at the large scales while at the same time greatly deemphasizing the importance of small scales.
Asymptotic scalings arising from (11), for the nonconserved energy for $`\alpha 0`$:
$`E(k)k,`$ $`k_{min}kk_{}^\alpha ;`$ (17)
$`E(k)k^5,`$ $`k_{}^\alpha kk_{max}.`$ (18)
further reinforce this result. Finally, we note that for $`\alpha =0`$, it is well known (and easy to see from (10)) that when $`k_{max}\mathrm{}`$, energy diverges logarithmically and enstrophy diverges quadratically. However, when $`\alpha 0`$, one can see from (10) that when $`k_{max}\mathrm{}`$, energy is not divergent and that the enstrophy $`Z^\alpha `$ is quadratically divergent. Nevertheless, in Nadiga and Shkoller , we show that it is the dynamics of the non-conserved enstrophies $`\frac{1}{2}\omega ^2𝑑𝐱`$ and $`\frac{1}{2}\left[\left(1\alpha ^2^2\right)^{\frac{1}{2}}\omega \right]^2𝑑𝐱`$ which are actually interesting. While the former does not diverge, the latter diverges only weakly (logarithmically).
We have carried out a series of computational experiments on a doubly periodic two-dimensional domain, wherein an ensemble of initial conditions were evolved under (5) for different values of $`\alpha `$ until statistical equilibration was achieved. Initial conditions, similar to those in Fox and Orsag , were obtained by choosing amplitudes for wavenumbers in the band $`50|k|51`$ (zero elsewhere) from a zero-mean normal distribution of random numbers. The variance was scaled in such a way that for the different values of $`\alpha `$, the conserved energy had the same value: $`E^\alpha =E`$. The mean wavenumber $`k_1`$ for this set of initial conditions corresponds to about 50.5, and for the resolution chosen below, $`28.5k_a43.5`$, and $`k_b60.1`$. With this setup, besides letting both $`\beta `$ and $`\gamma `$ be positive, we can realize both the energy and enstrophy equipartition regimes in the same experiment.
A fully dealiased pseudospectral spatial discretization was used with $`k_{min}=1`$, and $`k_{max}=N=85`$, and the nonlinear terms were computed in physical space using 256 grid points in each direction. A nominally fifth-order, adaptive time stepping, Runge-Kutta Cash-Karp algorithm was used for time integration. Energy was conserved to better than 1 in $`10^5`$ and enstrophy to better than 1 in $`10^4`$ over the entire duration of the runs.
In Fig. 1, we plot the (instantaneous) spectrum $`E^\alpha (k)`$ against $`k`$, on a log-log scale for four different values of $`\alpha `$: 0, 0.05, 0.10, and 0.15, corresponding to between 0 to $`2.4`$ percent of the domain size. The spectrum for the Euler case ($`\alpha =0`$) is offset by a decade so as to not clutter the figure, and slopes of $`1`$, $`1`$, and $`3`$ are drawn for reference. The scalings, (13) for $`\alpha =0`$, and (15) for nonzero $`\alpha `$, are clearly verified at both large and small scales, in Fig. 1, with in fact a cleaner (but identical) scaling of the large scales for nonzero $`\alpha `$. Furthermore, the three spectra corresponding to the nonzero-$`\alpha `$ cases seem to collapse onto a single curve in Fig. 1. This collapse may be explained by noting that almost all the energy is contained in the low-$`k`$ modes (denoted below by the set of wavenumbers $`𝐤_E`$) and almost all enstrophy is contained in the high-$`k`$ modes (denoted below by the set of wavenumbers $`𝐤_Z`$). This leads to a leading order expression for $`\beta `$ which is independent of $`\alpha `$:
$$\beta (\alpha )\underset{𝐤_E}{}k/E,$$
and one for $`\gamma `$ which is inversely proportional to $`\alpha ^2`$:
$$\gamma (\alpha )\underset{𝐤_Z}{}k/(\alpha ^2k_1^2Z).$$
This in turn implies that the spectra (10) should be almost independent of $`\alpha `$, except for a small intermediate range of $`k`$.
The above collapse of the nonzero-$`\alpha `$ spectra onto a single curve seems to suggest that the actual value of $`\alpha `$ is not very important as long as its value is in a certain range. This, however, is not true as can be seen from the structure of the $`E(k)`$ spectrum plotted in Fig. 2 for the same four cases. The theoretical scaling for this spectrum is given in (11) and the asymptotic scalings are given in (17). Although the small scale behavior is as expected, it is clear that with increasing $`\alpha `$, the structure of the large scales is being substantially modified. (Scaling (17) at large scales, can obviously be realized by increasing the number of modes, but that is not our intent here; we are examining the effect of $`\alpha `$ at fixed resolution.) Therefore, a small value of $`\alpha `$ is indicated. In such a case, the nonlinear-dispersion of the $`\alpha `$-model is highly beneficial at small-scales while the large-scale distortion is minimal. Considering that the minimally resolved length scale in these computations corresponds to about $`0.074`$, one may conclude that $`\alpha `$ should be of that order. That is to say, besides their use in describing second-grade fluids, $`\alpha `$-models in general and (3) in particular should be useful as a subgrid model in under-resolved computations.
These conclusions are also borne out in numerical experiments corresponding to the fluid-dynamically more interesting case wherein the temperature associated with energy is negative ($`\beta <0`$). As mentioned earlier, such a case is obtained when the initial conditions are chosen with energy and enstrophy such that $`k_1<k_a`$. (As before, $`28.5k_a43.5`$ for the different values of $`\alpha `$ for the discretization chosen.) In such a case, there is a condensation of energy on to the low modes of the system resulting in large scale structures (necessarily coherent). However, the enstrophy equipartition scaling of the spectra discussed previously are unchanged. This gives us an opportunity to better test the extent of distortion of the low wavenumber (coherent) modes due to increasing $`\alpha `$. While various aspects of the negative temperature case for nonzero $`\alpha `$ are considered in Nadiga and Shkoller , in the spirit of this article, we presently consider only the spectral distortion to the structure of the low wavenumber (coherent) modes. In Fig. 3, where we plot the spectrum $`E(k)`$ versus $`k`$ again for $`\alpha =0`$, $`0.05`$, $`0.10`$, & $`0.15`$, and now where $`k_12`$. For this case, only one realization (for each value of $`\alpha `$) is considered and the spectrum corresponds to a long time average, for good measure, taken after the system has reached statistical equilibrium. For this suite of runs, energy was conserved to machine precision while enstrophy was conserved to about 0.3% for the entire duration of the runs considered. The steep slope of $`5`$, for the small scales, for nonzero $`\alpha `$ (compared to a slope of $`1`$ for $`\alpha =0`$) is again verified and more importantly, for the case of $`\alpha =0.05`$, the low-mode structure (up to $`k=10`$) is almost identical to the case of $`\alpha =0`$. This is clearly not the case for the two other values of the filter length, $`\alpha `$, which are greater than the smallest resolved scale of the computation.
I would like to thank Len Margolin, Steve Shkoller, and John Dukowicz for many interesting discussions. This work was supported by the Climate Change Prediction Program of DOE at the Los Alamos National Laboratory.
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# Chan-Paton Soliton Gauge States of Compatified Open String
## I Introduction
The discovery of D-brane as R-R charge carrier and its applications to various string dualities has made it clear that open string is essential in the study of string theory. Historically, Yang-Mills gauge symmetry was incorporated into string theory through different mechanisms for closed and open strings. For the closed string, it was built into the theory through compatification of string coordinates or, more generally, by adding an internal Kac-Moody conformal field theory with the appropriate central charge . For the open string instead, Yang-Mills degree of freedom was built into the theory through Chan-Paton effect by adding charges at the end points of string.
In the previous paper, we related the closed string Kac-Moody gauge symmetry to the existence of massless zero-norm soliton gauge states (SGS) in the spectrum of torus compatification. The program was then extended to the massive states. The existence of massive SGS thus implies that there is an infinite enhanced gauge symmetry of compatified closed string theory. In this paper, we will study the SGS of compatified open string theory. Unlike the closed string case, we find that the SGS exists only at massive levels. These SGS correspond to the enhanced massive symmetries with transformation parameters containing both Einstein and Yang-Mills indices. This is reminiscent of the symmetry of closed Heterotic string massive modes discovered previously. In the T-dual picture, these SGS implies the existence of enhanced massive gauge symmetry at some discrete values of compatified radii when N D-branes are coincident.
This paper is organized as following. In section II we discuss the uncompatified open string. We first derive both massless and massive Chan-Paton zero-norm gauge states. The corresponding gauge symmetries and Ward identities are then derived. In the massive case, we get mixed Einstein-Yang-Mills-type symmetry, which is similar to the one we derived in the closed Heterotic string theory. Section III is devoted to the compatified open string case. Massive SGS, which is responsible for the enhancement of massive gauge symmetry, are shown to exist at any higher massive levels of the spectrum. A brief discussion is given in section IV.
## II Chan-Paton Gauge States
In this section, we discuss (zero-norm) gauge state of uncompatified open string with Chan-Paton factor and its implication on on-shell symmetry and Ward identity. For simplicity, we consider the oriented $`U\left(N\right)`$ case. The vertex operators of massless gauge state is
$$\theta ^a\lambda _{ij}^akxe^{ikx}$$
(1)
where $`\lambda U\left(N\right),iN,j\stackrel{\mathrm{\_}}{N}`$ and $`a`$ adjoint representation of $`U\left(N\right)`$. The on-shell conformal deformation and $`U\left(N\right)`$ gauge symmetry to lowest order in the weak background field approximation are $`\left(\mathrm{}\theta ^a=0,\mathrm{}_\mu ^\mu \right)`$
$$\delta T=\lambda _{ij}^a_\mu \theta ^ax^\mu $$
(2)
and
$$\delta A_\mu ^a=_\mu \theta ^a$$
(3)
with T the energy momentum tensor and $`A_\mu ^a`$ the massless gauge field.
One can verify the corresponding Ward identity by calculating e.g., 1-vector and 3-tachyons four point correlators. The amplitude is calculated to be
$`T_\mu ^{abcd}`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{4}{}}dx_ie^{ik_1x_1}x_\mu e^{ik_2x_2}e^{ik_3x_3}e^{ik_4x_4}T_r\left(\lambda ^a\lambda ^b\lambda ^c\lambda ^d\right)}`$ (4)
$`=`$ $`{\displaystyle \frac{\mathrm{\Gamma }\left(\frac{s}{2}1\right)\mathrm{\Gamma }\left(\frac{t}{2}1\right)}{\mathrm{\Gamma }\left(\frac{u}{2}+1\right)}}\left[k_{3\mu }\left({\displaystyle \frac{s}{2}}+1\right)k_{1\mu }\left({\displaystyle \frac{t}{2}}+1\right)\right]\times T_r\left(\lambda ^a\lambda ^b\lambda ^c\lambda ^d\right)`$ (5)
In equation (2.4), s , t and u are the usual Mandelstam variables. One can then verify the Ward identity
$$\theta ^bk_2^\mu T_\mu ^{abcd}=0$$
(6)
We now discuss the massive gauge states. The vertex operator of type I massive vector gauge state is
$$\theta _\mu ^a\lambda _{ij}^a\left[kxx^\mu +^2x^\mu \right]e^{ikx}$$
(7)
We note that the gauge state polarization contains both Einstein and Yang-Mills indices. This is very similar to the 10d closed Heterotic string case. The only difference is that in the Heterotic string, one could have more than one Yang-Mills index. The on-shell conformal deformation and the mixed Einstein-Yang-Mills-type symmetry to lowest order weak field approximation are $`\left(\left(\mathrm{}2\right)\theta _\mu ^a=\theta ^a=0\right)`$
$$\delta T=\lambda _{ij}^a_\mu \theta _\nu ^ax^\mu x^\nu +\lambda _{ij}^a\theta _\mu ^a^2x^\mu $$
(8)
and
$$\delta M_{\mu \nu }^a=_\mu \theta _\nu ^a+_\nu \theta _\mu ^a$$
(9)
One can also derive the corresponding massive Ward identity by calculating the decay rate of one massive state to three tachyons. The most general amplitude is calculated to be
$$A^{abcd}=\epsilon ^a\epsilon ^c\epsilon ^d\left(\epsilon _{\mu \nu }^bT^{\mu \nu }+\epsilon _\mu ^bT^\mu \right)Tr\left(\lambda ^a\lambda ^b\lambda ^c\lambda ^d\right)$$
(10)
where
$$T^{\mu \nu }=\frac{\mathrm{\Gamma }\left(\frac{s}{2}1\right)\mathrm{\Gamma }\left(\frac{t}{2}1\right)}{\mathrm{\Gamma }\left(\frac{u}{2}+2\right)}\left\{\frac{s}{2}\left(\frac{s}{2}+1\right)k_3^\mu k_3^\nu +\frac{t}{2}\left(\frac{t}{2}+1\right)k_1^\mu k_1^\nu 2\left(\frac{s}{2}+1\right)\left(\frac{t}{2}+1\right)k_1^\mu k_3^\nu \right\}$$
(11)
and
$$T^\mu =\frac{\mathrm{\Gamma }\left(\frac{s}{2}1\right)\mathrm{\Gamma }\left(\frac{t}{2}1\right)}{\mathrm{\Gamma }\left(\frac{u}{2}+2\right)}\left\{k_3^\mu \frac{s}{2}\left(\frac{s}{2}+1\right)k_1^\mu \frac{t}{2}\left(\frac{t}{2}+1\right)\right\}$$
(12)
In equation (2.9) $`\epsilon ^a`$ etc. are polarization of tachyons and $`(\epsilon _{\mu \nu }^b,\epsilon _\mu ^b)`$ is polarization of the massive state. The above amplitude satisfies the following ward identity
$$k_\mu \theta _\nu ^aT^{\mu \nu }+\theta _\mu ^aT^\mu =0$$
(13)
Similar consideration can be applied to the following type II massive scalar gauge state
$$\left[\frac{1}{2}\alpha _1\alpha _1+\frac{5}{2}k\alpha _2+\frac{3}{2}\left(k\alpha _1\right)^2\right]|k,l=0,i,j$$
(14)
which corresponds to a massive $`U\left(N\right)`$ symmetry.
## III Chan-Paton Soliton Gauge State on $`R^{25}T^1`$
In this section, we discuss soliton gauge states on torus compatification of bosonic open string. As is well known, the massless $`U\left(N\right)`$ gauge symmetry will be broken in general after compatification unless N D-branes, in the T-dual picture, are coincident. We will see that when D-branes are coincident, one has enhancement of (unwinding) zero-norm gauge states and the massless $`U\left(N\right)`$ symmetry will be recovered. These zero-norm gauge states can be considered as charges or symmetry parameters of $`U\left(N\right)`$ group.
In the discussion of open string compatification, one needs to turn on the wilson line or nonzero background gauge field in the compact direction. This will effect the momentum in the compact direction, and the virasoro operators become
$`L_0`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{2\pi l\theta _j+\theta _i}{2\pi R}}\right)^2+{\displaystyle \frac{1}{2}}\left(k^\mu \right)^2+{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}\left(\alpha _n^\mu \alpha _n^\mu +\alpha _n^{25}\alpha _n^{25}\right)`$ (15)
$`L_m`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{\mathrm{}}{\overset{\mathrm{}}{}}}\underset{mn}{\overset{}{\alpha }}\underset{n}{\overset{}{\alpha }}`$ (16)
Note that in equation (3.2), $`\alpha _0^{25}p^{25}`$ which also appears in the first term in equation (3.1). k is the 25d momentum. $`\theta _i,R`$ are the gauge and space-time moduli respectively and $`l`$ is the winding number in the compact direction. The spectrums of type I and type II zero-norm gauge states become
$$M^2=\left(\frac{2\pi l\theta _j+\theta _i}{2\pi R}\right)^2+2I$$
(17)
and
$$M^2=\left(\frac{2\pi l\theta _j+\theta _i}{2\pi R}\right)^2+2\left(I+1\right)$$
(18)
where $`I=\underset{n=1}{\overset{\mathrm{}}{}}\left(\alpha _n^\mu \alpha _n^\mu +\alpha _n^{25}\alpha _n^{25}\right)`$.
For the massless case $`I=l=0`$, one gets $`N^2`$ massless solution from equation (3.3)
$$k_\mu \alpha _1^\mu |k,l=0,i,j$$
(19)
if all $`\theta _i`$ are equal, or in the T-dual picture when N D-branes are coincident. These $`N^2`$ massless gauge states correspond to the charges of massless $`U\left(N\right)`$ gauge symmetry. There is no type II massless solution in equation (3.4).
We are now ready to discuss the interesting massive case. For $`M^2=2`$ and general moduli $`(R,\theta _i)`$,
1. $`I=1,l=0`$, one gets two gauge states solutions from equation (3.3):
$$\left[\left(\epsilon \alpha _1\right)\left(k\alpha _1\right)+\epsilon \alpha _2\right]|k,l=0,i,i,\text{ }\epsilon k=0$$
(20)
and
$$\left(k\alpha _1\alpha _1^{25}+\alpha _2^{25}\right)|k,l=0,i,i$$
(21)
If all $`\theta _i`$ are equal, the $`(i,i)`$ is enhanced to $`(i,j)`$. Equation (3.7) implies a massive $`U\left(N\right)`$ symmetry with transformation parameter $`\theta ^a`$. Equation (3.6) implies a massive Einstein-Yang-Mills-type symmetry with transformation parameter $`\theta _\mu ^a`$
2. $`I=0,\frac{2\pi l\theta _j+\theta _i}{2\pi R}=\pm \sqrt{2}`$, one gets solution from equation (3.3)
$$\left(k\alpha _1\pm \sqrt{2}\alpha _1^{25}\right)|k,l,i,j$$
(22)
Now since $`\left|\theta _i\theta _j\right|<2\pi `$, for any given $`R`$, there is at most one solution of $`(\left|l\right|,\left|\theta _i\theta _j\right|)`$. One is tempted to consider the case
$$\left(k\alpha _1\pm \sqrt{2}\alpha _1^{25}\right)|k,l=\pm \sqrt{2}R,i,i$$
(23)
That means in the moduli $`\left(R=\sqrt{2}n,\theta _i\right)`$ with $`nZ^+`$, one has soliton gauge states which imply a massive $`U\left(1\right)^N`$ symmetry. If all $`\theta _i`$ are equal, the $`(i,i)`$ is enhanced to $`(i,j)`$. Equation (3.9) implies a massive $`U\left(N\right)`$ symmetry at the discrete values of moduli point $`R=\sqrt{2}n`$. For example, in the T-dual picture, for $`R=\sqrt{2},l=\pm 2`$, and if all D-branes are coincident, we have an enhanced massive $`U\left(N\right)`$ symmetry. This phenomenon is very different from the massless case, where one gets enhanced $`U\left(N\right)`$ symmetry at any radius R when N D-branes are coincident.
We would like to point out that similar Einstein-Yang-Mills-type symmetry was discovered before in the closed Heterotic string theory. There, however, one could have more than one Yang-Mills indices on the transformation parameters.
For the type II states with $`M^2=2`$ in equation (3.4), $`I=l=0`$. One gets one more $`U\left(N\right)`$ gauge states
$$\left[\frac{1}{2}\alpha _1\alpha _1+\frac{1}{2}\alpha _1^{25}\alpha _1^{25}+\frac{5}{2}k\alpha _2+\frac{3}{2}\left(k\alpha _1\right)^2\right]|k,l=0,i,j$$
(24)
if all $`\theta _i`$ are equal.
For the general mass level, choosing $`I=0`$ and $`i,j`$ in equation (3.2), we have $`l/R=\pm M`$. For say $`R=\sqrt{2}`$ and $`l=\pm \sqrt{2}M`$, which implies
$$M^2=2n^2,\text{ }n=0,1,2,\mathrm{}$$
(25)
So we have Chan-Paton soliton gauge states at any higher massive level of the spectrum. Similar result was found in the closed string case.
## IV Conclusion
Zero-norm gauge state solution in the old covariant quantization of string theory is closely related to the BRST cohomology of the theory. Physically, they correspond to charges of the symmetries. It is believed that all space-time symmetry of string theory, including closed or open and compatified or uncompatified ones, are due to the existence of (soliton) gauge state in the spectrum. Similar consideration can be applied to the R-R charges and D-branes. Presumably, there is no R-R zero-norm gauge states as charges of R-R gauge fields in the type II string spectrum. How D-branes carry the zero-norm gauge state charges to emit R-R fields is an interesting question to study.
## V Acknowledgments
This research is supported by National Science Council of Taiwan, R.O.C., under grant number NSC 88-2112-M-009-011.
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# Laser Induced Condensation of Bosonic Gases in Traps
## I Introduction
Laser cooling has led to spectacular results in recent years . So far, however, it has not allowed to reach temperatures for which quantum statistics become important. In particular, evaporative cooling is used to obtain Bose-Einstein condensation of trapped gases . Nevertheless, several groups are pursuing the challenging goal of condensation via all–optical means . The interest in laser–induced condensation stems from the fact that, (a) a laser–cooled system is open and is not necessarilly in thermal equilibrium, i.e. its physics is in principle much richer than that of evaporatively–cooled gases; (b) laser cooling is perhaps the only method which may condense all atoms into the ground state, i.e. reach an effective zero temperature.
In traps of size larger than the inverse wavevector, $`k_L^1`$, the temperatures required for condensation are typically below the photon recoil energy, $`E_R=\mathrm{}\omega _R=\mathrm{}^2k_L^2/2m`$, where $`m`$ is the atomic mass. There exist several laser cooling schemes to reach such temperatures citeVSCPT,Raman. They exploit single atom “dark states”, i.e. states which cannot be excited by the laser, but can be populated via spontaneous emission. The main difficulty in applying dark state cooling for dense gases is caused by light reabsorption. Indeed, these states are not dark with respect to the photons spontaneously emitted by other atoms. Thus, at sufficiently high densities, dark state cooling may cease to work, since multiple reabsorptions can increase the system energy by several recoil energies per atom . In particular, laser induced condensation is feasible only if the reabsorption probability is smaller than the inverse of the number of energy levels accessible via spontaneous emission processes .
Several remedies to the reabsorption problem have been proposed. First, the role of reabsorptions increases with the dimensionality. If the reabsorption cross section for trapped atoms is the same as in free space, i.e. $`1/k_L^2`$, the reabsorptions should not cause any problem in 1D, have to be carefully considered in 2D, and forbid condensation in 3D. Working with quasi-1D or -2D systems is thus a possible way to reduce the role of reabsorptions . The most promising remedy against this problem employs the dependence of the reabsorption probability for trapped atoms on the fluorescence rate $`\gamma `$, which can be easily adjusted in dark state cooling . In particular, in the so called Festina lente limit, when $`\gamma `$ is much smaller than the trap frequency $`\omega `$ , the reabsorption processes in which the atoms change energy and undergo heating are suppressed. This regime can be achieved either in Raman cooling by changing the intensity and/or the detuning of the repumping laser, or in systems which simply posses a narrow natural linewidth.
In a series of papers we have investigated collective cooling schemes in traps of realistic size in the Festina lente limit, and we have shown that laser induced condensation is possible. In this paper we present also such investigation taking into account the effects of atom–atom collisions. This paper is, in a sense, a final paper in a series of papers about the Festina lente regime. In the first two of those papers we have generalized dark state (Raman) cooling method beyond the Lamb-Dicke regime, i.e. beyond the regime when the size of the trap is smaller than the laser wavelength. In particular, in the second of these references we have demonstrated the possibility of cooling to an arbitrary state of the trap. We have then applied those methods to samples of atoms and demonstrated possibility of all optical condensation first for the case of an ideal gas , and then taking into account elastic interatomic collisions. In all of the above paper we have limited, however, our investigations to relatively small traps with Lamb-Dicke parameter $`\eta `$ not greater than 5 in 1D, and not greater than 2 in 3D because of numerical complexity. Also, we have considered so far only the regime of weak condensation, when the energy levels of the trapped gas are not yet modified by the mean field interactions. That implied that we could have considered only moderate numbers of atoms in the trap of the order of few hundred up to one thousand.
In this paper we overcome the above mentioned shortcomings. In particular:
* We extend our numerical studies to traps with $`\eta =8`$ in 1D and $`\eta =4`$ in 3D.
* We present analytic description of the dynamics in the weak condensation regime and in the limit of rapid thermalization due to elastic collisions.
* We extend our theory beyond the weak condensation regime to the hydrodynamic regime, and present the analytic description of the dynamics in the limit of rapid thermalization using Bogoliubov-Hartree-Fock theory at finite temperature.
* Finally, we present a detailed discussion of requirements that have to be fulfilled in order to achieve experimentally all optical condensation in the Festina lente regime.
The paper is organized as follows. The sections II–IV deal with the weak condensation regime. In section II, we formulate the Master Equation (ME) that describes the combined effects of dark state (Raman) cooling in the Festina Lente regime, and elastic atom–atom collisions. Cooling is dynamical, and consists of sequences of pairs of laser pulses inducing stimulated and spontaneous Raman transitions between the two electronic levels of trapped atoms, $`|g`$ and $`|e`$. The stimulated Raman transition induces the energy selective transition $`|g|e`$ that depopulates all motional states except the ground state which is dark; the spontaneous Raman transition via a third auxiliary level, similarly as standard spontaneous emission, is non-selective, and repumps the atoms from $`|e`$ to $`|g`$ populating all accessible motional states. The collisions introduce a thermalization mechanism which redistribute the populations of the trap levels according to a Bose–Einstein distribution (BED). In section III we present our numerical results. We simulate the dynamics generated by the ME in 1D and 3D, and show that laser induced condensation into the ground state of the trap is not only possible with collisions, but it is even more robust when they are present. In Section IV we present analytic results concerning the limit of rapid thermalization, in which the state of the system at each instant can be described by the thermal density matrix of the canonical ensemble. We demonstrate here that laser cooling leads to final temperature of the order of $`E_R`$ or less.
In section V we extend our theory beyond the weak condensation regime. This can be done in the rapid thermalization limit, since in that case one can describe the state of the system at each instant to be thermal and well described by the Bogoliubov–Hartree–Fock theory at finite temperature $`T`$ . Laser cooling introduces then a slow process of decrease of the effective temperature. We show that cooling down to $`T0`$ is also possible beyond the weak condensation regime. This allows us to present a detailed discussion of the prospects for all optical BEC in Section VI.
## II Quantum Master Equation
We consider $`N`$ bosonic atoms with two levels $`|g`$ and $`|e`$ in a non-isotropic dipole trap with the frequencies $`\omega _{x,y,z}^g,\omega _{x,y,z}^e`$ different for the ground and the excited states, and non-commensurable one with another. This assumption simplifies enormously the dynamics of the spontaneous emission processes in the Festina Lente limit. We assume weak absorption pulses, so that no significant excited–state population is present. This allows to adiabatically eliminate the excited–state contribution, and consequently to consider the density matrix $`\rho (t)`$ describing all atoms in the ground state $`|g`$, and diagonal in the Fock representation corresponding to the bare trap levels. The ground state $`|g`$ into which the condensation will take place, should be the ground electronic state of the atom, in such a way that the inelastic collisions of two $`|g`$ atoms are not possible . The Raman lasers are red–detuned sufficiently far from molecular resonances, such that photoassociation losses can be neglected for the regime of atomic densities considered, $`n<10^{15}`$atoms/cm<sup>3</sup> . For these densities, three–body losses are also negligible. We shall show that in the weak condensation regime, when the mean–field energy $`E_I<\mathrm{}\omega `$, the laser–cooling and collisional effects can be considered separately. In particular, the latter ones can be described by a quantum Boltzmann ME . The extension of our results beyond the weak condensation regime ($`E_I>\mathrm{}\omega `$) is discussed in section V.
In the following we follow the same notation as in Refs. . Let $`g_m`$, $`g_m^{}`$ ($`e_l`$, $`e_l^{}`$) be the annihilation and creation operators of atoms in the ground (excited) state and in the trap level $`m`$ $`(l)`$, which fulfill the bosonic commutation relations. Using the standard theory of quantum stochastic processes one can develop the quantum ME which describes the atom dynamics in the Festina Lente regime
$$\dot{\rho }(t)=_0\rho +_1\rho +_2\rho ,$$
(1)
where
$`_0\rho `$ $`=`$ $`i\widehat{H}_{eff}\rho (t)+i\rho (t)\widehat{H}_{eff}^{}+𝒥\rho (t),`$ (3)
$`_1\rho `$ $`=`$ $`i[\widehat{H}_{las},\rho (t)],`$ (4)
$`_2\rho `$ $`=`$ $`i[\widehat{H}_{coll},\rho (t)],`$ (5)
with
$`\widehat{H}_{eff}`$ $`=`$ $`{\displaystyle \underset{m}{}}\mathrm{}\omega _m^gg_m^{}g_m+{\displaystyle \underset{l}{}}\mathrm{}(\omega _l^e\delta )e_l^{}e_l`$ (7)
$``$ $`i\mathrm{}\gamma {\displaystyle 𝑑\varphi 𝑑\theta sin\theta 𝒲(\theta ,\varphi )}`$ (8)
$`\times `$ $`{\displaystyle \underset{l,m}{}}|\eta _{lm}(\stackrel{}{k})|^2e_l^{}g_mg_m^{}e_l,`$ (9)
$`\widehat{H}_{las}`$ $`=`$ $`{\displaystyle \frac{\mathrm{}\mathrm{\Omega }}{2}}{\displaystyle \underset{l,m}{}}\eta _{lm}(k_L)e_l^{}g_m+H.c.,`$ (10)
$`\widehat{H}_{coll}`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{m_1,m_2,m_3,m_4}{}}U_{m_1,m_2,m_3,m_4}g_{m_4}^{}g_{m_3}^{}g_{m_2}g_{m_1},`$ (11)
$`𝒥\rho (t)`$ $`=`$ $`2\mathrm{}\gamma {\displaystyle 𝑑\varphi 𝑑\theta \mathrm{sin}\theta 𝒲(\theta ,\varphi )}`$ (12)
$`\times `$ $`{\displaystyle \underset{l,m}{}}[\eta _{lm}^{}(\stackrel{}{k})g_m^{}e_l]\rho (t)[\eta _{lm}(\stackrel{}{k})e_l^{}g_m].`$ (13)
Here, $`2\gamma `$ is the single–atom spontaneous emission rate, $`\mathrm{\Omega }`$ is the Rabi frequency associated with the atom transition and the laser field, $`\eta _{lm}(k_L)=e,l|e^{i\stackrel{}{k}_L\stackrel{}{r}}|g,m`$ are the Franck–Condon factors, $`𝒲(\theta ,\varphi )`$ is the fluorescence dipole pattern, $`\omega _m^g`$ ($`\omega _l^e`$) are the energies of the ground (excited) harmonic trap level $`m`$ ($`l`$), and $`\delta `$ is the laser detuning from the atomic transition . In the regime we want to study, only $`s`$–wave scattering is important, and then:
$$U_{m_1,m_2,m_3,m_4}=\frac{4\pi \mathrm{}^2a}{m}_{R^3}d^3x\psi _{m_4}^{}\psi _{m_3}^{}\psi _{m_2}\psi _{m_1},$$
(14)
where $`\psi _{m_j}`$ denotes the harmonic oscillator wavefunctions, and $`a`$ is the $`s`$-wave scattering length.
In the following we are going first to work in the weak–condensation regime, where no mean–field effects are considered. In typical experiments this condition requires that the condensate cannot contain more than $`1000`$ particles . We shall also consider that $`\mathrm{\Omega }\omega `$. Due to the Festina–Lente requirements, $`\mathrm{\Omega }`$ is in general smaller than the typical collisional energy. Therefore we can formally establish the hierarchy $`_0_2>_1`$.
Let us project into the ground state configurations with $`N_j`$ atoms in the $`j`$–th level, and no excited atoms, $`|\stackrel{}{n}|N_0,N_1,\mathrm{};g`$$`|0,0,\mathrm{};e`$, using the projector operator $`𝒫X=_\stackrel{}{n}|\stackrel{}{n}\stackrel{}{n}|\stackrel{}{n}|X|\stackrel{}{n}`$. Using Born–Markov approximation as in Ref. , and expanding up to order $`𝒪(_1^2)`$, the ME for the dynamics of the reduced density operator $`v=𝒫\rho `$ becomes:
$$\dot{v}(t)=_{coll}v(t)+_{cool}v(t),$$
(15)
where $`_{coll}=𝒫_2_0_2`$ describes the collisional part, and has the form of a QBME as that of Refs. . The laser–cooling dynamics is described by
$`_{cool}`$ $`=`$ $`𝒫_1[_0]^1_1`$ (16)
$`+`$ $`{\displaystyle \frac{1}{2}}𝒫_0{\displaystyle _0^{\mathrm{}}}𝑑\tau {\displaystyle _0^{\mathrm{}}}𝑑\tau ^{}e^{_0(\tau \tau ^{})}_1e^{_0\tau ^{}}_1,`$ (17)
which has the same form of the ME calculated for ideal–gas case . The first correction to such splitting between both dynamics is of the order $`_2_1^2[_0]^2`$, and therefore the independence between the collisions and laser cooling dynamics is only valid in the weak–condensation regime. In the limit of fast thermalization beyond the weak condensation regime, we will employ the hierarchy $`_0+_2_1`$.
## III Numerical results
Eq. (15) can be simulated using standard Monte Carlo procedures. We have first performed such simulations for a relatively small sample of $`N=133`$ atoms, and therefore well in the weak–condensation regime. Franck-Condon factors and trap frequencies can be efficiently approximated using the states of an isotropic trap of frequency $`\omega `$ . We concentrate on 3D cooling, whose analysis is greatly simplified by considering ergodic approximation , i.e. considering that the population of degenerate energy levels equalize on a time scale much faster than the collisions between levels of different energies, and than the laser–cooling time. The harmonic trap is considered beyond the Lamb-Dicke limit, i.e. the Lamb-Dicke parameter $`\eta =\sqrt{E_R/\mathrm{}\omega }`$ is larger than one. Due to memory storage and calculation times, our numerical simulation has to be restricted to not too large values of $`\eta `$. In that case the atom (having initially an energy of the order of few $`E_R`$) may increase its trap energy level in the spontaneous emission process by energies $`E_R`$, and non-standard cooling schemes have to be used to avoid such heating effects . Generalization of the approach of Ref. allows to cool dynamically (i.e. by changing absorption laser pulses appropriately) individual atoms to arbitrary trap levels .
Let us first consider the ideal gas case, i.e. $`a=0`$. This approximation applies in principle only for very dilute atomic samples. However, it has been demonstrated recently that $`a`$ can be externally modified by magnetic fields . Theoretical proposals describing modifications of $`a`$ using red–detuned lasers , or dc-electric fields are also under experimental studies. These methods could lead to experimentally feasible situations in which $`a0`$. In fact, very recent results of the JILA group indicate the realization of an “ideal” gas of <sup>85</sup>Rb is indeed possible. In such a case, it has been shown that an appropriate dynamical cooling scheme would allow to condense a collection of trapped bosons, not only into the ground state of the trap, but also into excited ones.
The cooling process that we consider consists of pulses of different frequencies, which are specially designed to leave just one single state not emptied. Since the level can be filled via spontaneous emission, the level acts as a trapping state, where the condensation is induced. Particularly important is that it is possible to design two different dark–state mechanisms based, respectively, on the properties of the Frank–Condon factors, and on the destructive interference between the absorption amplitudes of orthogonal lasers (”interference”–dark–states). For a collection of atoms, the bosonic enhancement allows for faster cooling, the dark–states become more robust with respect to changes of the physical parameters, and the multistability phenomena may appear.
Using Monte Carlo methods, we have first analyzed the case of rather small trap, and studied the ground–state cooling of 133 atoms in a 3D isotropic harmonic trap with $`\eta =2`$, using 20 3D-energy shells (i.e. 1771 trap levels). We consider the case of $`\gamma =0.04\omega `$ and $`\mathrm{\Omega }=0.03\omega `$ to assure the Festina lente conditions. This choice of parameters is rather restrictive. In practice, however, much larger values of $`\gamma `$ and $`\mathrm{\Omega }`$, of the order of, say, $`\omega /2`$ can be used; in fact the use of larger $`\gamma `$ and $`\mathrm{\Omega }`$ is highly recommended in order to “hurry up slowly”, i.e. avoid long cooling times and reabsorptions simultaneously.
In order to compare our results with the case of finite $`a>0`$, we employ as an initial atomic distribution the Bose–Einstein distribution (BED) (see Fig. 1) obtained after evolving the system in presence of collisions from an initial thermal distribution of mean $`6\mathrm{}\omega `$. As we see, it already contains quite substantial amount of atoms condensed in the ground state, but also a lot of uncondensed ones. We must note that we begin with an BED below the condensation temperature due to numerical limitations, but qualitatively the same results could be found if the initial BED would not have been condensed. We shall demonstrate this point later. The BED does not coincide exactly with the thermodynamical one described by grand canononical ensemble, due to finite–size effects. Occupation numbers $`N_n`$ correspond to the ones obtained from the microcanonical ensemble at finite $`N`$ and fixed energy. We apply our laser cooling cycles, each composed by two laser pulses of detuning $`\delta =s\omega `$, with $`s_{1,2}=4,0`$, and time duration $`T=(2\gamma )/\mathrm{\Omega }^2`$. The laser pulses are emitted in three orthogonal directions $`x`$, $`y`$ and $`z`$, and are characterized by their respective Rabi frequencies $`\mathrm{\Omega }_x=\mathrm{\Omega }_y=\mathrm{\Omega }`$, $`\mathrm{\Omega }_z=A_z\mathrm{\Omega }`$. For the first pulse we assume $`A_z=1`$, while for the second one $`A_z=2`$ is considered. With this choice, the second pulse is an “interference” dark–state pulse for the ground–state of the trap. Fig. 2(a) shows (dashed line) that these two pulses are able to condense the population into the ground state of the trap, in absence of collisions; in particular no confinement pulses (of detuning $`\delta =3\eta ^2\omega `$) are needed. This is due to the bosonic enhancement, and the fact that initially the system is already partially condensed. The dark–state pulse repumps the population in those states which are dark with respect to the pulses with detuning $`\delta =4\omega `$. During the dynamics the ground–state is the only trap level which remains not emptied. As pointed out in Ref. , the many body effects introduce one very important element to the dynamics: Bose enhancement factors, that speed up the dynamics enormously.
Let us consider now the case in which collisions are taken into account. We shall consider the same situation and laser–cooling scheme as previously. Fig. 2(a) shows (solid line) the dynamics of the population of the ground-state in presence of collisions. After 600 cycles, all the population is transferred to the ground state of the trap. This means that applying the laser cooling scheme brings the system into an effective BED of $`T=0`$. It is easy to understand why the effect is maintained in presence of collisions, even considering that the collisional dynamics is much faster than laser–cooling. The laser–cooling mechanism tends to decrease the energy per particle (i.e. the chemical potential of the system), in the same way as evaporative cooling does, but without the losses of particles in the trap during the process. Thermalization via collisions brings the system to a lower temperature. If one repeats the laser cooling sufficiently many times, the system ends with an effective zero temperature. Finally, let us point out that some auxiliary pulses which are needed in the ideal gas case, are not necessary in presence of collisions. In particular, for the previous example, the pulse of zero detuning (required for the ideal gas case, Fig. 2(b) dashed line) is no more needed, as shown in Fig. 2(b) (solid line). Thus, efficient laser–cooling is not only possible in presence of collisions, but it can even be significantly simplified.
We have been limited to rather small $`\eta `$ due to computational complexity. In particular, in simulations discussed above $`\eta =2`$ in 3D is considered. The maximal value of $`\eta `$ we could reach in 3D recently was 4, and the corresponding results are presented in Fig. 3.
The Monte-Carlo simulations for $`\eta =4`$ have been performed for 500 atoms occupying 33 3D-energy shells (i. e. 6545 energy levels). The initial mean energy per atom is equal to 12 $`\mathrm{}\omega `$, which is above the condensation point (mean energy corresponding to $`T_c`$ is about $`2.7\mathrm{}\omega `$). The initial number of condensed atoms is, however, relatively large (about 10%), what makes the cooling dynamics sufficiently fast from the beginning. The sequence of cooling pulses is similar as in the previous 3D calculations. The first pulse with detuning $`\delta =16\omega `$ and $`A_z=1`$ is responsible for confining the atoms, the second one with $`\delta =0`$ and $`A_z=2`$ is the dark-state pulse. This combination of pulses is probably not the most efficient in the case of ideal gas, what may be noticed from Fig. 3. After about 200 cycles, the populations of the first excited levels become significantly large. Those levels begin to compete with the ground state and the cooling efficiency is reduced. This effect does not occur in the presence of interactions. The collisions distribute the atoms in more uniform way among the excited states, and the condensation is approached quite fast.
2D and 1D simulations show that same results hold for larger $`\eta `$. In particular, in 1D we have been able to study the cases up to $`\eta =8`$, which is illustrated in Fig. 4. For the presented case, the values of parameters are chosen close to the limits of the applicability of our approach. This choice of the parameters leads to shorter cooling times, keeping Festina Lente condition. The pulse length is the same as in the previous simulations, in order to simplify the comparison of the cooling times. The presence of interactions accelerate the cooling process, similarly to the considered 3D examples. The studies for the different values of Lamb-Dicke parameter allowed us to observe that our results scale with $`\eta `$. In 3D, for instance, keeping $`N`$ fixed the density scales as $`\eta ^3`$, the three–body loss rate as $`\eta ^6`$, $`\omega `$ as $`\eta ^2`$, and the cooling time as $`\eta ^2`$ times the number of necessary cycles. The estimation of the latter is discussed in Sec. VI.
## IV Rapid thermalization in the weak condensation regime
From the above discussion it is clear that physically it is to be expected that collisions will act on a faster time scale then the laser cooling. In that case, collisions will provide a fast thermalization mechanism. The dynamics of the system will reduce to a fast approach toward instantaneous thermal equilibrium, and a slow change of effective temperature $`T`$. In order to describe these changes quantitatively, we have to write down explicitly kinetic equations describing populations of the trap levels. This is done, as mentioned above, by performing adiabatic elimination of the excited state, and is discussed in more details below.
In the regime of parameters we consider, the most of the atoms are in the ground state during the dynamics. In particular the system is affected by two different time scales, a slow one given by the commutator with $`\widehat{H}_{las}`$ and other given by the rest of terms in the master equation. Due to this fact we can use adiabatic elimination techniques to remove the excited-state populations. Let $`|\stackrel{}{n}|N_0,N_1,\mathrm{};g`$$`|0,0,\mathrm{};e`$ the ground state configurations with $`N_j`$ atoms in the $`j`$th level, and no excited atoms; let their corresponding energies are $`E_\stackrel{}{n}`$, and their corresponding populations $`\rho _{\stackrel{}{n}\stackrel{}{n}}\stackrel{}{n}|\rho |\stackrel{}{n}`$. By using standard Projection Operator techniques it is possible to show that the adiabatic elimination of the excited state levels (see Appendix B of the Ref. ) leads to a set of rate equations for the populations:
$$\dot{\rho }_{\stackrel{}{n}\stackrel{}{n}}(t)=\underset{\stackrel{}{m}}{}P_{\stackrel{}{n}\stackrel{}{m}}\rho _{\stackrel{}{m}\stackrel{}{m}}(t)\underset{\stackrel{}{m}}{}P_{\stackrel{}{m}\stackrel{}{n}}\rho _{\stackrel{}{n}\stackrel{}{n}}(t)+\dot{\rho }_{\stackrel{}{n}\stackrel{}{n}}^{coll}(t),$$
(18)
where $`P_{\stackrel{}{m}\stackrel{}{n}}`$ are also defined in the Appendix of the Ref., and can be understood as the probabilities to undergo a transition from a ground–state configuration: $`|\stackrel{}{n}=|N_0,N_1,\mathrm{}`$ to other configuration $`|\stackrel{}{m}`$=$`|N_0^{},N_1^{},\mathrm{}`$.
The last term in Eq. (18) denotes the collisional contribution of the changes of $`\rho _{\stackrel{}{n}\stackrel{}{n}}(t)`$. A detailed discussion of the dynamics introduced by this term can be found in . In our case, we do not have to specify it here: we just have to remember that in the regime of rapid thermalization, this terms leads to a very fast thermalization of the system.
Eq. (18) can be rewritten in terms of rate equations with respect to the populations $`N_j`$ in each level of the ground–state trap:
$$\dot{N}_n=\underset{m}{}\mathrm{\Gamma }_{nm}N_m\underset{m}{}\mathrm{\Gamma }_{mn}N_n+\dot{N}_n^{coll},$$
(19)
where the last term on RHS describes the contribution of collisions, while the rates are of the form:
$`\mathrm{\Gamma }_{nm}={\displaystyle \frac{\mathrm{\Omega }^2}{2\gamma }}{\displaystyle _0^{2\pi }}𝑑\varphi {\displaystyle _0^\pi }𝑑\theta 𝒲(\theta ,\varphi )`$ (20)
$`\times \left|{\displaystyle \underset{l}{}}{\displaystyle \frac{\gamma \eta _{ln}^{}(\stackrel{}{k})\eta _{lm}(k_L)}{[\delta \omega (lm)]+i\gamma R_{ml}}}\right|^2(N_n+1\delta _{n,m}).`$ (21)
We have approximated here the excited and ground potentials by an harmonic potential of frequency $`\omega `$, whereas:
$`R_{ml}`$ $`=`$ $`{\displaystyle _0^{2\pi }}𝑑\varphi {\displaystyle _0^\pi }𝑑\theta 𝒲(\theta ,\varphi )`$ (22)
$`\times `$ $`{\displaystyle \underset{n^{}}{}}|\eta _{ln^{}}(\stackrel{}{k})|^2(N_n^{}+1\delta _{n^{},m}).`$ (23)
To obtain the rates $`\mathrm{\Gamma }_{nm}`$ we have used the properties of the creation and annihilation operators when applied on Fock states. Note that Eq. (19) is the same as that we have found in for the single–atom case. However, the rates (21) and the single–atom ones are quite different. For the single–atom case they coincide as they should, but for the many–atom case, transition rates (21) become nonlinear, due to their dependence on the number of atoms in each trap level. In particular, we clearly distinguish here the two different quantum–statistical contributions:
* In the denominator of the rates, we observe that the spontaneous emission acquires a collective character (similar as that observed in superradiance).
* In the numerator of the rates, the bosonic–enhancement factor $`(N_n+1\delta _{n,m})`$ appears.
The bosonic–enhancement factor favors the atoms into just one level of the trap. The reason is that if we are able to pump a significant amount of atoms into one single level $`|n`$, subsequent transitions into $`|n`$ are more and more probable. Therefore the condensation is more effective.
The contribution of the collective spontaneous emission is unfortunately not so advantageous. The cooling methods designed for the single–atom case, which we want to apply in the many–atom case, are based on resonant processes, and are therefore quite dependent on a narrow resonance. Note that the width of the resonance centered at $`\delta =\omega (lm)`$ is given by $`\gamma R_{ml}`$. If $`\gamma R_{ml}`$ grows, then the resonance is broadened, and the dark–state effects could cease to exist. On the other hand, as $`R_{ml}`$ grows, the height of the resonance becomes lower, and consequently the cooling becomes slower. These negative effects can be avoided by using a sufficiently small $`\gamma `$, which is possible in Raman cooling scheme. In Ref. for instance, the value $`\gamma =0.005\omega `$ was used in all the calculations, which guaranteed for one–dimensional calculations that only the resonant terms were relevant. It has also been demonstrated that the negative effects are less important for higher dimensions. Note that the decreasing of $`\gamma `$ makes the cooling slower. In examples of $`R_{ml}`$’s discussed in it has led to large cooling times (larger than $`20`$ seconds for sodium atoms). This technical problem can be eventually solved by decreasing externally $`\gamma `$ during the cooling process, in such a way that the maximum effective collective spontaneous emission rate remains approximately constant and comparable to, say, $`\omega /2`$. Such technical optimization would increase the cooling rate, allowing for realistic cooling times, as we will show in Section IV.
In the limit of fast thermalization, we can assume that all $`N_n`$ adjust their values to an instantaneous thermal equilibrium characterized by the temperature $`T(t)`$, i.e. are given by the Bose-Einstein distribution. The temperature varies slowly in time as the laser cooling proceeds. Particularly interesting is the situation below critical temperature, in which we have
$$N_n=\mathrm{exp}(\beta (t)\mathrm{}\omega _n)/(1\mathrm{exp}(\beta (t)\mathrm{}\omega _n)),$$
(24)
for $`n0`$, and
$$N_0=N(1(T(t)/T_c)^3),$$
where $`\beta (t)=1/k_BT(t)`$. The critical temperature is given by
$$k_BT_c=\mathrm{}\omega (N/g_3(1))^{1/3},$$
where the Bose function $`g_3(1)1.2`$. From the rate equations (19) we immediately get the equation characterizing the slow changes of the bare energy of the system $`E=_n\mathrm{}\omega _nN_n`$. Below the condensation point, $`E(T)=3k_BT(k_BT/\mathrm{}\omega )^3g_4(1)`$, where $`g_4(1)1.08`$, so that the above Eqs. 19 gives us the desired equation describing the changes of the temperature,
$$\dot{E}=\underset{n}{}\mathrm{}\omega _n\left[\underset{m}{}\mathrm{\Gamma }_{nm}N_m\underset{m}{}\mathrm{\Gamma }_{mn}N_n\right].$$
(25)
We can easily rewrite this equation as
$$\frac{dT}{dt}=F(T),$$
(26)
where
$`F(T)`$ $`=`$ $`{\displaystyle \frac{T}{4E(T)}}`$ (27)
$`\times `$ $`{\displaystyle \underset{n}{}}\mathrm{}\omega _n\left[{\displaystyle \underset{m}{}}\mathrm{\Gamma }_{nm}N_m{\displaystyle \underset{m}{}}\mathrm{\Gamma }_{mn}N_n\right].`$ (28)
Assuming that the ground state is perfectly dark, i.e. $`\mathrm{\Gamma }_{m0}=0`$ for all $`m`$, it is easy to see that this equation has a (stable) stationary solution $`T=0`$. If the ground state is not perfectly dark, one obtains a finite stationary value $`T_{st}`$. The stationary temperature is plotted against $`N`$ in Fig. 5. If $`N`$ is sufficiently large $`T_{st}`$ is very small, as we expect. The cooling rate during approach to $`T0`$ is of the order of typical $`\mathrm{\Gamma }_{0m}`$, and becomes significantly slower only at very low temperatures for very large $`N`$ (compare the discussion in ).
The value of $`T_{st}`$ can be estimated assuming that the final distribution of $`N_n`$ will more or less balance the laser cooling dynamics. Similarly as in Ref. , we can consider the limit when $`N_0N`$, $`N_mN_0`$ for $`m0`$ in a self-consistent way. In that limit the expected stationary values of $`N_m`$ are
$$N_n\mathrm{\Gamma }_{n0}N_0/\mathrm{\Gamma }_{0n}.$$
We have $`\mathrm{\Gamma }_{n0}O(1)`$, $`\mathrm{\Gamma }_{0n}O(N_0)`$, so that $`N_nO(\gamma /\omega )`$ in the stationary state. In this limit, the dynamics consists of independent jumps $`0n0`$ , and only the band of $`n`$’s corresponding to roughly two recoil energies is relevant ($`n2E_R/\mathrm{}\omega =2\eta ^2`$). From the expression
$$\underset{m0}{\overset{m2\eta ^2}{}}N_m=NN_0,$$
we estimate then
$$\frac{T_{st}}{T_c}=\left(\underset{m0}{\overset{m2\eta ^2}{}}N_m/N\right)^{1/3},$$
which implies that $`k_BT_{st}k_BT_c\eta ^2(\gamma /\omega N)^{1/3}(\gamma /\omega )^{1/3}E_R`$. As we see as $`N\mathrm{}`$, $`T_{st}/T_c0`$ as $`1/N^{1/3}`$. This estimation provides in fact only an upper bound for $`T_{st}`$, due to the fact that it does not take into account Franck-Condon coefficients. Numerical calculations for $`\eta =4`$, $`\gamma =0.04\omega `$ and $`\mathrm{\Omega }=0.03\omega `$ presented in Fig. 5 clearly indicates then $`T_{st}0`$ even faster as $`1/\sqrt{N}`$ for $`N\mathrm{}`$. We shall show in the next section that similar conclusions hold beyond the weak condensation.
## V Beyond the weak condensation regime
Let us first point out that beyond the weak condensation regime, the mean–field energy cannot be neglected. This has two–fold consequences: (i) The levels of the trap are non–harmonic, i.e. they are not equally separated, because their energies become dependent on the occupation numbers; (ii) the wavefunctions are different, and in particular the condensate wavefunction becomes broader (we consider here only $`a>0`$). The fact that the energy levels are not harmonic any more, complicates the laser cooling, but the use of pulses with a variable frequency and band–width should produce the same results as those presented here. The point (ii) implies that the central density of the interacting gas is much lower than the one predicted for noninteracting particles, and therefore the dangerous regime of $`n5\times 10^{14}`$ atoms/cm<sup>3</sup> is reached for larger number of atoms than in the ideal case. For example, for the case of Magnesium, wavelength $`\lambda =600`$nm and $`\eta =8`$, the mentioned density regime is reached for just $`N=3.5\times 10^3`$, whereas in Thomas–Fermi approximation the same is true for $`N=6.6\times 10^5`$. Below this number, the interaction between the particles is dominated by the elastic two–body collisions considered in this paper. We show below that if our laser cooling scheme could be extended beyond the weak–condensation regime, laser–induced condensation of more than $`10^6`$ atoms would be feasible.
In general, to extend the quantum master kinetic theory beyond the weak condensation theory is a formidable task (compare ). In general we do not know how the many body states of the trapped gas change in the course of the dynamics. The situation simplifies, however, in the limit of fast thermalization. The collisions assure then that the instantaneous thermal equilibrium is achieved within a fast time scale. Such equilibrium can be very well described for a weakly interacting Bose gas using the Bogoliubov-Hartree-Fock (BHF) theory .
### A Bogoliubov-Hartree-Fock theory
The BHF theory has various versions; for our purposes perhaps the best approach is the one valid for a fixed number of atoms developed by Gardiner, and Castin and Dum . In those approaches one does not break the phase symmetry, and avoid thus the time dependent effects associated with the spreading of the phase distribution . Unfortunately, the number conserving approach is technically tedious. It is therefore easier to use the standard BHF theory, with a broken phase symmetry and in the Popov approximation. In this case we have to neglect the effects of slow spreading of the phase distribution. This approach will be used below. In the standard BHF theory at finite $`T`$, we introduce the quasi–particle annihilation and creation operators, which are related via the unitary Bogoliubov transform to the atomic quantum field operators :
$`\stackrel{~}{g}_k`$ $`=`$ $`{\displaystyle d^3x\left[u_k^{}(x)\widehat{\mathrm{\Psi }}(x)+v_k(x)\mathrm{\Psi }^{}(x)\right]},`$ (29)
$`\stackrel{~}{g}_k^{}`$ $`=`$ $`{\displaystyle d^3x\left[u_k(x)\widehat{\mathrm{\Psi }}^{}(x)+v_k^{}(x)\mathrm{\Psi }(x)\right]},`$ (30)
where $`u_k`$ and $`v_k`$ fulfill the Bogoliubov–de Gennes equations with the eigenenergy $`\mathrm{}\stackrel{~}{\omega }_k`$. In particular, $`g_0`$, $`g_0^{}`$ are associated with annihilation or creation of condensed particles. Using the bare states of the trap, the above relation can be rewritten as
$`\stackrel{~}{g}_k`$ $`=`$ $`{\displaystyle \underset{n}{}}\left[u_{kn}^{}g_n+v_{kn}g_n^{}\right],`$ (31)
$`\stackrel{~}{g}_k^{}`$ $`=`$ $`{\displaystyle \underset{n}{}}\left[u_{kn}g_n^{}+v_{kn}^{}g_n\right],`$ (32)
where $`u_{kn}=d^3xu_k^{}(x)\psi _n(x)`$. The above equations can be inverted to obtain
$`g_n`$ $`=`$ $`{\displaystyle \underset{k}{}}\left[u_{kn}\stackrel{~}{g}_kv_{kn}\stackrel{~}{g}_k^{}\right],`$ (33)
$`g_n^{}`$ $`=`$ $`{\displaystyle \underset{k}{}}\left[u_{kn}^{}\stackrel{~}{g}_k^{}v_{kn}^{}\stackrel{~}{g}_k\right].`$ (34)
The instantaneous equilibrium corresponds to a thermal state of the system described by the approximated Hamiltonian $`_k\mathrm{}\stackrel{~}{\omega }_k\stackrel{~}{g}_k^{}\stackrel{~}{g}_k`$. In order to describe the cooling dynamics we have to express the quantum master equation of section II in terms of the BHF operators. We need to do it only for the terms responsible for laser cooling, since the collisional and free parts are responsible only for reaching the instantaneous equilibrium. Following the same steps as in previous section, we perform the adiabatic elimination of the excited state, carefully replacing particles by quasiparticles at each step.
### B Rate equations for populations
Let $`|\stackrel{}{n}|N_0,N_1,\mathrm{};g`$$`|0,0,\mathrm{};e`$ be the ground state configurations with $`N_n`$ quasiparticles in the $`n`$th level, and no excited atoms; let their corresponding energies are $`\stackrel{~}{E}_\stackrel{}{n}`$, and their corresponding populations $`\rho _{\stackrel{}{n}\stackrel{}{n}}\stackrel{}{n}|\rho |\stackrel{}{n}`$. By using the similar Projection Operator techniques as in the previous section it is possible to show that the adiabatic elimination of the excited state levels leads to a set of rate equations for the populations:
$$\dot{\rho }_{\stackrel{}{n}\stackrel{}{n}}(t)=\underset{\stackrel{}{m}}{}P_{\stackrel{}{n}\stackrel{}{m}}\rho _{\stackrel{}{m}\stackrel{}{m}}(t)\underset{\stackrel{}{m}}{}P_{\stackrel{}{m}\stackrel{}{n}}\rho _{\stackrel{}{n}\stackrel{}{n}}(t)+\dot{\rho }_{\stackrel{}{n}\stackrel{}{n}}^{coll}(t),$$
(35)
where $`P_{\stackrel{}{m}\stackrel{}{n}}`$ have similar form as those that appear in the weak condensation limit
$`P_{\stackrel{}{n}\stackrel{}{m}}=2\gamma {\displaystyle 𝑑\varphi 𝑑\theta sin\theta 𝒲(\theta ,\varphi )\underset{s,l}{}}`$ (36)
$`\times \left|\stackrel{}{n}|(\stackrel{~}{\eta }_{ls}^{}(\stackrel{}{k})\stackrel{~}{g}_s^{}+\stackrel{~}{\zeta }_{ls}(\stackrel{}{k})\stackrel{~}{g}_s)e_l{\displaystyle \frac{1}{E_\stackrel{}{m}\widehat{H}_{eff}}}\widehat{H}_{las}^{(+)}|\stackrel{}{m}\right|^2,`$ (37)
where $`\stackrel{~}{\eta }_{ls}(\stackrel{}{k})=d^3x\psi _l^{}(x)e^{i\stackrel{}{k}\stackrel{}{x}}u_s(x)=_s^{}\eta _{ls^{}}u_{ss^{}}`$, and $`\stackrel{~}{\zeta }_{ls}(\stackrel{}{k})=d^3x\psi _l^{}(x)e^{i\stackrel{}{k}\stackrel{}{x}}v_s(x)=_s^{}\eta _{ls^{}}v_{ss^{}}`$. The laser Hamiltonian is also reexpressed as
$$\widehat{H}_{las}=\frac{\mathrm{}\mathrm{\Omega }}{2}\underset{l,m}{}e_l^{}(\stackrel{~}{\eta }_{lm}(k_L)g_m+\stackrel{~}{\zeta }_{lm}^{}(k_L)g_m^{}).$$
As before, the probabilities (37) can be understood as the probabilities to undergo a transition from a ground–state quasi-particle configuration: $`|\stackrel{}{n}=|N_0,N_1,\mathrm{}`$ to other quasi–particle configuration $`|\stackrel{}{m}`$=$`|N_0^{},N_1^{},\mathrm{}`$.
The last term in Eq. (35) denotes the collisional contribution to the changes of $`\rho _{\stackrel{}{n}\stackrel{}{n}}(t)`$. We do not have to specify it here: as in Section IV we just have to remember that in the regime considered, this terms leads to a very fast thermalization of the system.
Eq. (35) can be rewritten in terms of rate equations with respect to the quasi–particle populations $`N_n`$ in each level of the ground–state trap:
$$\dot{N}_n=\underset{m}{}\mathrm{\Gamma }_{nm}N_m\underset{m}{}\mathrm{\Gamma }_{mn}N_n+\dot{N}_n^{coll},$$
(38)
where the last term on RHS describes the contribution of collisions, while the rates are of the form:
$`\mathrm{\Gamma }_{nm}={\displaystyle \frac{\mathrm{\Omega }^2}{2\gamma }}{\displaystyle _0^{2\pi }}𝑑\varphi {\displaystyle _0^\pi }𝑑\theta 𝒲(\theta ,\varphi )`$ (39)
$`\times \left\{\right|{\displaystyle \underset{l}{}}{\displaystyle \frac{\gamma \stackrel{~}{\eta }_{ln}^{}(\stackrel{}{k})\stackrel{~}{\eta }_{lm}(k_L)}{\delta \omega _l^e+\stackrel{~}{\omega }_m+i(\gamma R_{ml}+\gamma _L)}}|^2(N_n+1\delta _{n,m})`$ (40)
$`+\left|{\displaystyle \underset{l}{}}{\displaystyle \frac{\gamma \stackrel{~}{\zeta }_{ln}(\stackrel{}{k})\stackrel{~}{\zeta }_{lm}^{}(k_L)}{\delta \omega _l^e\stackrel{~}{\omega }_m+i(\gamma R_{ml}+\gamma _L)}}|^2(N_n\delta _{n,m})\right\}`$ (41)
In the above expression we have used rotating wave approximation with respect to quasiparticle frequency spacings. One should stress that, although in general splittings between the quasiparticle energies can be small, in the most interesting limit of large $`N`$, i.e. in the hydrodynamic regime the quasiparticle spectra are very regular, and the splittings are of the order of the bare harmonic oscillator frequency $`\omega `$. That is why in the hydrodynamic regime the use of RWA with respect to the quasiparticle energy splittings is very well grounded. The widths in Eq. (41) become now
$`R_{ml}`$ $`=`$ $`{\displaystyle _0^{2\pi }}𝑑\varphi {\displaystyle _0^\pi }𝑑\theta 𝒲(\theta ,\varphi )`$ (42)
$`\times `$ $`{\displaystyle \underset{n^{}}{}}|\stackrel{~}{\eta }_{ln^{}}(\stackrel{}{k})|^2(N_n^{}+1\delta _{n^{},m})`$ (43)
$`\times `$ $`{\displaystyle \underset{n^{}}{}}|\stackrel{~}{\zeta }_{ln^{}}(\stackrel{}{k})|^2(N_n^{}\delta _{n^{},m}).`$ (44)
We have additionally included in the expression (41) the width $`\gamma _L`$ which mimics the effects of the laser bandwidth, and which is necessary to assure approximate fulfilling of the resonance conditions. The widths $`\gamma _L`$ should in practice be of the order of $`\omega `$.
The equations derived in this section have a very similar form to the one derived in the previous sections. In particular, we expect that in the Thomas-Fermi (hydrodynamic) regime, they will lead to the self–consistent equation for the effective temperature. We can easily rewrite this equation as
$$\frac{dT}{dt}=F(T),$$
(45)
where
$`F(T)`$ $`=`$ $`{\displaystyle \frac{1}{E^{}(T)}}`$ (46)
$`\times `$ $`{\displaystyle \underset{n}{}}\mathrm{}\stackrel{~}{\omega }_n\left[{\displaystyle \underset{m}{}}\mathrm{\Gamma }_{nm}N_m{\displaystyle \underset{m}{}}\mathrm{\Gamma }_{mn}N_n\right],`$ (47)
where $`N_m`$ are distributed according to the Bose–Einstein distribution corresponding to the quasiparticle Hamiltonian, whereas $`E(T)=_n\mathrm{}\stackrel{~}{\omega }_nN_n`$, $`E^{}(T)=dE/dT`$. Note that temperature dependence enters the above equations explicitly, and through the dependence of the quasiparticles and their energies on the temperature in the BHF theory at finite $`T`$. In the limit of large $`N`$, the same argumentation as in previous section can be applied. We expect that the system will be cooled down to the temperature $`T_{st}0`$, and that the stationary temperature $`T_{st}`$ will be of the order of $`k_BT_{st}k_BT_c\eta ^2(\gamma /\omega N)^{1/3}(\gamma /\omega )^{1/3}E_R`$. As we see as $`N\mathrm{}`$, $`T_{st}/T_c0`$ at least as fast as $`1/N^{1/3}`$.
## VI Prospects for all optical BEC
According to our results the prospects for all optical BEC are very good provided several precautions are realized in experiments. The prescription to achieve all optical BEC is:
* Use a dipole trap of the moderate size $`\eta 28`$ and $`\omega 2\pi \times 1`$ kHz.
* Trap and cool atoms into the electronic hyperfine ground state. This allows to eliminate non-elastic two body collisions from considerations.
* Work in the Festina-Lente limit to avoid reabsorptions. Use either natural narrow line, or quenched (Raman) transition of width $`\gamma _{eff}<\omega `$. In fact to shorten the cooling dynamics try to work with $`\gamma _{eff}\omega /2`$.
* work with red detuned laser tuned below or in between the molecular resonances to avoid photoassociation losses.
* Avoid high densities, i. e. limit the number of trapped atoms $`N`$ in such a way that $`n<510^{14}/\mathrm{cm}^3`$. This will allow you to avoid 3-body losses and remaining photoassociation losses.
In the Tab. I we present our estimates for the maximal number of condensed atoms and the cooling time. We have considered here Mg atoms, and assumed $`\lambda _L=600`$nm and scattering length $`a_{sc}5`$ nm. For various values of $`\eta `$ we have then calculated corresponding trap frequency $`\omega `$. Maximal number of atoms $`N_{max}`$ has been estimated from requirement that the corresponding peak density should be $`510^{14}/\mathrm{cm}^3`$. The calculations has been done for the ideal ($`a_{sc}=0`$) and weakly interacting gas, where for simplicity the Thomas-Fermi density profile was assumed.
For the estimation of the cooling time $`t_{cool}`$ we use the following reasoning. The probability of atom jump (transfer) from level $`m`$ to level $`n`$ is proportional to the occupation numbers: $`p_{mn}N_m(N_n+1)`$. If we omit the dependence on Frank-Condon coefficients, the jump probability is given by $`p_{mn}=𝒩N_m(N_n+1)`$, where $`𝒩`$ should be determined from the normalization condition: $`_m_np_{mn}=p_{tot}`$, where $`p_{tot}`$ is total probability of jump. Below we shall assume that in each cycle roughly 10% of atoms undergo a jump, i. e. $`p_{tot}0.1`$. We consider the final stage where only the dark-state pulse for the ground state is responsible for cooling. We assume that the ground state is perfectly dark, i. e. $`p_{0m}=0`$ for all $`m0`$. The spontaneous emission process scatters the atoms within the energy band of width about $`4\eta ^2\mathrm{}\omega =4E_R`$. Assuming that the dynamics takes place within the region of trap levels with energies smaller than $`4\eta ^2\mathrm{}\omega `$, the normalization coefficient reads
$$𝒩=\frac{p_{tot}}{(NN_0)(N+N_{st})}$$
(48)
where $`N_{st}`$ is the number of states with energies between 0 and $`4\eta ^2\mathrm{}\omega `$: $`N_{st}(4\eta ^2)^3/6`$. The cooling efficiency grows if we assume that in each cycle 10% of the excited states population is transferred. This number is consistent with the conditions for the adiabatic elimination used in our derivations. The population of the ground state is increased in every step by $`(NN_0)_{m0}p_{m0}`$. Thus we are able to write the formula describing the ground state dynamics:
$$N_0(k+1)=N_0(k)+ϵ(NN_0(k))(N_0(k)+1),$$
(49)
where $`ϵ=(10(N+N_{st}))^1`$ and $`k`$ labels the cycles. In rough approximation the equation (49) may be replaced by the differential equation
$$\frac{dN_0}{dk}=ϵ(NN_0)(N_0+1).$$
(50)
Starting with 1 atom in the ground state, the number of cycles needed to obtain $`N/2`$ condensed atoms may be calculated to be $`\mathrm{ln}(N)/(ϵN)`$. Finally assuming that each cycle have the duration $`2/\gamma `$, where $`\gamma \omega /4`$, we estimate $`t_{cool}8\mathrm{ln}(N)/(\omega ϵN)`$. The analytic estimates agree quite well with numerical simulations of Sec. III. Direct inspection of the Tab. I, clearly shows that all-optical BEC of quite large number of atoms should be feasible within a reasonable cooling time.
## VII Acknowledgments
We acknowledge support Deutsche Forschungsgemeinschaft (SFB 407), ESF PESC Proposal BEC2000+, and TMR ERBXTCT96-0002. We thank I. Bouchoule, W. Ertmer, E. Rasel, T. Mehlstäubler, J. Keupp, K. Sengstock, and Ch. Salomon for fruitful discussions. We specially acknowledge discussions, help and valuable suggestions from Y. Castin, who took part in the earlier phase of this project.
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# Multiple Scattering, Parton Energy Loss and Modified Fragmentation Functions in Deeply Inelastic 𝑒𝐴 Scattering
## Acknowledgements
We would like to thank J. Jalilian-Marian, J. Qiu and G. Sterman for helpful discussions. This work was supported by DOE under Contract No. DE-AC03-76SF00098 and DE-FG-02-96ER40989 and in part by NSFC under project 19928511.
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# COMBINING QCD MATRIX ELEMENTS AND PARTON SHOWERS aafootnote aTalk at XXXV Rencontres de Moriond, Les Arcs, France, March 2000.
## 1 Introduction
The Monte Carlo simulation of multi-jet final states is a challenging problem in QCD and important for new physics searches. Two extreme approaches to this problem can be formulated as follows. One can use the corresponding matrix elements with bare partons representing jets. Then one must add a model for conversion of the partons into hadrons; any realistic model will include parton showering, and hence extra jet production and potential double counting. Alternatively, one can use the parton model to generate the simplest relevant final state (e.g. $`e^+e^{}q\overline{q}`$) and produce addition jets by parton showering. However, this gives a poor simulation of configurations with several widely separated jets.
For earlier work on combining these approaches see refs. $`^{\mathrm{?},\mathrm{?},\mathrm{?},\mathrm{?},\mathrm{?}}`$. Here I outline a method $`^\mathrm{?}`$ in which the matrix element and parton shower domains are separated at some value $`y_1`$ of the $`k_T`$ (Durham) jet resolution $`^\mathrm{?}`$
$$y_{ij}2\mathrm{min}\{E_i^2,E_j^2\}(1\mathrm{cos}\theta _{ij})/Q^2.$$
The proposed method has the following features: At $`y_{ij}>y_1`$ multi-jet cross sections and distributions are given by matrix elements modified by Sudakov form factors. At $`y_{ij}<y_1`$ they are given by parton showers subjected to a ‘veto’ procedure, which cancels the $`y_1`$ dependence of the modified matrix elements to next-to-leading logarithmic (NLL) accuracy.
Note that the procedure does not aim at a complete description of any configuration to next-to-leading order (NLO) in $`\alpha _\text{S}`$, although this might be possible after subtracting NLO terms from the Sudakov form factors (see ref. $`^\mathrm{?}`$). The main objective is to describe all hard multi-jet configurations to leading order, i.e. $`𝒪(\alpha _\text{S}^{n2})`$ for $`n`$ jets, together with jet fragmentation to NLL accuracy, while avoiding major problems of double counting and/or missed phase-space regions.
## 2 Modified Matrix Elements
The exclusive $`e^+e^{}`$ $`n`$-jet fractions at c.m. energy $`Q`$ and $`k_T`$-resolution $`y_1=Q_1^2/Q^2`$ are given to NLL accuracy by $`^\mathrm{?}`$
$`R_2(Q_1,Q)`$ $`=`$ $`\left[\mathrm{\Delta }_q(Q_1,Q)\right]^2`$
$`R_3(Q_1,Q)`$ $`=`$ $`2\left[\mathrm{\Delta }_q(Q_1,Q)\right]^2{\displaystyle _{Q_1}^Q}𝑑q\mathrm{\Gamma }_q(q,Q)\mathrm{\Delta }_g(Q_1,q)`$
$`R_4(Q_1,Q)`$ $`=`$ $`2\left[\mathrm{\Delta }_q(Q_1,Q)\right]^2\{{\displaystyle _{Q_1}^Q}dq\mathrm{\Gamma }_q(q,Q)\mathrm{\Delta }_g(Q_1,q){\displaystyle _{Q_1}^Q}dq^{}\mathrm{\Gamma }_q(q^{},Q)\mathrm{\Delta }_g(Q_1,q^{})`$
$`+`$ $`{\displaystyle _{Q_1}^Q}𝑑q\mathrm{\Gamma }_q(q,Q)\mathrm{\Delta }_g(Q_1,q){\displaystyle _{Q_1}^q}𝑑q^{}\mathrm{\Gamma }_g(q^{},q)\mathrm{\Delta }_g(Q_1,q^{})`$
$`+`$ $`{\displaystyle _{Q_1}^Q}dq\mathrm{\Gamma }_q(q,Q)\mathrm{\Delta }_g(Q_1,q){\displaystyle _{Q_1}^q}dq^{}\mathrm{\Gamma }_f(q^{})\mathrm{\Delta }_f(Q_1,q^{})\}`$
etc., where $`\mathrm{\Gamma }_{q,g,f}`$ are $`qqg`$, $`ggg`$ and $`gq\overline{q}`$ branching probabilities
$`\mathrm{\Gamma }_q(q,Q)`$ $`=`$ $`{\displaystyle \frac{2C_F}{\pi }}{\displaystyle \frac{\alpha _\text{S}(q)}{q}}\left(\mathrm{ln}{\displaystyle \frac{Q}{q}}{\displaystyle \frac{3}{4}}\right)`$
$`\mathrm{\Gamma }_g(q,Q)`$ $`=`$ $`{\displaystyle \frac{2C_A}{\pi }}{\displaystyle \frac{\alpha _\text{S}(q)}{q}}\left(\mathrm{ln}{\displaystyle \frac{Q}{q}}{\displaystyle \frac{11}{12}}\right)`$
$`\mathrm{\Gamma }_f(q)`$ $`=`$ $`{\displaystyle \frac{N_f}{3\pi }}{\displaystyle \frac{\alpha _\text{S}(q)}{q}}`$
and $`\mathrm{\Delta }_{q,g}`$ are the quark and gluon Sudakov form factors
$`\mathrm{\Delta }_q(Q_1,Q)`$ $`=`$ $`\mathrm{exp}\left({\displaystyle _{Q_1}^Q}𝑑q\mathrm{\Gamma }_q(q,Q)\right)`$
$`\mathrm{\Delta }_g(Q_1,Q)`$ $`=`$ $`\mathrm{exp}\left({\displaystyle _{Q_1}^Q}𝑑q\left[\mathrm{\Gamma }_g(q,Q)+\mathrm{\Gamma }_f(q)\right]\right)`$
with
$$\mathrm{\Delta }_f(Q_1,Q)=\left[\mathrm{\Delta }_q(Q_1,Q)\right]^2/\mathrm{\Delta }_g(Q_1,Q).$$
The Sudakov form factor $`\mathrm{\Delta }_i(Q_1,Q)`$ represents the probability for a parton of type $`i`$ to evolve from scale $`Q`$ to scale $`Q_1`$ without any branching (resolvable at scale $`Q_1`$). Thus $`R_2`$ is the probability that the produced quark and antiquark both evolve from $`Q`$ to $`Q_1`$ without branching. More generally, the probability to evolve from $`Q`$ to $`qQ_1`$ without branching (resolvable at scale $`Q_1`$) is $`\mathrm{\Delta }_i(Q_1,Q)/\mathrm{\Delta }_i(Q_1,q)`$.
In $`R_3`$, the quark $`q`$ (or antiquark $`\overline{q}`$) evolves from $`Q`$ to $`Q_1`$ without branching, while the $`\overline{q}`$ (or $`q`$) evolves from $`Q`$ to $`q`$, branches, and the resulting partons evolve from $`q`$ to $`Q_1`$ without branching.
Thus the overall NLL probability is
$$2\mathrm{\Delta }_q(Q_1,Q)\frac{\mathrm{\Delta }_q(Q_1,Q)}{\mathrm{\Delta }_q(Q_1,q)}\mathrm{\Gamma }_q(q,Q)\mathrm{\Delta }_q(Q_1,q)\mathrm{\Delta }_g(Q_1,q),$$
which gives $`R_3(Q_1,Q)`$ after integration over $`Q_1<q<Q`$.
We can improve the description of 3-jet distributions throughout the region $`y_{qg},y_{\overline{q}g}>y_1`$ by using the full tree-level matrix element squared $`_{q\overline{q}g}`$ in place of the NLL branching probability $`\mathrm{\Gamma }_q(q,Q)`$. We first generate $`q\overline{q}g`$ momentum configurations according to $`_{q\overline{q}g}`$, with $`k_T`$-resolution cutoff $`y_{ij}>y_1=Q_1^2/Q^2`$, then weight each configuration with an extra factor of $`[\mathrm{\Delta }_q(Q_1,Q)]^2\mathrm{\Delta }_g(Q_1,q)`$ where $`q^2=\mathrm{min}\{y_{qg},y_{\overline{q}g}\}Q^2`$. For consistency we also use $`\alpha _\text{S}(q)`$ in $`_{q\overline{q}g}`$.
For four or more jets, there are several branching configurations with different colour factors. For example there is a contribution from $`qqg`$ branching at scale $`q`$ followed by $`ggg`$ at scale $`q^{}`$:
The probability of this is
$`\mathrm{\Delta }_q(Q_1,Q){\displaystyle \frac{\mathrm{\Delta }_q(Q_1,Q)}{\mathrm{\Delta }_q(Q_1,q)}}\mathrm{\Gamma }_q(q,Q)\mathrm{\Delta }_q(Q_1,q){\displaystyle \frac{\mathrm{\Delta }_g(Q_1,q)}{\mathrm{\Delta }_g(Q_1,q^{})}}\mathrm{\Gamma }_g(q^{},q)[\mathrm{\Delta }_g(Q_1,q^{})]^2`$
which contributes to the term with colour factor $`C_FC_A`$. The product $`\mathrm{\Gamma }_q(q,Q)\mathrm{\Gamma }_g(q^{},q)`$ is an approximation to the full matrix element squared $`_{q\overline{q}gg}`$ in the kinematic region where $`y_{gg}`$ is smallest interparton separation. Thus it is legitimate in NLLA to replace it by $`_{q\overline{q}gg}`$ in that region. The remaining factor of $`[\mathrm{\Delta }_q(Q_1,Q)]^2\mathrm{\Delta }_g(Q_1,q)\mathrm{\Delta }_g(Q_1,q^{})`$ is the extra Sudakov weight to be applied.
In general, the proposed procedure for generating $`n`$-parton configurations is thus as follows:
* First distribute the parton momenta according to the relevant $`n`$-parton matrix element squared $`_n`$, using a fixed value $`\alpha _\text{S}(Q_1)`$ for the strong coupling.
* Use the $`k_T`$-clustering algorithm to determine the resolution values $`y_2=1>y_3>\mathrm{},>y_n>y_1`$ at which $`2,3,\mathrm{},n`$ jets are resolved. These give the nodal values of $`q_j=Q\sqrt{y_j}`$ for a tree diagram that specifies the $`k_T`$-clustering sequence for that configuration.
* Apply a coupling-constant weight factor of $`\alpha _\text{S}(q_3)\alpha _\text{S}(q_4)\mathrm{}\alpha _\text{S}(q_n)/[\alpha _\text{S}(Q_1)]^{n2}<1`$.
* For each internal line of type $`i`$ from a node at scale $`q_j`$ to $`q_k<q_j`$, apply a Sudakov weight factor $`\mathrm{\Delta }_i(Q_1,q_j)/\mathrm{\Delta }_i(Q_1,q_k)<1`$. For an external line from a node at scale $`q_j`$, the weight factor is $`\mathrm{\Delta }_i(Q_1,q_j)`$.
Since the weight factors are all less than unity, unweighted events can be generated by rejecting those for which the product of weights is less than a random number.
As an example, the following clustering sequence for $`e^+e^{}q\overline{q}ggg`$
has Sudakov weight
$`{\displaystyle \frac{\mathrm{\Delta }_q(Q_1,Q)}{\mathrm{\Delta }_q(Q_1,q_3)}}{\displaystyle \frac{\mathrm{\Delta }_q(Q_1,Q)}{\mathrm{\Delta }_q(Q_1,q_4)}}{\displaystyle \frac{\mathrm{\Delta }_g(Q_1,q_3)}{\mathrm{\Delta }_g(Q_1,q_5)}}`$ $`\times `$ $`\mathrm{\Delta }_q(Q_1,q_3)\mathrm{\Delta }_q(Q_1,q_4)\mathrm{\Delta }_g(Q_1,q_4)[\mathrm{\Delta }_g(Q_1,q_5)]^2`$
$`=`$ $`[\mathrm{\Delta }_q(Q_1,Q)]^2\mathrm{\Delta }_g(Q_1,q_3)\mathrm{\Delta }_g(Q_1,q_4)\mathrm{\Delta }_g(Q_1,q_5)`$
Note that the weight factor is actually independent of the structure of the clustering tree and is the same as that for the Abelian (QED-like) graph with the same nodal scale values $`\{q_j\}`$. The clustering of partons will sometimes be ‘wrong’ but this should not affect LL and NLL terms. Other clustering procedures can be envisaged $`^\mathrm{?}`$ which should be equivalent in the dominant regions.
## 3 Vetoed Parton Showers
Having generated multijet distributions above the resolution value $`y_1`$ according to matrix elements modified by form factors, it remains to generate distributions at lower values of $`y_{ij}`$ by means of parton showers. This should be done in such a way that the dominant (LL and NLL) dependence on the arbitrary parameter $`y_1`$ cancels. Any residual dependence on $`y_1`$ could be useful for tuning less singular terms to obtain optimal agreement with data.
Note that $`y_1`$ must set an upper limit on interparton separations $`y_{ij}`$ generated in the showers. Otherwise the exclusive jet rates at resolution $`y_1`$ could be changed by showering. At first sight, this might suggest that we should evolve the showers from the scale $`Q_1=Q\sqrt{y_1}`$ instead of $`Q`$. However, this would not lead to cancellation of dependence on $`\mathrm{log}y_1`$.
Consider, for example, the 2-jet rate at resolution $`y_0=Q_0^2/Q^2<y_1`$. If we start from $`R_2`$ at scale $`Q_1`$ and then evolve from $`Q_1`$ to $`Q_0`$, we obtain a 2-jet rate of $`\left[\mathrm{\Delta }_q(Q_1,Q)\mathrm{\Delta }_q(Q_0,Q_1)\right]^2`$ instead of the correct result $`R_2(Q_0,Q)=\left[\mathrm{\Delta }_q(Q_0,Q)\right]^2`$. This is because, although $`y_{ij}`$ values in the showers are limited by $`y_1`$, the angular regions in which they evolve should still correspond to scale $`Q`$ rather than $`Q_1`$. Consequently we should allow the showers to evolve from scale $`Q`$ but veto any branching with scale $`q>Q_1`$ – i.e., the selected parton branching is forbidden but that parton has its scale reset to $`q`$ for subsequent branching.
The 2-jet rate at any scale $`Q_0<Q_1`$ is now given by the sum of probabilities of $`0,1,2,\mathrm{}`$ vetoed branchings (represented by crosses) and no actual resolved branchings:
The sum of these probabilities for the quark line is
$`\mathrm{\Delta }_q(Q_1,Q)\mathrm{\Delta }_q(Q_0,Q)\left\{1+{\displaystyle _{Q_1}^Q}𝑑q\mathrm{\Gamma }_q(q,Q)+{\displaystyle _{Q_1}^Q}𝑑q\mathrm{\Gamma }_q(q,Q){\displaystyle _{Q_1}^q}𝑑q^{}\mathrm{\Gamma }_q(q^{},Q)+\mathrm{}\right\}`$
The series sums to $`1/\mathrm{\Delta }_q(Q_1,Q)`$, cancelling the $`y_1`$ dependence and giving $`\mathrm{\Delta }_q(Q_0,Q)`$. Similarly for the antiquark line.
For the 3-jet rate at scale $`Q_0<Q_1`$ there are two possibilities: either the event is a 2-jet at scale $`Q_1`$ and then has one branching resolved at scale $`Q_0`$, or it is a 3-jet at scale $`Q_1`$ and remains so at scale $`Q_0`$. The probability of the first case is
$$2[\mathrm{\Delta }_q(Q_1,Q)]^2\left[\frac{\mathrm{\Delta }_q(Q_0,Q)}{\mathrm{\Delta }_q(Q_1,Q)}\right]^2_{Q_0}^{Q_1}𝑑q\mathrm{\Gamma }_q(q,Q)\mathrm{\Delta }_g(Q_0,q)$$
while that of the second case is
$`2[\mathrm{\Delta }_q(Q_1,Q)]^2\left[{\displaystyle \frac{\mathrm{\Delta }_q(Q_0,Q)}{\mathrm{\Delta }_q(Q_1,Q)}}\right]^2{\displaystyle _{Q_1}^Q}𝑑q\mathrm{\Gamma }_q(q,Q)\mathrm{\Delta }_g(Q_1,q){\displaystyle \frac{\mathrm{\Delta }_g(Q_0,q)}{\mathrm{\Delta }_g(Q_1,q)}}.`$
The sum is indeed $`y_1`$-independent and equal to $`R_3(Q_0,Q)`$. Similarly for higher jet multiplicities.
Notice that evolution after a branching at scale $`q>Q_1`$ starts at scale $`q`$ rather than $`Q`$ or $`Q_1`$. In general, vetoed showers should evolve in the phase space for angular-ordered branching of each parton $`^\mathrm{?}`$. This depends on the colour structure of the matrix element. As illustrated below, the angular region for parton $`i`$ is a cone bounded by the direction of parton $`j`$ (and vice-versa), where $`i`$ and $`j`$ are colour-connected.
If the colour structure is not unique, colour connections must be selected according to their relative contributions to the matrix element squared, which are well-defined in the limit that the number of colours $`N_c`$ is large. Corrections to the large-$`N_c`$ limit are normally of relative order $`1/N_c^2`$, so this approximation is adequate to $`10\%`$. For high parton multiplicity, when the colour structure is not known even at large $`N_c`$, it may be possible to use the clustering scheme discussed above as a first approximation in assigning colour connections.
## 4 Comments/Conclusions
* Modified matrix elements plus vetoed parton showers, interfaced at some value $`y_1`$ of the $`k_T`$-resolution parameter, should provide a convenient way to describe simultaneously the hard multi-jet and jet fragmentation regions.
* The matrix element modifications are coupling-constant and Sudakov weights computed directly from the $`k_T`$-clustering sequence.
* Dependence on $`y_1`$ is cancelled to NLLA by vetoing $`y_{ij}>y_1`$ in the parton showers.
* This prescription avoids double-counting problems and missed phase-space regions.
* In principle one needs the matrix elements $`_n`$ for $`y_{ij}>y_1`$ at all values of $`n`$. In practice, if we have $`nN`$, then $`y_1`$ must be chosen large enough for $`R_{n>N}(Q_1,Q)`$ to be negligible.
* This approach is being implemented (with $`N=5`$) in the $`e^+e^{}`$ event generator APACIC++ $`^\mathrm{?}`$.
* It should be possible to extend it to lepton-hadron and hadron-hadron collisions.
* Extension to NLO along the lines of ref. $`^\mathrm{?}`$ may also be possible.
## Acknowledgments
It is a pleasure to acknowledge my collaborators in this project, S. Catani, F. Krauss and R. Kuhn.
This work was supported in part by the UK Particle Physics and Astronomy Research Council and by the EU Fourth Framework Programme ‘Training and Mobility of Researchers’, Network ‘Quantum Chromodynamics and the Deep Structure of Elementary Particles’, contract FMRX-CT98-0194 (DG 12 - MIHT).
## References
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# Impact Parameter Dependent Parton Distributions and Off-Forward Parton Distributions for 𝜁→0
## I Introduction
Deeply virtual Compton scattering (DVCS) provides a novel tool to explore hadron structure. In contrast to deep-inelastic scattering (DIS), where one measures the imaginary part of the forward Compton amplitude only, DVCS allows measuring the off-forward Compton amplitude. From the parton point of view this implies that DVCS allows measuring off-forward matrix elements of parton correlation functions, i.e. on can access light-cone correlation functions of the form . <sup>*</sup><sup>*</sup>*For some history on DVCS see Ref. .
$$f_\zeta (x,t)\frac{dx^{}}{4\pi }p^{}|\overline{\psi }(0)\gamma ^+\psi (x^{})|pe^{ixp^+x^{}},$$
(1)
where $`x^\pm =x^0\pm x^3`$ and $`p^+=p^0+p^3`$ refers to the usual light-cone components and $`tq^2=(pp^{})^2`$ is the invariant momentum transfer. The “off-forwardness” (or skewedness) in Eq. (1) is defined to be $`\zeta \frac{q^+}{p^+}`$. From the point of view of parton physics in the infinite momentum frame, these off-forward parton distributions (OFPDs) have the physical meaning of the amplitude for the process that a quark is taken out of the nucleon with momentum fraction $`x`$ and then it is inserted back into the nucleon with a four momentum transfer $`q^\mu `$ . It was immediately recognized that off-forward parton distribution play a dual roles in that they combine features of both form factors and conventional parton distribution functions : for $`\zeta =t=0`$ one recovers conventional parton distributions, i.e. momentum distributions in the infinite momentum frame (IMF), while when one integrates $`f_\zeta (x,t)`$ over $`x`$, one obtains a form factor, i.e. the Fourier transform of a coordinate space density (in the Breit frame!).
However, the physical interpretation of the general case still remained obscure, mainly because the initial and final state in Eq. (1) are not the same and therefore, in general, $`f_\zeta (x,t)`$ cannot be interpreted as a ‘density’ but rather their physical significance is that of a probability amplitude.
In this note, we will study a more general limiting case, namely $`\zeta =0`$, but $`t0`$, and we will argue that
$$f(x,t)f_{\zeta =0}(x,t)$$
(2)
has a simple interpretation in terms of a density as well, namely as the Fourier transform of the light-cone momentum/impact parameter density w.r.t. the impact parameter.
In a light-front (LF) framework it is easy to see that the case $`\zeta =0`$ is particularly simple since there only terms diagonal in the Fock space contribute to $`f(x,t)`$ (just as it is the case for ordinary parton distributions). Explicit Fock space representations for $`f(x,t)`$ can be found in Refs. . Making a Gaussian ansatz for the Fock space components, it is therefore straightforward to see the connection between the $`t`$-dependence of $`f(x,t)`$ and the Gaussian size parameter . In this paper, we will demonstrate that this very intuitive connection is valid independent of specific models and that it is in fact possible to determine parton distributions as a function of the impact parameter, provided $`f(x,t)`$ is known.
Of course, $`\zeta =0`$ with $`t0`$ cannot be achieved in virtual Compton scattering at finite energies because it always takes some longitudinal momentum transfer in order to convert a virtual photon into a real photon, i.e. strictly speaking $`\zeta =0`$ would correspond to real (wide angle) Compton scattering . However, as a limiting case ($`\zeta 0`$), $`f(x,t)`$ is relevant for DVCS as well.
The paper is organized as follows. In Section II, we use a familiar observable, the elastic charge form factor, to illustrate how relativistic effects may spoil the identification of Fourier transforms of position space distributions with form factors. Since this is a well known phenomenon for form factors, Section II will mainly serve to introduce our notation and reasoning. In Section III, we will then generalize the results from Section II to $`\zeta =0`$ OFPDs. Section III contains the derivation of the main result of this paper, namely the identification of Fourier transforms of impact parameter dependent parton distributions with OFPDs. The results are summarized in Section IV.
## II Form Factors and Charge Distributions
Nonrelativistic intuition suggests to interpret ordinary charge form factors as Fourier transforms of charge distributions in position space. As a warmup exercise, we will in the following reexamine the limitations of this interpretation in a relativistic framework.
Since the charge distribution of a plane wave is ill defined, it is useful to start from a wave packet I would like to thank Bob Jaffe for his suggestion to use wave packets in the discussion of relativistic corrections.
$$|\mathrm{\Psi }=\frac{d^3p\psi (\stackrel{}{p})}{\sqrt{2E_\stackrel{}{p}(2\pi )^3}}|\stackrel{}{p},$$
(3)
where $`E_\stackrel{}{p}=\sqrt{M^2+\stackrel{}{p}^2}`$. Momentum space eigenstates are normalized covariantly as usual, i.e. $`\stackrel{}{p}^{}|\stackrel{}{p}=2E_\stackrel{}{p}\delta (\stackrel{}{p}^{}\stackrel{}{p})`$. Using the usual definition of the charge form factor
$$\stackrel{}{p}^{}\left|\rho (\stackrel{}{0})\right|\stackrel{}{p}=\left(E_\stackrel{}{p}+E_\stackrel{}{p}^{}\right)F(q^2),$$
(4)
where
$$q^2=(E_\stackrel{}{p}E_\stackrel{}{p}^{})^2\stackrel{}{q}^2$$
(5)
and $`\stackrel{}{q}=\stackrel{}{p}^{}\stackrel{}{p}`$, one obtains for the Fourier transform of the charge distribution in the wave packet
$`_\psi (\stackrel{}{q})`$ $``$ $`{\displaystyle d^3xe^{i\stackrel{}{q}\stackrel{}{x}}\mathrm{\Psi }\left|\rho (\stackrel{}{x})\right|\mathrm{\Psi }}`$ (6)
$`=`$ $`{\displaystyle \frac{d^3p}{\sqrt{2E_\stackrel{}{p}2E_\stackrel{}{p}^{}}}\mathrm{\Psi }^{}(\stackrel{}{p}+\stackrel{}{q})\mathrm{\Psi }(\stackrel{}{p})\stackrel{}{p}^{}\left|\rho (\stackrel{}{0})\right|\stackrel{}{p}}`$ (7)
$`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle d^3p\frac{E_\stackrel{}{p}+E_\stackrel{}{p}^{}}{\sqrt{E_\stackrel{}{p}E_\stackrel{}{p}^{}}}\mathrm{\Psi }^{}(\stackrel{}{p}+\stackrel{}{q})\mathrm{\Psi }(\stackrel{}{p})F(q^2)}.`$ (8)
Note that $`q^2`$ still depends implicitly on $`\stackrel{}{p}`$ (5) and thus in general one cannot pull $`F(q^2)`$ out of the integral! Eq. (8) clearly illustrates how the charge distribution in the wave packet is obtained from a convolution of the Form factor with the spatial distribution of the wave packet as well as various relativistic effects.
Initially, the wave packet was only introduced in order to be able to cleanly define a charge distribution. On the other hand, we are interested only in the intrinsic charge distribution of the hadron, i.e. not in the distribution due to the wave packet and therefore we would like to get rid of anything associated with the wave packet in Eq. (8).
### A Nonrelativistic Limit
In the nonrelativistic limit, where $`\frac{E_\stackrel{}{p}+E_\stackrel{}{p}^{}}{2\sqrt{E_\stackrel{}{p}E_\stackrel{}{p}^{}}}=1`$ and $`q^2=\stackrel{}{q}^2`$ one can pull the form factor out of the integral in Eq. (8), yielding
$$_\psi (\stackrel{}{q})=F(\stackrel{}{q}^2)d^3p\mathrm{\Psi }^{}(\stackrel{}{p}+\stackrel{}{q})\mathrm{\Psi }(\stackrel{}{p}).$$
(9)
Finally, by using a wave packet $`\mathrm{\Psi }`$ that is very broad in momentum space (i.e. localized in position space!) the dependence of the overlap integral $`d^3p\mathrm{\Psi }^{}(\stackrel{}{p}+\stackrel{}{q})\mathrm{\Psi }(\stackrel{}{p})`$ on $`\stackrel{}{q}`$ is much weaker than the dependence of the form factor $`F(\stackrel{}{q}^2)`$. For such a wave packet Eq. (9) one thus finds
$$_\mathrm{\Psi }(\stackrel{}{q})=F(\stackrel{}{q}^2)d^3p\left|\mathrm{\Psi }(\stackrel{}{p})\right|^2=F(\stackrel{}{q}^2)$$
(10)
Therefore, in a nonrelativistic theory, Actually, ‘nonrelativistic’ is necessary here only to the extent that the momentum transfer leaves the target nonrelativistic! as long as one uses a wave packet which is very localized in position space, the Fourier transform of the charge distribution for this wave packet equals the form factor. It is thus legitimate to interpret the form factor as the Fourier transform of the intrinsic charge distribution.
### B Relativistic Corrections (Rest Frame)
Unfortunately, in a relativistic theory, it is in general not possible to form a wave packet of states whose Fourier transformed charge distribution equals the form factor. In the nonrelativistic case, we used a wave packet that had an arbitrarily small extension in position space. In a relativistic theory, localizing a wave packet to less than its Compton wavelength in size will in general induce various relativistic corrections. This fact is best illustrated by considering the rms radius of this charge distribution \[$`2^{nd}`$ derivative w.r.t. $`\stackrel{}{q}`$ in Eq. (8)\]
Expanding $`_\mathrm{\Psi }(\stackrel{}{q})`$ up to, and including $`𝒪(\stackrel{}{q}^2)`$, one finds <sup>§</sup><sup>§</sup>§We assume here a target with unit charge. The generalization to other values for the charge is straightforward.
$`_\mathrm{\Psi }(\stackrel{}{q})`$ $`=`$ $`1{\displaystyle \frac{R^2}{6}}\stackrel{}{q}^2{\displaystyle \frac{R^2}{6}}{\displaystyle d^3p\left|\mathrm{\Psi }(\stackrel{}{p})\right|^2\frac{\left(\stackrel{}{q}\stackrel{}{p}\right)^2}{E_\stackrel{}{p}^2}}`$ (11)
$`+`$ $`1{\displaystyle d^3p\left|\stackrel{}{q}\stackrel{}{}\mathrm{\Psi }(\stackrel{}{p})\right|^2}{\displaystyle \frac{1}{8}}{\displaystyle d^3p\left|\mathrm{\Psi }(\stackrel{}{p})\right|^2\frac{\left(\stackrel{}{q}\stackrel{}{p}\right)^2}{E_\stackrel{}{p}^4}},`$ (12)
where $`R^2`$ is defined through the slope of $`F(q^2)=1+\frac{R^2}{6}q^2+𝒪(q^4)`$. In addition to the contribution from the intrinsic size and the contribution from the size of the wave packet, one obtains a Lorentz contraction contribution and other relativistic corrections.
Ideally, one would again like to construct a wave packet such that the contribution from the spatial extension of the wave packet, i.e. the term $`d^3p\left|\stackrel{}{q}\stackrel{}{}\mathrm{\Psi }(\stackrel{}{p})\right|^2`$, is negligible compared to $`R^2\stackrel{}{q}^2`$. Making the corrections due to the extension of the wave packet negligible requires a typical momentum scale in $`\mathrm{\Psi }(\stackrel{}{p})`$ that is much larger than $`\frac{1}{R}`$. This on the other hand leads to contributions from the relativistic corrections in Eq. (11) that are at least of the order $`\mathrm{\Delta }R^2\frac{1}{R^2M^4}`$, which are negligible only if the Compton wavelength of the target is much smaller than its intrinsic size (as defined through the slope of the form factor).
The physics of this result is clear: as soon as one attempts to localize the wave packet to a region smaller than its Compton wavelength, the particle in the wave packet becomes relativistic and relativistic effects, such as Lorentz contraction, are no longer negligible. What this means is that an identification of the slope of the formfactor with the rms-radius of a charge distribution in the rest frame is not unambiguously possible and the best one can achieve is an identification with uncertainties on the order of the Compton wavelength of the target.
### C Infinite Momentum Frame
In certain frames, such as the IMF (which will be relevant for the application to off-forward parton distribution!), this ambiguity can be avoided. The essential point is that the relativistic corrections are governed by coefficients like $`\frac{\stackrel{}{q}\stackrel{}{p}}{E_\stackrel{}{p}^2}`$ and $`\frac{\stackrel{}{q}^2}{E_\stackrel{}{p}^2}`$. One way to keep these relativistic coefficients small is to keep $`\stackrel{}{q}^2`$ and $`\stackrel{}{q}\stackrel{}{p}`$ finite while sending $`E_\stackrel{}{p}\mathrm{}`$, i.e. by going to the IMF! In the following, let us assume a wave packet such that $`\stackrel{}{P}=(0,0,p_z)`$ is the mean momentum of the wave packet and the momentum transfer is purely transverse, i.e. $`\stackrel{}{q}=(q_x,q_y,0)`$. Furthermore, we chose a wave packet that is a plane wave (or very delocalized) in the $`z`$-direction, i.e. $`p_z`$ of the wave packet is very sharply peaked around $`P_z`$, and we choose $`P_z`$ such that $`P_zM,|\stackrel{}{q}|`$. Then the abovementioned corrections due to the wave packet can be made small without leading to large relativistic corrections, which are governed by the expansion parameter $`\frac{\stackrel{}{q}\stackrel{}{p}}{E_\stackrel{}{p}^2}\frac{q_{}}{L_{}P^2}`$.
In other words, if we consider a wave packet which is localized in the transverse direction only, but a plane wave with very large momentum in the $`z`$ direction, then as long as this system is probed with only a transverse momentum transfer, the relativistic corrections to the form factor of this wave packet are governed not by the Compton wavelength but rather by $`\lambda _P1/\sqrt{m^2+p_z^2}`$, which can be made arbitrarily small.Note that this result is reminiscent of the result that in the infinite momentum frame, for purely transverse momentum transfer, only terms that are diagonal in Fock space contribute to the matrix elements of the (‘good’) current . One thus finds for purely transverse momentum transfers in the IMF
$$_\mathrm{\Psi }(\stackrel{}{q})=F(\stackrel{}{q}^2).$$
(13)
Physically, this implies that in the IMF one can identify the (Fourier transform of) the charge distribution in the transverse direction (the ‘transverse profile’) with the formfactor without relativistic corrections. Of course, for ordinary form factors, this result is not very important since the IMF is not a natural frame for physical interpretation of the form factor. However, the analogous result will be crucial when we analyze (off forward) parton distributions for which the natural frame is the IMF.
## III Off Forward Parton Distributions
Consider a wave packet $`|\mathrm{\Psi }`$ which is chosen such that it has a sharp longitudinal momentum $`p_z`$, but whose position is a localized wave packet in the transverse direction
$$|\mathrm{\Psi }=\frac{d^2p_{}}{\sqrt{2E_\stackrel{}{p}(2\pi )^2}}\mathrm{\Psi }(\stackrel{}{p}_{})|\stackrel{}{p}$$
(14)
Clearly,
$$f_\mathrm{\Psi }(x,\stackrel{}{b}_{})\frac{dx^{}}{4\pi }\mathrm{\Psi }|\overline{\psi }(\stackrel{}{b}_{},0)\gamma ^+\psi (\stackrel{}{b}_{},x^{})|\mathrm{\Psi }e^{ixp^+x^{}},$$
(15)
describes the probability to find partons with momentum fraction $`x`$ at transverse (position) coordinate $`\stackrel{}{x}_{}`$ in this wave packet. What we will show in the following is that $`f_\mathrm{\Psi }(x,\stackrel{}{b}_{})`$ can be related to off-forward parton distribution functions with $`\zeta =0`$.
Using Eq. (14), one finds
$`_\mathrm{\Psi }(x,\stackrel{}{q}_{})`$ $``$ $`{\displaystyle d^2q_{}e^{i\stackrel{}{q}_{}\stackrel{}{b}_{}}f_\mathrm{\Psi }(x,\stackrel{}{b}_{})}`$ (16)
$`=`$ $`{\displaystyle }{\displaystyle \frac{d^2p_{}\mathrm{\Psi }^{}(\stackrel{}{p}_{}^{})\mathrm{\Psi }(\stackrel{}{p}_{})}{\sqrt{2E_\stackrel{}{p}2E_\stackrel{}{p}^{}}}}\times `$ (18)
$`{\displaystyle 𝑑x^{}e^{ixp^+x^{}}p^{}|\overline{\psi }(0,\stackrel{}{0}_{})\psi (x^{},\stackrel{}{0}_{})|p}`$
$`=`$ $`{\displaystyle \frac{d^2p_{}\mathrm{\Psi }^{}(\stackrel{}{p}_{}^{})\mathrm{\Psi }(\stackrel{}{p}_{})}{\sqrt{2E_\stackrel{}{p}2E_\stackrel{}{p}^{}}}f_\zeta (x,q^2)}.`$ (19)
where $`\stackrel{}{p}_{}^{}=\stackrel{}{p}_{}+\stackrel{}{q}_{}`$ and $`p_z^{}=p_z`$, i.e. $`\zeta =0`$.
### A Nonrelativistic Limit
Again we start by investigating the nonrelativistic limit first, where one finds $`E_\stackrel{}{p}E_\stackrel{}{p}^{}m`$ and therefore also $`q^2\stackrel{}{q}^2`$. As a result, Eq. (19) simplifies, yielding
$$_\mathrm{\Psi }(x,\stackrel{}{q}_{})=f(x,\stackrel{}{q}_{}^2)\frac{d^2p_{}\mathrm{\Psi }^{}(\stackrel{}{p}_{}^{})\mathrm{\Psi }(\stackrel{}{p}_{})}{2m}.$$
(20)
In order to proceed further, we choose a wave-packet that is very localized in transverse position space. Specifically, we choose a packet whose width in transverse momentum space is much larger than a typical QCD scale. That way, the dependence of the integrand in Eq. (20) on $`\stackrel{}{q}_{}`$ is mostly due to the matrix element and not due to the wave packet $`\mathrm{\Psi }`$. Therefore, by making the wave packet very localized in position space one obtains
$$_\mathrm{\Psi }(x,\stackrel{}{q}_{})=f(x,\stackrel{}{q}_{}^2),$$
(21)
and, just as it was the case for the form factor, it is thus legitimate to identify the Fourier transform of the $`\zeta =0`$ OFPD with respect to $`\stackrel{}{q}_{}`$ with the impact parameter dependence of the parton distribution in a very localized localized wave packet, i.e. with the with the impact parameter dependence of the parton distribution in the target particle itself.
### B Infinite Momentum Frame
In an arbitrary frame, e.g. the rest frame, relativistic corrections also spoil the above identification of (Fourier transforms of) the impact parameter dependence of parton distributions with OFPD at $`\zeta =0`$. Similarly to the relativistic corrections for form factors, the above identification becomes ambiguous when one looks at scales smaller than the Compton wavelength of the target.
However, since the natural frame to think about (off forward) parton distributions is the IMF, we will skip details about relativistic corrections in the rest frame and proceed immediately to the IMF. The crucial steps are as follows:
* In Eq. (19), we choose a wave packet $`\mathrm{\Psi }(\stackrel{}{p}_{})`$ whose typical momentum scale $`\lambda _\mathrm{\Psi }`$ is much smaller than $`\sqrt{m^2+p_z^2}`$ yet much larger than the expected $`\stackrel{}{q}^2`$ dependence of $`f(x,\stackrel{}{q}^2)`$, which should be on the order of $`\mathrm{\Lambda }_{QCD}`$.
* we consider only momentum transfers that are smaller than $`\lambda _\mathrm{\Psi }`$, i.e. we only probe the target with
Of course, satisfying these requirements simultaneously is only possible for $`p_zm`$.
For a wave packet satisfying the above requirements, it is clear that one can approximate $`E_\stackrel{}{p}E_\stackrel{}{p}^{}|p_z|`$, as well as $`q^2=\stackrel{}{q}^2`$ in Eq. (19), yielding
$`_\mathrm{\Psi }(x,\stackrel{}{q}_{})`$ $`=`$ $`f(x,\stackrel{}{q}_{}^2){\displaystyle \frac{1}{2|p_z|}}{\displaystyle d^2p_{}\mathrm{\Psi }^{}(\stackrel{}{p}_{}^{})\mathrm{\Psi }(\stackrel{}{p}_{})}`$ (22)
$`=`$ $`f(x,\stackrel{}{q}_{}^2){\displaystyle \frac{1}{2|p_z|}},`$ (23)
where in the last step we used the fact that we had chosen a very localized wave packet, i.e.
$$d^2p_{}\mathrm{\Psi }^{}(\stackrel{}{p}_{}+\stackrel{}{q}_{})\mathrm{\Psi }(\stackrel{}{p}_{})d^2p_{}\mathrm{\Psi }^{}(\stackrel{}{p}_{})\mathrm{\Psi }(\stackrel{}{p}_{})=1$$
(24)
for $`\stackrel{}{q}_{}^2=𝒪\left(\mathrm{\Lambda }_{QCD}^2\right)`$. In the previous section we had argued that Eqs. (10) and (13) justify to identify the elastic form factor $`F(\stackrel{}{q}^2)`$ with the Fourier transform of the charge distribution in the rest frame (nonrelativistic) and the transverse charge distribution in the infinite momentum frame respectively. In the same vein, Eqs. (20) and (23) justify to identify $`f_{\zeta =0}(x,t)`$ with the Fourier transform of (impact parameter dependent) parton distribution functions with respect to the impact parameter.
Note that, while it would seem unnatural to identify the elastic form factor with something defined in the IMF, the natural frame to think about parton distribution functions (forward and off-forward) is the IMF. Therefore, the fact that Eq. (23) is free of relativistic corrections only in the IMF, does not represent a serious restriction at all.
## IV $`Q^2`$ Evolution
Throughout this paper we have suppressed the dependence of the parton distributions on the momentum scale $`Q^2`$. Obviously, because of scaling violations, all parton distributions involved depend on $`Q^2`$ as well, e.g. $`f(x,\stackrel{}{b}_{})`$ should be replaced by $`f(x,\stackrel{}{b}_{},Q^2)`$ and $`f(x,\stackrel{}{q}_{}^2)`$ should be replaced by $`f(x,\stackrel{}{q}_{}^2,Q^2)`$.
Fortunately, it is rather straightforward to generalize our results to take $`Q^2`$ evolution into account since the $`Q^2`$ evolution Eqs. for OFPDs reduce to the usual DGLAP equations equations for $`\zeta =0`$ . Of course, although all parton distributions that enter the DGLAP equations for OFPDs depend on the invariant momentum transfer $`t`$, the evolution equations themselves are impact parameter independent.
Likewise, the impact parameter dependent parton distributions evolve according to the standard DGLAP equations es well in the sense that the same DGLAP equation applies to each $`\stackrel{}{b}_{}`$ and different $`\stackrel{}{b}_{}`$ do not mix under DGLAP evolution. To see this, one can use translational invariance to shift the $`\stackrel{}{b}_{})`$-dependence on the r.h.s. of Eq. (15) from the operator to the state, i.e. instead of measuring the correlator $`\overline{\psi }(\stackrel{}{b}_{},0)\gamma ^+\psi (\stackrel{}{b}_{},x^{})`$ in a wave packet centered around $`\stackrel{}{0}_{}`$ one can equivalently measure the correlator $`\overline{\psi }(\stackrel{}{0}_{},0)\gamma ^+\psi (\stackrel{}{0}_{},x^{})`$ in a wave packet centered around $`\stackrel{}{b}_{}`$.
Combining these observations it is thus trivial to see that the identification of impact parameter dependent parton distributions with Fourier transforms of $`f(x,\stackrel{}{q}^2)`$ w.r.t $`\stackrel{}{q}`$ is preserved under QCD evolution in the sense that
$$f(x_{Bj},\stackrel{}{b}_{},Q^2)=\frac{d^2q_{}}{2\pi }e^{i\stackrel{}{q}_{}\stackrel{}{b}_{}}f_{\zeta =0}(x_{Bj},\stackrel{}{q}_{}^2,Q^2)$$
(25)
is valid for all $`Q^2`$ (as long as $`Q^2`$ is large enough for DGLAP to be applicable).
## V Summary and Discussion
Off-forward parton distributions at $`\zeta =0`$ allow a simultaneous measurement of the light-cone momentum and transverse position (impact parameter!) distribution of partons in a hadron:
$$f(x_{Bj},\stackrel{}{b}_{})=\frac{d^2q_{}}{2\pi }e^{i\stackrel{}{q}_{}\stackrel{}{b}_{}}f_{\zeta =0}(x_{Bj},\stackrel{}{q}_{}^2).$$
(26)
This fundamental observation is strictly true in the IMF, but receives relativistic corrections in other frames. Those corrections are of the same nature as the relativistic corrections that spoil the identification of the charge form factor with the Fourier transform of a charge distribution for systems where the Compton wavelength is of the same order as the size, i.e. $`MR=𝒪(1)`$, or larger. Of course in nonrelativistic systems, the identification of $`f_{\zeta =0}(x_{Bj},\stackrel{}{q}_{}^2)`$ with the Fourier transform of the longitudinal momentum/transverse position distribution function is also strictly true.
Moreover, although we restricted our discussion of spin independent parton distribution functions, it should be clear that our result generalizes to spin dependent distribution as well.
While these result is not so much of importance for exact calculations of off-forward distribution functions (for example within the framework of lattice QCD), the main application of our result lies both more within the areas modeling, phenomenology as well as the physical interpretation of experimental and numerical (lattice) data.
However, the most important application is using experimental (or numerical) data on the $`t`$ dependence to learn how parton distributions depend on the impact parameter. For example, by considering the slope of $`f_\zeta (x,t)`$ w.r.t. $`t`$ at $`t=\zeta =0`$ one obtains the parton distribution weighted by the impact parameter squared and thus the ‘outer’ region of the target hadron gets more strongly emphasized. A precise measurement of this slope could thus reveal important information in the transverse distribution of partons within hadrons, which could also help to distinguish surface effects from bulk effects in nucleons and nuclei.
More specific applications, should also include extending models for conventional parton distribution functions to off-forward distributions at $`\zeta 0`$. However, providing explicit examples for this is beyond the scope of this paper.
Acknowledgments: It is a pleasure to thank R.L. Jaffe, X. Ji, A.R. Radyushkin, and A.I. Vainshtein for helpful and encouraging discussions. This work was supported in part by a grant from DOE (DE-FG03-95ER40965) and in part by TJNAF.
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# On the effects of the final state interaction in the electro-disintegration of the deuteron at intermediate and high energies
## I INTRODUCTION
The role played by the effects of final state interaction (FSI) in electro-disintegration processes is a very relevant issue, for they may in principle hinder the extraction of reliable information not only on nuclear structure, but also on fundamental hadronic properties in the medium, which could be obtained from different kinds of lepton scattering processes off nuclear targets. Apart from the few-body systems at low energies, for which exact solutions of the Schroedinger equation in the continuum are becoming to be available (see e.g. ), the treatment of FSI effects in complex systems at intermediate and high energies still requires the use of several approximations. This concerns both the semi-inclusive processes $`A(e,e^{}p)X`$ (see e.g. ), and the fully inclusive process $`A(e,e^{})X`$, for which several methods have been proposed with conflicting results (see e.g. ). Most of these approaches rely on the use of the Glauber multiple scattering theory, assuming that the struck nucleon, after $`\gamma ^{}`$ absorption, is on shell and propagates in the medium with total energy $`\sqrt{(𝐪+𝐩)^2+M^2}\sqrt{𝐪^2+M^2}`$ ($`𝐪`$ and $`𝐩`$ are the three-momentum transfer and the momentum of the struck nucleon before interaction, respectively). The latter assumption, which is a very reasonable one at $`x_{Bj}1`$ ($`x_{Bj}=Q^2/(2M\nu )`$ is the Bjorken scaling variable , $`Q^2=𝐪^2\nu ^2`$ the four-momentum transfer, and $`M`$ the nucleon mass), could be questionable at higher or lower values of $`x_{Bj}`$, where the struck nucleon, after $`\gamma ^{}`$ absorption, is far off-shell; moreover, even at high values of $`|𝐪|`$, the two nucleon relative energy might be not sufficiently high to justify the use of the Glauber high energy approximation, so that a careful consideration of the two-nucleon kinematics is called for. As a matter of fact, it has been shown that existing data on the inclusive electro-disintegration of the deuteron, $`D(e,e^{})X`$ , correspond, at $`x_{Bj}>1`$, to a very low relative energy of the two nucleon final state even if $`|𝐪|`$ is very large, and that they can be satisfactorily explained by using for the continuum state the solution of the non relativistic Schroedinger equation <sup>*</sup><sup>*</sup>*From now on, the method based upon the exact solution of the non-relativistic Schroedinger equation to generate bound and continuum two-nucleon states, will be referred to a as the Schroedinger approach . It is however clear that, given a fixed value of $`x_{Bj}`$, if $`|𝐪|`$ (i.e. $`Q^2`$) is further increased, inelastic processes could become operative and the Schroedinger approach becomes inadequate. Within these kinematical conditions, i.e. at high relative energies of the $`np`$-pair in the continuum, the Glauber approach has been frequently used to calculate FSI effects, which, however, requires several approximations in case of complex nuclei. In the deuteron case, FSI effects can be calculated exactly within both the Schroedinger and the Glauber approaches. It is just the aim of this paper to present the results of such a calculation for the inclusive electro-disintegration of the deuteron $`D(e,e^{})X`$ in the quasi-elastic region, i.e. at $`\nu Q^2/2M`$, or $`x_{Bj}>1`$. In order to better display the effects of the FSI, our results will be presented not only in terms of cross sections, but also in terms of y-scaling functions. Our paper is organized as follows: in Chapter II the basic formalism of inclusive processes within the Plane Wave Impulse Approximation (PWIA) is recalled; the formalism pertaining to the treatment of the FSI within the Schroedinger and the Glauber approaches is illustrated in Chapter III; the results of calculations are given in Chapter IV; the Conclusions are drawn in Chapter V.
## II The One Photon Exchange and the Plane Wave Impulse Approximations
In this Section the relevant formulae describing the inclusive cross section $`D(e,e^{})X`$ will be recalled. In the One Photon Exchange Approximation, depicted in fig.1, the inclusive cross section reads as follows
$$\frac{d^3\sigma }{d\mathrm{\Omega }^{}d^{}}=\underset{f}{}|<\text{P}_f,f|\widehat{O}|i,\text{P}_i>|^{\mathrm{\hspace{0.17em}2}}\delta (\nu +\epsilon _i\epsilon _f),$$
(1)
where $`|i>`$ and $`|f>`$ are the initial and final eigenfunctions of the intrinsic nuclear Hamiltonian, $`\widehat{O}=Kj_\mu {\displaystyle \frac{1}{Q^2}}J^\mu `$, $`j_\mu `$ and $`J_\mu `$ are the electromagnetic currents of the electron and the deuteron, respectively, and $`K`$ is a kinematical factor (see below).
The 4-momenta of the initial and final electrons in the laboratory system are $`k=(,𝐤)`$ and $`k^{}=(^{},𝐤^{})`$, respectively, the four momentum transfer is $`q=kk^{}=(\nu ,𝐪)`$, and the orientation of the coordinate system is defined by $`𝐪=(0,0,q_z)`$.
At high energies the electron mass can be disregarded, so that
$`k^2=(k^{})^20,kk^{}=kq={\displaystyle \frac{q^2}{2}}={\displaystyle \frac{Q^2}{2}},`$ (2)
$`Q^2q^2=4^{}\mathrm{sin}^2{\displaystyle \frac{\theta }{2}}.`$ (3)
where $`\theta `$ is the scattering angle. The following relations will be used in what follows:
$`={\displaystyle \frac{\nu }{2}}\left(1+{\displaystyle \frac{\sqrt{\mathrm{sin}^2\frac{\theta }{2}+\frac{Q^2}{\nu ^2}}}{\mathrm{sin}\frac{\theta }{2}}}\right),^{}=\nu `$ (4)
$`\left|𝐪\right|=\left|q_z\right|=\sqrt{Q^2+\nu ^2}.`$ (5)
In PWIA, depicted in fig. 2, the three-nucleon momenta in the deuteron, before interaction, are $`𝐩_1=𝐩_2`$ and, after interaction, $`𝐩{}_{1}{}^{}{}_{}{}^{}=𝐪+𝐩_1`$ and $`𝐩{}_{2}{}^{}{}_{}{}^{}=𝐩_2`$; the relative and center of mass (CM) momenta are $`𝐩=(1/2)(𝐩_1𝐩_2)=𝐩_1`$ and $`𝐏=(𝐩_1+𝐩_2)=0`$. The PWIA cross section in the lab system has the following form ($`𝐩_\mathrm{𝟏}=𝐩_\mathrm{𝟐}`$):
$`{\displaystyle \frac{d^3\sigma }{d\mathrm{\Omega }^{}d^{}}}={\displaystyle }\sigma _{Mott}{\displaystyle \underset{N_i=1,2}{}}[V_L|p_1|\widehat{J}_L^{N_i}(Q^2)|p_1^{}|^2+V_T|p_1|\widehat{J}_T^{N_i}(Q^2)|P_1^{}|^2]\times `$ (6)
$`\left[{\displaystyle \frac{M^2d𝐩_2}{E_1^{}E_2}}\delta (M_D+\nu E_1^{}E_2)\right]n(|𝐩|),`$ (7)
where $`L(T)`$ refer to the longitudinal (transverse) part of the nucleon current operator, $`V_{L(T)}`$ are the corresponding well-known kinematical factors $`(V_L={\displaystyle \frac{Q^4}{|𝐪|^4}},V_T=\mathrm{tan}^2(\theta /2)+{\displaystyle \frac{Q^2}{2|𝐪|^2}})`$, and $`n^D(|𝐩|)`$ is the nucleon momentum distribution in the deuteron
$$n^D(|𝐩|)=\frac{1}{3(2\pi )^3}\underset{_D}{}\left|\mathrm{\Psi }_{1,_D}(𝐫)\mathrm{exp}(i\mathrm{𝐩𝐫})𝑑𝐫\right|^2,$$
(8)
where $`\mathrm{\Psi }_{1,_𝒟}^D(\text{r})`$ is the non relativistic deuteron wave function, with the two nucleon relative co-ordinate given by $`\text{r}=\text{r}_1\text{r}_2`$. It is a common practice to express the cross section (7) in terms of the free electron-nucleon cross section for an on mass-shell nucleon, i.e. to extrapolate the Rosenbluth cross section to the off-mass shell case . Since energy conservation in the two cases is different (whereas the three momentum conservation is the same) the extrapolation unavoidably requires additional, ad hoc assumptions. In this paper we adopt the prescription of , according to which the hit nucleon is considered to be on-shell, i.e. with a four momentum equal to the one of a free nucleon, viz. $`p_1^{on}=(\sqrt{𝐩_1^2+M^2},𝐩_1)`$, and in (7) the replacement $`\nu \overline{\nu }=\nu +M_D\sqrt{M^2+𝐩_1^2}\sqrt{M^2+𝐩_2^2}`$ is done, so that $`\delta (M_D+\nu E_1^{}E_2)\delta (\sqrt{𝐩_1^2+M^2}+\overline{\nu }E_1^{})`$ ; by this way, the electromagnetic vertex of the nuclear tensor corresponds to that of a free nucleon, evaluated at the same $`𝐪`$, but at the transferred energy $`\overline{\nu }`$ instead of $`\nu `$ , which means that the nucleon hadronic tensor has to be evaluated for $`p_N=p_N^{on}`$ and $`Q_N^2=\overline{Q}^2=𝐪^2\overline{\nu }^2Q^2`$. By such a procedure one obtains
$`{\displaystyle \frac{d^3\sigma }{d\mathrm{\Omega }^{}d^{}}}={\displaystyle \overline{\sigma }_{eN}n^D(|𝐩|)𝑑𝐩\delta (\overline{\nu }+\sqrt{M^2+𝐩^2}\sqrt{M^2+(𝐩+𝐪)^2})}=`$ (9)
$`=(2\pi ){\displaystyle \underset{|y|}{\overset{p_{max}}{}}}\overline{\sigma }_{eN}{\displaystyle \frac{E_{𝐩+𝐪}}{|𝐪|}}n^D(|𝐩|)|𝐩|d|𝐩|,`$ (10)
where $`\overline{\sigma }_{eN}`$ is the extrapolated electron -nucleon cross section for an off-mass shell nucleon , $`E_{𝐩+𝐪}=E_1^{}=\sqrt{M^2+(𝐩+𝐪)^2}`$, and the limits of integration, which are obtained from the energy conservation provided by the $`\delta `$\- function, are as follows
$`|𝐩|_{min}={\displaystyle \frac{1}{2}}\left|\left\{(M_D+\nu )\sqrt{1{\displaystyle \frac{4m^2}{s}}}|𝐪|\right\}\right|\left|y\right|`$ (11)
$`|𝐩|_{max}={\displaystyle \frac{1}{2}}\left\{(M_D+\nu )\sqrt{1{\displaystyle \frac{4m^2}{s}}}+|𝐪|\right\}p_{max},`$ (12)
where $`s`$ denotes the Mandelstam variable for the $`\gamma ^{}D`$ vertex
$$s=(P_D+q)^2=M_D(M_D+2\nu )Q^2.$$
(13)
and $`y`$ is the scaling variable according to
$$y=\frac{1}{2}\left\{|𝐪|(M_D+\nu )\sqrt{1\frac{4m^2}{s}}\right\}$$
(14)
When the value of $`|𝐪|`$ becomes large enough, one has $`p_{max}\mathrm{}`$ and the dependence of $`\overline{\sigma }_{eN}`$ upon $`|𝐩|`$ becomes very weak. In such a case eq. (10) can be cast in the following form
$$\frac{d\sigma }{d\mathrm{\Omega }^{}d^{}}=\left(s_{ep}+s_{en}\right)\frac{E_{y+|\stackrel{}{q}|}}{|𝐪|}(2\pi )\underset{|y|}{\overset{\mathrm{}}{}}|𝐩|d|𝐩|n^D(|𝐩|),$$
(15)
where $`s_{eN}`$ and $`E_{y+|\stackrel{}{q}|}`$ represent $`\overline{\sigma }_{eN}`$ and $`E_{\stackrel{}{p}+\stackrel{}{q}}`$, calculated at $`|𝐩|=|𝐩|_{min}=|y|`$, and can therefore be taken out of the integral. Such an approximation, which has been carefully investigated in ref. , turns out to be valid within few percents, provided $`Q^2>0.5GeV^2/c^2`$. It is clear therefore, that at large values of $`|𝐪|`$ the following quantity (the non relativistic scaling function)
$`F(|𝐪|,y){\displaystyle \frac{|𝐪|}{E_{y+|\stackrel{}{q}|}}}\left({\displaystyle \frac{d\sigma }{d\mathrm{\Omega }^{}d^{}}}\right)/\left(s_{ep}+s_{en}\right)`$ (16)
will be directly related to the longitudinal momentum distribution
$$F(|𝐪|,y)f(y)=2\pi \underset{|y|}{\overset{\mathrm{}}{}}|𝐩|d|𝐩|n^D(|𝐩|),$$
(17)
Thus the condition for the occurrence of non relativistic $`y`$-scaling is that eq. (10) could be cast in the form (15), which means that: i) $`Q^2>0.5GeV^2/c^2`$, in order to make the replacement $`\overline{\sigma }_{eN}s_{eN}`$ and $`E_{\stackrel{}{p}+\stackrel{}{q}}E_{y+|\stackrel{}{q}|}`$ possible, and ii) $`p_{max}=(|𝐪||y|)|y|`$ (cf. (11) and (12)) in order to saturate the integral of the momentum distribution, $`\underset{|y|}{\overset{p_{max}}{}}|𝐩|d|𝐩|n^D(|𝐩|)\underset{|y|}{\overset{\mathrm{}}{}}|𝐩|d|𝐩|n^D(|𝐩|)`$. Condition ii) obviously implies that the larger the value of $`|y|`$, the larger the value of $`|𝐪|`$ at which scaling will occur. The satisfaction of the inequalities $`|𝐪|2|y|,x_{Bj}>1`$ leads, for any well-behaved $`n(|𝐩|)`$, to the following conditions for the occurrence of non relativistic $`y`$-scaling:
$$2m/3\nu <|𝐪|,|𝐪|2m.$$
(18)
Note, that the above conditions are very different from the conditions for Bjorken scaling $`\nu |𝐪|`$.
## III The Final State Interaction
### A The Schroedinger Approach
In the calculation of the FSI, depicted in Fig. 3, it is more convenient to perform calculations in the frame where the interacting $`np`$-pair in the final state is at rest. The phase-space factor can be written as follows
$$\frac{d𝐩_1^{}d𝐩_2}{E_1^{}E_2}\delta ^{(4)}(P_D+qP_f)=\frac{d𝐏_fd𝐩_{rel}}{2E^2}\delta ^{(3)}\left(𝐪𝐏_f\right)\delta \left(E^{}\frac{\sqrt{s}}{2}\right),$$
(19)
where $`𝐩_{rel}`$ is the relative momentum of the $`np`$-pair which is defined by the Mandelstam variable $`s=4(𝐩_{rel}^2+M^2)`$. For the longitudinal current one has
$`G_E(Q^2)\mathrm{exp}(i𝐪𝐫/2)=(4\pi )^2G_E(Q^2){\displaystyle \underset{\lambda ,\mu }{}}i^\lambda j_\lambda (qr/2)\mathrm{Y}_{\lambda \mu }^{}(\widehat{\mathrm{q}})\mathrm{Y}_{\lambda \mu }(\widehat{\mathrm{r}})(4\pi )^2G_E(Q^2){\displaystyle \underset{\lambda ,\mu }{}}\mathrm{Y}_{\lambda \mu }^{}(\widehat{\mathrm{q}})\widehat{\mathrm{O}}_{\lambda \mu }.`$ (20)
with $`\widehat{\mathrm{O}}_{\lambda \mu }=i^\lambda j_\lambda (qr/2)Y_{\lambda \mu }(\widehat{r})`$, and the corresponding cross section is
$`{\displaystyle \frac{d^3\sigma ^L}{d\mathrm{\Omega }^{}d^{}}}={\displaystyle \frac{4}{3}}{\displaystyle \frac{M^2\sigma _{Mott}}{2\pi }}V_LG_E(Q^2)^2{\displaystyle \underset{J_f}{}}{\displaystyle \underset{\lambda }{}}|J_D||\widehat{O}_\lambda (|𝐪|)||p_{rel};J_fL_fS_f|^2{\displaystyle \frac{|𝐩_{rel}|}{\sqrt{s}}}.`$ (21)
where the radial part of the two-nucleon wave function in the continuum $`|p_{rel};J_fL_fS_f`$ has the following behaviour
$$u_{LS}^J(r)\stackrel{r\mathrm{}}{}\frac{1}{p_{rel}}\mathrm{sin}\left(p_{rel}r\frac{L\pi }{2}+\delta _L\right).$$
(22)
It can be seen that equation (21) differs from the PWIA result (10). However, by using the identity $`{\displaystyle \frac{1}{2|𝐪|}}{\displaystyle \underset{|y|}{\overset{p_{max}}{}}}{\displaystyle \frac{|𝐩|d|𝐩|}{E}}={\displaystyle \frac{p_{rel}}{\sqrt{s}}}`$ one may cast the cross section in the following form
$$\frac{d\sigma ^L}{d\mathrm{\Omega }^{}d^{}}=\left(s_{ep}+s_{en}\right)^L\frac{E_{y+|\stackrel{}{q}|}}{|𝐪|}\underset{|y|}{\overset{p_{max}}{}}|𝐩|d|𝐩|n_S^D(|𝐩|,|\text{q}|,\nu ),$$
(23)
where, the following quantity has been introduced
$$n_S^D(|𝐩|,|\text{q}|,\nu )=\frac{1}{4\pi }\frac{1}{3}\underset{J_f}{}\underset{\lambda }{}|J_D||\widehat{O}_\lambda (|𝐪|)||p_{rel};J_fL_fS_f|^2,$$
(24)
### B The Glauber Approach
In the Glauber approach the exact two-nucleon continuum wave function $`|f>`$ is approximated by its eikonal form. Then the cross section can be written in the same form as equation (10) with the deuteron momentum distribution (8) replaced by the Glauber distorted momentum distribution $`n_G^D`$ ,
$$n^D(𝐩)n_G^D(𝐩_m)=\frac{1}{3}\frac{1}{(2\pi )^3}\underset{_D}{}\left|𝑑𝐫\mathrm{\Psi }_{1,_D}^{}(𝐫)S(𝐫)\chi _f\mathrm{exp}(i𝐩_m𝐫)\right|^2,$$
(25)
where
$$𝐩_m=𝐪𝐩_1^{}$$
(26)
is the missing momentum, $`\chi _f`$ the spin wave function of the final $`np`$-pair and $`S(𝐫)`$ the $`S`$-matrix describing the final state interaction between the hit nucleon and the spectator, viz. (see Ref. )
$$S(𝐫)=1\theta (z)\mathrm{\Gamma }_{el}(𝐛),$$
(27)
with the elastic profile function $`\mathrm{\Gamma }_{el}(𝐛)`$ being
$$\mathrm{\Gamma }_{el}(𝐛)=\frac{\sigma _{tot}(1i\alpha )}{4\pi b_0^2}\mathrm{exp}(b^2/2b_0^2).$$
(28)
In eqs. (27) and (28) $`𝐫=𝐛+z𝐪/|𝐪|`$ defines the longitudinal, $`z`$, and the perpendicular, $`𝐛`$, components of the relative coordinate r, $`\sigma _{tot}=\sigma _{el}+\sigma _{in}`$, $`\alpha `$ is the ratio of the real to the imaginary part of the forward elastic $`pn`$ scattering amplitude, and, eventually, the step function $`\theta (z)`$ originates from the Glauber’s high energy approximation, according to which the struck nucleon propagates along a straight-line trajectory and can interact with the spectator only provided $`z>0`$. The following relations will be useful in what follows
$$\sigma _{el}=\left|\mathrm{\Gamma }_{el}(𝐛)\right|^2d^2b=\frac{\sigma _{tot}^2(1+\alpha ^2)}{16\pi b_0^2}$$
(29)
$$f_{el}(\mathrm{\Delta }_{})=\frac{ik}{2\pi }\frac{\sigma _{tot}(1i\alpha )}{4\pi b_0^2}d^2b\mathrm{e}^{i𝚫𝐛}\mathrm{e}^{b^2/2b_0^2}=\frac{ik}{4\pi }\sigma _{tot}(1i\alpha )\mathrm{e}^{b_0^2\mathrm{\Delta }_{}^2/2}$$
(30)
$$\frac{d\sigma _{el}}{d^2\mathrm{\Delta }}=\frac{1}{k^2}\left|f_{el}(𝚫)\right|^2=\frac{\sigma _{tot}^2(1+\alpha ^2)}{16\pi ^2}\mathrm{exp}(b_0^2\mathrm{\Delta }_{}^2)$$
(31)
where $`\mathrm{\Delta }`$ is the transferred momentum in the $`NN`$ collision, and
$$b_0^2=\frac{\sigma _{tot}^2(1+\alpha ^2)}{16\pi \sigma _{el}}$$
(32)
is the slope of the $`q`$-dependence of the elastic proton-neutron cross section. Assuming that at high relative energies of the $`np`$-pair the differences between the absorbtion of longitudinal (L) and transverse (T) photons connected with the spin dependence of FSI effects can be disregarded, eq.(15) becomes
$$\frac{d\sigma }{d\mathrm{\Omega }^{}d^{}}=\left(s_{ep}+s_{en}\right)\frac{E_{y+|\stackrel{}{q}|}}{|𝐪|}(2\pi )\underset{|y|}{\overset{p_{max}}{}}|𝐩_m|d|𝐩_m|n_G^D(|𝐩_m|,\mathrm{cos}\theta _{\mathrm{𝐪𝐩}_m}).$$
(33)
It should be stressed, first, that in absence of any FSI, the distorted momentum distribution $`n_G^D(𝐩_m)`$ reduces to the undistorted momentum distribution $`n^D(𝐩)`$ ($`𝐩_m=𝐩_1`$) and, secondly, that unlike $`n^D(𝐩)`$, $`n_G^D(𝐩_m)`$ depends also upon the orientation of $`𝐩_m`$ with respect to the momentum transfer $`𝐪`$, with the angle $`\theta _{\mathrm{𝐪𝐩}_m}`$ being fixed by the energy conserving $`\delta `$-function, namely $`\mathrm{cos}\theta _{\mathrm{𝐪𝐩}_m}=[(2(M_D+\nu )\sqrt{|\text{p}_m|^2+M^2}s)]/(2|\text{q}||\text{p}_m|)`$; thus $`n_G^D(𝐩_m)`$ depends implicitly on the kinematics of the process, and the values of $`y`$ and $`|𝐪|`$ fix the value of the total energy (13) of the final $`np`$ pair, i.e. the relative energy of the nucleons in the final states. Consequently, the quantities $`\sigma _{tot}`$, $`\alpha `$ and $`b_0`$ in (28) also depend upon the kinematics of the process. In this sense, the distorted momentum distribution $`n_G^D(𝐩_m)`$ implicitly depends upon $`|𝐪|`$ and $`y`$ as well.
### C The longitudinal sum rule
Let us now briefly discuss the charge conservation sum rule in the quasi-elastic processes. The longitudinal part of the hadronic current is the charge density of the target and the longitudinal cross section may be written in the form
$`{\displaystyle \frac{d^3\sigma ^L}{d\mathrm{\Omega }^{}d^{}}}={\displaystyle \frac{V_L}{3}\underset{_D,J_f,_f}{}|P_D,_D|\widehat{J}_L^D(Q^2)|P_f,_f|^2\left[\frac{d𝐩_2}{(2\pi )^3}\delta (\nu +E_iE_f)\right]}.`$ (34)
Integrating over the energy loss $`\nu `$, summing over the final states and, disregarding, for ease of presentation, the neutron form factor $`G_E^n`$, the longitudinal sum rule can be obtained (see for details ref.)
$$𝒮=\left(G_E^2(Q^2)V_L\right)^1\frac{d^3\sigma ^L}{d\mathrm{\Omega }d^{}}d\nu =\frac{1}{3}\underset{_D}{}|\mathrm{\Psi }_{1,}(𝐫)\mathrm{exp}(i\mathrm{𝐩𝐫}))d𝐫|^2\frac{d𝐩}{(2\pi )^3}=1.$$
(35)
Note that the sum over the final states contains also the contribution from elastic scattering, so that in order to obtain the longitudinal sum rule corresponding to the inelastic scattering the elastic part, $`F_p^2(Q^2)=|D|\mathrm{exp}(i\mathrm{𝐪𝐫}_p)|D|^2`$, has to be subtracted from eq. (35), obtaining
$$𝒮_{in}=\underset{Q^2\mathrm{}}{lim}\left(𝒮F_p^2(Q^2)\right)\mathrm{\hspace{0.17em}\hspace{0.17em}\hspace{0.17em}1}.$$
(36)
The longitudinal sum rule (36) is fulfilled exactly within the PWIA, as well as when the Schroedinger approach is used to include the FSI; if the latter are considered within the Glauber approach, as described in the previous paragraph, the sum rule is not satisfied. As a matter of fact by using eqs. (29)-(32) and introducing the inelastic profile function $`\mathrm{\Gamma }_{inel}(𝐛)`$ through the unitarity relation
$`2Re\mathrm{\Gamma }_{el}(𝐛)=\mathrm{\Gamma }_{el}(𝐛)+\mathrm{\Gamma }_{inel}(𝐛),`$ (37)
one obtains
$$𝒮_{in}=𝑑𝐫\left|\mathrm{\Psi }_{1,}(𝐫)\right|^2\left(1\theta (z)\left|\mathrm{\Gamma }_{inel}(𝐛)\right|^2\right),$$
(38)
which shows that if the inelastic channels are absent, the longitudinal sum rule (35) is fulfilled, whereas in the presence of open inelastic channels one has $`𝒮_{in}<1`$, i.e. the incident nucleon flux is partially absorbed by inelastic processes.
## IV Results of calculations
### A The Schroedinger approach.
The calculation of the cross section and the scaling function by eqs. (23) and (16), requires the knowledge of the wave functions $`|p_{rel};J_fL_fS_f`$ of the final $`np`$-pair, which are solutions of the Schroedinger equation in the continuum with a given nucleon-nucleon potential. It is well known that the non relativistic deuteron momentum distributions calculated with different realistic potentials, viz. the Bonn , Paris and Reid ones, exhibit rather different behaviours at moderate and large momenta. It has also been shown that relativistic calculations of the deuteron momentum distribution within the Bethe-Salpeter formalism, yield results which are very close to those obtained with the Reid Soft Core (RSC) potential (see ref. ). Therefore we have used the RSC potential to solve the Schroedinger equation for the $`|p_{rel};J_fL_fS_f`$ states, taking into account all partial waves with $`J_f<3`$. For higher values of $`J_f`$ the PWIA has been adopted. For the sake of comparison with the experimental data we have also assumed that the effects of the FSI on the longitudinal and transverse parts of the cross section is the same, and is governed by the quantity (24). In the Schroedinger approach, FSI arise from the elastic rescattering of the two nucleons in the final states. The threshold for inelastic channels corresponds to a value of the total energy of the $`np`$-pair $`\sqrt{s}2GeV`$, or equivalently, $`p_{lab}0.8GeV/c`$, where $`p_{lab}`$ is the laboratory momentum of the struck nucleon (i.e. with the spectator at rest), corresponding to a total energy $`\sqrt{s}=\sqrt{2M^2+2M\sqrt{p_{lab}^2+M^2}}`$. Experimentally , the inelastic channel contribution starts to be relevant at $`p_{lab}1.2GeV/c`$. The inclusive $`D(e,e^{})X`$ cross section corresponding to electron beam energy $`=9.761GeV`$ and scattering angle $`\theta =10^0`$ is shown in fig. 4. The dotted line corresponds to the PWIA and the solid curve is the result which includes the FSI. It can be seen that in the range $`0.8GeV<\nu <1.2GeV`$, FSI increases the cross section and substantially improve the description of the data; on the contrary, near the quasi-elastic peak FSI decrease the cross section, as it should be, since in agreement with the sum rule (36) the integral over $`\nu `$ must be conserved. Our results fully agree with those obtained in Ref. . In the kinematics we have considered the variation of $`\nu `$, from threshold to the quasi-elastic peak, corresponds to a variation of $`p_{lab}`$ in the range $`0.6GeV/c<p_{lab}<2GeV/c`$ (cf. the upper scale in fig. 4 and Table I) where the elastic nucleon-nucleon scattering still dominates. Note, that in this case the corresponding values of $`y`$ and $`|𝐪|`$ change in the range $`500MeV/c<y0`$ and $`3.3GeV^2/c^2<|𝐪|^2<4.3GeV^2/c^2`$ respectively. Let us now keep $`y`$ fixed and vary the values of $`|𝐪|`$, i.e. check the effects of FSI on the scaling function $`F(|𝐪|,y)`$, defined by eqs. (16). The results are presented in fig. 5. The dotted line is the scaling function within the PWIA, and the solid curve includes the effects of FSI. On the top horizontal axes the corresponding value of $`p_{lab}`$ is also shown. At low values of $`|𝐪|`$ the effects of FSI are very large and no scaling behaviour can be observed. With increasing $`y`$, the scaling violation near the threshold values of $`|𝐪|`$, increases. This is due to the fact that a larger value of $`y`$ results in a lower value of $`p_{lab}`$, in correspondence of which the elastic cross section is much higher . FSI decreases with $`|𝐪|`$, and at values corresponding to $`p_{lab}1GeV/c`$ the function $`F(|𝐪|,y)`$ exhibits a scaling behaviour. It should be stressed, that values of $`p_{lab}1GeV/c`$ are still in the kinematics region where the Schroedinger approach can be applied. At asymptotic values, $`|𝐪|\mathrm{}`$, the total energy of the $`np`$-pair $`\sqrt{s}\mathrm{}`$, consequently the phase shifts $`\delta _L`$ in eq. (22) vanish and the final states $`|p_{rel};J_fL_fS_f`$ become just the partial decomposition of plane waves, so that the Schroedinger approach and the PWIA coincide.
### B The Glauber approach
The inclusive cross section calculated within the Glauber approach, using the RSC and Bonn potentials, is presented in fig. 6. It can be seen that: i)the two potentials give very different results at low values of $`\nu `$, ii) Glauber FSI appreciably depend upon the potential model. Our analysis shows that such a potential dependence in the kinematical region at low $`\nu `$, can be explained by considering that the corrections to the deuteron $`S`$ and $`D`$-waves generated by the FSI are opposite in sign. In the Glauber approach FSI are entirely driven by the distorted momentum distribution $`n_G^D`$; let us therefore discuss the properties of the latter within the kinematical conditions relevant to $`y`$-scaling (for a detailed analysis of $`n_G^D`$ at asymptotic energies see ref.). It turns out that $`n_G^D`$ depends upon $`p_{lab}`$, which is a function of $`y`$ and $`|𝐪|`$. More explicitly, the $`p_{lab}`$-dependence of $`n_G^D`$ arises from the $`p_{lab}`$-dependence of the parameters $`\alpha `$ and $`b_0`$, appearing in the profile function $`\mathrm{\Gamma }_{el}(𝐛)`$ ((28)); such a dependence is shown in Figure 7. It can be seen that when the energy is high enough, ($`p_{lab}1.52GeV/c`$), the parameters $`\alpha `$ and $`b_0`$ become almost constant and, consequently, the distorted momentum distribution $`n_G^D`$ becomes independent of the kinematics of the process. In the region $`p_{lab}<2GeV/c`$, the parameters $`\alpha `$ and $`b_0`$ exhibit a strong $`p_{lab}`$ dependence, and so does the momentum distribution $`n_G^D`$. The $`|𝐪|`$ dependence of $`n_G^D`$ calculated at $`|𝐩_m|=|y|`$ and $`\theta _m=0`$ is shown in fig. 8. It turns out that: i)the undistorted momentum distributions $`n^D`$ at large values of $`y`$ strongly depend upon the potential model; ii) $`n_G^D`$ exhibits a strong $`|𝐪|`$ behaviour at low values of $`𝐪`$; iii) at high values of $`|𝐪|`$ ( which correspond to high values of $`\sqrt{s}`$ and $`p_{lab}`$) the distorted momentum distribution $`n_G^D`$ scales to a quantity which, at large negative values of $`y`$, may differ from the undistorted momentum distributions $`n^D(|y|)`$ (the straight lines in fig. 8), at variance with the Schroedinger result, which predicts $`n_S^Dn^D(|y|)`$ at high values of $`|𝐪|`$; iv) at high values of $`y`$ the potential model dependence of $`n^D(|y|)`$. The explanation of points i) and ii) is clear: at low values of $`|𝐪|`$ the Glauber FSI is driven by the elastic cross section, which strongly decreases with $`|𝐪|`$; with increasing $`|𝐪|`$, $`p_{lab}`$ reaches the inelastic threshold value ( $`p_{lab}0.8GeV/c`$) and the total cross section scales to its asymptotic value $`\sigma _{tot}\mathrm{\hspace{0.17em}44}mb`$ ($`\alpha =0.4`$, $`b_0=0.5fm`$), and so does $`n_G^D`$. The possible reasons for the differences between the asymptotic $`n_G^D`$ and $`n^D(y)`$ (point iii)) will be briefly discussed later on. The comparison between the Schroedinger and the Glauber approaches for the scaling function $`F(|𝐪|,y)`$ is shown in fig. 9. It can be seen that, for large values of $`y`$, and below the pion production threshold ($`p_{lab}0.8GeV/c`$), which is the region of existing experimental data, the Schroedinger approach provides a satisfactory description of the experimental scaling function $`F(|𝐪|,y)`$ , unlike the Glauber approach, which overestimate the data at low $`|𝐪|`$ and underestimate them at high $`|𝐪|`$. The difference between the Schroedinger and Glauber results is strongly reduced at low values of $`y`$ ($`x_{Bj}1`$), where, being the target nucleon almost free, the small-scattering-angle requirement necessary for the validity of the Glauber approximation, is probably better fulfilled.
A common approximation, adopted by various authors in the Glauber type calculation of the FSI, is to consider that at $`Q^21GeV^2`$ the asymptotic $`\sigma _{tot}\mathrm{\hspace{0.17em}44}mb`$ should be used. The validity of such an approximation is illustrated in Figure 10, where the dashed line represents the results obtained using the asymptotic $`np`$ cross section, the full lines the results with the quantities $`\alpha `$, $`b_0`$ and $`\sigma _{tot(el)}`$ which properly include the dependence upon the relative momentum $`p_{lab}`$, and the dotted line the PWIA.
## V Summary and Conclusions
The aim of this paper was to address the longstanding problem of the evaluation of FSI effects in inclusive processes $`A(e,e^{})X`$, which have been described, to date, by various approximate approaches. To this end, we have considered the electro-disintegration of the deuteron, and have performed exact calculations within two different approaches to treat the final state, viz: i) the Schroedinger approach, in which, given a realistic two-nucleon interaction, the Schroedinger equation is solved to generate bound and continuum two -nucleon states, with the latter describing elastic $`np`$ rescattering, and ii) the Glauber high energy approximation, paying, in this case, particular attention to a correct treatment of the kinematics. Our aim was to understand the limits of validity of the two approaches, and to pin down the main features of the FSI mechanism, having also in mind a better understanding of these effects in complex nuclei, where calculations cannot be performed exactly. From the calculations we have exhibited, the following remarks are in order:
1) the existing experimental data on the $`D(e,e^{})X`$ process at $`x_{Bj}>1`$ (negative values of $`y`$) are, to a large extent, limited to a kinematical range where the invariant mass of the final hadronic state $`\sqrt{s}`$ is below the inelastic channel threshold $`s4GeV^2`$ (or $`p_{lab}0.8GeV`$) (cf fig. 9 and Table I); therefore, in spite of the large value of $`Q^2`$ involved, the two nucleons in the continuum mostly undergo elastic scattering, so that the Schroedinger approach should represent the correct description of the process and, as a matter of fact, the calculations describe the experimental data rather well.
2) The Glauber results overestimate the Schroedinger results at low values of $`|𝐪|`$, and underestimate them at high values of $`|𝐪|`$. The reason for such a disagreement between the two approaches, which is particularly relevant at large values of $`x_{Bj}>1`$ (large, negative values of $`y`$), has to be ascribed to the fact that at $`x_{Bj}>1`$, the direction of the ejected nucleon sizably differs from the direction of the momentum transfer.
3) At values of $`s4GeV^2`$ (or $`p_{lab}1GeV`$), i.e. above the pion production threshold, both the Schroedinger and the Glauber approaches might become inadequate, for the propagation of nucleon excited states (inelastic rescattering) have to be explicitly taken into account. Calculations of this type, within the approach proposed in Ref. , are in progress and will be reported elsewhere.
###### Acknowledgements.
This work was partially supported by the Ministero dell’Università e della Ricerca Scientifica e Tecnologica (MURST) through the funds COFIN99. Discussions with M. Braun, S. Dorkin and B. Kopeliovitch are gratefully acknowledged. L.P.K. thanks INFN, Sezione di Perugia, for warm hospitality and financial support.
Fig. 1. C. Ciofi degli Atti….On the FSI effects….
Fig. 2. C. Ciofi degli Atti….On the FSI effects….
Fig. 3. C. Ciofi degli Atti….On the FSI effects….
Fig. 4. C. Ciofi degli Atti….FSI effects….
Fig. 5. C. Ciofi degli Atti….FSI effects..
Fig. 6. C. Ciofi degli Atti….FSI effects..
Fig. 7. C. Ciofi degli Atti….FSI effects..
Fig. 8. C. Ciofi degli Atti….FSI effects..
Fig. 9. C. Ciofi degli Atti….FSI effects..
Fig. 10. C. Ciofi degli Atti….FSI effects..
Table. I. C. Ciofi degli Atti….FSI effects..
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# 𝑆𝑂(3) invariants of Seifert manifolds and their algebraic integrality Supported partially by the National Science Foundation of P. R. China,
## 1 Introduction
Consider Seifert manifolds of the form $`M=X(p_1/_{q_1},p_2/_{q_2},\mathrm{},p_n/_{q_n})`$, where $`p_k`$ and $`q_k`$ are not zero and coprime (the case of some $`p_k`$ or $`q_k`$ being zero is trivial, as explained in \[GF\]), while $`_k{\displaystyle \frac{q_k}{p_k}}=0`$ (i.e. $`M`$ is not a rational homology sphere) is allowed.
In the case of $`_k{\displaystyle \frac{q_k}{p_k}}0`$, $`r`$ being a prime and $`r\text{/}p_k,r\text{/}q_k,k=1,2,\mathrm{},n`$, Rozansky \[R1\] has obtained a simpler formula for $`\tau _r^{^{}}(M)`$ defined by Kirby and Melvin \[KM1\]. Except obtaining a general formula for all odd $`r3`$, we obtain simpler formula in the case of $`r`$ being coprime to all $`p_k`$. And after changing Rozansky’s formula, we see that it becomes our form in his case.
Now, let us introduce some notations. $`P=_kp_k,H=P_k{\displaystyle \frac{q_k}{p_k}},c_k=(r,p_k)`$ being the commom factor, $`s(q,p)`$ is the Dedekind sum, and $`({\displaystyle \frac{a}{b}})`$ is the Jacobi symbol for odd $`b>0`$, while the ratio of $`c`$ to $`d`$ will be written as $`\frac{c}{d}`$ or $`c/_d`$. $`p_k^{}`$and $`q_k^{}`$ are any pair satisfying
$$p_k^{}p_k+q_k^{}q_k=1$$
while for $`c_k=(r,p_k),(p_k/_{c_k})^{}`$ and $`(r/_{c_k})^{}`$ are any pair defined by
$$(p_k/_{c_k})^{}\frac{p_k}{c_k}+(r/_{c_k})^{}\frac{r}{c_k}=1$$
The functions $`\epsilon (r)`$ is defined by $`\epsilon (r)=1`$, if $`r1(mod4)`$, $`\epsilon (r)=i=\sqrt{1}`$, if $`r1(mod4)`$.
And if $`c_k=1,12s^{}(q_k,p_k)(12p_k(q_k,p_k))p_k^{}(modr)`$. Moreover, $`\chi ^{k,\pm }(j)`$ is defined by
$$\chi ^{k,\pm }(j)=\{\begin{array}{cc}\pm 1,\hfill & \text{if }jq_k^{}0(modc_k)\hfill \\ 0,\hfill & \text{ otherwise}\hfill \end{array}$$
and $`e_a`$ denotes $`e^{\frac{2\pi i}{a}}`$, $`A=e_r^{\frac{1r}{4}}`$ for $`r\pm 1(mod4)`$. We have
Theorem 1. With the notations as above, and assume all $`q_k>0,r`$ odd $`3`$, then
$$\begin{array}{cc}\tau _r^{^{}}(X(p_1/_{q_1},\hfill & p_2/_{q_2},\mathrm{},p_n/_{q_n}))=(\sqrt{\frac{1}{r}}\mathrm{sin}\frac{\pi }{r})^{1sign|H|}(2\epsilon (r)\sqrt{r})^{sign|H|}\times \hfill \\ & \\ & (signP(sign\frac{H}{P}+1sign|H|))^{\frac{r+1}{2}}(A^2A^2)^{2+sign|H|}\times \hfill \\ & \\ & A^{3sign{\displaystyle \frac{H}{P}}+{\displaystyle \underset{k=1}{\overset{n}{}}}(12s(q_k,p_k)+{\displaystyle \frac{q_k+q_k^{}}{p_k}}\left(p_k/_{c_k}\right)^{}{\displaystyle \frac{q_k^{}}{c_k}}\left(r/_{c_k}\right)^{}{\displaystyle \frac{r}{c_k}}p_k^{}q_k^{})}\times \hfill \\ & \\ & _{k=1}^n((1)^{{\displaystyle \frac{r1}{2}}{\displaystyle \frac{c_k1}{2}}}\sqrt{c_k}\epsilon (c_k)(\frac{p_k/_{c_k}}{r/_{c_k}})(\frac{q_k}{c_k}))\times \hfill \\ & \\ & _{j=1}^r(A^{2j}A^{2j})^{2n}A^{(_{k=1}^n\left(p_k/_{c_k}\right)^{}{\displaystyle \frac{q_k}{c_k}})j^2}\times \hfill \\ & \\ & _{k=1}^n_\pm \chi ^{k,\pm }(j)A^{\pm 2({\displaystyle \frac{1}{c_k}}\left(p_k/_{c_k}\right)^{}+p_k^{}(r/c_k)^{}{\displaystyle \frac{r}{c_k}})j}\hfill \end{array}$$
Corollary. If $`r`$ is coprime to all $`p_k`$, i.e. $`c_k=1`$ for $`k=1,\mathrm{},n`$, then
$$\begin{array}{cc}\hfill \tau _r^{^{}}(X(p_1/q_1,p_2/q_2,& \mathrm{},p_n/q_n))=(\sqrt{\frac{1}{r}}\mathrm{sin}\frac{\pi }{r})^{1sign|H|}(2\epsilon (r)\sqrt{r})^{sign|H|}\times \hfill \\ & \\ & (sign\frac{H}{P}+1sign|H|)^{\frac{r+1}{2}}(A^2A^2)^{2+sign|H|}(\frac{|P|}{r})signP\times \hfill \\ & \\ & A^{3sign{\displaystyle \frac{H}{P}}+P^{}H12{\displaystyle \underset{k=1}{\overset{n}{}}}s^{}(q_k,p_k)}\times \hfill \\ & \\ & _{j=1}^r(A^{2j}A^{2j})^{2n}A^{P^{}Hj^2}_{k=1}^n(A^{2p_k^{^{}}j}A^{2p_k^{^{}}j})\hfill \end{array}$$
where $`P^{}P1(modr)`$
Remark 1. In Theorem 1, the assumption of all $`q_k>0`$ is necessary, otherwise the formula would be changed to a more complicated form. It can be seen from the proof. While for the corollary, we need not this assumption.
Theorem 2. If $`r`$ is coprime to ar least $`n2`$ of $`p_k`$, then
$$\tau _r^{^{}}(X(p_1/q_1,p_2/q_2,\mathrm{},p_n/q_n)(\sqrt{\frac{1}{r}}\mathrm{sin}\frac{\pi }{r})^{sign|H|1}$$
is an algebraic interger in the $`r`$-th cyclotomic field.
Remark 2. We actually prove that $`\mathrm{\Theta }_r(M)`$ and $`\xi _r(M)`$ defined in \[BHMV\] and \[Li\] respectively are all algebraic integers in this case.
From Theorem 2, we see that for all rational homology sphere of the form
$`X(2/q_1,p_2/q_2,p_3/q_3),\tau _r^{^{}}`$ is an algebraic integer for all odd $`r3`$. Especially it is true for all RHS obtained by Dehn surgery on $`(2,n)`$ torus knot, including those considered by R. Lawsence in \[La\]. Interestingly the Poincare homology sphere $`(2,3,5)`$ and all the Brieskon homology spheres of the form $`(2^n,p,q)`$ are among them.
For the torus bundle over $`S^1`$ obtained by the monodromy matrix
$$\left(\begin{array}{cc}0& 1\\ 1& 1\end{array}\right)SL(2,Z)$$
which is the Seifert manifold $`X(2/_1,3/_1,6/_1)`$ or $`X_{\text{tref}}(0)`$, i.e. gotten by doing surgery on left-handed trefoil knot with framing $`0`$, we calculate $`\tau _r^{^{}}`$ further and get
$$\tau _r^{^{}}(X_{\text{tref}}(0))=\{\begin{array}{cc}0,\hfill & \text{if }r1(mod3)\hfill \\ \frac{\sqrt{r}}{2sin\frac{\pi }{r}}e^{\frac{2\pi }{r}i},\hfill & \text{if }r1(mod3)\hfill \end{array}$$
For rational homology 3-sphere $`M`$, there is Ohtsuki’s invariant
$$\tau (M)=\underset{n=0}{\overset{\mathrm{}}{}}\lambda _n(M)(t1)^nQ[[t1]]$$
where $`\lambda _n(M)`$ is determined by $`\tau _r^{^{}}(M)`$ with sufficiently large prime $`r`$. By the Conjecture of R. Lawsence \[La\] proved recently by Rozansky \[R2\], if $`|H_1(M,Z)|0(modr)`$ then the cyclotomic series $`_{n=0}^{\mathrm{}}\lambda _n^r(M)h^n`$ converges r-adicly to
$$(\frac{|H_1(M,Z)|}{r})|H_1(M,Z)|\tau _r^{^{}}(M)$$
where $`h=e^{\frac{2\pi i}{r}}1`$. Therefore for any suitably large prime $`r`$, $`\tau _r^{^{}}(M)`$ is determined by any sequence of $`\{\tau _{r_n}^{^{}}(M)\}`$, where $`r_n`$ is prime and $`lim_n\mathrm{}r_n=\mathrm{}`$. While for $`M=X_{\text{tref}}(0)`$, we see from the formula above that this property does not hold. Since we have such a sequence of $`\{\tau _{r_n}^{^{}}(M)\}`$ with $`\tau _{r_n}^{^{}}(M)=0`$, but there exists abitrarily large prime $`r`$ with $`\tau _r^{^{}}(M)0`$. It thus seems that generalizing Ohtsuki’s invariant to general 3-manifolds is impossible.
Remark 3. For lens spaces, $`\xi _r`$ which is equivalent to $`\tau _r^{^{}}`$ has been obtained in \[LL1\], and explicit formula for $`\tau _r^{^{}}`$ is obtained in \[LL2\] in order to calculate Ohtsuki’s invariant. An example is given in \[LL3\] to show that Ohtsuki’s invariant does not determine all $`\tau _r^{^{}}`$.
## 2 Proof of Theorem 1 and its corollary
2.1 Reducing to $`\xi _r(M,e_r)`$
Recall from \[Li\] that
$$\tau _r^{^{}}(M)=(\sqrt{\frac{4}{r}}\mathrm{sin}\frac{\pi }{r})^\nu \mathrm{\Theta }_r(M,\pm ie_{4r}),3r\pm 1(mod4)$$
where $`e_a`$ stands for $`e^{\frac{2\pi i}{a}},\nu `$ is the first Betti number of $`M`$ , and $`\mathrm{\Theta }_r`$ is defined in \[BHMV\]. And
$$\mathrm{\Theta }_r(M,\pm ie_{4r})=2^\nu \xi _r(M,ie_{4r})=2^\nu \xi _r(M,e_r^{\frac{1r}{4}}),3r\pm 1(mod4)$$
where $`\xi _r`$ is defined in \[Li\] and the formula above is also proved there. Therefore
$$\tau _r^{^{}}(M)=(\sqrt{\frac{1}{r}}\mathrm{sin}\frac{\pi }{r})^\nu \xi _r(M,e_r^{\frac{1r}{4}})$$
Our working line is then to calculate $`\xi _r(M,e_r)`$ first , then use the Galois automorphism of the r-th cyclotomic field sending $`e_re_r^{\frac{1r}{4}}`$ to get $`\xi _r(M,e_r^{\frac{1r}{4}})`$, hence $`\tau _r^{^{}}(M)`$.
For a rational number $`\alpha `$, denote by $`<m_l,m_{l1},\mathrm{},m_1>`$ its continued fraction expression
$$\alpha =m_l\frac{1}{m_{l1}{\displaystyle \genfrac{}{}{0pt}{}{}{\mathrm{}{\displaystyle \frac{1}{m_2{\displaystyle \frac{1}{m_1}}}}}}}$$
let $`p_k/_{q_k}=<m_{k,l_k,}m_{k,l_{k1},}\mathrm{},m_{k,l_1}>`$, then $`X(p_1/_{q_1},\mathrm{},p_n/_{q_n})`$ is represented by the framed link:
where a dot $``$ lebbelled with a number $`m`$ means an unknot with framing $`m`$, and two dots connected by a line means that 2 relevant unknots form a Hopf link.
This shows that $`X(p_1/_{q_1},\mathrm{},p_n/_{q_n})`$ is a plumed manifold. By using the formula in \[LL4\] for $`\mathrm{\Theta }_r`$ of plamed manifolds together with relation between $`\mathrm{\Theta }_r`$ and $`\xi _r`$ in \[Li\], we get
$$\xi _r(X(p_1/q_1,\mathrm{},p_n/q_n),e_r)=I/II$$
where
$$I=(e_r^2e_r^2)^{(N+1)}e_r^{_{k,l}m_{k,l}}\underset{j=1}{\overset{r}{}}(e_r^{2j}e_r^{2j})^{2n}\underset{k=1}{\overset{n}{}}S_{k,l_k}(j)$$
with $`N`$ being the number of components of the framed link, i.e. $`N=_kl_k+1`$, and
$$S_{k,l_k}(j)=\underset{j_1,\mathrm{},j_{l_k}=1}{\overset{r}{}}e_r^{_{l=1}^{l_k}m_{k,l}j_l^2}(e_r^{2j_1}e_r^{2j_1})(e_r^{2j_{l_k}j}e_r^{2j_{l_k}j})\underset{t=1}{\overset{l_k1}{}}(e_r^{2j_tj_{t+1}}e_r^{2j_tj_{t+1}})$$
and
$$II=s_+^{b^+}s_{}^b^{},s_+=\frac{2e_r^3}{e_r^2e_r^2}\sqrt{r}\epsilon (r),s_{}=\overline{s}_+$$
with $`b_+`$ and $`b_{}`$ the numbers of positive and negative eigen values of the linking matrix respectively, and $`\overline{s}_+`$ means the complex conjugete of $`s_+`$.
2.2. Good continued franction expression.
We call $`<m_l,m_{l1},\mathrm{},m_1>`$ a good continued framction expression of $`\alpha `$, or simply a good expression of $`\alpha `$, if $`m_l=[\alpha ]+1`$ with $`[\alpha ]`$ the integer part of $`\alpha `$, and $`<m_{l1},\mathrm{},m_1>=([\alpha ]+1\alpha )^1`$ such that $`m_1,m_2,\mathrm{},m_{l1}`$ are all $`2`$ if $`[\alpha ]\alpha `$, and $`<m_{l1},\mathrm{},m_1>=<1>`$ if $`[\alpha ]=\alpha `$.
In \[LL1\], for $`\alpha =p/q`$ with $`p>0,q>0`$, and $`\alpha =<m_l,m_{l1},\mathrm{},m_1>`$ with all $`m_j2,N_{j,i}`$ for $`1ijl`$ is defined to be the numerator of $`<m_j,\mathrm{},m_i>`$, then
$$N_{l,1}=p,N_{l1,1}=q$$
Let $`p_k/_{q_k}=<m_{k,l_k},\mathrm{},m_{k,1}>`$ be a good expression, then for $`ijl_k1`$, since $`<m_{k,j},\mathrm{},m_{k,i}>`$ is positive, we can still define $`N_{k;j,i}`$ as its numerator, and in the assumption of $`q_k>0`$, we have $`N_{k;l_k1,1}=q_k`$. Thus althrough $`p_k`$ can be negative, we still have $`p_k=N_{k;l_k,1}`$ being the numerator of $`<m_{k,l_k},\mathrm{},m_{k,1}>`$ and all results concerning $`N_{j,i}`$ are still true.
2.3 Calculation for $`S_{k,l_k}(j)`$
By Lemma 4.12, 4.20 and some other lemmas in §4 of \[LL1\], we have
$$\begin{array}{cc}\hfill S_{k,l_k}(j)=& (2\sqrt{r}\epsilon (r))^{l_k}\sqrt{c_k}\epsilon (c_k)(\frac{p_k/_{c_k}}{r/_{c_k}})(\frac{q_k}{c_k})\times \hfill \\ & (1)^{\frac{r1}{2}\frac{c_k1}{2}}_\pm \chi ^{k,\pm }(j)e_r^{(p_k/_{c_k})^{}{\displaystyle \frac{q_k}{c_k}}(jq_k^{})^2p_k^{}(q_k^{}2j)}\hfill \end{array}$$
where $`q_k^{}=N_{k;l_k,2}`$ and $`p_k^{}=N_{k;l_k1,2}`$ is a spicial choice of $`q_k^{}`$ and $`p_k^{}`$ satisfying $`q_k^{}q_k+p_k^{}p_k=1`$.
Now
$$(p_k/_{c_k})^{}\frac{q_k}{c_k}(jq_k^{})^2p_k^{}(q_k^{}2j)$$
$$=(p_k/_{c_k})^{}\frac{q_k}{c_k}j^2\pm 2((p_k/_{c_k})^{}\frac{q_kq_k^{}}{c_k}+p_k^{})j(p_k/_{c_k})^{}\frac{q_k}{c_k}q_k^{}q_k^{}p_k^{}q_k^{}$$
and
$$\begin{array}{cc}\hfill (p_k/_{c_k})^{}\frac{q_kq_k^{}}{c_k}+p_k^{}=& (p_k/_{c_k})^{}\frac{1p_kp_k^{}}{c_k}+p_k^{}=\frac{1}{c_k}(p_k/_{c_k})^{}p_k^{}(1(r/_{c_k})^{}\frac{r}{c_k})+p_k^{}\hfill \\ \hfill =& \frac{1}{c_k}(p_k/_{c_k})^{}+p_k^{}(r/_{c_k})^{}\frac{r}{c_k},\hfill \end{array}$$
$$\begin{array}{cc}\hfill (p_k/_{c_k})^{}\frac{q_k}{c_k}q_k^{}q_k^{}p_k^{}q_k^{}=& (p_k/_{c_k})^{}\frac{q_k^{}}{c_k}(1p_k^{}p_k)p_k^{}q_k^{}\hfill \\ \hfill =& (p_k/_{c_k})^{}\frac{q_k^{}}{c_k}+p_k^{}q_k^{}(1(r/_{c_k})^{}\frac{r}{c_k})p_k^{}q_k^{}\hfill \\ \hfill =& (p_k/_{c_k})^{}\frac{q_k^{}}{c_k}p_k^{}q_k^{}(r/_{c_k})^{}\frac{r}{c_k}\hfill \end{array}$$
Thus
$$\begin{array}{cc}\hfill S_{k,l_k}(j)=& (2\sqrt{r}\epsilon (r))^{l_k}\sqrt{c_k}\epsilon (c_k)(\frac{p_k/_{c_k}}{r/_{c_k}})(\frac{q_k}{c_k})(1)^{{\displaystyle \frac{r1}{2}}{\displaystyle \frac{c_k1}{2}}}e_r^{(p_k/_{c_k})^{}{\displaystyle \frac{q_k^{}}{c_k}}p_k^{}q_k^{}\left(r/_{c_k}\right)^{}{\displaystyle \frac{r}{c_k}}}\times \hfill \\ & e_r^{(p_k/_{c_k})^{}{\displaystyle \frac{q_k}{c_k}}j^2}_\pm \chi ^{k,\pm }(j)e_r^{\pm 2({\displaystyle \frac{1}{c_k}}\left(p_k/_{c_k}\right)^{}+p_k^{}\left(r/_{c_k}\right)^{}{\displaystyle \frac{r}{c_k}})j}\hfill \end{array}$$
2.4. Calculation for $`\xi _r(X(p_1/_{q_1},\mathrm{},p_n/_{q_n}),e_r)`$
First by a diagonalization procedure for the quatratic form of the linnk matrix, we see that
$$b_++b_{}=\{\begin{array}{cc}N,\hfill & \text{if }{\displaystyle \frac{q_k}{p_k}}0\hfill \\ N1,\hfill & \text{if }{\displaystyle \frac{q_k}{p_k}}=0\hfill \end{array}$$
$$b_{}=\text{the number of the negative elements in the set}\{p_1/q_1,\mathrm{},p_n/q_n,\frac{q_k}{p_k}\},$$
since we use a food expression for every $`p_k/q_k`$. Thus by the assumption $`q_k>0`$, we have
$$\begin{array}{cc}\hfill b_++b_{}& =N1+sign|H|\hfill \\ \hfill b_{}& =\text{the number of the negative elements in the set}\{p_1,\mathrm{},p_n,\frac{H}{P}\}\hfill \end{array}$$
and $`(1)^{\frac{r+1}{2}b_{}}=(signP)^{\frac{r+1}{2}}(sign{\displaystyle \frac{H}{P}}+1sign|H|)^{\frac{r+1}{2}}`$.
Now
$$s_+^{b_+}s_{}^b_{}=(e_r^2e_r^2)^{b_++b_{}}(2\sqrt{r})^{b_+b_{}}(1)^b_{}\epsilon (r)^{b_++b_{}}$$
Thus
$$\xi _r(X(p_1/_{q_1},\mathrm{},p_n/_{q_n}),e_r)=I/II=G_1G_2$$
where
$$\begin{array}{cc}G_1=\hfill & e_r^{_k(p_k/_{c_k})^{}\frac{q_k^{}}{c_k}_kp_k^{}q_k^{}(r/_{c_k})^{}{\displaystyle \frac{r}{c_k}}}_{j=1}^r(e_r^{2j}e_r^{2j})^{2n}e_r^{_k(p_k/_{c_k})^{}{\displaystyle \frac{q_k}{c_k}}j^2}\times \hfill \\ & \\ & _k_\pm \chi ^{k,\pm }(j)e_r^{\pm 2({\displaystyle \frac{1}{c_k}}\left(p_k/_{c_k}\right)^{}+p_k^{}\left(r/_{c_k}\right)^{}{\displaystyle \frac{r}{c_k}})j}\hfill \end{array}$$
and
$$\begin{array}{cc}G_2=\hfill & e_r^{3(b_+b_{})_{k,l}m_{k,l}}(e_r^2e_r^2)^{b_++b_{}N1}(2\sqrt{r})^{b_+b_{}}(1)^b_{}\times \hfill \\ & \\ & \epsilon (r)^{b_{}b_+}(2\sqrt{r}\epsilon (r))^{_kl_k}_k(\sqrt{c_k}(\frac{p_k/_{c_k}}{r/_{c_k}})(\frac{q_k}{c_k})(1)^{\frac{r1}{2}\frac{c_k1}{2}}\epsilon (c_k))\hfill \end{array}$$
Notice that
$$b_+b_{}=sign\frac{H}{P}+\underset{k}{}(l_k1+signp_k)$$
and
$$3(l_k1+signp_k)\underset{l=1}{\overset{l_k}{}}m_{k,l}=12s(q_k,p_k)+\frac{q_k+q_k^{}}{p_k}$$
(cf.\[KM2\]), where $`q_k^{}=N_{k;l_k,2}`$. Also we have $`_kl_k=N1`$ and
$$(1)^b_{}\epsilon (r)^{(b_+b_{})+_kl_k}=(1)^b_{}\epsilon (r)^{2b_{}sign|H|}=(1)^{\frac{r+1}{2}b_{}}\epsilon (r)^{sign|H|}$$
So,
$$\begin{array}{cc}G_2=\hfill & e_r^{3sign\frac{H}{P}+_k(12s(q_k,p_k)+\frac{q_k+q_k^{}}{p_k})}(e_r^2e_r^2)^{2+sign|H|}(2\sqrt{r}\epsilon (r))^{sign|H|}\times \hfill \\ & \\ & (signP)^{\frac{r+1}{2}}(sign\frac{H}{P}+1sign|H|)^{\frac{r+1}{2}}_k(\sqrt{c_k}(\frac{p_k/_{c_k}}{r/_{c_k}})(\frac{q_k}{c_k})(1)^{\frac{r1}{2}\frac{c_k1}{2}}\epsilon (c_k))\hfill \end{array}$$
and $`\xi _r(M,e_r)`$ is obtained.
2.5. The Galois automorphism
Consider the Galois automorphism sending $`e_r`$ to $`A=e_r^{\frac{1r}{4}}`$ for $`r\pm 1(mod4)`$. In the formula for $`\xi _r(M,e_r)`$, since
$$G_1=\underset{j=1}{\overset{r}{}}(e_r^{2j}e_r^{2j})^{2n}\underset{k}{}\underset{\pm }{}\chi ^{k,\pm }(j)e_r^{(p_k/_{c_k})^{}{\displaystyle \frac{q_k}{c_k}}(jq_k^{})^2p_k^{}(q_k^{}2j)}$$
and when $`\chi ^{k,\pm }(j)0,c_k|jq_k^{}`$, we see that the image of $`G_1`$ under the automorphism is obtained via replacing $`e_r`$ by $`A`$.
For any positive factor $`c`$ of $`r`$, we have
$$\sqrt{c}\epsilon (c)=\underset{x=1}{\overset{c}{}}e_c^{x^2}=\underset{x=1}{\overset{c}{}}e_r^{\frac{r}{c}x^2}$$
So the image of $`\sqrt{c}\epsilon (c)`$ is
$$\underset{x=1}{\overset{c}{}}e_r^{\frac{1r}{4}\frac{r}{c}x^2}=\underset{x=1}{\overset{c}{}}e_c^{\frac{1r}{4}x^2}=\sqrt{c}\epsilon (c)(\frac{(1r)/4}{c})$$
$`4\frac{1r}{4}1(modr)`$ implies $`4\frac{1r}{4}1(modc)`$. This means that $`\frac{1r}{4}(modc)`$ is a square. Hence
$$\left(\frac{(1r)/4}{c}\right)=1$$
and the image of $`\sqrt{c}\epsilon (c)`$ is $`\sqrt{c}\epsilon (c)`$. Thus the image of $`G_2`$ is obtained by putting $`A`$ in the place of $`e_r`$.
2.6 Independentness of the choice of $`q_k^{}`$ and $`p_k^{}`$
So far in the formula for $`\xi _r(M,e_r)`$, $`q_k^{}`$ and $`p_k^{}`$ depends on the good exrpression of $`p_k/q_k`$. If $`q_k^{}`$ is changed, it must become $`q_k^{}+mp_k`$ for some $`mZ`$, and then $`p_k^{}`$ becomes $`p_k^{}mq_k`$. Look at the change of $`G_1`$, we see that $`\chi ^{k,\pm }(j)`$ does not change.
While $`(p_k/_{c_k})^{}{\displaystyle \frac{q_k}{c_k}}(jq_k^{})^2p_k^{}(q_k^{}2j)`$ changes to
$$\begin{array}{cc}& (p_k/_{c_k})^{}\frac{q_k}{c_k}(jq_k^{}mp_k)^2(p_k^{}mq_k)(q_k^{}2j+mp_k)\hfill \\ =\hfill & (p_k/_{c_k})^{}\frac{q_k}{c_k}(jq_k^{})^2p_k^{}(q_k^{}2j)+X+Y\hfill \end{array}$$
where
$$\begin{array}{cc}X\hfill & =m(p_k/_{c_k})^{}\frac{p_k}{c_k}(mp_k+2(q_k^{}j))q_k\hfill \\ & \\ Y\hfill & =mp_k^{}p_kmq_k^{}q_k+m^2p_kq_k+2mq_k(q_k^{}2j)\hfill \end{array}$$
Since $`(p_k/_{c_k})^{}{\displaystyle \frac{p_k}{c_k}}1(mod{\displaystyle \frac{c_k}{r}})`$, and $`mp_k+2(q_k^{}j)0(modr)`$,
$$Xm(mp_k+2(q_k^{}j))q_k(modr)$$
Thus
$$X+Ymp_k^{}p_kmq_k^{}q_km(modr)$$
and $`G_1`$ changes to $`e_r^mG_1`$.
Now it is obvious that $`G_2`$ changes to $`e_r^mG_2`$. So $`\xi _r(M,e_r)`$ does not depends on the special choice of $`q_k^{}`$ and $`p_k^{}`$, and the proof for Theorem 1 is complete.
2.7. Proof of the Corollary
Since
$$12s(q_k,p_k)+\frac{q_k+q_k^{}}{p_k}=3(l_k1+signp_k)\underset{l=1}{\overset{l_k}{}}m_{k,l}$$
and
$$12s^{}(q_k,p_k)3(l_k1+signp_k)\underset{l=1}{\overset{l_k}{}}m_{k,l}p_k^{^{}}q_k^{}p_k^{^{}}q_k(modr)$$
$$\underset{k}{}p_k^{^{}}q_k=P^{}H$$
$$\underset{k}{}(\frac{p_k}{r})=(\frac{P}{r})=(\frac{|P|}{r})(signP)^{\frac{r1}{2}}$$
we are done.
## 3 Comparision with the formula of Rozansky
Under the assumption of $`p_k,q_k0(modr),H0`$, and $`r`$ being prime, Rozansky’s formula for $`\tau _r^{^{}}(X(p_1/_{q_1},p_2/_{q_2},\mathrm{},p_n/_{q_n}))`$ is
$$\begin{array}{cc}\tau _r^{^{}}=\frac{i}{2\sqrt{r}}\hfill & e^{\frac{i\pi }{4}sign\frac{H}{P}(\epsilon (r)^2+3\frac{r2}{r})}\hfill \\ & \\ & \times (\frac{|P|}{r})signPe_r^{4^{}P^{}H3_{k=1}^ns^{}(q_k,p_k)}(e_r^2^{}e_r^2^{})^1\hfill \\ & \\ & \times _{0\beta <2r,\beta 2Z+1}e_r^{4^{}P^{}H\beta ^2}(e_r^{2^{}\beta }e_r^{2^{}\beta })^{2n}_{k=1}^n(e_r^{2^{}p_k^{^{}}\beta }e_r^{2^{}p_k^{^{}}\beta })\hfill \end{array}$$
Let $`\beta =2(\alpha 2^{})+1`$, then $`\beta 2\alpha (modr)`$. And let $`\alpha =2^{}j`$, then we have
$$\begin{array}{cc}_{0\beta <2r,\beta 2Z+1}\hfill & e_r^{4^{}P^{}H\beta ^2}(e_r^{2^{}\beta }e_r^{2^{}\beta })^{2n}_{k=1}^n(e_r^{2^{}p_k^{^{}}\beta }e_r^{2^{}p_k^{^{}}\beta })\hfill \\ & =_{\alpha =1}^re_r^{P^{}H\alpha ^2}(e_r^\alpha e_r^\alpha )^{2n}_{k=1}^n(e_r^{p_k^{^{}}\alpha }e_r^{p_k^{^{}}\alpha })\hfill \\ & =_{j=1}^r(A^{2j}A^{2j})^{2n}A^{P^{}Hj^2}_{k=1}^n(A^{2p_k^{^{}}j}A^{2p_k^{^{}}j})\hfill \end{array}$$
It can be checked that in his formula the term
$$ie^{\frac{i\pi }{4}sign\frac{H}{P}(\epsilon (r)^2+3\frac{r2}{r})}=(sign\frac{H}{P})^{\frac{r+1}{2}}\epsilon (r)A^{3sign\frac{H}{P}}$$
And in our formula the term
$$\begin{array}{cc}\hfill (\epsilon (r))^{sign|H|}(sign\frac{H}{P}+1sign|H|)^{\frac{r+1}{2}}& =\epsilon (r)(1)^{\frac{r1}{2}}(sign\frac{H}{P})^{\frac{r+1}{2}}\hfill \\ & =\epsilon (r)(sign\frac{H}{P})^{\frac{r+1}{2}}\hfill \end{array}$$
Hence two formulas coincide.
## 4 Proof of Theorem 2
Theorem 2 is equivalent to algebraic integrality of $`\xi _r(X(p_1/_{q_1},\mathrm{},p_n/_{q_n}),e_r)`$, when $`r`$ is coprime to at least $`n2`$ of $`p_k`$,
We assume $`c_k=1`$ for $`3kn`$. Then
$$\xi _r(M,e_r)=(2\epsilon (r)\sqrt{r})^{sign|H|}(e_r^2e_r^2)^{2+sign|H|}\epsilon (c_1)\sqrt{c_1}\epsilon (c_2)\sqrt{c_2}F_1F_2$$
where $`F_1`$ is an algebraic integer, and
$$F_2=\underset{j=1}{\overset{r}{}}(K_+(j)+K_{}(j))K(j)$$
with
$$K_\pm (j)=\chi ^{1,\pm }(j)e_r^{(p_1/_{c_1})^{}{\displaystyle \frac{q_1}{c_1}}(jq_1^{})^2\pm 2p_1^{}(jq_1^{})}$$
and
$$\begin{array}{cc}K(j)=\hfill & (_\pm \chi ^{2,\pm }(j)e_r^{(p_2/_{c_2})^{}{\displaystyle \frac{q_2}{c_2}}(jq_2^{})^2\pm 2p_2^{}(jq_2^{})})\times \hfill \\ & \\ & e_r^{(_{k=3}^np_k^{^{}}q_k)j^2}(e_r^{2j}e_r^{2j})^{2n}_{k=3}^n(e_r^{2p_k^{^{}}j}e_r^{2p_k^{^{}}j})\hfill \end{array}$$
Notice that $`K(j)`$ and $`K_\pm (j)`$ are all functions of $`j`$ with period $`r`$, and
$$\chi ^{k,\pm }(j)=\chi ^{k,}(j)$$
Hence
$$\begin{array}{cc}_{j=1}^rK_+(j)K(j)\hfill & =_{j=1}^rK_+(j)K(j)\hfill \\ & =_{j=1}^r(\chi ^{1,}(j)(_\pm \chi ^{2,}(j)e_r^{(p_2/_{c_2})^{}{\displaystyle \frac{q_2}{c_2}}(j\pm q_2^{})^22p_2^{}(j\pm q_2^{})})\hfill \\ & \\ & \times e_r^{(_{k=3}^np_k^{^{}}q_k)j^2}(e_r^{2j}e_r^{2j})^{2n}_{k=3}^n(e_r^{2p_k^{^{}}j}e_r^{2p_k^{^{}}j}))\hfill \\ & \\ & =_{j=1}^rK_{}(j)K(j)\hfill \end{array}$$
and
$$F_2=2\underset{j=1}{\overset{r}{}}K_+(j)K(j)$$
Let
$$\begin{array}{cc}F_2^\pm =\hfill & 2_{j=1}^rK_+(j)\chi ^{2,\pm }(j)e_r^{(p_2/_{c_2})^{}{\displaystyle \frac{q_2}{c_2}}(jq_2^{})^2\pm 2p_2^{}(jq_2^{})}\hfill \\ & \\ & \times e_r^{(_{k=3}^np_k^{^{}}q_k)j^2}(e_r^{2j}e_r^{2j})^{2n}_{k=3}^n(e_r^{2p_k^{^{}}j}e_r^{2p_k^{^{}}j})\hfill \end{array}$$
Consider the set
$$S^\pm =\{j/\chi ^{1,+}(j)\chi ^{2,\pm }(j)0\}Z_r$$
If $`S^\eta `$ is empty, then $`F_2^\eta =0`$, where $`\eta =+`$ or $``$. Now assume $`S^\eta \mathrm{}`$, and let $`c`$ be the least common multiple of $`c_1`$ and $`c_2`$. Then $`c|r`$, and $`S^\eta `$ is a residue class of $`Z_r(modZ_c)`$, i.e.
$$S^\eta =\{a_\eta +xc/xZ_{\frac{r}{c}}\}$$
for some $`a_\eta Z_r`$.
Since
$$(e_r^{2j}e_r^{2j})^{2n}\underset{k=3}{\overset{n}{}}(e_r^{2p_k^{^{}}j}e_r^{2p_k^{^{}}j})=\underset{s=1}{\overset{m}{}}e_r^{2b_sj}$$
for some integers $`b_1,\mathrm{},b_m`$, we see that substituting $`j`$ with $`a_\eta +xc`$ yields
$$F_2^\eta =2\eta \underset{s=1}{\overset{m}{}}(e_r^{\beta _{\eta ,s}}\underset{x=1}{\overset{r/_c}{}}e_r^{c(Dx^2+E_{\eta ,s}x)})$$
where $`\beta _{\eta ,s}`$, $`E_{\eta ,s}`$ are integers depending on $`\eta `$ ans $`s`$, while $`D`$ is an integer independent of $`\eta `$ ans $`s`$.
Let $`d=(D,r/_c)`$, we have by Theorem 2.1 and 2.2 in \[LL1\]
$$\underset{x=1}{\overset{r/_c}{}}e_{r/_c}^{Dx^2+E_{\eta ,s}x}=\{\begin{array}{cc}r/_c,\hfill & \text{if }D=0\text{, and }\frac{r}{c}|E_{\eta ,s}\hfill \\ 0,\hfill & \text{if }D=0\text{, and }\frac{r}{c}\text{/}E_{\eta ,s}\hfill \\ & \text{or }D0\text{ and }d\text{/}E_{\eta ,s}\hfill \\ d_{x=1}^{r/_{cd}}e_{r/_{cd}}^{\frac{D}{d}x^2+\frac{E_{\eta ,s}}{d}x}=\pm d\epsilon (r/_{cd})\sqrt{r/_{cd}}e_r^{F_{\eta ,s}},\hfill & \text{if }D0\text{ and }d|E_{\eta ,s}\hfill \end{array}$$
where $`F_{\eta ,s}`$ is an integer. Thus
$$F_2^\eta =\{\begin{array}{cc}2\frac{r}{c}c^\eta ,\hfill & \text{if }D=0\hfill \\ 2d\epsilon (r/_{cd})\sqrt{r/_{cd}}c^\eta ,\hfill & \text{if }D0\hfill \end{array}$$
for some algebraic integer $`c^\eta `$, and we have the following formula which is true always:
$$\begin{array}{cc}()\xi _r(M,e_r)=\hfill & (2\epsilon (r)\sqrt{r})^{sign|H|}(e_r^2e_r^2)^{2+sign|H|}\times \hfill \\ & \{\begin{array}{cc}2\frac{r}{c}\epsilon (c_1)\sqrt{c_1}\epsilon (c_2)\sqrt{c_2}G,\hfill & \text{if }D=0\hfill \\ 2\epsilon (c_1)\sqrt{c_1}\epsilon (c_2)\sqrt{c_2}d\epsilon (r/_{cd})\sqrt{\frac{r}{cd}}G,\hfill & \text{if }D0\hfill \end{array}\hfill \end{array}$$
for some algebraic integer $`G`$
Case 1. $`(c_1,c_2)>1`$. By Lemma 4.16 in \[LL2\], it appears that
$$(\epsilon (r)\sqrt{r})^1\epsilon (c_1)\sqrt{c_1}\epsilon (c_2)\sqrt{c_2}\frac{r}{c}=\pm \epsilon (c_1c_2/_c)\sqrt{\frac{c_1c_2}{c}}\epsilon (r_c)\sqrt{\frac{r}{c}}$$
and
$$\epsilon (c_1)\sqrt{c_1}\epsilon (c_2)\sqrt{c_2}\epsilon (r/_{cd})\sqrt{\frac{r}{cd}}d=\pm \epsilon (c_1c_2/_c)\sqrt{\frac{c_1c_2}{c}}\epsilon (r)\sqrt{r}\epsilon (d)\sqrt{d}$$
Since $`(c_1,c_2)>1`$, we have $`c_1>1,c_2>1`$ and $`\frac{c_1c_2}{c}>1`$. Then by Corollary 5.4 in \[LL1\],
$$\frac{\epsilon (c_i)\sqrt{c_i}}{e_r^2e_r^2},i=1,2,\frac{\epsilon (c_1c_2/_c)\sqrt{{\displaystyle \frac{c_1c_2}{c}}}}{e_r^2e_r^2}\text{and}\epsilon (b)\sqrt{b}\text{for some positive factor}b\text{of}r$$
are all algebraic integers, so is $`\xi _r(M,e_r)`$ by $`()`$.
Case 2. $`(c_1,c_2)=1`$. In this case, both $`S^+`$ and $`S^{}`$ are nonempty.
Case 2.1. $`D=0`$. If $`{\displaystyle \frac{r}{c}}>1`$, since $`{\displaystyle \frac{r}{c}}=\pm (\sqrt{{\displaystyle \frac{r}{c}}}\epsilon (r/_c))^2`$, we are done by $`()`$ and the fact $`(e_r^2e_r^2)^1\sqrt{\frac{r}{c}}\epsilon (r/_c)`$ being an algebraic integer.
If $`r=c`$, then $`_{x=1}^{r/_c}e_{r/_c}^{c(Dx^2+E_{\eta ,s}n)}=1`$, and
$$F_2^++F_2^{}=2\underset{s=1}{\overset{m}{}}(e_r^{\beta _+,s}e_r^{\beta _{},s})$$
Therefore
$$\xi _r(M,e_r)=(2\epsilon (r)\sqrt{r})^{sign|H|}(e_r^2e_r^2)^{2+sign|H|}\epsilon (c_1)\sqrt{c_1}\epsilon (c_2)\sqrt{c_2}2\underset{s=1}{\overset{m}{}}(e_r^{\beta _+,s}e_r^{\beta _{},s})$$
Since for any $`a,bZ,e_r^ae_r^b`$ can be written as $`e_r^u(e_r^{2v}e_r^{2v})`$ for some $`u,vZ`$, and $`c=r>1`$ implies that one of $`c_1`$ and $`c_2`$ must $`>1`$, we are done for the case of $`H=0`$. If $`H0`$, we have
$$\begin{array}{cc}(\epsilon (r)\sqrt{r})^1\epsilon (c_1)\sqrt{c_1}\epsilon (c_2)\sqrt{c_2}\hfill & =\pm (\epsilon (c)\sqrt{c})^1\epsilon (c_1c_2)\sqrt{c_1c_2}=\pm \epsilon (c_1c_2/_c)\sqrt{\frac{c_1c_2}{c}}\hfill \\ & =\pm 1\hfill \end{array}$$
It is done again.
Case 2.2. $`D0`$. Then by a formula in Case 1,
$$\begin{array}{cc}\xi _r(M,e_r)=\hfill & \pm (2\epsilon (r)\sqrt{r})^{sign|H|}(e_r^2e_r^2)^{2+sign|H|}\epsilon (c_1c_2/_c)\sqrt{\frac{c_1c_2}{c}}\hfill \\ & \epsilon (r)\sqrt{r}\epsilon (d)\sqrt{d}_{s=1}^m(e_r^{\beta _{+,s}F_{+,s}}e_r^{\beta _{,s}F_{,s}})\hfill \end{array}$$
Writing $`e_r^ae_r^b`$ as $`e_r^u(e_r^{2\nu }e_r^{2\nu })`$, for some $`u,vZ`$ again, we are done.
Notice that in the case $`H=0,\nu (M)=1`$, and $`\xi _r(M,e_r)=2`$ times an algebraic integer. So $`\mathrm{\Theta }_r(M,e_{2r})=2^{\nu (M)}\xi _r(M,e_{2r})`$ is an algebraic integer. Theorem 2 and Remark 2 are proved.
## 5 Calculation for $`X_{tref}(0)`$
We have by the Corollary of Theorem 1 that if $`3\text{/}r`$, then
$$\begin{array}{cc}\xi _r(X(3/_1,6/_1,2/_1),e_r)=\hfill & e_r^{12(s^{}(1,3)+s^{}(1,6))}(e_r^2e_r^2)^2\times \hfill \\ & _{j=1}^r((e_r^{23^{}j}e_r^{23^{}j})(e_r^{26^{}j}e_r^{26^{}j})_{k=0}^{2^{}1}e_r^{2j(2^{}12k)})\hfill \end{array}$$
since $`H=0,|P|=6^2`$, and $`s(1,2)=0`$. Expand the term $`_{j=1}^r`$ to
$$\begin{array}{cc}_{k=0}^{2^{}1}_{j=1}^r(e_r^{2j(3^{}+6^{}+2^{}12k)}\hfill & e_r^{2j(3^{}6^{}+2^{}12k)}\hfill \\ & e_r^{2j(3^{}+6^{}+2^{}12k)}+e_r^{2j(3^{}6^{}+2^{}12k)})\hfill \end{array}$$
We should look for the solutions of following equations for $`0k2^{}1={\displaystyle \frac{r1}{2}}`$:
$$\begin{array}{cc}(1)\mathrm{\hspace{0.33em}2}(3^{}+6^{}+2^{}12k)0\hfill & (modr)\hfill \\ (2)\mathrm{\hspace{0.33em}2}(3^{}6^{}+2^{}12k)0\hfill & (modr)\hfill \\ (3)\mathrm{\hspace{0.33em}2}(3^{}+6^{}+2^{}12k)0\hfill & (modr)\hfill \\ (4)\mathrm{\hspace{0.33em}2}(3^{}6^{}+2^{}12k)0\hfill & (modr)\hfill \end{array}$$
Multiplying the equations by $`3`$, they become
$$\begin{array}{cc}(1)12k0\hfill & (modr)\hfill \\ (2)212k0\hfill & (modr)\hfill \\ (3)412k0\hfill & (modr)\hfill \\ (4)612k0\hfill & (modr)\hfill \end{array}$$
Thus (1) has just one solution $`k=0`$. For (2), $`6k=1(modr)`$. We should look for the solutions of $`l`$ satisfying $`12l+1r`$ and
$$\frac{r(2l+1)}{2}\times (6)1$$
i.e. $`3(2l+1)=1+nr`$. Then $`n`$ can be only $`2`$, and only when $`r1(mod3)`$, there is a solution. For (3), we have the same conclusion as for (2). For (4), $`2k1`$ has a unique solution $`k=\frac{r1}{2}`$.
$$12s(1,3)=\frac{2}{3}\text{and}12s(1,6)=\frac{10}{3}$$
So
$$\xi _r(X_{tref}(0),e_r)=\{\begin{array}{cc}0,\hfill & \text{if }r1(mod3)\hfill \\ e_r^4\frac{2r}{(e_r^2e_r^2)^2},\hfill & \text{if }r1(mod3)\hfill \end{array}$$
and
$$\tau _r^{^{}}(X_{tref}(0))=\{\begin{array}{cc}0\hfill & \text{if }r1(mod3)\hfill \\ \sqrt{\frac{1}{r}}\mathrm{sin}\frac{\pi }{r}\frac{2r}{(e_r^2^{}e_r^2^{})^2}e_r^1=\frac{\sqrt{r}}{2\mathrm{sin}\frac{\pi }{r}}e_r^1,\hfill & \text{if }r1(mod3)\hfill \end{array}$$
References
\[KM1\] Kirby, R., Melvin, P.: The 3-manifold invariants of Witten and Reshetikhin-Turaev for $`sl(2,C)`$, Invent. Math., 105 (1991) 473-545
\[KM2\] Kirby, R., Melvin, P.: Dedekind sums, $`\mu `$-invariants and the signature cocycle, Math. Ann.,299 (1994) 231-267
\[La\] Lawrence, R.: Asymptotic expansions of Witten- Reshetikhin-Turaev invariants for some simple 3-manifolds, J. Math. Phys., 36 (1995) 6106-6129
\[Li\] Li, B.H.: Relations among Chern-Simons-Witten-Jones invariants , Science in China, series A, 38 (1995) 129-146
\[LL1\] Li, B.H., Li, T.J.: Generelized Gaussian Sums and Chern-Simons- Witten-Jones invariants of Lens spaces, J. Knot theory and its Ramifications, 5 (1996) 183-224
\[LL2\] Li,B.H., Li, T.J.: Kirby-Melvin’s $`\tau _r^{^{}}`$ and Ohtsuki’s $`\tau `$ for lens spaces, Chinese Sci. Bull.,44 (1999) 423-426
\[LL3\] Li B.H., Li, T.J.: Does Ohtsuki invariant determine full quantum $`SO(3)`$ invariants? To appear in Letters in Math. Phys.
\[LL4\] Li B.H., Li, Q.S.: Witten invariants of plumbed 3-manifolds Chinese Math. Ann., series A, 17 (1996) 565-572
\[O\] Ohtsuki, T.: A polynomial invariant of rational homology 3-spheres, Inv. Math., 123 (1996) 241-257
\[R1\] Rozansky, L.:Witten’s invariant of rational homology spheres at prime values of K and trivial connection contribution, Commun. Math. Phys., 180 (1996) 297-324.
\[R2\] Rozansky, L.: On p-adic properties of the Witten- Reshetikhin-Turaev invariants, math., QA/9806075, 12 Jun. (1998)
\[RT\] Reshetikhin, N.Yu., Turaev, V.G.: Invariants of 3-manifolds via link polynomials and quantum groups, Invent. Math., 103 (1991) 547-597
\[W\] Witten, E: Quantum field theory and the Jones polynomial, Comm. Math.Phys., 121 (1989) 351-399
Author’s address:
Bang-He Li
Institute of Systems Science
Academia Sinica
Beijnig 100080
P. R. China
Libh@iss06.iss.ac.cn
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# Temperature and Angular Dependence of the Magnetoresistance in Low Dimensional Organic Metals
## Abstract
Detailed studies of the magnetoresistance of $`\alpha `$-(ET)<sub>2</sub>KHg(SCN)<sub>4</sub> and $`\alpha `$-(ET)<sub>2</sub>TlHg(SCN)<sub>4</sub> as a function of temperature, magnetic field strength, and field orientation are reported. Below 15 K, the temperature dependence of the magnetoresistance is metallic (dR/dT $`>`$ 0) for magnetic field orientation corresponding to an angular dependent magnetoresistance oscillation (AMRO) minimum and nonmetallic (dR/dT $`<`$ 0) at all other field orientations. We find that this behavior can be explained in terms of semiclassical models without the use of a non-Fermi liquid description. The alternating temperature dependence (metallic/nonmetallic) with respect to field orientation is common to any system with either quasi-one or two-dimensional AMRO. Furthermore, we report a new metallic property of the high field and low temperature regime of $`\alpha `$-(ET)<sub>2</sub>MHg(SCN)<sub>4</sub> (where M = K, Rb, or Tl) compounds.
Received:
I. INTRODUCTION
Recently, non-Fermi liquid behavior has been proposed to describe transport properties of the quasi-one-dimensional organic conductor (TMTSF)<sub>2</sub>PF<sub>6</sub>. This assignment is based on the temperature and angular dependence of the magnetoresistance in tilted magnetic fields. A characteristic signature of the angular dependent magnetoresistance of (TMTSF)<sub>2</sub>PF<sub>6</sub> is its oscillatory nature, where at “magic angles” the resistance exhibits sharp dips against a broad $`cos(\theta )^\gamma `$ background. This feature is thought to arise from the warped open orbit Fermi surface sheets. As the field strength is increased along the second most conducting $`𝐛`$ axis, the effective electronic dimensionality is decreased. For temperatures below $``$ 20 K this reduction in dimensionality leads to a decoupling of the layers (or a loss of phase coherence for electronic states between planes), i.e. non-Fermi liquid behavior and a nonmetallic (dR/dT $`<`$ 0) temperature dependence. Below 8 K, for fields orientations generating dips in the magnetoresistance, a metallic (dR/dT $`>`$ 0) temperature dependence is recovered. Away from the magic angles the temperature dependence changes slightly, however it remains non-metallic (dR/dT $`<`$ 0). This metallic/nonmetallic behavior is explained in terms of a restoration of the interplane coupling at the magic angles and a second decoupling at all other orientations due to fields along the $`𝐜`$ axis.
Similar to (TMTSF)<sub>2</sub>PF<sub>6</sub>, the material $`\alpha `$-(ET)<sub>2</sub>KHg(SCN)<sub>4</sub> displays angular dependent magnetoresistance oscillations (AMRO) and metallic/non-metallic temperature dependence of the magnetoresistance. Does this indicate that $`\alpha `$-(ET)<sub>2</sub>KHg(SCN)<sub>4</sub> experiences non-Fermi liquid transport? If not, what is the relationship between the temperature dependence and AMRO?
At room temperature, $`\alpha `$-(ET)<sub>2</sub>MHg(SCN)<sub>4</sub>, where M = K, Tl, or Rb has a Fermi surface defined by the coexistence of a quasi-two-dimensional cylinder and quasi-one-dimensional sheets. By decreasing the temperature, a Fermi surface reconstruction occurs at $`T_{DW}`$ (where $`T_{DW}`$ = 8 K, 10 K, or 12 K, for M = K, Tl, or Rb respectively) and a new electronic ground state develops. The true nature of the low temperature ground state is a subject of contemporary debate, however approaches assuming a charge density wave framework appear very promising. Figure 1 is a schematic $`BT`$ phase diagram for the $`\alpha `$-(ET)<sub>2</sub>KHg(SCN)<sub>4</sub> compound. For the field perpendicular to the most conducting plane, the electronic structure can be separated into three regimes; the normal state, density wave one (DWI), and density wave two (DWII). Evidence of a third phase has been observed for field orientations near the most conducting plane. The electronic structure of this new phase appears to be very similar to that of DWI. To simplify the following arguments it will not be examined in this work. Each electronic regime of $`\alpha `$-(ET)<sub>2</sub>KHg(SCN)<sub>4</sub> has its own characteristic dependence of the magnetoresistance with respect to field orientation, which is indicated in Fig. 1 as either quasi-one or quasi-two-dimensional. At low temperatures, a characteristic “one-dimensional” angular dependent magnetoresistance is observed, with dips against a broad $`cos(\theta )^\gamma `$ background similar to (TMTSF)<sub>2</sub>PF<sub>6</sub>. On the other hand, at high temperature and fields a characteristic “two-dimensional” angular dependent magnetoresistance, with peaks periodic in tan($`\theta `$)is observed. A similar $`BT`$ phase diagram is found in the M = Tl and Rb compounds as well.
In this work, we examine the temperature dependence of the magnetoresistance of $`\alpha `$-(ET)<sub>2</sub>KHg(SCN)<sub>4</sub> and $`\alpha `$-(ET)<sub>2</sub>TlHg(SCN)<sub>4</sub> as a function of field orientation. Although the compounds are characterized by a complex ground state which is field and temperature dependent, we find that many aspects of a standard, semi-classical Boltzmann treatment provide a good account of the data without invoking unconventional transport mechanism. From the temperature dependence of the magnetoresistance, two features are evident. The first feature is common to these materials and to any system exhibiting angular dependent magnetoresistance oscillations (AMRO). By applying a magnetic field, a nonmetallic behavior results in the temperature dependence of the magnetoresistance at low temperatures (this behavior is not indicative of a phase transition or non-Fermi liquid behavior). Based on the specific electron trajectories along the warped Fermi surface, there is an effective reduction of the electronic dimensionality. The angular dependence of the electronic dimensionality is reflected in the field and temperature dependence of the magnetoresistance. By changing the field orientation, the temperature dependence of the magnetoresistance oscillates between that of metallic $`(dR/dT>0)`$ at AMRO minima and nonmetallic $`(dR/dT<0)`$ at AMRO maxima. Because AMRO effects only appear at temperatures below $``$ 15 K, we will restrict the temperature range to 25 K and below. The second feature is an angular dependent metallic behavior observed in $`\alpha `$-(ET)<sub>2</sub>KHg(SCN)<sub>4</sub> and $`\alpha `$-(ET)<sub>2</sub>TlHg(SCN)<sub>4</sub> inside of DWII.
II. REVIEW OF SEMICLASSICAL FORMALISM
For a general anisotropic metal, Fermi liquid theory predicts the phonon scattering rate, 1/$`\tau _p`$, to be proportional to $`T^2/t_{}`$, where $`t_{}`$ is the transfer integral in transverse direction. The electron-electron scattering rates change with dimensionality. For three dimensions 1/$`\tau _u`$ is expected to be proportional $`T^2/E_F`$, for two dimensions proportional to $`(T^2/E_F)ln(E_F/T)`$ and for one dimension proportional to $`T^2/t_b`$, with $`E_F`$ being the Fermi energy. Although exact details of the Fermi surface and scattering mechanism (Umklapp, phonon, or defect)in $`\alpha `$-(ET)<sub>2</sub>KHg(SCN)<sub>4</sub> is debatable, we can approximate $`\tau `$ based on the temperature dependence of the resistance, where $`\sigma _{ZZ}constant\times \tau `$. At zero fields, the resistance of $`\alpha `$-(ET)<sub>2</sub>MHg(SCN)<sub>4</sub> exhibits a metallic behavior at low temperatures (see Fig. 2). Inside the normal metallic state, the resistance is proportional to the temperature, $`R(T)=A_1+A_2T`$, where $`A_i`$ are constants. Inside of DWI,$`R(T)=A_3+A_4T+A_5T^2`$. Note the similarity between R(T) in DWI and in (TMTSF)<sub>2</sub>PF<sub>6</sub> ($`R(T)T^2`$). By solving the semiclassical Boltzmann transport equation, for the specific energy dispersion relation, the observed AMRO features are reproduced for both quasi-one and two-dimensional systems. From the calculated conductivity, the temperature dependence can be predicted at specific field orientations and can be summarized as following.
Quasi-one-dimensional The assumed quasi-one-dimensional energy band dispersion for a pair of warped Fermi sheets is $`\epsilon _k=\mathrm{}\upsilon _F(|k_x|k_F)(_{m,n}[t_{mn}^{even}cos(𝐑_{mn}𝐤_{})+t_{mn}^{odd}sin(𝐑_{mn}𝐤_{}`$)\], where $`t_{m,n}`$ is the transfer integral associated with the oblique lattice vector $`𝐑_{mn}=(0,mb+nd,nc)`$ and describes the warping topology. The conductivity for field rotations in the plane of the Fermi sheets as generated by the semiclassical Boltzmann equation can be written as:
$$\sigma _{ZZ}=N(\epsilon _F)\underset{m,n}{\overset{\mathrm{}}{}}\left(\frac{et_{m,n}}{\mathrm{}}\right)^2n^2c^2\frac{\tau }{1+(G_{m,n}\nu _F\tau )^2},$$
(1)
where $`N(\epsilon _F)`$ is the density of states at the Fermi level per unit volume, $`\tau `$ is the scattering time, $`G_{m,n}=eB((mb+nd)cos\theta ncsin\theta )/\mathrm{}`$, $`B`$ is the magnetic field, $`e`$ is the electron charge, and $`\nu _F`$ is the Fermi velocity. The $`G_{m,n}`$ term contains the field dependence of $`\sigma _{ZZ}`$.
Although no semiclassical prediction for the temperature dependence of the magnetoresistance in a quasi-one-dimensional case has been made, it is easily derived. When the field orientation is aligned at AMRO minima, $`G_{m,n}`$, vanishes and the conductivity is simply $`\sigma _{ZZ}=constant\times \tau =constant^{}\times \sigma _{ZZ}(B=0)`$, resulting in a temperature dependence of the resistivity being metallic(dR/dT $`>`$ 0). On the other hand, at AMRO maxima, $`G_{m,n}`$ dominates and the conductivity can be written as $`\sigma _{ZZ}=1/(G_{m,n}\nu _F)^2\tau `$. The resulting temperature dependence of the resistivity at AMRO maximum is proportional to $`\tau `$ and is nonmetallic(dR/dT $`<`$ 0). From the zero field data we know that in the DWI state that $`1/\tau `$ is proportional to R(T), we can easily predict the temperature dependence of the resistivity; at AMRO maxima $`R(T)1/(a_1T+a_2T^2)`$, and at AMRO minima $`R(T)a_3T+a_4T^2`$, where $`a_i`$ are constants. Furthermore, $`G_{m,n}`$ has a linear field dependence. As the magnetic field strength increases, the resistance at AMRO maxima will increase, whereas the magnetoresistance at the AMRO minima will be almost field independent. Thus by increasing the field strength the metallic/non-metallic behavior becomes more pronounced.
Quasi-two-dimensional The assumed quasi-two-dimensional energy band dispersion for a corrugated Fermi cylinder is $`\epsilon _k`$=$`\mathrm{}`$$`{}_{}{}^{2}(k_x^2+k_y^2)/2m^{}2t_zcos(ck_z)`$. Here $`k_x`$ and $`k_y`$ are the components of the wave vector $`𝐤`$ in the conducting-plane, c is the inter-plane distance, $`k_z`$ is the wave vector component normal to the planes, and m is the effective cyclotron mass in the conducting plane. The interlayer transfer integral $`t_z`$ is small compared to the Fermi energy such that $`\epsilon _F/t_z1`$, generating a slightly warped cylindrical Fermi surface. By solving the Boltzmann equation, the conductivity (or resistivity) along the least conductive axis can now be calculated. When the field is sufficiently high or the temperature is sufficiently low, $`\omega _o\tau cos(\theta _{max})>>`$ 1 , where $`\omega _o`$ is the cyclotron frequency, $`eB/m^{}`$, then at AMRO maximum the normalized resistivity can be written as:
$$\frac{\rho _{zz}(\theta _{AMROmax})}{\rho _{zz}(B=0)}=\frac{\gamma (\omega \tau )^2sin(2\theta _{AMROmax})}{\pi }.$$
(2)
The resulting temperature dependence of the resistivity at AMRO maximum is proportional to $`\tau `$ and is nonmetallic (dR/dT $`<`$ 0).
At the AMRO minimum, the normalized resistivity can be written as:
$$\frac{\rho _{zz}(\theta _{AMROmin})}{\rho _{zz}(B=0)}=\frac{\pi ^2}{2}\left(n+\frac{1}{4}\right),$$
(3)
where $`n`$ is an integer. The temperature dependence of the resistivity at AMRO minima is proportional to 1/$`\tau `$ and metallic(dR/dT $`>`$ 0). The temperature dependence has approximately the same behavior as in the quasi-one-dimensional case, however in this case $`1/\tau `$ is proportional to $`T`$ instead of $`T+T^2`$.
The above discussion is also understandable in a rather intuitive way. By changing the field orientation, the electron trajectories along the warped Fermi surface also change. For specific field orientations the velocity is more effectively averaged to zero and transport is reduced. For the Fermi cylinder, the velocity vector along the cylinder axis goes to zero when all closed orbits share the same area. For the Fermi sheets, the velocity vector is reduced when the electrons are not traveling along the axis of corrugation. Thus, the effective dimensionality oscillates with field orientation. At AMRO maximum the system has reduced dimensionality and at AMRO minimum the dimensionality is restored.
III. EXPERIMENT
Single crystals of $`\alpha `$-(ET)<sub>2</sub>MHg(SCN)<sub>4</sub>, where M = K or Tl, were grown using conventional electrocrystallization techniques. Systematic measurements of the temperature dependence of the magnetoresistance from 30 K to 1.5 K at various field orientations and strengths were performed in the 33 tesla resistive magnet at NHMFL, Tallahassee. The magnetoresistance was measured using standard four terminal AC techniques with 12 $`\mu `$m gold wires attached via graphite paste. The current was applied along the least conducting $`𝐛`$ axis. Typical contact resistance was below 10 $`\mathrm{\Omega }`$. Samples were rotated in magnetic field with $`\theta `$ being defined as the angle between the $`𝐛`$ axis and field. The field projection angle($`\varphi `$) with respect to the $`𝐚𝐜`$ plane was determined via polarized infrared reflectance. The magnetic field was oriented $`8^{}`$ from the $`𝐜`$ axis in the M = K sample and $`30^{}`$ from $`𝐜`$ axis in the M = Tl sample.
IV. RESULTS
A. Temperature dependence in DWI
AT 14 T the electronic state is well inside DWI. Typical AMRO for this regime is shown in Fig. 3(a). The oscillations are characterized by minimum periodic in tan($`\theta `$) and a maximum when the field is near the b axis. The background magnetoresistance can be fit to $`cos(\theta )^\gamma `$, where $`\gamma `$ varies from 0.6 to 1.6 based on sample quality and field strength. The AMRO is very similar to that observed in (TMTSF)<sub>2</sub>PF<sub>6</sub> where the background magnetoresistance can be fit to $`cos(\theta )^\gamma `$, where $`\gamma `$$``$ 0.5, however the dips in (TMTSF)<sub>2</sub>PF<sub>6</sub> are not as deep as in $`\alpha `$-(ET)<sub>2</sub>MHg(SCN)<sub>4</sub>. The temperature dependence of the magnetoresistance for different field orientations for $`\alpha `$-(ET)<sub>2</sub>KHg(SCN)<sub>4</sub> are shown in Fig. 3(b). When the field direction corresponds to an AMRO minimum, the sample resistance is metallic $`(dR/dT>0)`$ (see Fig. 3(b) curve D). Deviations from this orientation results in nonmetallic $`(dR/dT<0)`$ behavior in the temperature dependence. This nonmetallic behavior becomes more pronounced as the field orientation approaches AMRO maxima (curves C, B, and then A). In some samples the nonmetallic behavior, occurring at AMRO maxima saturates at very low temperatures. This saturation of the magnetoresistance arises due to impurities or lattice defect scattering and indicates the limit at which the dimensionality can be reduced.
Figure 4 is a plot of the temperature dependence of the magnetoresistance in $`\alpha `$-(ET)<sub>2</sub>KHg(SCN)<sub>4</sub> at AMRO maximum and minimum (as indicated in Fig. 3) in a wide temperature range. The onset of DWI is very clear. The data is represented by open circles and the fits by solid lines. The fits are obtained from the semiclassical Boltzmann treatment described in the previous section and using the zero field temperature dependence to determine $`1/\tau `$ (AMRO minimum fit to $`A_1+A_2T+A_3T^2`$ and AMRO maximum fit to $`A_4/(A_5+A_6T+A_7T^2)`$, where $`A_i`$ are constants). At field orientations corresponding to AMRO maximum, the sample resistance is proportional to a $`1/(a_1T+a_2T^2)`$ dependence. At field orientations corresponding to AMRO minimum, the temperature dependence of the resistance is the same as that realized at zero fields and is proportional to the temperature, $`a_3T+a_2T^4`$, where $`a_i`$ are constants.
Although the angular dependent magnetoresistance oscillations can be reproduced via semiclassical descriptions, there are still some complications to be addressed. It has been shown that the magnetoresistance violates Kohler’s rule in DWI, thus indicating that semiclassical methods may not be valid. It is likely that there are additional complications such as magnetic breakdown, electronic subphases, or mixed states inside of DWI.
Another approach to explain AMRO in the DWI of $`\alpha `$-(ET)<sub>2</sub>KHg(SCN)<sub>4</sub> considers incoherent transport. Albeit this approach is not strictly semiclassical, it is included for completeness. In this model the reconstructed Fermi surface of DWI is not characterized by a quasi-one-dimensional but a quasi-two-dimensional topology. In fact, one of the proposed models for the reconstructed Fermi surface inside of DWI has the Fermi surface characterized by cylinders instead of sheets. The alternative model for the angular dependent magnetoresistance can be summarized in the following way. When a magnetic field is applied to a density wave structure, a resulting periodic potential is created in the inter-plane direction. As the field direction is rotated, this periodicity changes. If the periodicity becomes commensurate with the interlayer spacing, the electron states are extended. This corresponds to AMRO minima. At the minima, the electronic system is metallic and the sample resistance should decrease with decreasing temperatures. When the inter-plane potential is not commensurate to the interlayer spacing the magnetoresistance increases. When the potential is exactly out of phase with the interlayer spacing the system now corresponds to AMRO maxima. In this orientation, the electron wave function begins to shrink and localize with increasing field or decreasing temperature, resulting in incoherent electron motion. In this field orientation, the sample resistance should increase with decreasing temperature. Unfortunately, no specific predictions for the functional form of the temperature dependence have been made yet for this model.
B. Temperature dependence in the normal metal state
At 30 and 33 tesla, $`\alpha `$-(ET)<sub>2</sub>MHg(SCN)<sub>4</sub> is in the normal state except for angles $`\theta `$ $`80^{}`$ and for temperatures below $``$ 3 K (inside DWII). Figure 5 (left side) displays typical quasi-two-dimensional AMRO as observed in the normal metal state and DWII. The oscillations are characterized by maxima periodic in tan($`\theta `$) with the first minimum occurring near $`\theta `$ = 0 $`\pm `$ $`6^{}`$. We have measured the temperature dependence of R(T) at many field orientations. The solid arrows indicate field orientations (E, F, G, and H as shown in Fig. 5 right side) where the temperature dependence of the magnetoresistance was measured. Unfortunately, Shubnikov-de Haas (SdH) oscillations dominate as the sample is rotated in high magnetic fields. The SdH oscillations are superimposed on top of the angular dependent magnetoresistance oscillations. If the field orientation corresponds to either SdH maximum or minimum, an additional term will appear in the temperature dependence of the magnetoresistance. Therefore field orientations corresponding to SdH minimum or maximum will be omitted in the following discussion by avoided angles near $`\theta `$=0.
Inside the normal state we find that when the field is aligned along AMRO minimum, the temperature dependence of the magnetoresistance is metallic$`(dR/dT>0)`$ (see right side Fig. 5 curve H). Deviations from field directions corresponding to precise minimum position results in a change of the temperature dependence $`(dR/dT<0)`$. This nonmetallic behavior is more pronounced near AMRO maximum (see right side Fig. 5 curves G, F, and then E). Although the AMRO has changed its form, the temperature dependence is very similar to Fig. 3 and 4.
The temperature dependence of the magnetoresistance at the AMRO maximum and AMRO minimum is displayed in Fig. 6 (the field orientations are indicated in Fig. 5). The solid lines are fits (AMRO minimum fit to $`A_1T+A_2`$ and AMRO maximum fit to $`A_3/(A_4T`$+$`A_5T^2)`$, where $`A_i`$ are constants). Like inside DWI the temperature dependence is described by semiclassical Boltzmann treatment. Deviations to the fit begin to occur at lowest temperatures as DWII and a new metallic behavior sets in (see Fig. 5 curve E).
At first glance one might believe that the nonmetallic like behavior is resulting from a gap opening. Yet, the behavior of the temperature dependence can be explained in terms of semiclassical transport. At AMRO maximum, the system is more effectively two dimensional with increasing field strength or decreasing temperature. All quasi-two-dimensional systems exhibiting AMRO will experience nontrivial temperature dependence.
C. Temperature dependence in DWII
When the magnetic field orientation is close to AMRO maxima a new behavior is observed at high fields and low temperatures in the temperature dependence of the magnetoresistance. There is a transition from a non-metallic to a metallic behavior at a transition temperature $`T_M`$ (see right side Fig. 5 curve E). This reentrant metallic behavior is a signature of the DWII regime. In one sample of $`\alpha `$-(ET)<sub>2</sub>TlHg(SCN)<sub>4</sub>, $`T_M`$ was $``$ 4 K and could be observed at many angles, especially near AMRO maxima. Figure 6 shows the evolution of the slope and $`T_M`$ with respect to $`\theta `$ at 30 and 33 T. Once inside DWII, both the magnetoresistance and the magnetization drop abruptly, however, the mechanism responsible for the behavior is questionable. From AMRO and Shubnikov-de Haas measurements, the Fermi cylinders of the normal state are clearly observed within DWII, suggesting that the Fermi surface is very similar to that of the normal state. The replacement of the nonmetallic behavior by the metallic one indicates the existence of a new unidentified property of DWII, and may be related to the appearance of large eddy currents observed in previous experiments within the DWII regime.
If we assume the electronic conduction in DWII is due to the normal state plus that of another highly conductive transport channel, we are able to fit the measured data. Two contributions, one due to the original Fermi surface (an angular dependent term $``$ 1/T) and the other due to the new metallic term (an angular independent term $``$ T), are added in parallel. The fits are shown in Fig 6(b). This reproduces the observed behavior and describes the dependence of $`T_M`$ on field orientation and strength. The slope of the temperature dependence of the magnetoresistance will also be greater at AMRO maximum. This is because there is a significant difference in the magnetoresistance between the AMRO maximum and minimum (see left side Fig. 5). The origin of this new metallic term is not clear. A possible explanation is a transfer of carriers from the original quasi-two dimensional Fermi surfaces to another conduction channel. By removing carriers from the cylinders, yet retaining them on some other Fermi surface, there is an increase of dimensionality and conductivity. Could it indicate the existence of highly conductive edge states or the emergence of a new Fermi surface? With the onset of DWII, the Fermi surface reconstructs and the effects of the original Fermi surface are being suppressed (including the nonmetallic behavior). At high fields or specific field orientations, the nesting condition may improve such that more carriers are transferred from the original Fermi surface. Further investigations of this unusual phase are required.
V. SUMMARY
We have investigated the effects of field strength and orientation on the temperature dependence of the magnetoresistance in samples of $`\alpha `$-(ET)<sub>2</sub>MHg(SCN)<sub>4</sub> (M = K or Tl). At angular dependent magnetoresistance oscillation (AMRO) minima the temperature dependence is metallic and at AMRO maxima the magnetoresistance shows nonmetallic temperature dependence. When the magnetic field is oriented along AMRO maxima, the effective electronic dimensionality decreases with decreasing temperature and increasing field. We show that non-Fermi liquid transport is not necessary to generate an angular dependent temperature dependence. This behavior can be explained in terms of semiclassical electron transport and the Boltzmann equation. Although the scattering rates for every system will be different based on details of the Fermi surface and what not, the metallic/nonmetallic temperature dependence of the magnetoresistance should be common to any low dimensional system with AMRO.
The temperature dependence of the magnetoresistance at different fields (for fixed angle) reported by Ref. and Ref. on $`\alpha `$-(ET)<sub>2</sub>KHg(SCN)<sub>4</sub> can also be explained in terms of semiclassical theory. In the first reference the field is oriented at an AMRO minimum in DWI and an AMRO maximum in the normal state (see Fig. 1 Ref. ). The temperature dependence of the magnetoresistance is non-metallic in the normal state, and metallic in DWI and DWII. In the second reference, Ref. the field is oriented near $`\theta `$=0 or at an AMRO maximum in DWI and at an AMRO minimum in the normal state. The temperature dependence of the magnetoresistance is metallic in DWII, however there is a nonmetallic behavior in DWI and the normal state. Albeit the effect is less pronounced in later measurements by the same author, the nonmetallic behavior in the normal state is reproduced(at the same field orientation). It is not known if this is an effect particular to $`\theta `$ 0 or not. The field orientation may not have been along the precise AMRO minimum. If the sample is slightly misalign or the first AMRO minimum is not at $`\theta `$= 0 (there is a range of $`\pm `$ $`6^{}`$ based on the $`\varphi `$ field orientation in the conducting plane), the sudden rise before DWII state would correspond to the non-metallic behavior observed when away from precise AMRO minima.
A quasi-one-dimensional organic charge transfer salt (TMTSF)<sub>2</sub>PF<sub>6</sub> exhibits a very similar temperature dependent magnetoresistance as that in the low temperature regime of $`\alpha `$-(ET)<sub>2</sub>MHg(SCN)<sub>4</sub>. The temperature dependence of (TMTSF)<sub>2</sub>PF<sub>6</sub> has been modeled extensively in terms of non-Fermi liquid transport. It would be interesting to test semiclassical models on this temperature dependence to see if non-Fermi liquid behavior is required.
To first order, the transport in all regimes of $`\alpha `$-(ET)<sub>2</sub>MHg(SCN)<sub>4</sub> can be understood in terms of semiclassical orbits(using both quasi-one and quasi-two-dimensional models). This semiclassical approach leads, naturally, to a nonmetallic behavior at all maxima in angular dependent magnetoresistance oscillations due to a reduction of the effective electronic dimensionality with increasing magnetic field or decreasing temperature. Furthermore, a new metallic property of DWII is reported. The mechanism responsible for this metallic behavior is unknown and the nature of the DWII phase will be the subject of future investigations.
ACKNOWLEDGMENTS We would like to thank L. Balicas, S. Y. Han, and B. H. Ward for useful discussions. This work was supported by the National Science Foundation under Grant No. NSF-DMR-99-71474.
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# NDIM achievements: Massive, Arbitrary tensor rank and N-loop insertions in Feynman integrals
## I Introduction.
Perturbative calculations in Quantum Field Theory are often a hard task, specially if one does not have a suitable approach to tackle the problem. Among the several techniques available in the market the most popular is the Feynman parametrization; in fact, if one is clever enough hefty calculations (at 2-loop level) can be done. However, in our point of view, this is not the most adequate nor elegant method to solve Feynman integrals whether one is considering covariant or non-covariant gauges.
On the other hand, Chetyrkin et al developed the integration by parts in configuration space (associated with Gegenbauer polynomials) and performed (at 4-loops) even heftier calculations. However, their technique has a drawback: if the diagrams have more than two external legs manipulation of Gegenbauer polynomials becomes very difficult to handle.
Mellin-Barnes’ contour integration is a third option in the market. Each propagator is Mellin-transformed – a very simple step – and using Barnes’ lemmas and summing over the residues, it is possible to write the Feynman integrals as hypergeometric functions or hypergeometric-like series. Smirnov solved the massless double-box with Mellin-Barnes approach. Such Mellin integrals are parametric-like integrals – though they are much simpler to solve than Feynman-like ones because Cauchy theorem can be applied straightforwardly.
NDIM is a technique where the parametric integrals do not appear. We start up with a Gaussian integral, which is well-behaved, perform Taylor expansion and solve systems of algebraic equations. All the calculations can be done analytically and the results are given for arbitrary exponents of propagators and space-time dimension $`D`$, as in the standard dimensional regularization. Even integrals pertaining to the trickier non-covariant gauges, such the light-cone and Coulomb ones, can be performed using the same approach (however, we will deal with them in another work). In the following sections we will show how this can be done.
The outline for our paper is as follows: in section II we consider the simplest two-loop diagram, our workhorse, as a pedagogical example and to present, in a clean way, the technique of negative-dimensional integration. Section III is devoted to the referred diagram but now with tensorial structure. The NDIM can handle vector, second rank tensor and higher integrals, all at the same time. In the fourth section we replace massless propagators by massive ones and in section V, we consider the massless diagram with N-insertions of the same type. In the last section, VI, we present our concluding remarks.
## II Simplest two-loop diagram.
To make things clear we begin with the diagram of figure 1. In a massless scalar theory it is represented by,
$$A=\frac{d^Dqd^Dk}{(q^2)(k^2)(pqk)^2}.$$
(1)
Negative-dimensional approach.
Consider the gaussian integral,
$$G=d^Dqd^Dk\mathrm{exp}\left[\alpha q^2\beta k^2\gamma (pqk)^2\right],$$
(2)
where $`(\alpha ,\beta ,\gamma )`$ are such that $`G`$ is well-behaved. We will see that it is the generating functional of negative-dimensional integrals, see eq.(5). Integrating over $`q`$ and $`k`$ is very easy,
$$G=\left(\frac{\pi ^2}{\lambda }\right)^{D/2}\mathrm{exp}\left(\frac{\alpha \beta \gamma }{\lambda }p^2\right),$$
(3)
where $`\lambda =\alpha \beta +\alpha \gamma +\beta \gamma `$. Expanding (3) in Taylor series and using a multinomial expansion for $`\lambda `$ we get,
$$G=\pi ^D\underset{n_1,n_2,n_3,n_4=0}{\overset{\mathrm{}}{}}\frac{\alpha ^{n_{123}}\beta ^{n_{124}}\gamma ^{n_{134}}(p^2)^{n_1}}{n_1!n_2!n_3!n_4!}(n_1D/2)!,$$
(4)
where due to our multinomial expansion, $`n_{234}=n_1D/2`$, and we define
$$n_{12}=n_1+n_2,n_{123}=n_1+n_2+n_3,$$
and so forth.
On the other hand, Taylor expanding (2),
$$G=\underset{i,j,l=0}{\overset{\mathrm{}}{}}\frac{(1)^{i+j+l}\alpha ^i\beta ^j\gamma ^l}{i!j!l!}d^Dqd^Dk(q^2)^i(k^2)^j(pqk)^{2l},$$
(5)
one generates the negative-$`D`$ integral. Now, comparing (4) and (5) we solve for the integral above,
$`𝒜(i,j,l)`$ $`=`$ $`{\displaystyle d^Dqd^Dk(q^2)^i(k^2)^j(pqk)^{2l}}`$ (6)
$`=`$ $`{\displaystyle \frac{\pi ^Di!j!l!}{(1)^{i+j+l}}}{\displaystyle \underset{n_1,n_2,n_3,n_4=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(p^2)^{n_1}(n_{1234}D/2)!}{n_1!n_2!n_3!n_4!}}\delta _{n_{123},i}\delta _{n_{124},j}\delta _{n_{134},l}\delta _{n_{234},n_1D/2},`$ (7)
where the Kronecker deltas give rise to a system of 4 equations and 4 “unknowns”. Plugging the solution into (7) provides us the result of $`𝒜(i,j,l)`$, namely,
$$𝒜(i,j,l)=\frac{\pi ^D\mathrm{\Gamma }(1+i)\mathrm{\Gamma }(1+j)\mathrm{\Gamma }(1+l)\mathrm{\Gamma }(1\sigma D/2)}{\mathrm{\Gamma }(1iD/2)\mathrm{\Gamma }(1jD/2)\mathrm{\Gamma }(1lD/2)\mathrm{\Gamma }(1+\sigma )}(p^2)^\sigma ,$$
(8)
where $`\sigma =i+j+l+D`$. However, the above result is valid on the negative-dimensional region and positive exponents of propagators $`(i,j,l0)`$. To bring it to our real physical world we must invoke the principle of analytic continuation. This is a quite simple step: group the gamma functions into Pochhammer symbols and use one of its properties,
$$(a)_k(a|k)=\frac{\mathrm{\Gamma }(a+k)}{\mathrm{\Gamma }(k)},(a|k)=\frac{(1)^k}{(1a|k)}.$$
(9)
Doing so, we get the result in our positive-dimensional world,
$$𝒜^{AC}(i,j,l)=\pi ^D(p^2)^\sigma (i|i+j+D/2)(j|j+k+D/2)(k|i+k+D/2)(\sigma +D/2|2\sigma D/2),$$
(10)
and negative exponents of propagators $`(i,j,l)0`$ in Euclidean space. Observe that the result is symmetric in the propagators exponents reflecting the symmetry of figure 1.
The recipe for calculating Feynman integrals using NDIM technology is quite simple: i) to each loop write a Gaussian integral whose arguments are the propagators of the diagram in question; ii) complete the square(s) and integrate; iii) take the original Gaussian integral, Taylor expand the exponential and change the order $``$; this operation generates negative-dimensional integrals; iv) the equality of these two expressions must hold, so one can solve for the negative-dimensional integral and gets $`n`$-fold series involving Kronecker deltas; v) such Kronecker deltas give rise to a system of linear algebraic equations, in most cases it has not a unique solution, since it is a rectangular matrix; vi) Plugging the solution(s) into that series representation provides the result of negative-dimensional integral – sometimes in massless cases there appears degenerate solutions; vii) analytically continue the referred result to positive-dimensional region using the above property of Pochhammer symbols. The whole procedure is quite simple, and we will show that in cases of interest.
## III Tensorial structure.
The previous result was obtained with amazing easiness: arbitrary negative exponents of propagators, positive dimension and no numerical calculations. The reader can rightfully ask: Does NDIM work for tensorial numerators as well? The answer is yes. We need to modify only one thing.
Consider the integral,
$$(i,j,l,m)=d^Dqd^Dk(q^2)^i(k^2)^j(pqk)^{2l}(2qp)^m.$$
(11)
From,
$`G_T`$ $`=`$ $`{\displaystyle d^Dqd^Dk\mathrm{exp}\left[\alpha q^2\beta k^2\gamma (pqk)^22\varphi qp\right]}`$ (12)
$`=`$ $`\left({\displaystyle \frac{\pi ^2}{\lambda }}\right)^{D/2}\mathrm{exp}\left({\displaystyle \frac{\alpha \beta \gamma +2\beta \gamma \varphi \beta \varphi ^2\gamma \varphi ^2}{\lambda }}p^2\right),`$ (13)
$`=`$ $`\pi ^D{\displaystyle \underset{n_1,\mathrm{},n_7=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(1)^{n_{12}}2^{n_2}\alpha ^{n_{157}}\beta ^{n_{12356}}\gamma ^{n_{12467}\varphi ^{n_2+2n_{34}}}(p^2)^{n_{1234}}}{n_1!n_2!n_3!n_4!n_5!n_6!n_7!}}(n_{1234}D/2)!,`$ (14)
$`=`$ $`{\displaystyle \underset{i,j,l,m=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(1)^{i+j+l+m}\alpha ^i\beta ^j\gamma ^l\varphi ^m}{i!j!l!m!}}{\displaystyle d^Dq};d^Dk(q^2)^i(k^2)^j(pqk)^{2l}(2qp)^m.`$ (15)
As we did in the previous section, solving for $``$, leads to
$`(i,j,l,m)`$ $`=`$ $`{\displaystyle \frac{\pi ^Di!j!l!m!}{(1)^{i+j+l+m}}}{\displaystyle \underset{n_1,\mathrm{},n_7=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{2^{n_2}(1)^{n_{12}}(p^2)^{n_{1234}}(n_{1234}D/2)!}{n_1!n_2!n_3!n_4!n_5!n_6!n_7!}}\delta _{n_{157},i}\delta _{n_{12356},j}\delta _{n_{12467},l}`$ (17)
$`\times \delta _{n_{n_2+2n_{34}},m}\delta _{n_{567},n_{1234}D/2}.`$
Observe that now the system generated by the Kronecker deltas does not have a unique solution, since there are seven “unknowns” and five equations and, by this very reason, two of them will be left undetermined. There are $`(C_5^7=7!/5!2!=21)`$ distinct ways of solving this $`5\times 7`$ system, but 5 of them have no solution at all.
In a previous work we did show that all non-trivial solutions are legitimate and lead to the same result for the Feynman integral in question. Here the same occurs – but we will not prove it.
Note that the tensorial sector of the Feynman integral $`(i,j,l,m)`$ is contained in the factor $`(2qp)^m`$ and for this very reason the exponent $`m`$ can not be analytically continued to allow for negative values. In other words, we must invoke the principle of analytic continuation for three exponents of propagators leaving the fourth, $`m`$, untouched.
All the solutions will give rise to a double series of hypergeometric type, since we have a 7-fold series and only 5 Kronecker deltas in (17). However, from the theory of hypergeometric series we know that when one of its numerator parameters is a negative integer, say $`m`$, the series is truncated and has only $`m`$ terms. For this reason we will consider a solution that is obtained when $`\{n_3,n_4\}`$ are left undetermined.
$$(i,j,l,m)=g_{}\underset{n_3,n_4=0}{\overset{\mathrm{}}{}}\frac{(m/2|n_{34})(1/2m/2|n_{34})(D/2+j|n_4)(D/2+l|n_3)}{(1+\sigma ^{}m|n_{34})(1imD/2|n_{34})n_3!n_4!},$$
(18)
where
$$g_{}=\frac{(\pi )^D(p^2)^\sigma ^{}2^m\mathrm{\Gamma }(1+i)\mathrm{\Gamma }(1+j)\mathrm{\Gamma }(1+l)\mathrm{\Gamma }(1\sigma ^{}D/2)}{\mathrm{\Gamma }(1jD/2)\mathrm{\Gamma }(1lD/2)\mathrm{\Gamma }(1imD/2)\mathrm{\Gamma }(1+\sigma ^{}m)},$$
(19)
$`\sigma ^{}=\sigma +m`$ and we use the relation,
$$(a|2b)=2^{2b}(a/2|b)(1/2+a/2|b).$$
Note that for positive $`m`$, which is the relevant condition, the series (18) is always truncated (when it is even the first factor in the numerator is the responsible for that, whereas for $`m`$ odd the second factor truncates the series.) Analytically continuation of $`g_{}`$ gives,
$$g_{}^{AC}=\pi ^D(p^2)^\sigma ^{}2^m(i|jlD)(j|j+l+D/2)(l|j+l+D/2)(\sigma ^{}+D/2|i+m\sigma ^{}),$$
(20)
and the final result, in positive dimension, is given by the series in equation (18) times $`g_{}^{AC}`$,
$$^{AC}(i,j,l,m)=g_{}^{AC}\underset{n_3,n_4=0}{\overset{\mathrm{}}{}}\frac{(m/2|n_{34})(1/2m/2|n_{34})(D/2+j|n_4)(D/2+l|n_3)}{(1+\sigma ^{}m|n_{34})(1imD/2|n_{34})n_3!n_4!}.$$
(21)
Observe that for $`m=0`$ we obtain the scalar case (10), for $`m=1`$ an integral with vector numerator, for $`m=2`$ second rank tensor and so forth. The results, of course, are contracted with the external momentum $`p^\mu `$. The astonishing point is that all these new results are contained in the same formula, namely equation (21).
## IV Massive propagators.
NDIM is a powerful technique. It gives, simultaneously, vector, second rank tensor and higher order integrals. A second question one could ask is: Does NDIM work for massive propagators as well? The answer is also yes and we need to do only slight modifications.
Let our generating function, corresponding to diagram of figure 1 where now the virtual particles have distinct masses, be
$`G_m`$ $`=`$ $`{\displaystyle d^Dqd^Dr\mathrm{exp}\left\{\alpha (q^2m_1^2)\beta (r^2m_2^2)\gamma \left[(pqr)^2m_3^2\right]\right\}}`$ (22)
$`=`$ $`{\displaystyle \underset{i,j,k=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(1)^{i+j+k}\alpha ^i\beta ^j\gamma ^k}{i!j!k!}}(i,j,k)`$ (23)
where,
$$(i,j,k)=d^Dqd^Dr(q^2m_1^2)^i(r^2m_2^2)^j\left[(pqr)^2m_3^2\right]^k,$$
(24)
using (3) we get,
$$G_m=\mathrm{exp}\left(\alpha m_1^2+\beta m_2^2+\gamma m_3^2\right)G,$$
(25)
and following the general procedure, as in the previous cases, one can write the integral as,
$$(i,j,k)=\frac{\pi ^Di!j!k!}{(1)^{i+j+k}}\underset{n_1,\mathrm{},n_7=0}{\overset{\mathrm{}}{}}\frac{(n_4D/2)!(m_1^2)^{n_1}(m_2^2)^{n_2}(m_3^2)^{n_3}(p^2)^{n_4}}{n_1!\mathrm{}n_7!}\delta _{n_{1456},i}\delta _{n_{2457},j}\delta _{n_{3467},k}\delta _{n_{4567},D/2}.$$
(26)
In this case, the Kronecker deltas give rise to a $`4\times 7`$ system of linear algebraic equations. We have 35 possible solutions for such system but 15 of them have no solution at all. So, we are left with 20 triple series, following the prescription of summing the ones which have the same variables (it is equivalent to say that we sum the ones which have the same region of convergence), we get four possible triple series (of hypergeometric type) representing the Feynman integral $`(i,j,k)`$,
$$\left(\frac{m_1^2}{p^2}\right)^a\left(\frac{m_2^2}{p^2}\right)^b\left(\frac{m_3^2}{p^2}\right)^c,\left(\frac{m_1^2}{m_3^2}\right)^a\left(\frac{m_2^2}{m_3^2}\right)^b\left(\frac{p^2}{m_3^2}\right)^c,\left(\frac{m_1^2}{m_2^2}\right)^a\left(\frac{m_3^2}{m_2^2}\right)^b\left(\frac{p^2}{m_2^2}\right)^c,\left(\frac{m_2^2}{m_1^2}\right)^a\left(\frac{m_3^2}{m_1^2}\right)^b\left(\frac{p^2}{m_1^2}\right)^c.$$
For the first one we have eight solutions, the second, third and fourth have four, so we have 20 possible solutions of the system generated by the Kronecker deltas $`(8+4+4+4=20)`$. Since the last three have the same form, due to the symmetry of the diagram in question, we will consider only one of them; the others can be obtained changing masses and exponents of propagators.
We quote only the results, where the analytic continuation process has been already carried out. The first triple series is,
$`_1(i,j,k,\{z\})`$ $`=`$ $`[f_1_C^{(3)}(k,1kD/2;1+i+D/2,1+j+D/2,1kD/2)+(jk)+(ik)]`$ (29)
$`+[f_2_C^{(3)}(jkD/2,1jkD;1+i+D/2,1jD/2,1kD/2)+(ij)+(ki)]`$
$`+f_3_C^{(3)}(\sigma ,1\sigma D/2;1iD/2,1jD/2,1kD/2),`$
where
$$f_1=(\pi )^D(m_1^2)^{i+D/2}(m_2^2)^{j+D/2}(p^2)^k(i|D/2)(j|D/2),$$
$$f_2=(\pi )^D(m_1^2)^{i+D/2}(p^2)^{j+k+D/2}(i|D/2)(j|kD/2)(j+k+D|kD/2)(k|2k+D/2),$$
$$f_3=(\pi )^D(p^2)^\sigma (i|2i+D/2)(j|2j+D/2)(k|2k+D/2)(D/2|\sigma D/2).$$
Note that one of the solutions has a factor $`(0|D/2)=\mathrm{\Gamma }(D/2)/\mathrm{\Gamma }(0)`$, so that we have in fact seven terms (in positive dimension) instead of eight (in negative dimension.) The second triple series of hypergeometric type is represented by a sum of four terms,
$`_2(i,j,k,\{w\})`$ $`=`$ $`g_1_C^{(3)}(k,D/2;1+i+D/2,1+j+D/2,D/2)`$ (33)
$`+g_2_C^{(3)}(jkD/2,j;1jD/2,D/2,1+i+D/2)`$
$`+g_3_C^{(3)}(i,ikD/2;1iD/2,1+j+D/2,D/2)`$
$`+g_4_C^{(3)}(\sigma ,ijD/2;1iD/2,1jD/2,D/2),`$
where the hypergeometric series which appears in the above results
$$_C^{(3)}(\alpha ,\beta ;\gamma ,\theta ,\varphi ,\{x\})=\underset{n_1,n_2,n_3=0}{\overset{\mathrm{}}{}}\frac{(\alpha |n_{123})(\beta |n_{123})x_1^{n_1}x_2^{n_2}x_3^{n_3}}{n_1!n_2!n_3!(\gamma |n_1)(\theta |n_2)(\varphi |n_3)},$$
(34)
is a Lauricella function which converges if,
$$\left|x_i\right|<1,\mathrm{and}\sqrt{|x_1|}+\sqrt{|x_2|}+\sqrt{|x_3|}<1,$$
(35)
and we define,
$$g_1=\frac{(\pi )^D}{(1)^{i+j+k}}(m_1^2)^{i+D/2}(m_2^2)^{j+D/2}(m_3^2)^k(i|D/2)(j|D/2),$$
$$g_2=\frac{(\pi )^D}{(1)^{i+j+k}}(m_1^2)^{i+D/2}(m_3^2)^{j+k+D/2}(D/2|j)(i|D/2)(k|jD/2),$$
$$g_3=\frac{(\pi )^D}{(1)^{i+j+k}}(m_2^2)^{j+D/2}(m_3^2)^{i+k+D/2}(j|D/2)(k|iD/2)(D/2|i),$$
$$g_4=\pi ^D(m_3^2)^\sigma (i|i+j+D/2)(j|i+j+D/2)(D/2|ijD)(k|ijD).$$
The variables in $`_1`$ and $`_2`$ are respectively $`\{x\}=\{z\}`$ and $`\{x\}=\{w\}`$, where
$$z_1=m_1^2/p^2,z_2=m_2^2/p^2,z_3=m_3^2/p^2,$$
$$w_1=m_1^2/m_3^2,w_2=m_2^2/m_3^2,w_3=p^2/m_3^2.$$
Observe that our results, which were obtained simultaneously, agree with Berends’ et al ones known in the literature (which was obtained by analytic continuation.) In their work, $`_2(i,j,k,\{w\})`$ was calculated first and then analytically continued to allow other values of momenta and masses, resulting in $`_1(i,j,k,\{z\})`$. However, if the analytic continuation formula was not known the result in the other region would be difficult to obtain. On the other hand, NDIM provides all the results simultaneously, allowing us to obtain also new analytic continuation formulas.
## V Insertions.
A third question the reader could pose is: And for higher number of loops does NDIM accomplish also good results? Our main objective is to apply NDIM to higher loops, but up to now we are able to “glue” diagrams with two external legs only.
Consider the diagram of figure 2. It has 4-loops and is represented by,
$$𝒞(i,j,k,m,n,s)=d^Dqd^Drd^Dld^Dt(q^2)^i(r^2)^j(pqr)^{2k}(l^2)^m(t^2)^n(rlt)^{2s},$$
(36)
in a massless theory. Observe that the integrals in $`l`$ and $`t`$ are equal, see eq.(6), to $`𝒜(m,n,s;p^2r^2)`$. Rewriting we get,
$`𝒞(i,j,k,m,n,s)`$ $`=`$ $`{\displaystyle d^Dqd^Dr(q^2)^i(r^2)^j(pqr)^{2k}𝒜(m,n,s;p^2r^2)},`$ (37)
$`=`$ $`\pi ^D(m|m+n+D/2)(n|n+s+D/2)(s|m+s+D/2)(\sigma _1+D/2|2\sigma _1D/2)𝒜(i,j+\sigma _1,k),`$ (38)
$`=`$ $`\pi ^{2D}(p^2)^{\sigma _1+\sigma _2}(i|i+j+\sigma _1+D/2)(j\sigma _1|j+\sigma _1+k+D/2)(k|i+k+D/2)`$ (41)
$`\times (\sigma _2+D/2|2\sigma _2D/2)(m|m+n+D/2)(n|n+s+D/2)(s|m+s+D/2)`$
$`\times (\sigma _1+D/2|2\sigma _1D/2),`$
where $`\sigma _1=m+n+s+D`$, $`\sigma _2=i+j+k+D`$.
Let us study the diagram of figure 3, namely the one that has a single propagator replaced $`N`$-times by the graph of figure 1.
$$𝒞_N(\nu _1,\nu _2,\mathrm{},\nu _{3N})=\mathrm{}\underset{i=1}{\overset{i=N}{}}d^Dq_id^Dr_i(q_i^2)^{\nu _{3i2}}(r_i^2)^{\nu _{3i1}}\left[(r_{i1}q_ir_i)^2\right]^{\nu _{3i}},$$
(42)
where $`r_0^\mu =p^\mu `$ is the external momentum and $`N`$ is the number of insertions. When $`N=1`$ the above integral reduces to $`𝒜(\nu _1,\nu _2,\nu _3)`$.
Applying the above procedure we can easily solve such scalar integral,
$$𝒞_N^{AC}(\nu _1,\nu _2,\mathrm{},\nu _{3N})=𝒜^{AC}(\nu _1,\nu _2,\nu _3)𝒜^{AC}(\nu _4,\nu _5+\sigma _1,\nu _6)\times \mathrm{}\times 𝒜^{AC}(\nu _{3N2},\nu _{3N1}+\sigma _1+\mathrm{}+\sigma _{N1},\nu _{3N}),$$
(43)
where $`\sigma _N=\nu _{3N2}+\nu _{3N1}+\nu _{3N}+D`$.
Water melon diagram. Massless case.
Recently, the water melon diagram was considered in massive case, whether in four dimensions and analytic result (see first reference in ) or integral representations of it suitable for numerical calculations (see third reference in ).
Applying NDIM we can solve, exactly, such water melon diagrams, see figure 4. Here, we will consider the scalar massless case. At two-loop level the referred water melon is the graph of figure 1, our setting Sun diagram. At three-loop level we begin with,
$`G_{WM}`$ $`=`$ $`{\displaystyle d^Dqd^Drd^Dk\mathrm{exp}\left[\alpha q^2\beta r^2\gamma k^2\theta (pqrk)^2\right]},`$ (44)
$`=`$ $`\left({\displaystyle \frac{\pi ^3}{\zeta }}\right)^{D/2}\mathrm{exp}\left({\displaystyle \frac{\alpha \beta \gamma \theta }{\zeta }}p^2\right),`$ (45)
where $`\zeta =\alpha \beta \gamma +\alpha \beta \theta +\alpha \gamma \theta +\beta \gamma \theta `$. After a little bit of algebra we get a $`4\times 4`$ system which gives
$`𝒲_3(i,j,l,m)`$ $`=`$ $`{\displaystyle d^Dqd^Drd^Dk(q^2)^i(r^2)^j(k^2)^l(pqrk)^{2m}},`$ (46)
$`=`$ $`{\displaystyle \frac{\pi ^{3D/2}i!j!l!m!\mathrm{\Gamma }(1\rho _3D/2)(p^2)^{\rho _3}}{(1)^{i+j+l+m}\mathrm{\Gamma }(1iD/2)\mathrm{\Gamma }(1jD/2)\mathrm{\Gamma }(1lD/2)\mathrm{\Gamma }(1mD/2)\mathrm{\Gamma }(1+\rho _3)}},`$ (47)
in negative dimension and Euclidean space. We define $`\rho _3=i+j+l+m+3D/2`$. Generalizing this result to $`N`$-loops is quite easy,
$`𝒲_N(\{\nu _n\})`$ $`=`$ $`{\displaystyle \mathrm{}\underset{i=1}{\overset{i=N}{}}d^Dq_i(q_i^2)^{\nu _i}(pq_1q_2\mathrm{}q_N)^{2\nu _{N+1}}},`$ (48)
$`=`$ $`{\displaystyle \frac{\pi ^{ND/2}\nu _1!\mathrm{}\nu _{N+1}!\mathrm{\Gamma }(1\rho _ND/2)(p^2)^{\rho _N}}{(1)^{\mathrm{\Sigma }\nu }\mathrm{\Gamma }(1\nu _1D/2)\mathrm{}\mathrm{\Gamma }(1\nu _{N+1}D/2)\mathrm{\Gamma }(1+\rho _N)}},`$ (49)
where $`\mathrm{\Sigma }\nu =\nu _1+\mathrm{}+\nu _{N+1}`$ and $`\rho _N=\mathrm{\Sigma }\nu +ND/2`$. Carrying the analytic continuation out we get,
$$𝒲_N^{AC}(\{\nu _n\})=\pi ^{ND/2}(p^2)^{\rho _N}(\nu _1|2\nu _1+D/2)(\nu _2|2\nu _2+D/2)\mathrm{}(\nu _N|2\nu _N+D/2)(\rho _N+D/2|2\rho _ND/2),$$
(50)
the result for negative exponents of propagators and positive dimension. As far as we know, this result was not known for arbitrary exponents of propagators. Observe that when one is allowed to “gluing” diagrams, the result can easily be generalized to N-loops.
## VI Conclusion.
NDIM is a suitable technique to tackle the task of calculating multiloop Feynman integrals. Massless, massive, scalar, tensorial, even the ones for non-covariant gauges, such as the light-cone gauge are easily performed. In all of them exponents of propagators are left arbitrary as well as the dimension $`D`$, just like in plain dimensional regularization. Usual parametric integrals are replaced by one Gaussian integral over each momentum flowing in the loop, and the main task is to solve systems of linear algebraic equations. Another point that we would like to stress is that no numerical calculations are required at all.
###### Acknowledgements.
A.G.M.S. gratefully acknowledges FAPESP (Fundação de Amparo à Pesquisa do Estado de São Paulo, Brasil) for financial support.
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# Extracting Messages Masked by Chaotic Signals of Time-delay Systems
Abstract
We show how to extract messages masked by a chaotic signal of a time-delay system with very high dimension and many positive Lyapunov exponents. Using a special embedding coordinate, the infinite dimensional phase space of the time-delay system is projected to a special three-dimensional space, which enables us to identify the time-delay of the system from the transmitted signal, and reconstruct the chaotic dynamics to unmask the hidden message successfully. The message extraction procedure is illustrated by simulations with Mackey-Glass time-delay system for two type of masking schemes and different kinds of messages.
PACS number(s): 05.45.+b;
Application of chaotic synchronization systems to secure communication has been a field of great research interest . However, it has been shown that in some low-dimensional chaotic systems with only one positive Lyapunov exponent, the hidden message can be unmasked by dynamical reconstruction of the chaotic signal using nonlinear dynamical forecasting (NLDF) methods , by some simple return maps , or some other methods . It has been suggested that one possible way to improve the security is to employ hyperchaos in communication , based on the consideration that increased randomness and unpredictability of the hyperchaotic signals will make it more difficult to extract a masked message. Lately, it has been shown that messages masked by hyperchaos of a six-dimensional systems can also be attacked using the NLDF methods , showing that going to higer dimensions does not produce a drastic improvement in the security of the system if the local dynamics are still quite low dimensional.
It has been known that very simple time-delay systems are able to exhibit hyperchaos . Therefore, it has been proposed in a recent report that time-delay systems provide alternative simple and efficient tools for chaos communication with low detectability . Chaotic attractors of time-delay systems can have much higher dimension and many more positive Lyapunov exponents than the system studied in Ref. , and whether the communication is as secure as expected has not been examined yet. In this letter, we will show that messages masked by chaos of a time-delay system with very high dimension and many positive Lyapunov exponents can be extracted successfully, not using some well-established dynamical reconstruction methods , but using a special yet simple embedding approach proposed recently for time-series analysis of time-delay systems .
We focus our attention in this letter on scalar time-delay systems of the form
$$\dot{x}=f(x,x_{\tau _0}),x_{\tau _0}=x(t\tau _0).$$
(1)
For such systems with large time-delay $`\tau _0`$, some well-established nonlinear time-series analysis methods run into severe problems .
An observation of the Eq. (1) shows that in a special three-dimensional space $`(x_{\tau _0},x,\dot{x})`$, the dynamics of the system is restricted to a smooth manifold defined by Eq. (1), namely
$$\dot{x}f(x,x_{\tau _0})=0.$$
(2)
However, in a similar space $`(x_\tau ,x,\dot{x})`$ with $`\tau \tau _0`$, the trajectory is no longer restricted to a smooth hypersurface, but fills a great part of the space, resulting a more complicated structure. This makes it possible to detect the time-delay $`\tau _0`$ of the system by some measures of the complexity as a function of embedding delay $`\tau `$, and then recover the dynamics of the system .
This approach is applied in this letter to extract messages masked by chaotic signals of the above time-delay system. In the context of synchronization, we consider the following communication system with two masking schemes considered in Ref. :
Scheme I:
$`\dot{x}`$ $`=`$ $`f(x,x_{\tau _0})+kI,`$
$`s`$ $`=`$ $`x+I,`$ (3)
and Scheme II:
$`\dot{x}`$ $`=`$ $`f(x,x_{\tau _0})+kIx,`$
$`s`$ $`=`$ $`x(1+I).`$ (4)
An authorized receiver has an identical copy of the time-delay system which is made synchronized with $`x`$ by the following coupling:
$$\dot{y}=f(y,y_{\tau _0})+k(sy).$$
(5)
In this communication system, the message $`I`$, often much lower in amplitude than the chaotic signal $`x`$, is injected into the transmitter to modulate the time-delay system. The injection of the message has effectively altered the transmitter dynamics and has been considered as a way to improve the security compared with methods where the message is directly added to the chaotic carrier . The masking Scheme II is expected to produce securer masking because the message and the chaotic signal couple with each other in a more sophisticated manner. $`s`$ is the signal transmitted to the receiver to achieve synchronization with a proper coupling parameter $`k`$. As a third party, we do not have a receiver system $`y`$, but have the time series of the transmitted signal $`s`$ sampled by a time interval $`h`$.
Our message extraction approach consists of the following steps:
(1) We project the time series $`\{s^i\}`$ to the three-dimensional space $`(s_\tau ^i,s^i,\dot{s}^i)`$ with $`\dot{s}^i`$ estimated as $`\dot{s}^i=(s^{i+1}s^{i1})/2h`$.
(2) We investigate the complexity of the projected trajectory in the $`(s_\tau ^i,s^i,\dot{s}^i)`$ space by the measure of the smoothness. First, we apply a local linear approximation
$$\widehat{\dot{s}}=a_i+b_is+c_is_\tau $$
(6)
to a small neighborhood $`U_i`$ of a point $`(s_\tau ^i,s^i)`$. The fitting parameters $`a_i`$, $`b_i`$ and $`c_i`$ are computed by least sequre fit, and the local fitting error is
$$e_i=\frac{1}{M_{U_i}}\underset{jU_i}{}(\dot{s}^ja_ib_is^jc_is_\tau ^j)^2,$$
(7)
where $`M_{U_i}`$ is the number of the neighbor points. The average $`E`$ of $`e_i`$ over a number of points $`(x_\tau ^i,x^i`$) provides a measure of the smoothness of the structure in the projected space. If $`\tau =\tau _0`$, the trajectory is restricted to close vicinity of the smooth hypersurface for small enough message $`I`$, and $`E`$ can be rather small if the size $`ϵ`$ of neighborhood is sufficiently small; otherwise, $`E`$ can be quite larger because there is no unique functional relationship between $`\dot{s}`$ and $`(s_\tau ,s)`$ for $`\tau \tau _0`$. We can expect a minimum of $`E`$ at $`\tau =\tau _0`$. By examining $`E`$ as a function of embedding delay $`\tau `$, we can detect the time-delay $`\tau _0`$ of the system by the minimum of $`E`$.
(3) After correct identification of the value of $`\tau _0`$, we use the local linear approximation
$$\widehat{\dot{x}}^i=a_i+b_is^i+c_is_{\tau _0}^i$$
(8)
as an estimation of $`\dot{x}=f(x,x_{\tau _0})`$ of the time-delay system in the absence of message $`I`$. From Eqs (3,4) we have $`\dot{s}=f(x,x_{\tau _0})+kI+\dot{I}`$ for the masking Scheme I, and $`\dot{s}=f(x,x_{\tau _0})+kIx+\dot{x}I+x\dot{I}`$ for Scheme II. For the conditions $`|I||x|`$, $`|\dot{I}||kI|`$, and $`|\dot{x}||kx|`$ with $`||`$ denoting the amplitude, the extracted message can be estimated as
$$kI_e^i=\{\begin{array}{cc}\dot{s}^i\widehat{\dot{x}}^i,\hfill & \text{Scheme I},\hfill \\ (\dot{s}^i\widehat{\dot{x}}^i)/s^i,\hfill & \text{Scheme II}.\hfill \end{array}$$
(9)
To illustrate the message extraction procedure, we employ the Mackey-Glass equation as in Ref. ,
$$\dot{x}=f(x,x_{\tau _0})=bx+\frac{ax_{\tau _0}}{1+x_{\tau _0}^c}.$$
(10)
With parameter $`b=0.1`$, $`a=0.2`$, and $`c=10`$, the system is chaotic for $`\tau _0>16.8`$. In the chaotic regime, the number of positive Lyapunov exponents increases with $`\tau _0`$, and is about 15 for $`\tau _0=300`$, and the chaotic attractor dimension increases almost linearly with $`\tau _0`$, for example, the Kaplan-Yorke dimension is roughly 30 for $`\tau _0=300`$ . In our simulation, we take $`\tau _0=300`$ and $`k=1.0`$ .
In all the following examples, we record $`N=50000`$ points with sample interval $`h=0.5`$. The size of neighborhood is set by $`ϵ=0.01`$.
First, let us consider a simple message signal of sine wave $`I(t)=A\mathrm{sin}(2\pi t/T)`$ with $`A=0.005`$ and $`T=200`$. Fig. 1 shows the measure of smoothness $`E`$ as a function of $`\tau `$. A pronounced minimum at $`\tau =300`$ enables us to identify the time-delay of the system correctly although the system is modulated by the injected message $`I`$. This is also true for our other examples in the following where the results of $`E`$ are not presented to save space.
With the correct value of time-delay, the message can be extracted successfully, as illustrated in Fig. 2 for the masking Scheme I and Fig. 3 for the masking Scheme II, respectively. A comparison between the time series of $`s`$ in Fig. 3(a) and that of $`\mathrm{\Delta }s=\dot{s}\widehat{\dot{x}}`$ in Fig. 3(b) reveals that when $`s`$ is close to zero in a certain period of time, the corresponding $`\mathrm{\Delta }s`$ is also close to zero in this period of time, indicating that $`\mathrm{\Delta }s`$ is modulated by $`s`$. The demodulated signal $`\mathrm{\Delta }s/s`$ is shown in Fig. 3 as the extracted message. The results show that the masking Scheme II, although can result in larger distortion to the extracted messages, does not produce drastic improvement of the security.
Now let us consider an example of more complicated message signal. In our simulation, we construct a message
$$I(t)=\frac{A}{m}\underset{i=1}{\overset{m}{}}B_i\mathrm{sin}(2\pi t/T_i),$$
(11)
where $`B_i`$ and $`T_i`$ are random numbers uniform on $`(0,1)`$ and $`(50,500)`$ respectively.
Fig. 4 and 5 are results of message extraction for an realization of such a complicated message with $`A=0.01`$ and $`m=100`$. Again it is seen that the quality of the recovered message deteriorates more when masking Scheme II is employed. However, a comparison between the power spectra of the original and extracted messages has shown that unmasking is successful for both masking schemes.
We should point out that the identification of the time-delay $`\tau _0`$ and the quality of the recoved message is not sensitive to the choice of $`N`$, $`h`$ and $`ϵ`$. In general, $`ϵ`$ should be small enough to apply local linear approximation, but large enough to average out the fluctuations induced by the message. As a result, if the amplitude of the message is too large, the quality of the recovered message can be quite poor, and the message extraction becomes more difficult. However, the chaotic signals may not provide enough masking for messages with quite large amplitude.
For the M-G time-delay system studied above, the frequency of the message should be rather low, because the power spectrum of the chaotic signal is very low at high frequency and is not enough to mask messages with high frequency. A low frequency of the message means $`|\dot{I}||I|`$, which is an advantage for a third party to recover the message with high quality.
In summary, we present a simple method to extract messages masked by chaotic signal of a time-delay system, which has a very high dimensionality and many positive Lyapunov exponents. Using a special embedding space, the infinite dimensional phase space of the time-delay system is projected to a three-dimensional space, independent of the actual dimension and the number of positive Lyapunov exponents of the chaotic attractor. The time-delay of the system is correctly identified even in the presence of the message, which enables us to extract the message successfully using a simple local reconstruction of the time-delay system in the three-dimensional space.
We come to the conclusion based on our analysis that communication using time-delay system is not as secure as intuitively expected. In general, the security of chaos communication may be spoiled if any reconstruction of the dynamics of the system is possible in some appropriate space, even for very high dimensional dynamics.
Acknowledgements:
This work was supported in part by research grant No. RP960689 at the National University of Singapore. Zhou is supported by NSTB.
Figure Captions
Fig. 1 As a measure of the smoothness, the average fitting error $`E`$, as a function of the embedding delay $`\tau `$, has a pronounced minimum at the value of the time-delay of the system.
Fig. 2 Illustration of message extraction for a sine wave message masked by Scheme I. (a) The original message signal $`kI`$, (b) the extracted message, and (c) the power spectrum of the extracted message.
Fig. 3 Illustration of message extraction for the sine wave message masked by Scheme II. (a) A time series of the transmitted signal $`s`$, (b) $`\mathrm{\Delta }s=\dot{s}\widehat{\dot{x}}^i`$, (c) the extracted message, and (d) the power spectra of the extracted message.
Fig. 4 Illustration of message extraction for a complicated message. (a) The original message, (b) the extracted message for the masking Scheme I, and (c)the extracted message for the masking Scheme II.
Fig. 5 The power spectra of the original message and the extracted messages in Fig. 4.
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# A New Association Of Post-T Tauri Stars Near The Sun Based on observations made under the Observatório Nacional-ESO agreement for the joint operation of the 1.52 m ESO telescope and at the Observatório do Pico dos Dias, operated by MCT/Laboratório Nacional de Astrofísica, Brazil
## 1 INTRODUCTION
Surveys of young pre-main-sequence (PMS) stars based on IRAS colors detect mainly the classical T Tauri stars (CTT), with ages less than 10 Myr, due to their important dusty accretion disks. Among them, one of the most comprehensive was the “Pico dos Dias Survey” (PDS) (Gregorio-Hetem et al., 1992; Torres et al., 1995; Torres, 1998). The weak T Tauri stars (WTT) are mainly detected by the X-rays produced in their active coronae, since their disks in general contain no more sufficient dust. Finally, there should exist even more evolved young stars, with masses smaller or comparable to the Sun and ages between about 10 to 70 Myr - the so-called Post-T Tauri stars (PTT). If star formation were constant during the last 100 Myr, a large number of uniformly distributed PTT should exist in the solar neighborhood. Nevertheless, the first searches for PTT resulted in very few objects (Herbig, 1978). This lack of discoveries may indicate that star formation was not constant in time. However, as the disks around PTT are even more evolved than those around WTT, they should have been dissipated or agglutinated into planetesimals and they hardly would be detected in surveys based on the far infrared or even on H<sub>α</sub> emission, as it can be very weak in PTT.
The detection of X-ray sources by the ROSAT All-Sky Survey (RASS) (Neuhäuser, 1997) outside important star formation regions gave some hope that these are the expected population of PTT. Nevertheless, several considerations cast doubts about the PTT nature of those dispersed objects (Briceño et al., 1997; Palla & Galli, 1997), indicating that most of them could be active main sequence (MS) stars. Jeffries (1995) suggests that most of them are connected with the Local Association. On the other hand, Frinck (1999) found that some of those objects could be PMS stars ejected from forming clouds. She also notes that the WTT around the Chamaleon region appear to be formed in small short-lived cloudlets (Feigelson, 1996). In any case, this large population of X-ray sources around star forming clouds seems to be represented by a mixture of PMS and young MS objects.
Do genuine PTT exist and where are they? The main point of this work is that PTT can be found in physically characterized dispersed groups, with ages larger than the mean lifetime of the original clouds. In such case they may be located far from any cloud.
In fact, we discovered the first of this kind of association when we were searching for new T Tauri stars among IRAS point sources in a five degree radius around TW Hya (catalog ), an already known isolated CTT at high galactic latitude ($`b`$ = $`23\mathrm{°}`$) (de la Reza et al., 1989; Gregorio-Hetem et al., 1992). Hipparcos parallaxes show that this is a nearby association, the distance of TW Hya (catalog ) being $`56.4\pm \mathrm{\hspace{0.17em}7}`$ pc (Wichmann et al., 1998). Several research groups became interested in this association and other members were found \[see. e.g., Hoff et al. (1998); Jensen et al. (1998); Webb et al. (1999); Jayawardhana et al. (1999b)\]. Today nearly 13 young systems totalling 21 stars and a brown dwarf are known to belong to the TW Hya (catalog ) association (TWA) (Webb et al., 1999; Sterzik et al., 1999) and this constitutes a sufficiently large density of PMS stars in a localized region of the sky to consider it as a real cluster. Futhermore, the stars appear to have a common origin (Kastner et al., 1997; Webb et al., 1999) and the best age estimated for the association is $``$10 Myr (Soderblom et al., 1998; Webb et al., 1999).
Other groups of WTT, apparently isolated from clouds, have been detected at larger distances, as the $`\eta `$ Cha (catalog ) cluster at 100 pc (Mamajek et al., 1999) or the one in front of the translucent clouds MBM 7 and MBM 55 (Hearty et al., 1999). The former appears to be more clearly defined, beeing nearly 40 times more compact than the TWA and seems to be related to the Sco - Cen OB association. Studies of this kind of clusters are important to understand the beginning of dispersion of regions containing also massive stars. We propose in this paper the existence of a new nearby association around ER Eri (catalog ) (PDS 1 (catalog ) = Hen 1 (catalog )), older and more isolated from clouds than the TWA.
## 2 SEARCH STRATEGY AND OBSERVATIONS
The high galactic latitude ($`b=59\mathrm{°}`$) active star ER Eri (catalog ), despite not being an IRAS source, was observed during the PDS and classified as a WTT (Gregorio-Hetem et al., 1992; Torres, 1998). Distinctly from our earlier search for the TWA region, where candidates were selected by their infrared emission, around ER Eri (catalog ) we used RASS sources.
We began with an area of $`10\mathrm{°}\times 10\mathrm{°}`$ centered on ER Eri (catalog ):
01:30 $`<\alpha <`$ 02:50 and $`60\mathrm{°}<\delta <50\mathrm{°}`$
and later we enlarged it to about $`20\mathrm{°}\times 25\mathrm{°}`$:
01:00 $`<\alpha <`$ 03:30 and $`70\mathrm{°}<\delta <45\mathrm{°}`$
in order to find the limits of the possible association. We also chose three control areas, two of them of $`10\mathrm{°}\times 10\mathrm{°}`$ where no isolated PMS star was known to exist $`a`$ $`\mathrm{𝑝𝑟𝑖𝑜𝑟𝑖}`$.
The first control area was chosen in the southern galactic hemisphere:
06:20 $`<\alpha <`$ 07:40 and $`65\mathrm{°}<\delta <55\mathrm{°}`$
The second area was in the northern galactic hemisphere:
09:40 $`<\alpha <`$ 10:20 and $`15\mathrm{°}<\delta <05\mathrm{°}`$
And the third one was in the direction of the known TWA, measuring $`13\mathrm{°}\times 14\mathrm{°}`$:
10:45 $`<\alpha <`$ 11:45 and $`38\mathrm{°}<\delta <24\mathrm{°}`$
As possible optical counterparts, we selected stars brighter than $``$13 mag within the error boxes of the RASS, using the GSC and Tycho catalogues. We found 19, 46, 23, 33 and 23 X-ray sources with observable counterparts, respectively in the inner and outer areas around ER Eri (catalog ), in the northern, in the southern and in the TWA regions. In the outer area around ER Eri (catalog ) we discarded, for observation, 10 bright stars, 9 being of the Bright Star Catalogue. These stars are, in general, well known and, in fact, none is a good candidate for their spectral type and space velocities. The only dwarf later than F is $`\zeta ^1`$ Ret, that has been studied recently by del Peloso et al. (2000). These ten stars are included at the end of Table 1 and we take them into account when doing the statistics in this paper. We observed then 36 X-ray sources in this outer region. Figure 3 summarizes graphically our strategy around ER Eri.
In September 1997 and January 1998 we observed the candidates, taking low resolution spectra using the B&C spectrograph installed at the Cassegrain focus of the 1.52 m ESO telescope at La Silla, Chile. The configuration used (grating of 1200 l mm<sup>-1</sup> and the CCD #39) gives a final dispersion of 0.98 Å pixel<sup>-1</sup>. In 1999, using the same telescope, we obtained high resolution spectra for the selected candidates, with the FEROS echelle spectrograph (Kaufer et al., 1999), which gives a total coverage of 4000 Å and a resolving power of 50000. To complete the extended area around ER Eri (catalog ) we took also some spectra using the coudé spectrograph (grating of 600 l mm<sup>-1</sup>; resolution of 9000; spectral coverage of 450 Å centered at 6500 Å, using the CCD #101) of the 1.60 m telescope of the Observatório do Pico dos Dias (OPD), Brazil.
$`UBV(RI)_C`$ photometry for most of the selected stars (except in the southern control region) was obtained using FOTRAP (Jablonski et al., 1994) at the 0.60 m telescope of the OPD.
## 3 RESULTS
The main results of these surveys are given in Tables 1 to 4. In these tables we present the possible optical counterparts, the photometric data, our spectral types and the equivalent widths of the Li line $`\lambda `$ 6707.8 Å (W<sub>Li</sub>).
The Li I line, when present in late type stars, can provide a first estimate for the age (Jeffries, 1995), selecting possible PTT, moreover if the H<sub>α</sub> line is in emission or filled-in. In such way we consider young stars those with spectral types between G0 and K2 with W$`{}_{\mathrm{𝐿𝑖}}{}^{}>0.05`$ Å, but for later types just the presence of the Li line will be a sufficient condition. For hotter stars the Li line is not a good discriminator for age (see section 8) and, in general, we will limit our discussion to stars later than F in this paper.
In Tables 5 and 6 we present the kinematical and physical data of the possible young stars of the ER Eri and of the control regions, respectively. The data in italic mean deduced values, taking into account duplicity or estimated ones, for parallaxes and radial velocities, as we will see later. To obtain the Li abundances presented in column 13, we used our modified version of a LTE code kindly made available to us by Monique Spite, of Paris-Meudon Observatory. These Li abundances (and the vsin$`i`$, column 14) were determined by fitting synthetic spectra to the observed ones. In the computation of the synthetic spectra, all the known atomic lines in the range $`\lambda 6702`$ – $`\lambda 6712`$ were taken into account. As the molecular bands are not taken into account, the uncertainties are higher for M type stars. The used stellar atmospheric models are from Gustafsson and collaborators (Edvardsson et al., 1993). For all stars we used $`\mathrm{log}g=4.5`$, microturbulence velocity of 2 km s<sup>-1</sup> and solar abundances. The Li abundance is not very sensitive to gravity and the main source of errors is the inaccuracy of the used effective temperatures (column 11).
In the area around ER Eri (catalog ) there are 19 X-ray sources having possible young stars as counterparts (8 in the inner area). The 4 visual binaries (ERX 22, ERX 33, ERX 37 and ERX 47) <sup>1</sup><sup>1</sup>1For convenience, the stars will be designated in this paper by their entries in Tables 1 to 4. were counted as one entry each and we excluded in this count ER Eri = ERX 24 for reasons we will see below. We included in Table 5 three F stars kinematically similar to the later stars, presenting weak Li line (ERX 19, ERX 35 and ERX 38). Nevertheless, they will be excluded in any statistical consideration.
There is an indication that a young stellar association may exist in the direction of the inner area, as the number of X-ray sources associated with PTT candidates relative to all selected sources with optical counterparts, as explained in section 2, is greater than in all other regions. Actually, it is $``$40% in the inner area, decreasing to $``$25% in the additional region. This latter frequency is similar to the one of the southern control region, decreasing even more in the northern region ($``$10%), as can be seen in Table 8.
The known TWA region may furnish another useful comparison when searching for PTT associations far from clouds. The limits in right ascension and declination for this region were established somewhat larger than the other control regions to include the five known members of the association at the moment of the survey. We observed this region in the same way as the others and detected 9 possible young stars among 23 X-ray selected optical counterparts. Five of them (TRX 9, TRX 11, TRX 12, TRX 18 and TRX 20) are the already known members (de la Reza et al., 1989; Gregorio-Hetem et al., 1992), two (TRX 16 and TRX 21) were independently discovered by Sterzik et al. (1999) and Webb et al. (1999).
The frequency of possible young stars in the known TWA is very similar to the one we found in the inner ER Eri (catalog ) region. Is there a new young association in that part of the sky? To answer this question we used several criteria in order to characterize the young stars of this possible association and to define its true members. These involve their kinematical properties, relative proximity in the sky, ages, X-ray emission, the intensity of Li lines, the behavior of the H<sub>α</sub> line and stellar rotation. In the following we will discuss these different criteria.
## 4 KINEMATICAL PROPERTIES
In Tables 5 and 6 we present in columns 2 to 5 the proper motions, radial velocities and parallaxes of the young stars. Proper motions and parallaxes measured by the Hipparcos satellite are available for 11 of the 23 candidate members of the association around ER Eri (catalog ) and for 6 stars of the control areas. For the other stars the proper motions are from the TYCHO-2 catalogue (Høg et al., 2000) (exceptions: for TRX 12, we used Webb et al. (1999); for ERX 16 and SRX 11, we calculated the proper motions using AC2000 and GSC). Both catalogues are equally accurate (Høg et al., 2000) and the errors are usually less than 4 mas yr<sup>-1</sup>. These translate to tangential velocity errors of $``$1 km s<sup>-1</sup> if the stars are at 50 pc. As proper motions of stars ERX 32 and ERX 53 are not available, they will not be taken into account in kinematical considerations.
We obtained the radial velocities using FEROS or OPD coudé spectra and their errors are similar to those in tangential velocities. We obtained more than one radial velocity for some stars: ERX 4 (3 measurements), ERX 16 (2), ERX 21 (6), ERX 22N (3), ERX 26 (2), ERX 32 (2), ERX 33N (2), ERX 33S (2) and ERX 45 (2). None of these stars presents noticeable variations and we assume also that the others are not spectroscopic binaries (SB). But we found that ER Eri (catalog ) (ERX 24) is a double line SB with an orbital period of 5.9255 days and the radial velocity used in Table 5 is the $`\gamma `$ velocity (9.0 km s<sup>-1</sup>). The analysis of this system showed that ER Eri (catalog ) is a RS CVn type binary at $``$330 pc (Torres et al., 2000) and, although being the bull’s-eye for our search, it has nothing to do with the proposed association. This indicates that some of the other objects classified as “young stars” in this work may be found to be other kinds of active stars when examined in more detail. For ERX 35, a known SB, we used the $`\gamma `$ velocity from Sahade & Hernández (1964). The radial velocities in Table 6 for SRX 8S, a faint optical companion of SRX 8N, and for SRX 28, not measured by us, have been assumed to be 30 km s<sup>-1</sup>, about the mean value for the region. Idem for SRX 18, a double line SB, for which we have only one spectrum. For TRX 10N we used the value of its brighter companion.
To estimate the distances for the stars in the ER Eri (catalog ) region not measured by Hipparcos, we began supposing that they all are in the Zero-Age MS (ZAMS). With the distances thus obtained we computed the space velocity components relative to the Sun, U, V (in the direction of galactic rotation) and W. These initial results are plotted, in the U-V plane, in Figure 1a. As can be visualized in the figure there is a systematic difference between the stars with the reliable parallaxes from Hipparcos (full circles) and the others. The latter are shifted in the direction towards (U, V) = (0, 0). This distribution is highly improbable and it can be explained only if the distances are underestimated. There are two ways to produce this underestimation:
a) Almost all stars not measured by Hipparcos are binaries with similar components. This will increase the luminosities and decrease the derived distances. Even though possible, this is very unlikely as the only difference between the group with higher velocities and that with lower ones lies in the fact that the stars of the former are brighter and, therefore, measured by Hipparcos. This is an obvious contradiction with the hypothesis.
b) The stars not measured by Hipparcos are more luminous than predicted by ZAMS and, of course, younger.
If we assume this much more probable hypothesis (but keeping in mind that for some stars hypothesis (a) may be true) we can obtain kinematical parallaxes by adjusting them so as to minimize the moduli of the velocity vectors centered on the mean vector of the Hipparcos member stars. The space velocity components of the 6 stars with measured parallaxes (and in this particular context we included the F stars to increase the statistical significance) are:
(U, V, W) = ($`8.8\pm 1.3,20.8\pm 1.1,1.4\pm 1.5`$)
These errors are compatible with the very low observational errors for these stars ($``$0.3 km s<sup>-1</sup>), plus an additional scattering of $``$1 km s<sup>-1</sup>, expected for the original velocity dispersion during star formation. After obtaining a first set of kinematical parallaxes, we redefined the central vector including the stars within 2 $`\sigma `$ of the distribution, but excluding now the F stars. We minimized again the moduli, but the changes were small and we stopped the process at this point. The distances and space velocity components obtained in this way are presented in columns 5 to 8 of Table 5 and the new U-V diagram is shown in Figure 1b. There is now a compact core formed by 12 stars, two of them being F stars, ERX 22N and ERX 19. One is a binary, ERX 37, and for it we will take the mean values. The remaining 10 stars have the following mean space velocity components:
(U, V, W) = ($`9.5\pm 1.0,20.9\pm 1.1,2.1\pm 1.9`$)
The rather large $`\sigma `$ in the W velocity is mainly due to the radial velocity of ERX 14. To reduce it to the mean W velocity we would need to reduce the radial velocity by $``$4 km s<sup>-1</sup>. This could be achieved by a large, but not impossible, measurement error or ERX 14 may be a single line SB. Without it we would have W = $`1.6\pm 1.2`$.
These ten stars form the “probable members” of an association which henceforth we will call the “Horologium Association” (HorA), since the majority of the members are in the constellation of the Horologium and we will try to prove that this is a real association.
The next star that might be included in the HorA is ERX 4, at 3.8 $`\sigma `$ of the vector defined by the 10 stars (or 5.9 $`\sigma `$ excluding ERX 14) and we can consider this star, that lies in a corner of the surveyed area, a limit case of possible member. Only a very improbable conjugation of errors could bring its velocity near the mean of the 10 stars. The next one, the F star ERX 35, will be at 10.6 $`\sigma `$ (or 15.5 $`\sigma `$ excluding ERX 14). Even if we include ERX 4, this star will be at 6.8 $`\sigma `$. It is almost impossible that observational errors could bring this or any other selected star to the core of Figure 1b. We “rejected” these stars as members of the association and deduced their parallaxes as if they were on the ZAMS (Table 5). We call “possible members”, in addition to ERX 4, the F stars in the core and the stars ERX 32 and ERX 53, with unknown proper motions but physically not rejectable. For reasons presented in section 6, we classified the star ERX 37N as possible member. (The star ERX 24, or ER Eri, is retained in this table as a “rejected young star”, in spite of being older, for comparison to other possible mismatched cases).
The space velocity components obtained for the HorA are similar to those of the complex for the Local Association
(U, V, W) = ($`11.6,20.7,10.5`$)
represented by the Pleiades and the $`\alpha `$ Per groups, with ages between 20 and 150 Myr (Montes et al., 1999). Jeffries (1995) has previously noted such similarity between the kinematics of Li rich active late type stars and the Local Association. But for the HorA the scattering of space velocities and the modulus of W are lower than the values of the Local Association. In this sense, these values are distinct from any of the young Pleiades subgroups found by Asiain et al. (1999).
In columns 6 to 8 of Table 6 we give the space velocity components relative to the Sun for the control regions. To estimate parallaxes of the stars not in the Hipparcos catalogue of the northern and southern control areas and of the non-members of the TWA, we suppose they are on the ZAMS. For the TWA, we obtain kinematical parallaxes for the three stars with known proper motions in the same way as for the HorA, using as a mean vector the velocities of TRX 9 and TRX 18. With these five members the distance of the TWA is 45 pc. Of course, a better estimation would be obtained using also the proposed members outside our surveyed area, but there is no published complete set of data for none of them. Anyway, the distances obtained here are in agreement with Kastner et al. (1997). (TWA 9 has a Hipparcos parallax of 19.9 mas, near our mean distance for the TWA.) The space velocity components obtained from these five stars are:
(U, V, W) = ($`11.7\pm 1.0,19.5\pm 1.5,4.7\pm 0.7`$)
They are close to those of the HorA.
For the control regions (Table 6), there is a concentration in the U-V plane at about ($`8`$, $`28`$) for five stars in the southern region. Do these young stars form another distinct physical association? Only SRX 1 and SRX 6 have trigonometric parallaxes - they seem mutually related - and we can use as a mean vector their velocities. But the obtained kinematical parallaxes for the stars SRX 22, SRX 18 and SRX 28 would place them below the MS. Actually, the last two stars would fall far below the MS. Put in another way, their distances and the scattering in space velocities would increase if they were younger. The result for SRX 11 is almost the same as if it were on the MS. Thus, the entries in Table 6 represent the best we can do for this region. Therefore, this concentration has discrepant parallaxes, a scattering in W velocities of 4 km s<sup>-1</sup> and an age near the ZAMS, rejecting it as a possible association.
Two possibilities arise: either the concentration in the U-V plane is produced by a statistical fluctuation, as it seems the case for the southern control region, or it is the result of a real association, as for the TWA region. A fluctuation is not as improbable as it might appear at first glance since, all stars being young, they have space velocity components resembling those of the Local Association. Nevertheless, a real association must have a set of other characteristics alike and that is the case for the HorA, as we will show below.
Another way to test if the found concentration is a distinct one is to confront it with the more homogeneous sample formed by the Hipparcos catalogue. In Figure 2 we have plotted all stars measured by Hipparcos (excluding those that are probable or possible members of Table 5), with distances smaller than 90 pc in the same area of the sky of the HorA. To compute space velocity components, we adopted for all stars an artificial radial velocity of 12 km s<sup>-1</sup> (close to the mean of the proposed association). In this way, the dispersion of space velocities is somewhat reduced. There is no concentration anywhere in Figure 2, even at the position of HorA velocity components. This is what may be expected if the HorA is real, formed by young active objects with constrained kinematics, and not a general behavior of the stars in the solar neighborhood. There are six other stars near the core of the HorA velocity distribution and, as they could be its non-active members, we got them together in Table 7. All have spectral types earlier than F6, as expected if they were the more massive and non X-ray emitting stars of the HorA. The hotter one is Achernar (catalog ) (HD 10144 (catalog )), a well known Be star, already leaving the MS, whose evolutive age is similar to that of the proposed association. If we use the radial velocity given in SIMBAD, its space velocity components are near those of the proposed association ($``$6.1, $``$24.2, $``$6.3) (A in Fig. 1).
## 5 APPEARANCE IN THE SKY
In Figure 3 we show a map of the selected X-ray sources in the $`20\mathrm{°}\times 25\mathrm{°}`$ ER Eri (catalog ) region. The sources not associated with young objects are evenly distributed. The young stars not belonging to the HorA are also almost evenly distributed (we attributed the lack of stars at lower right ascensions to their small number). The probable and possible members of the HorA seem more assembled to the center.
It is yet difficult to be sure about the boundaries of the HorA, but towards the North there is a lack of members for at least $`7\mathrm{°}`$. This northern strip may be converted into one more control region. In this region, of the 20 observed plus 4 bright stars, less than 10% may be young. (Now and hereafter in this section, we will consider only stars later than F, binaries taken as one star.) The stars in this northern strip in Table 5 are marked with asterisks. Defining a posteriori the declination limits of the HorA region in the same way as we did for the TWA region (that is, $`66\mathrm{°}<\delta <52\mathrm{°}`$), it contains 33 selected X-ray sources and 5 bright stars not observed, 16 being young stars (42%), 13 of them probable or possible members of the HorA. This is a 270 square degrees area and the density of selected X-ray sources is 0.14 stars per square degree, being 0.06 for all young stars and 0.05 for the proposed members of the HorA (that is, possible and probable non-F stars).
Similarly, in the selected 182 square degrees TWA region, the densities of selected X-ray sources, young stars and members of the association are, respectively, 0.13, 0.05 and 0.04. In the northern strip (174 square degrees) and in the northern and southern control regions the densities of X-ray selected sources and young stars are, respectively, 0.14 and 0.01; 0.23 and 0.02; 0.33 and 0.08. The density of X-ray sources in the southern region is much higher than in all other regions and this explains its higher density of young stars. There is no obvious explanation for such excess as the young stars of this region seems not to be physically related. It is possible that this larger density in the southern region reflects only a preferential exploration of the ecliptic poles by the ROSAT satellite. Taking this higher X-ray density into account, the HorA is the densest region, slightly denser than the inner TWA. (The statistics of the several classes of selected X-ray sources of the observed regions - or sub-regions - are summarized in Table 8.)
Considering only the members of both associations, the density of the HorA is higher than that of the TWA (0.05 to 0.038). It should be noted that two of the stars found by Webb et al. (1999) in the TWA, that are not in our surveyed region, are very near our boundaries. But three others are far from the center of the TWA, two of them being $``$$`10\mathrm{°}`$ from its apparent border. This shows how difficult it is to be sure about the limits of the HorA. The list of the proposed candidates of the TWA outside our surveyed area (Webb et al., 1999; Sterzik et al., 1999) is presented in Table 9 with our measured photometric data (except for the bright star HR 4796 (catalog )).
The membership in the TWA is easier to establish due to its younger age. Even if its boundaries are not yet known, it is very improbable that it extends all over the sky as there is no star so young in any other of our surveyed areas. For the HorA this is more difficult to settle on as the stars may be rather similar to Local Association stars. Nevertheless, looking at the space motions in the control regions, only NRX 1 could be considered as a possible, but not probable, member of the HorA. (The members of the TWA, as noted before, have space motions not far from those of the HorA).
Using only the stars with known trigonometric parallaxes, the distance of the HorA would be $`46\pm 5`$ pc. The mean distance, using also the kinematical parallaxes, is $``$60 pc. The distance, based on Hipparcos, is an underestimation, as it measures only the brighter, that means nearer, members. ERX 8, the faintest member directly measured by Hipparcos, and also the reddest one, is of visual magnitude 9. The kinematical parallaxes give a dispersed association, $``$50 pc in diameter. If we suppose that the original velocity dispersion during star formation is equal to the average modulus of the velocity vectors ( $``$1.8 km s<sup>-1</sup>), obtained as explained in section 4, the size of the HorA would be, again, $``$50 pc after 30 Myr. This size, at $``$60 pc, implies that the true angular extent of the HorA could be $`50\mathrm{°}`$, much larger than our observed region. In this case, many other young objects may be missing in our survey. A possible one is AB Dor (catalog ), whose space velocity components ($`8.5`$, $`25`$ and $`14.6`$) are not far from those of the HorA. Even though the W velocity is nearer to that of the Local Association, the ratio $`\mathrm{log}(F_x/F_b)=3.0`$ and the age of 30 Myr (Collier Cameron & Foing, 1997) are similar to those of the HorA. A more extended survey is necessary to decide about such kind of possibility.
The parallaxes for the stars of the TWA give a diameter of $``$20 pc. Taking into account an age of $``$10 Myr (Soderblom et al., 1998; Webb et al., 1999), this would imply an original velocity dispersion similar to the one we found for the HorA. If spherical, this diameter results in an angular extent of $`25\mathrm{°}`$, which is the size needed to embrace all the members found by Webb et al. (1999).
## 6 AGES AND STELLAR MASSES
An approach to the evolutionary state of the HorA can be made using a diagram of absolute magnitude M<sub>V</sub> versus (B V). When calculating absolute magnitudes, no correction for interstellar extinction was applied as these stars are nearby and are not IRAS sources. Actually, the possible member ERX 19, a F type star, is a very weak IRAS source, detected only in 12 $`\mathrm{\mu m}`$, 0.24 J, near the detection limit. Two other stars in Table 5 are associated with weak IRAS sources, ERX 35 and ERX 38, but they do not belong to the HorA. In all these cases the IRAS fluxes come from the stellar photospheres and from here on we will consider that there are no IRAS sources in the association.
In Figure 4 we present the M<sub>V</sub> versus (B V) diagram, its respective isochrones and evolutionary paths for some stellar masses calculated by Siess et al. (1997). The proposed members not measured by Hipparcos had their parallaxes estimated kinematically as explained in section 4. As almost all probable members are near the isochrone of 30 Myr, the two stars without proper motions, ERX 32 and ERX 53, had their distances estimated supposing they are on this isochrone.
Although the distances of the majority of the stars of the HorA were obtained only from kinematical considerations, they have a small scattering in the evolutive diagram as almost all are on the isochrone of 30 Myr, as expected for a young association. This is very unlikely to result by chance alone and we propose this as a first approximation for the age of the HorA.
Approximate stellar masses can be obtained by direct comparison with the positions of the stars in Figure 4 with respect to the stellar evolution paths. The mass distribution function has a maximum around 0.7 – 0.9 M. There are some differences between this mass distribution and that of the other young stars in the control regions. The HorA stars are nearer and less massive objects than the other young field stars and more massive than those of the TWA. That is, most of the HorA members are K type stars at distances from 40 to 80 pc whereas most of the young field stars are G type stars at 50 to 100 pc and the TWA members are late K or M type stars. Where are the M stars of the HorA and the young K-M stars of the control regions? Probably beyond our observational limit of 13 mag. As we established this limit using GSC (that is, B magnitude $``$13), our limit for redder stars is V $``$ 12. For B V= 1.0 on the ZAMS, this will represent stars beyond 100 pc and for B V= 1.5, with an age of 30 Myr, stars beyond 30 pc. The few young K type field stars detected indicate that they are more Li depleted than those of the HorA. Depletion makes the Li line more difficult to be detected and, in fact, some stars with a dubious Li line in the B&C spectra present W<sub>Li</sub> values between 0.05 and 0.1 Å when observed with FEROS. As the stars of the TWA are younger, the M stars are intrinsically brighter and less Li depleted, being then easier to detect. We interpret these mass distributions as another indication that the age of the HorA is between that of the TWA and the young field stars. In any way, there seems to be a lack of G and early K type stars in the TWA.
This may be not the only difference between the TWA and the HorA. In the TWA most of the stars are binaries (Webb et al., 1999) and they are very few in the HorA. In fact, with the instruments used, we are unable to detect close visual binaries in the HorA - ERX 22 and ERX 37 being very wide. The primary of ERX 37, lying above the 30 Myr isochrone, is a candidate to be investigated for duplicity. As the other stars are on the isochrone (except for ERX 16, see below), any eventual secondary must have a very large luminosity difference. We have very few radial velocity measurements to detect single line SB. Nevertheless, at the sky position of the HorA, the radial velocity is mainly in the W direction. Even if, in general, we have not measured the stars more than once, the slightly larger scattering in the W velocity, obtained in section 4, shows there is only a small possibility that some of these stars are SB. The best candidate is ERX 14. For the TWA we can compare the observations of this survey to those of the PDS and, at least, there is one SB - TRX 20 (PDS 55 (catalog )). Double line SB might be detected in only one exposure and we found five previously unknown SB (see Tables 1, 2 and 3), but none is a proposed member of the HorA.
Even considering this limited information we have an indication that the frequency of binaries in the HorA is less than in the TWA. The existence of some yet undetected binaries may decrease the scattering in the evolutive diagram even more.
### 6.1 Comments on some objects
Some of the objects in Figure 4 deserve detailed comments:
#### ERX 4
(CPD $``$64 120 (catalog )): This star is in the lower right corner of Figure 3 and has discordant space motions. It lies on the ZAMS and this may be another reason to exclude it as proposed member of the HorA. But, as its parallax was determined kinematically, the accidental errors that would conspire against suitable space velocity components could also underestimate the distance. We have observed thrice for radial velocity with similar values. It presents large variations in H<sub>α</sub> \- from absorption to a small emission. Thus, we keep ERX 4 as a limit case of membership.
#### ERX 14
(GSC 8047-0232 (catalog )): The probable member with the large discordant W. Its position in the evolutive diagram is compatible with the supposition that it may be a single line SB. We have only one radial velocity observation of this star.
#### ERX 16
(CD $``$53 386 (catalog )): It is the only probable member having a discrepant position in the evolutive diagram, and, besides, this is the only star in Table 5 without TYCHO-2 proper motions. Nevertheless, to check our proper motions, we used also the PPM and the USNO-A2, without any appreciable difference. For its absolute magnitude to be compatible with the age of 30 Myr, the distance should be $``$80 pc. This would result in (U,V,W) = -6.2, -16.8, -5.1. Even not giving a perfect fit to the kinematics or age test to belong to the HorA, it is still close enough to keep it as probable member.
#### ERX 22
(HD 13246 (catalog )): The stars of this system are separated by $`52.76\mathrm{}`$ but whereas star ERX 22N was not directly measured by Hipparcos, TYCHO-2 gives very similar proper motions and Torres (1986) has not found changes in their relative position since 1919, indicating that both stars constitute a physical pair separated by 2380 AU. Therefore, the parallax of ERX 22N was taken as being equal to that of the primary.
#### ERX 33
(HD 16699 (catalog )): This visual binary has been detected as such by Hipparcos, with a separation of $`8.74\mathrm{}`$, and our identical measured values of the radial velocities confirm it as a physical system. ERX 33S seems younger than the HorA by its position in the evolutive diagram. The spectrum of the primary (ERX 33N) has a cooler system of lines superimposed (like a late G or early K star) and Cutispoto et al. (1999) explain it by a close visual binary. (Actually, the USNO-A2 has two stars - the same? - in the field, of 11.5 mag., but they hardly could be the faint component.) Cutispoto et al. (1999) measured also the vsin$`i`$ of this system and found almost the reverse of our values. One possibility is that ERX 33S is a double line SB too, not resolved in both works. This could explain the positions in the evolutive diagram not in good agreement for coeval stars and, in this case, more compatible with an age similar to that of the HorA. Anyway, these stars should not be considered members of the HorA due to their space velocities.
#### ERX 37
(CD $``$53 544 (catalog )): This system had already been proposed by Jeffries et al. (1996) as an isolated pair of PTT. The separation is about $`22\mathrm{}`$ and both stars are X-ray sources, the hotter one (ERX 37S) having a stronger flux, compatible with its larger vsin$`i`$ (80 km s<sup>-1</sup>) - one of the highest for this association. Our radial velocities are similar for both stars, as also found by Jeffries et al. (1996), indicating that they could form a physical pair. The main problem is the large difference in Li abundance between the components. One possible explanation is that ERX 37N may be a field dMe star and the stars would not form a physical pair, only ERX 37S being member of the HorA. Nevertheless, if ERX 37N has an age of 30 Myrs, it would be at the same distance as the kinematical one obtained for ERX 37S, and this can hardly be accepted as being due to chance. Another possibility, adopted by Jeffries et al. (1996), takes into account a proposed dependence of Li depletion with rotation. Our measured low Li abundance ($``$1.2) for the slow rotator ERX 37N is in the direction of such proposal. Cautiously, we will consider ERX 37N as only a possible member of this association. ERX 37S is above the 30 Myr isochrone and this discrepant position could be an indication for duplicity.
#### ERX 32 and ERX 53
(GSC 8056-0432 (catalog ) and GSC 8499-0304 (catalog )): The distances for these stars are estimated supposing they are on the isochrone of 30 Myr, as they have no measured proper motions. But they appear to be members of the HorA for their large X-ray fluxes and large W<sub>Li</sub>, as we will see in the following sections. Actually, the W<sub>Li</sub> for ERX 32 seems very high compared to the depletion expected for a M3 star, but its vsin$`i`$ is also high for this spectral type.
## 7 X-RAY FLUXES AND ROTATION
In column 10 of Tables 5 and 6 we present the ratios of X-ray fluxes to total luminosities, following the procedure of Jensen et al. (1998) to obtain the actual X-ray fluxes. In double systems we suppose that the X-ray fluxes are equally contributed by both components (except for ERX 37, for which we used the individual X-ray fluxes from Jeffries et al. (1996)). The values for the probable and possible members are high and compatible with those expected for PMS stars (Damiani et al., 1995) \- except for the F stars ERX 19 and ERX 22S - and they are near the empirical saturation level for the Pleiades age (Kastner et al., 1997). In fact, the mean ratio $`\mathrm{log}(F_x/F_b)`$ for the probable members ($`3.2\pm 0.2`$) is compatible with the evolutionary age (Kastner et al., 1997) and similar to that we obtained for the TWA ($`3.0\pm 0.3`$). Only half of the young field stars have such high values.
Among the probable or possible members of the HorA, there are five stars with vsin$`i`$ $`>`$ 30 km s<sup>-1</sup> and four among young field stars: one in the northern strip, ERX 26, two in the border of the HorA region, ERX 50 and ERX 54, and one SB, SRX 18. There is also one star in the TWA, a SB too, TRX 20.
The $`\mathrm{log}(F_x/F_b)`$ values for the probable and possible members of the HorA, excluding F stars, are weakly correlated to vsin$`i`$ (R = 0.64). Although this is expected if rotation is one of the main physical causes of the X-ray emission in late type stars, even this weak correlation is not easily obtained since differences in stellar inclinations and evolutionary stages smear out the correlations for non-coeval stars. In fact, there is nothing like that for the young field stars. As almost all measured stars of the TWA present small vsin$`i`$ it is impossible to draw any conclusion for this association.
The rotation of ER Eri (catalog ) shows that, if this star is synchronised, Rsin$`i`$ = 4.4 R, which is incompatible with a WTT. Actually we found that this star is a RS CVn type system (Torres et al., 2000) at 330 pc and it was only by a very good luck that we found the HorA taking it as the bull’s eye of our search.
## 8 LITHIUM AND H<sub>α</sub> LINES
Because PTT are in an intermediate evolutionary stage between CTT or young WTT and active MS stars, genuine PTT are expected to have a peculiar H<sub>α</sub> behavior (Pallavicini et al., 1992). Actually, the W of the members of the HorA behave in a monotonic mode with respect to temperature, with fill-in at B V$``$ 0.9 and in emission for later type stars. For the young field stars there is more scattering, but the different distributions of stellar temperatures between both samples makes a detailed comparison difficult.
One of the best confirmations of the PTT nature of the stars, whose membership to the HorA was established by their space motions, comes from the Li lines. Martín (1997), comparing the behavior of the W<sub>Li</sub> with temperature for a sample of CTT and stars of some young clusters, including the Pleiades, finds a gap (the PTT-gap) for stars cooler than 5250 K, between the high W<sub>Li</sub> formed by CTT and the lower W<sub>Li</sub> formed by young MS stars belonging to the Local Association. A similar conclusion is obtained by Jeffries (1995). The Li abundance is not a good criterium to discriminate PTT above the cutoff at T<sub>eff</sub> = 5250 K, as there is almost no Li depletion in hotter stars.
The W<sub>Li</sub> of the stars of the HorA are mainly in the lower edge of the PTT-gap (Fig. 5). The figure shows that the HorA is younger than the youngest open clusters of the Local Association plotted by Martín (1997) and Jeffries (1995). The two stars of the HorA with W<sub>Li</sub> similar to the ones of the young field stars have the smallest vsin$`i`$.
Ten young field stars are cooler than the cutoff in temperature, but only two of them may be younger than the Local Association: SRX 8S and TRX 10N. The latter seems a physical binary whose primary has a W<sub>Li</sub> normal for a young star of its temperature, whereas the weak value of the secondary was obtained from a low resolution spectrum and is of low quality, making it a poor candidate for PTT. SRX 8S, the optical companion of the brighter SRX 8N, had its W<sub>Li</sub> measured also on a low resolution spectrum. Its W indicates some filling-in, but as it is very near the temperature cutoff, it is not a good PTT candidate too.
The stars of the TWA are on the upper edge of the PTT-gap, and some of its members are similar to CTT or WTT. The gap between the TWA and the HorA stars in Figure 5 indicates the amount of Li depletion in $``$20 Myr.
## 9 DISCUSSION
In view of all the above arguments, we can conclude that there is, in the direction of the star ER Eri (catalog ), an association of very young stars, younger than the majority of the groups of the Local Association and older than the TWA, characterized by the space motions and with properties that we have not found in other parts of the sky. We named it the “Horologium Association”. Its isolation from clouds is quite remarkable. Even if there are some dispersed infrared cirrus at a few degrees from its center (Désert et al., 1988), the nearest clouds are at $`25\mathrm{°}`$ from it. Moreover, these are CO translucent clouds, where there is no evidence for star formation (Magnani et al., 1996; Caillault et al., 1995). In any case, considering the proposed age for this association ($``$30 Myr), it is hopeless trying to find its birth place.
It is also interesting to note that contrary to the TWA, which is formed by a mixture of a few CTT as TW Hya (catalog ) itself and a larger number of PTT, the HorA is formed only by PTT where none of them is an IRAS source, indicating the absence of dusty accretion disks. This suggests that, at their advanced evolutionary stage, the circumstellar disks have been dissipated or agglomerated into planetesimals and, therefore, the HorA can give an upper limit for the lifetime of the disks. Jayawardhana et al. (1999b) discussed the problem raised by the existence of some isolated CTT having active disks in the TWA, as TW Hya (catalog ) itself. There is also the case of the visual binary PDS 50 (catalog ) in the same cluster, where the component B could be evolving from a CTT to WTT stage (Jayawardhana et al., 1999a). We suppose that the TWA will evolve into the HorA stage and that the disks around their CTT will loose the IRAS properties in a time scale of less than 30 Myr. Considering that the majority of objects in the TWA are WTT, the few CTT would be in their last stages of activity. The transformation of the disks would consist in converting their dust into pre-planetary material. Quite recently Kürster et al. (1999) have detected a planet of 2.2 Jupiter masses in an Earth-like orbit (320 days) around the star $`\iota `$Hor (catalog ) (ERX 38), one of the rejected members in Table 5. As this star seems not to belong to the HorA, we could not use the age of this association to get a better idea of the time scale of the formation of a planet around a young star. On the other hand, Barrado y Navascués et al. (1999) propose that the protoplanetary disk of $`\beta `$ Pic (catalog ) has only 20 Myr, less than the age of the HorA. Probably there is no universal time scale for the apparition of planets, that should depend on the properties of the accreting disk.
## 10 CONCLUSIONS
Exploring a region of about $`20\mathrm{°}\times 25\mathrm{°}`$ around the high galactic latitude ($`b=59\mathrm{°}`$) active star ER Eri (catalog ), previously classified as a WTT (Gregorio-Hetem et al., 1992; Torres, 1998), we found evidences of a new association, the “Horologium Association”, formed mainly by bona fide low mass ($``$0.8 M) PTT. Its probable and possible members are marked with asterisks in Table 1 and are discriminated in Table 5. Possible hot members are presented in Table 7. ER Eri (catalog ) itself was found to be a background RS CVn-like system. Since we found no low mass PTT in the two control areas, as can be seen in Figure 5, we believe that HorA-like stellar groups are not numerous in the solar vicinity, indicating a non constant rate of star formation in the last 100 Myr. This new association is presently represented by at least 10 members (Table 5), having an age of $``$30 Myr and is older than the isolated TWA, with an age of approximately 10 Myr. Until now there are no detected binaries in the HorA (stars ERX 22N and ERX 22S have a separation of 2380 AU and should be considered as common proper motion stars). If confirmed, this marked difference with the TWA must be due to different intrinsic conditions of star formation of these two associations. The HorA is even more isolated from clouds than the TWA and, in any case, we can expect that its original cloud could have dissipated in less than 30 Myr.
The distances of the stars in the HorA cover an interval from nearly 40 to about 90 pc (at a mean distance of $``$60 pc) giving a diameter of $``$50 pc, compatible with the size produced after 30 Myr by an initial velocity dispersion of $``$1.8 km s<sup>-1</sup>. If this size is the same in angular extent, it surpasses the surveyed region and could contain many other members, such as the interesting young star AB Dor (catalog ). In the surveyed region there may be hotter members, that are not X-ray sources, (for example, the nearby Be star Achernar (catalog )) having similar ages, distances and space motions. If this is the case, the HorA could be the remnant of an old OB association, but, due to the kinematical errors, there is little hope to localize its birth place.
The space velocity components of the HorA are near but distinct from those of the Local Association. In fact, in all surveyed regions we found young field stars, possible members of the Local Association, with a compatible Li depletion. But, for its well defined kinematics, physical properties, Li abundances and restricted location in the sky, the HorA can be distinguished from these stars, resembling more the general behavior of the TWA.
Considering the observational limitations, as that of the magnitude limit of the Hipparcos measurements, we are aware of the challenge that represents the detection of a coeval moving group of stars with an age around 30 Myrs. To arrive at this, we examine several requirements that characterize a young stellar association. If no one of them, isolated, is completely sufficient, none of them are mutually contradictory and all together practically create the necessary condition for the establishment of the HorA as a real nearby association. Following Chereul et al. (1998) and considering that large moving groups, more commonly known as Eggen’s superclusters, are not real clusters but are formed by a chance coincidence of smaller coeval streams, we can conceive the HorA as one small, coeval structure in the Pleiades supercluster. But its overall characteristics are distinct from those of the young Pleiades subgroups found by Asiain et al. (1999). In any case, the HorA may be one of the last episodes of star formation of the Local Association and could be useful to understand better its fine structure.
We thank L. Siess for providing the theoretical evolutive diagram used in this work. Drs. S. Frinck, B. Reipurth, G. Cutispoto, A. Andrei and N. Drake for instructive discussions. L. da Silva thanks ESO for the data reduction facilities. The suggestions and careful analysis of an anonymous referee contributed substantially in the improvement of this paper. We thank also the Centre de Données Astronomiques de Strasbourg (CDS) and NASA for the use of their electronic facilities, specially SIMBAD and ADS. This work was partially supported by the CNPq, grants to L da Silva and R. de la Reza, processes 200580/97 and 301375/86, respectively.
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# Effective action for the order parameter of the deconfinement transition of Yang-Mills theories
## 1 Introduction
As a prelude to a truly nonperturbative evaluation of the effective action of Yang-Mills theory, the one-loop effective action with all-order couplings to a specific background may provide a first glance at the up to now unknown ground state of the theory. Since the problem of confinement is supposed to be intimately related to the quest for the ground state, it is elucidating to investigate the response of several “confining vacuum candidates” on quantum fluctuations – even in a perturbative approximation. In this spirit, e.g., the famous Savvidy model , which favors a covariant constant magnetic field as ground state, has given rise to much speculation on the nature of the vacuum.
Since a useful description of confinement and the ground state should also exhibit the limits of their formation, it is natural to perform a study at finite temperature where a transition to a deconfined phase is expected (as is observed on the lattice). An order parameter for the deconfinement phase transition in pure gauge theory is given by the Polyakov loop , i.e., a Wilson line closing around the compactified Euclidean time direction:
$$L(x)=\frac{1}{N_\text{c}}\text{tr}\text{T}\mathrm{exp}\left(\text{i}g\underset{0}{\overset{\beta }{}}𝑑x_0𝖠_0(x_0,x)\right),$$
(1)
where the period $`\beta =1/T`$ is identified with the inverse temperature of the ensemble in which the expectation value of $`L`$ is evaluated. T denotes time ordering, $`N_\text{c}`$ the number of colors, and $`𝖠_0`$ is the time component of the gauge field. The negative logarithm of the Polyakov loop expectation value can be interpreted as the free energy of a single static color source living in the fundamental representation of the gauge group . In this sense, an infinite free energy associated with confinement is indicated as $`L0`$, whereas $`L0`$ signals deconfinement.
Moreover, $`L`$ measures whether center symmetry, a discrete symmetry of Yang-Mills theory, is realized by the ensemble under consideration . Gauge transformations which differ at $`x_0=0`$ and $`x_0=\beta `$ by a center element of the gauge group change $`L`$ by a phase $`\text{e}^{2\pi \text{i}n/N_\text{c}}`$, $`n`$ integer (but leave the action invariant); this implies that a center-symmetric ground state automatically ensures $`L=0`$, whereas deconfinement $`L0`$ is related to the breaking of this symmetry.
Therefore, the effective action governing the behavior of $`L`$ is of utmost importance, because it determines the state of the theory at a given set of parameters, such as temperature, fields, etc. While this scenario has successfully been established in lattice formulations , several perturbative continuum investigations have led to various results. In the continuum, it is convenient to work with the “Polyakov gauge”, which rotates the zeroth component $`𝖠_0`$ of the gauge field into the Cartan subalgebra of SU($`N_\text{c}`$), $`𝖠_0A_0`$ (cf. Eq. (2) below); furthermore, the condition $`_0A_0=0`$ is imposed. Then, if the $`A_0`$ ground state of the system is known, $`L`$ can immediately be read off from Eq. (1), which suggests calculating the effective action of an time-independent $`A_0`$ background field.
Several one-loop calculations exist in the literature: considering a pure constant $`A_0`$ background, Weiss obtained an effective potential for the Polyakov loop preferring only the center-asymmetric ground states, i.e., the deconfined phase (see Eq. (40) below). Combining the Savvidy model of a covariant constant magnetic background field with the Polyakov loop background $`A_0`$, Starinets, Vshivtsev and Zhukovskii as well as Meisinger and Ogilvie were able to demonstrate the existence of a confining center symmetric minimum for $`L`$ at low temperature with a transition to the broken, i.e., deconfined phase for increasing temperature. However, this model still suffers from the instabilities caused by the gluon spin coupling to the magnetic field , a problem also plaguing the Savvidy model , although an additional $`A_0`$ background can in principle remove the problematic tachyonic mode in the gluon propagator for certain values of $`gA_0`$ and $`T`$. Perhaps the most promising approach was explored by Engelhardt and Reinhardt , who considered a spatially varying $`A_0`$ field and evaluated the effective action for $`A_0`$ in a gradient expansion to second order in the derivatives. The resulting action exhibits both phases, confinement and deconfinement, depending on the value of the temperature; in particular at low temperature, the spatial fluctuations of the Polyakov loop lower the action when fluctuating around the center symmetric (confining) phase. The main drawback of this model is its nonrenormalizability. An explicit cutoff dependence remains; gauge and Lorentz invariance have been broken explicitly during the calculation. Nevertheless, the main lesson to be learned is that spatial variations of the Polyakov loop have to be taken into account while searching for an effective potential of the order parameter for the deconfinement phase transition.
The present work is devoted to an investigation of the Polyakov loop potential partly in the spirit of ; however, the treatment of the quantum fluctuations, the calculational techniques, and finally the results are quite different. In particular, we employ the background field method to keep track of the symmetries of the functional integral . Unfortunately, the results are not as promising as those found in , since the simple picture for the deconfinement phase transition is not visible in the most stringent version of the model.
The paper is organized as follows: in Sec. 2, we define the model, clarify our notations, and perform a first analysis of possible scenarios. Section 3 outlines the calculation of the effective action to one loop using the proper-time method, particularly emphasizing the subtleties of the present problem; we work in $`d4`$ dimensions with gauge group SU($`N_\text{c}`$). The implications of our results are discussed in Sec. 4 for SU(2); therein it is pointed out that the main features of the model depend strongly on the treatment of the infrared sector. Section 5 briefly demonstrates the latter point by introducing an additional infrared scale “by hand” (gluon mass), which changes the properties of the model drastically, now exhibiting a confining phase. We finally comment on our findings in Sec. 6.
One last word of caution: it is obvious from the very beginning that the one-loop approximation performed here is hardly appropriate for dealing with the strongly coupled gauge systems under consideration. In fact, the results presented below mostly represent an extreme extrapolation of perturbation theory to extraordinary large values of the coupling constant $`g`$ without any reasonable justification. Nevertheless, besides being interesting in its own right, the model can serve as a starting point for more involved investigations. E.g., the renormalization group flow of the true effective action will coincide with the perturbative action at large momentum scales; hence, a detailed knowledge of the perturbative regime will be of use for checking nonperturbative solutions. Moreover, some of the technical results of the present calculation such as the form of the gluon propagator in a fluctuating $`A_0`$ background will be expedient for other problems as well.
## 2 The Model
The essence of the model under consideration is determined by the choice of the background field, which is treated as a classical field subject to thermal and quantum fluctuations. At the very beginning, we confine ourselves to quasi-abelian background fields, pointing into a fixed direction $`n^a`$ in color space:
$$𝖠_\mu :=A_\mu ^aT^a=:A_\mu n^aT^a,n^2=1,$$
(2)
where $`(T^a)^{bc}\text{i}f^{abc}`$ denote the hermitean generators of the gauge group SU($`N_\text{c}`$) in the adjoint representation.
Now we are aiming at a derivative expansion in the time-like component<sup>1</sup><sup>1</sup>1The spatially varying $`A_0`$ field giving rise to an electric field appears to conflict with the assumption of thermal equilibrium, which is inherent in the Matsubara formalism used below; this is because electric fields tend to separate (fundamental) color charges, moving the system away from equilibrium. However, we adopt the viewpoint that the here-considered vacuum model characterizes only a few features of the true vacuum; the latter actually includes quark and magnetic gluon condensates (and higher cumulants) which altogether are in equilibrium. Beyond this, we expect the present approximation to hold for sufficiently weak electric fields, keeping the system close to equilibrium. Therefore, the expansion in the electric field performed below is consistent with (almost) thermal equilibrium. of $`A_\mu `$; such an expansion is usually justified by demanding that the derivatives be smaller than the characteristic mass scale of the theory. However, in the present case, there is no initial mass scale, since the fluctuating particles, gluons and ghosts, are massless. In fact, it turns out to be impossible to establish a unique derivative expansion for the (inverse) gluon propagator by a simple counting of derivatives; this is because a typical expansion generates terms $`\frac{1}{|_iA_0|}`$, acting like a mass scale for the higher derivative terms. Therefore, we propose a different expansion scheme that is guided by the residual quasi-abelian gauge symmetry, which still holds for the background field.
The model is further specified by assuming that there are no magnetic field components in the rest frame of the heat bath; the latter is characterized by its 4-velocity vector $`u^\mu `$. Therefore, there are only two independent (quasi-abelian) gauge invariants:
$`𝐄^2`$ $`=`$ $`{\displaystyle \frac{1}{2}}F_{\mu \nu }F_{\mu \nu }F_{\mu \alpha }u_\alpha F_{\mu \beta }u_\beta `$
$`\overline{A}_u`$ $`:=`$ $`{\displaystyle \frac{1}{\beta }}{\displaystyle \underset{0}{\overset{\beta }{}}}𝑑\tau A_u(x^\mu +\tau u^\mu ),A_u:=A_\mu u_\mu .`$ (3)
Here we work in Euclidean finite-temperature space $`R^{d1}\times S^1`$, and $`F_{\mu \nu }`$ denotes the quasi-abelian field strength of the background field. In the heat-bath rest frame, we simply have $`u^\mu =(1,\mathrm{𝟎})`$, so that $`A_uA_0`$. The quantity $`\overline{A}_u`$ is invariant under quasi-abelian gauge transformations , since these transformations are restricted to be periodic in the compactified time direction. (For the complete gauge group, $`\overline{A}_u`$ can be modified by a gauge transformation that differs at $`x_0=0`$ and $`x_0=\beta `$ by a center element, e.g., $`\overline{A}_u\frac{2\pi T}{g}\overline{A}_u`$ for SU(2) modulo Weyl transformations.)
If we now perform a derivative expansion in the electric field $`𝐄`$, we will obtain an effective action of the form $`\mathrm{\Gamma }=f(\overline{A}_u)+g(\overline{A}_u)E^2+𝒪(E^4,E^2E)`$, ($`E|𝐄|`$, $`f,g`$ to be determined) for reasons of gauge invariance. The indicated higher-order terms are at least of fourth order in $`A`$ and will be omitted in the following.
Now, the crucial observation is that there exists a unique choice of gauge for the background field that (i) satisfies the Polyakov gauge condition $`_0A_0=0`$ in order to ensure the correspondence between $`A_0`$ and $`L`$, and (ii) establishes a one-to-one correspondence between $`𝐄`$ and $`A_0`$, so that an expansion in $`𝐄`$ can be rated as a derivative expansion in $`A_0`$ (from now on, we work in the heat-bath rest frame where $`A_0A_u`$):
$$A_0(x)=a_0(xx^{})_iE_iE_i=_iA_0(x),$$
(4)
where $`a_0`$ and $`E_i`$ are considered as constant, and $`x^{}`$ is an arbitrary constant vector which can be set equal to zero. This gauge can be viewed as a combination of Polyakov and Schwinger-Fock gauge; the background field considered here lies exactly where the gauge conditions overlap. We remark that this is no longer true for higher derivative terms. The final task is to integrate out the thermal and quantum fluctuations in the background of the gauge field (4) and expand to second order in $`E_i`$.
At this point, it is useful to introduce the dimensionless temperature-rescaled variable
$$c:=\frac{gA_0}{2\pi T},c[0,1].$$
(5)
The compactness of $`c`$ arises from the fact that $`A_0`$ is a compact variable in finite-temperature Yang-Mills theories<sup>2</sup><sup>2</sup>2This can be inferred from a Hamiltonian quantization starting from the Weyl gauge $`A_0=0`$ and generating an $`A_0`$ field by a time-dependent gauge transformation. This observation will furthermore become obvious when studying the background field dependence of the gluon propagator (cf. Eq. (12)).. Then, the resulting effective action can be represented as a derivative expansion in $`c`$:
$$\mathrm{\Gamma }_{\text{eff}}^T[c]=d^dx\left(V(c,n^a)+W(c,n^a)_ic_ic\right),$$
(6)
where the potential $`V`$ and the weight function $`W`$ also depend on the color space unit vector $`n^a`$. Higher-order terms $`(c)^4`$ are neglected. The superscript $`T`$ in Eq. (6) signals that the effective action strongly depends on the presence of a heat bath. Indeed, $`V`$ as well as $`W`$ vanish or reduce to simple constants as $`T0`$; this is because the $`A_0`$ field (or $`\overline{A}_u`$ in Eq. (3)) ceases to be an invariant at $`T=0`$, since it can be gauged away completely when the time direction is noncompact.
Already at this stage, typical properties of the model become apparent. First, we observe that if $`W(c,n^a)0`$ fluctuations of the Polyakov loop are suppressed; then, the ground state is solely determined by the minimum (or minima) of $`V(c,n^a)`$, which we denote by $`c_V,n_V^a`$. This ground state then is (not) confining if it corresponds to a center (a-)symmetric state, implying $`L=0`$ ($`L0`$).
Fluctuations of the Polyakov loop can only be preferred if $`W(c,n^a)`$ becomes negative for certain values of $`c`$ and $`n^a`$, which we denote by $`c_W`$ and $`n_W^a`$. Whether or not these fluctuations lead to a confining phase again depends on the question of whether or not the minimum of $`W(c,n^a)`$ corresponds to a center-symmetric state. Moreover, it depends on the question of whether these fluctuations are strong enough to compensate for the influence of $`V(c,n^a)`$. Here we arrive at a main problem of the model: if $`W(c_W,n_W^a)<0`$, then the action (6) is not bounded from below. In other words, arbitrarily strong fluctuations of $`c`$ around $`c_W`$ will lower the action without any bound. Of course, it is reasonable to assume (which we do in the following) that higher derivative terms $`(c)^4`$ or $`(^2c)^2`$ will establish such a lower bound, so that the strength of the fluctuations is dynamically controlled.
Nevertheless, one drawback remains: we cannot make any statement about the nature of a possible phase transition. For this, we would have to know everything about the dynamical increase of $`_ic_ic`$ when $`W(c_W,n_W^a)`$ becomes negative for certain values of temperature. Since this is beyond the capacities of our model, we shall always assume in the following that the system is dominated by the weight function $`W`$ and thus by fluctuations of the Polyakov loop whenever $`W`$ becomes negative.
Let us finally perform a dimensional analysis of the model. For simplicity, let us start with $`d=4`$. With regard to Eq. (6), the potential has mass dimension $`4`$, while the weight function has mass dimension $`2`$. Due to the compactness of $`A_0`$ as reflected by Eq. (5), the only mass scale which is a priori present is given by the temperature $`T`$. Hence, if $`V`$ scaled with $`T^4`$ and $`W`$ with $`T^2`$, say $`V(c,n^a)=T^4v(c,n^a)`$ and $`W(c,n^a)=T^2w(c,n^a)`$, where $`v,w`$ are independent of $`T`$, then we would never encounter a phase transition in our model; this is because increasing or lowering the temperature could never turn $`W`$ from positive to negative values or vice versa.
At this stage, one may speculate that, since scale invariance is broken in Yang-Mills theories, the phenomenon of dimensional transmutation introduces another scale $`\mu `$ (e.g., the scale at which the renormalized coupling is defined). Then, the dimensionless function $`w`$ can also depend on $`T/\mu `$. However, this is far from self-evident, since the breaking of scale invariance is induced by UV effects. But the functions $`V`$ and $`W`$ in the effective action $`\mathrm{\Gamma }_{\text{eff}}^T`$ arise at finite temperature only and thus are a product of infrared physics. In particular, there are no UV divergences in the finite-temperature contributions to $`\mathrm{\Gamma }_{\text{eff}}`$ which require another scale during a regularization procedure. Hence, one is tempted to conclude that the naive scaling argument given above is correct.
Nevertheless, the naive scaling breaks down, as we shall see in the next section; but this time, an additional scale is introduced by the properties of the theory in the infrared. As is well known, finite-temperature field theories can develop a more singular infrared behavior than their zero-temperature counterparts. Indeed, while the effective action at zero temperature and even the effective action for thermalized purely magnetic background fields do not suffer from infrared divergences, the case considered here involving thermalized electric fields exhibits such singularities, which must be handled carefully. The massless gluon does not provide for a natural infrared cutoff which could control the low-momentum behavior of the theory.
To conclude, the $`d=4`$ model is in principle capable of describing a phase transition, because the finite-temperature infrared divergences require an additional scale which introduces distinct high- and low-temperature domains. Of course, there are various ways to deal with the infrared singularities; and as we will demonstrate below, they can arise from different physical motivations, leading to different physical results. Two possibilities are proposed in the present work. In the first and more natural one, we regularize the infrared divergences in the same technical way as the ultraviolet ones, so that in toto there is only one more scale than in the classical theory, which we identify with the defining scale of the coupling constant. As a consequence and a consistency check, the running of the coupling with temperature coincides with the running of the coupling with field strength or momenta – they are characterized by the same $`\beta `$-function. In the second possibility, we study by way of example a regularization of the infrared divergences by an effective gluon mass $`m_{\text{eff}}`$ which we insert by hand, assuming that such an additional scale may be generated dynamically in the full theory. The latter version of the theory exhibits the desired properties of two phases separated by a deconfinement phase transition, while the former does not.
At $`d>4`$ the situation is somewhat different and simpler, since here the coupling constant $`g`$ is dimensionful, so that two scales are present already at the classical level. Moreover, no additional scale will be introduced at the quantum level, because the theory is infrared finite for $`d>4`$.
## 3 Calculation of the Effective Action
Starting from the standard formulation of Yang-Mills theories via the functional integral in Euclidean space with compactified time dimension, we employ the background field method to fix the gauge for the fluctuating gluon fields, but thereby maintain gauge invariance for the background field. We arrive at the one-loop approximation by neglecting cubic and quartic terms in the fluctuating fields. The remaining two integrals over the gluonic and ghost fluctuations are Gaussian and lead to functional determinants upon integration; the one-loop effective action depending on the background field then reads
$$\mathrm{\Gamma }_{\text{eff}}^1[A]=\frac{1}{2}\text{Tr}_{x\text{cL}}\mathrm{ln}\mathrm{\Delta }^{\text{YM}}[A]^1\text{Tr}_{x\text{c}}\mathrm{ln}\mathrm{\Delta }^{\text{FP}}[A]^1,$$
(7)
where $`\mathrm{\Delta }^{\text{YM}}[A]^1`$ denotes the inverse gluon propagator, and $`\mathrm{\Delta }^{\text{FP}}[A]^1`$ the inverse ghost propagator, i.e., the Faddeev-Popov operator. The traces run over coordinate ($`x`$), color (c), and Lorentz (L) labels. Introducing the abbreviations $`D^2:=D_\mu D_\mu `$ and $`(DD)_{\mu \nu }:=D_\mu D_\nu `$, where the covariant derivative is defined by $`D_\mu :=_\mu \text{i}g𝖠_\mu `$, and suppressing the indices, the explicit representations of the propagators read
$`\mathrm{\Delta }_\text{E}^{\text{YM}}[A]^1`$ $`=`$ $`\left[D^22\text{i}gF+\left({\displaystyle \frac{1}{\alpha }}1\right)DD\right],`$ (8)
$`\mathrm{\Delta }_\text{E}^{\text{FP}}[A]^1`$ $`=`$ $`D^2,`$ (9)
In the following, we will work in the Feynman gauge, $`\alpha =1`$, which simplifies the calculations considerably<sup>3</sup><sup>3</sup>3For covariant constant background fields, the effective action is known to be independent of the gauge parameter . In the present approximation, the gauge field (4) is covariant constant, so that we are allowed to set $`\alpha =1`$; this would no longer remain true if we were interested in the higher-derivative terms.. For the evaluation of Eq. (7), the spectrum of the inverse propagators is required. In color space, diagonalization can be achieved by introducing the eigenvalues $`\nu _l`$ of the matrix $`n^a(T^a)^{bc}`$, $`l=1,\mathrm{},N_\text{c}^21`$. The basic building block of the operators in Eqs. (8) and (9) is the covariant Laplacian, which upon insertion of the background field (4) yields (we set $`x^{}=0`$)
$$(\text{i}D[A])^2=(\text{i}_i)^2+(\text{i}D_0[a_0])^2+2g\nu _lE_i(\text{i}D_0[a_0])x_i+(g\nu _l)^2E_iE_jx_ix_j,$$
(10)
where $`\text{i}D_0[a_0]=\text{i}_0g\nu _la_0`$, and the roman indices run over the $`d1`$ spatial components. The operator is obviously of harmonic oscillator type and can be diagonalized by a rigid rotation of the spatial part of the coordinate system. A prominent eigenvector is given by the direction of the electric field $`E_i`$, which we may choose to point along the $`1^{\text{st}}`$ direction of the new system. We finally obtain
$$(\text{i}D[A])^2=(\text{i}_2)^2+\mathrm{}+(\text{i}_{d1})^2+\left(g\nu _lEx_1+(\text{i}D_0)\right)^2+(\text{i}_1)^2,$$
(11)
where $`E=\sqrt{E_iE_i}`$. Up to now, we have achieved a partial diagonalization of the operators of Eq. (8) and (9). While the Faddeev-Popov operator coincides with the Laplacian (11), the inverse gluon propagator receives additional contributions from the gluon-spin coupling to the electric field $`\text{i}gF_{\mu \nu }`$ which can easily be diagonalized. Performing a Fourier transformation for the $`d2`$ unaffected components, $`\text{i}_2,\mathrm{},\text{i}_{d1}p_2,\mathrm{},p_{d1}`$, as well as for the time derivative, $`\text{i}_0\omega _n`$, $`\omega _n=2\pi Tn`$, $`n`$ (Matsubara frequencies), we may write the inverse gluon propagator in the form
$$\mathrm{\Delta }^{\text{YM}}[A]^1=p_2^2+\mathrm{}+p_{d1}^2+\left(g\nu _lEx_1+(\mathrm{\Pi }_0)\right)^2+(\text{i}_1)^2+2\lambda g\nu _lE,$$
(12)
where $`\mathrm{\Pi }_0=\omega _ng\nu _la_0`$<sup>4</sup><sup>4</sup>4The compactness of $`A_0`$ or $`a_0`$ becomes obvious here; e.g., for SU(2), where $`\nu _l=1,0,1`$, a shift of $`a_0`$ by an integer multiple of $`(2\pi T)/g`$ can be compensated for by a shift of the Matsubara label $`n`$.. The number $`\lambda `$ labels the different eigenvalues in Lorentz space arising from the above-mentioned gluon spin coupling with $`\lambda =1,1,0`$; here, $`\lambda =1,1`$ appears only once, whereas $`\lambda =0`$ occurs with multiplicity $`d2`$, corresponding to the spatial directions which are unaffected by the electric field. Incidentally, the Faddeev-Popov operator is identical to Eq. (12) with $`\lambda =0`$ and multiplicity 1. Taking the prefactors and signs of the two traces in Eq. (7) into account, the Faddeev-Popov operator cancels exactly against two Lorentz eigenvalues of the spectrum of $`\mathrm{\Delta }^{\text{YM}}[A]^1`$ with $`\lambda =0`$, removing the spurious gauge degrees of freedom, so that only the physical, transverse part of the inverse gluon propagator remains,
$$\mathrm{\Delta }_{}^{\text{YM}}[A]^1=p_2^2+\mathrm{}+p_{d1}^2+\left(e_lx_1+(\mathrm{\Pi }_0[a_l])\right)^2+(\text{i}_1)^2+2\lambda e_l,$$
(13)
where $`\lambda =0`$ now occurs with multiplicity $`d4`$. For reasons of brevity, we introduced the short forms
$$e_l:=|g\nu _lE|,a_l:=|g\nu _la_0|$$
(14)
in Eq. (13); the use of the moduli in Eq. (14) is justified by the observation that, when tracing over a function of the inverse propagators, the result will not be sensitive to the signs of $`g\nu _lE`$ and $`g\nu _la_0`$.
The remaining problem of diagonalizing the $`0`$-$`1`$ subspace at first sight resembles the problem of finding the spectrum of a relativistic particle in a constant magnetic field. There, one finds the eigenvalues (Landau levels) by shifting the $`x_1`$ coordinate by $`x_1x_1\frac{(\text{i}\mathrm{\Pi }_0)}{e_l}`$ in order to arrive at a perfect harmonic oscillator. Here, the situation is not so simple, because the $`a_0`$ field as well as the temperature dependence would drop out of the operator completely. In other words, such a shift is not in agreement with the periodic boundary conditions in time direction.
Hence, the usual harmonic oscillator techniques arrive at their limits, and we have to find a different method that does not rely on the explicit knowledge of the spectra as is necessary for, e.g., $`\zeta `$-function methods. We choose Schwinger’s proper-time technique, which provides for a more direct handling of the propagators. In terms of the transverse gluon propagator, the effective action reads in proper-time representation
$`\mathrm{\Gamma }_{\text{eff}}^1[A]`$ $`=`$ $`{\displaystyle \frac{1}{2}}\text{Tr}_{x\text{cL}}\mathrm{ln}\mathrm{\Delta }_{}^{\text{YM}}[A]^1={\displaystyle \frac{1}{2}}\text{tr}_{\text{cL}}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{ds}{s}}x|\text{e}^{s\mathrm{\Delta }_{}^{\text{YM}}[A]^1}|x`$ (15)
$``$ $`{\displaystyle \frac{1}{2}}\text{tr}_{\text{cL}}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{ds}{s}}\mathrm{\Omega }{\displaystyle \frac{d^dp}{(2\pi )^d}\text{e}^{sM(p,\lambda ,l;s)}},`$
where $`\mathrm{\Omega }`$ denotes the spacetime volume of $`^{d1}\times S^1`$, $`s`$ is the proper time, and the trace over the continuous part of the spectrum is taken in momentum space. The color trace runs over $`l`$, which labels the color space eigenvalues, whereas the Lorentz trace runs over $`\lambda `$ with its associated multiplicities. The function $`M`$ is defined via the Fourier representation of the proper-time transition amplitude
$$x|\text{e}^{s\mathrm{\Delta }_{}^{\text{YM}}[A]^1}|x^{}=\frac{d^dp}{(2\pi )^d}\text{e}^{\text{i}p(xx^{})}\text{e}^{sM(p,\lambda ,l;s)},$$
(16)
which can be determined by the differential equation
$$\mathrm{𝟙}=\mathrm{\Delta }_{}^{\text{YM}}[A]^1\mathrm{\Delta }_{}^{\text{YM}}[A].$$
(17)
When evaluated, for example, in momentum space, Eq. (17) is solved by
$$\mathrm{\Delta }_{}^{\text{YM}}[A](p,\lambda ,l)=\underset{0}{\overset{\mathrm{}}{}}𝑑s\text{e}^{sM(p,\lambda ,l;s)},$$
(18)
where $`M`$ is given by
$`M(p,\lambda ,l;s)`$ $`=`$ $`p_2^2+\mathrm{}+p_{d1}^2+{\displaystyle \frac{\mathrm{tanh}2e_ls}{2e_ls}}(p_1+q)^2+{\displaystyle \frac{\mathrm{tanh}e_ls}{e_ls}}(\omega _na_l)^2`$ (19)
$`+{\displaystyle \frac{1}{2s}}\mathrm{ln}\mathrm{cosh}2e_ls+2e_l\lambda .`$
Here, $`q`$ denotes some function of $`e_l`$ and $`s`$ which becomes irrelevant when shifting the $`p_1`$ integration in Eq. (15). Upon insertion of Eq. (19) into Eq. (15), the Gaussian momentum integration and the sum over $`\lambda `$ can easily be performed; the sum over Matsubara frequencies can be reorganized by a simple Poisson resummation,<sup>5</sup><sup>5</sup>5For technical details, see, e.g., . and we arrive at
$`\mathrm{\Gamma }_{\text{eff}}^1[A]`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Omega }}{2}}\text{tr}_\text{c}{\displaystyle \frac{1}{(4\pi )^{d/2}}}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{ds}{s^{d/2}}}e_l\left(4\mathrm{sinh}e_ls+{\displaystyle \frac{d2}{\mathrm{sinh}e_ls}}\right)`$ (20)
$`\times \left[1+2{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}\mathrm{exp}\left({\displaystyle \frac{n^2}{4T^2}}e_l\mathrm{coth}e_ls\right)\mathrm{cos}{\displaystyle \frac{a_l}{T}}n\right].`$
Here, we have separated the zero-temperature part, corresponding to the first line times the “1” of the second line, from the finite-temperature contributions, corresponding to the first line read together with the $`n`$ sum.
### 3.1 Effective Action at Zero Temperature
Let us first study the temperature-independent part of the effective action Eq. (20) with particular emphasis on its renormalization:
$$\mathrm{\Gamma }_{\text{eff}}^{1T=0}[A]=\frac{\mathrm{\Omega }}{2}\text{tr}_\text{c}\frac{1}{(4\pi )^{d/2}}\underset{0}{\overset{\mathrm{}}{}}\frac{ds}{s^{d/2}}e_l\left(4\mathrm{sinh}e_ls+\frac{d2}{\mathrm{sinh}e_ls}\right).$$
(21)
On the one hand, the proper-time integral is divergent at the upper bound, $`s\mathrm{}`$, owing to the first term $`\mathrm{sinh}e_ls`$. Since large values of $`s`$ correspond to the infrared regime, this divergence is not related to the standard renormalization of bare parameters, which is a UV effect. In fact, this divergence is analogous to the Nielsen-Olesen unstable mode of the Savvidy vacuum<sup>6</sup><sup>6</sup>6At $`T=0`$, the present situation involving an external electric field is identical to the magnetic Savvidy vacuum owing to the Euclidean $`O(4)`$ symmetry.; one can give a meaning to this essential singularity by rotating the contour of the integral over the $`\mathrm{sinh}`$ term into the lower complex plane, $`\text{i}ss`$. The effective action then picks up an imaginary part that characterizes the instability of the constant electric background field considered here.
On the other hand, the proper-time integral is also divergent at the lower bound, corresponding to the ultraviolet. The leading singularity is of the order $`s^{d/2}`$, so that $`m`$ subtractions are required for $`d=2m`$ or $`d=2m+1`$. The leading singularity which is field independent can easily be removed by demanding that $`\mathrm{\Gamma }_{\text{eff}}^{T=0}[A=0]=0`$ (first renormalization condition). The next-to-leading singularity proportional to $`e_l^2E^2`$ is removed by the second renormalization condition $`(_{\text{eff}}/E^2)|_{E0}=1/2`$, where $`\mathrm{\Gamma }_{\text{eff}}=_{\text{eff}}`$; this ensures that the classical Lagrangian is recovered when all nonlinear interactions are switched off, and corresponds to a field-strength and charge renormalization
$$_{\text{cl}}^\text{R}\frac{1}{2}E_\text{R}^2=\frac{1}{2}Z_3^1E^2,$$
(22)
where $`E_\text{R}`$ denotes the renormalized field, and $`Z_3`$ is the wave function renormalization constant. The latter can be read off from Eq. (21) by isolating the singularity $`E^2`$,
$`Z_3^1`$ $`=`$ $`1{\displaystyle \frac{26d}{6(4\pi )^{d/2}}}N_\text{c}\overline{g}^2{\displaystyle \underset{\mu ^2/\mathrm{\Lambda }^2}{}}{\displaystyle \frac{ds}{s^{d/21}}},`$ (23)
where we have used an explicit cutoff $`\mathrm{\Lambda }`$, employed $`\text{tr}_\text{c}|\nu _l|^2=_{l=1}^{N_\text{c}^21}|\nu _l|^2=N_\text{c}`$, and have introduced the dimensionless coupling $`\overline{g}^2=g^2\mu ^{d4}`$ with the aid of a reference scale $`\mu `$ (at which $`g`$ is defined). To one-loop order, the $`\beta `$ function can be read off from the coefficient of the UV divergence of $`Z_3^1`$:
$$\beta _{\overline{g}^2}_t\overline{g}^2=(d4)\overline{g}^2b_0^d\overline{g}^4,$$
(24)
where
$`b_0`$ $`=`$ $`{\displaystyle \frac{11}{3}}{\displaystyle \frac{N_\text{c}}{8\pi ^2}},\text{for}d=4,`$
$`b_0^d`$ $`=`$ $`{\displaystyle \frac{(26d)}{3(d4)}}{\displaystyle \frac{N_\text{c}}{(4\pi )^{d/2}}},\text{for}d>4,`$ (25)
and $`t`$ denotes the “renormalization group time” $`\mathrm{ln}\mu /\mathrm{\Lambda }`$. Here we have rediscovered the standard well-known one-loop results, including the remarkable observation that the $`\beta `$ function for the dimensionful coupling $`g^2=\overline{g}^2\mu ^{4d}`$ vanishes precisely in the critical string dimension $`d=26`$ .
Note that in $`4<d<26`$, the $`\beta `$ function develops a UV-stable fixed point:
$$\overline{g}_{}^2=\frac{d4}{b_0^d}=\frac{3(d4)^2}{26d}\frac{(4\pi )^{d/2}}{N_\text{c}}.$$
(26)
Of course, this fixed point lies in the perturbative domain ($`\overline{g}_{}^2/4\pi 1`$) only for very large $`N_\text{c}`$.
As an alternative to these considerations of renormalization, the integral in Eq. (21) can be treated more directly with an appropriate regularization prescription. Let us briefly sketch a proper-time variant of dimensional regularization for later use in the case $`d=4`$. Shifting the singularities at $`s0`$ by $`ϵ`$ and introducing a mass scale $`\mu `$, Eq. (21) can be written as
$$_{\text{eff}}^{1T=0}=\frac{1}{8\pi ^2}\text{tr}_\text{c}\mu ^{2ϵ}\left[\underset{0}{\overset{\text{i}\mathrm{}}{}}\frac{ds}{s^{2ϵ}}e_l\mathrm{sinh}e_ls+\frac{d2}{4}\underset{0}{\overset{\mathrm{}}{}}\frac{ds}{s^{2ϵ}}\frac{e_l}{\mathrm{sinh}e_ls}\right].$$
(27)
These integrals can be evaluated , and the result for the one-loop contribution to the zero-temperature effective Lagrangian in $`d=4`$ reads
$$_{\text{eff}}^{1T=0}=\frac{1}{8\pi ^2}\text{tr}_\text{c}e_l^2\left[\frac{11}{12ϵ}\frac{11}{12}\mathrm{ln}\frac{e_l}{\mu ^2}+\text{const.}+\text{imag. parts}+𝒪(ϵ)\right].$$
(28)
The appearance of the simple pole in $`ϵ`$ implies a charge and field strength renormalization as outlined above. To be precise, in the background field formulation, the coupling runs with the scale set by the strength of the external field: $`g^2=g^2(gE/\mu ^2)`$; this is analogous to the momentum dependence of the coupling in the standard formulation. Including the correctly (re-)normalized classical term, the total effective Lagrangian to one loop can then be written as
$$_{\text{eff}}^{T=0}(gE)=_{\text{cl}}+_{\text{eff}}^{1T=0}=\frac{1}{8}b_0(gE)^2\mathrm{ln}\frac{(gE)^2}{\text{e}\kappa ^2}+\text{imag. parts},\kappa ^2=\mu ^4\text{e}^{\frac{4}{b_0g^2}1},$$
(29)
where we have introduced the renormalization group invariant quantity $`\kappa `$ corresponding to the minimum of $`_{\text{eff}}^{T=0}(gE)`$, and $`b_0`$ is given by the first line of Eq. (25).
Concerning the imaginary parts, the following comment should be made: within the Savvidy model, the imaginary parts indicate the instability of the constant-field vacuum configuration signaling the final failure of the model. In the present case, they are just an artefact of truncating the derivative expansion of the effective action at second order; this truncation is formally equivalent to the constant-field approximation. Upon an inclusion of non-constant terms which would affect only higher-derivative contributions, we expect the imaginary part to vanish; this is because the unstable modes are then cut off by the length scale of variation of the fields.
For the regularization/renormalization program of $`_{\text{eff}}^{1T=0}`$ in $`d6`$, more subtractions than in $`d=4`$ are needed; since these theories are nonrenormalizable in the common sense, these subtractions correspond to counter-terms of field operators of higher mass dimension. To be precise, $`d>4`$ Yang-Mills theories can only be defined with a cutoff (with physical relevance); therefore, some cutoff procedure is implicitly understood. Nevertheless, the precise form of the cutoff procedure only affects higher-order operators which are of no relevance for the present model. Moreover, it is perfectly legitimate to study $`d>4`$ quantum Yang-Mills theories in the sense of effective theories valid below a certain cutoff scale.
### 3.2 Effective Action at Finite Temperature
Equipped with these preliminaries, we now turn to the more interesting finite-temperature part of Eq. (20):
$`_{\text{eff}}^{1T}`$ $`=`$ $`{\displaystyle \frac{1}{(4\pi )^{d/2}}}\text{tr}_\text{c}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{ds}{s^{d/2}}}e_l\left(4\mathrm{sinh}e_ls+{\displaystyle \frac{d2}{\mathrm{sinh}e_ls}}\right){\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}\mathrm{exp}\left({\displaystyle \frac{n^2}{4T^2}}e_l\mathrm{coth}e_ls\right)\mathrm{cos}{\displaystyle \frac{a_l}{T}}n.`$
For $`s0`$, the integral remains completely finite, since the $`\mathrm{coth}`$ in the exponent develops a $`1/s`$ pole; i.e., there are no UV divergences in the thermal contribution to $`_{\text{eff}}`$, as is to be expected.
At the opposite end, $`s\mathrm{}`$, we again encounter the $`\mathrm{sinh}`$ divergence induced by the unstable mode. However, this is not the only infrared problem: an attempt at circumventing this problem by a rotation of the $`s`$ contour as in the zero-temperature case would lead to a disastrous behavior of the $`n`$ sum due to the poles of the $`\mathrm{coth}`$ on the imaginary axis. In fact, it is the interplay between the proper-time integral and the $`n`$ sum that produces further infrared divergences (at least for d=4). It is well known in the literature that particles with Bose-Einstein statistics develop stronger infrared singularities at $`T0`$ than at zero temperature . Unfortunately, the status of these finite-temperature singularities is far from being settled, contrary to the $`T=0`$ case.
In the present paper, we shall investigate two different methods. The consequences of an explicit mass-like cutoff are discussed in Sec. 5. Here, we propose a more natural treatment by regularizing the thermal infrared divergences of Eq. (LABEL:30) by the same method used to treat the UV divergences in Eq. (27) in the $`T=0`$ case. Thereby, the same scale $`\mu `$ which serves to define the value of the coupling constant is introduced.
Taking these considerations into account, the Lagrangian is modified according to (substitution $`\mu ^2s=u`$)
$`_{\text{eff}}^{1T}`$ $`=`$ $`{\displaystyle \frac{4}{(4\pi )^{d/2}}}\text{tr}_\text{c}\mu ^d{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{du}{u^{d/2ϵ}}}\left({\displaystyle \frac{e_l}{\mu ^2}}\mathrm{sinh}{\displaystyle \frac{e_l}{\mu ^2}}u+{\displaystyle \frac{d2}{4}}{\displaystyle \frac{e_l/\mu ^2}{\mathrm{sinh}\frac{e_l}{\mu ^2}u}}\right)`$ (31)
$`\times {\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}\mathrm{exp}({\displaystyle \frac{n^2}{4}}{\displaystyle \frac{\mu ^2}{T^2}}{\displaystyle \frac{e_l}{\mu ^2}}\mathrm{coth}{\displaystyle \frac{e_l}{\mu ^2}}u)\mathrm{cos}{\displaystyle \frac{a_l}{T}}n.`$
In the context of our approximation in terms of derivatives of $`A_0`$, we need only the terms $`e_l^0`$ and $`e_l^2`$ of Eq. (31). Expanding in $`e_l/\mu ^2`$ and performing the $`s`$ integral, we arrive at
$`_{\text{eff}}^{1T}|_0`$ $`=`$ $`{\displaystyle \frac{(d2)\mathrm{\Gamma }(d/2)}{\pi ^{d/2}}}{\displaystyle \underset{l=1}{\overset{N_\text{c}^21}{}}}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{\mathrm{cos}\frac{a_l}{T}n}{n^d}}T^d=:V(c,n^a),`$ (32)
$`_{\text{eff}}^{1T}|_{e_l^2}`$ $`=`$ $`{\displaystyle \frac{1}{6\pi ^{d/2}}}{\displaystyle \underset{l=1}{\overset{N_\text{c}^21}{}}}\left({\displaystyle \frac{e_l}{\mu ^2}}\right)^2{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{\mathrm{cos}\frac{a_l}{T}n}{n^d}}\left({\displaystyle \frac{n^2\mu ^2}{4T^2}}\right)^{2+ϵ}`$ (33)
$`\times \mathrm{\Gamma }(d/22ϵ)\left[(26d)(d2)(d42ϵ)\right]T^d,`$
For the term $`e_l^0`$ in the first line, the $`ϵ0`$ limit could safely be performed for $`d0`$; by construction, this term depends only on $`a_la_0c`$ (cf. Eq. (5)) and therefore corresponds to the potential $`V(c,n^a)`$ as introduced in Eq. (6).
The term $`e_l^2`$ in the second line contributes to the function $`W(c,n^a)`$ (in addition to the classical term). It turns out that, for $`d>4`$, the limit $`ϵ0`$ can be performed immediately without running into an $`ϵ`$ pole. This means that, in these dimensions, the thermally modified infrared behavior of the theory is under control. The order $`e_l^2`$ term of the one-loop effective action then reads
$$_{\text{eff}}^{1T}|_{e_l^2}=\frac{\mathrm{\Gamma }(d/22)}{96\pi ^{d/2}}\underset{l=0}{\overset{N_\text{c}^21}{}}\left(\frac{e_l}{T^2}\right)^2\underset{n=1}{\overset{\mathrm{}}{}}\frac{\mathrm{cos}\frac{a_l}{T}n}{n^{d4}}\left[(26d)(d2)(d4)\right]T^d,d>4.$$
(34)
Obviously, the $`\mu `$ dependence has dropped out as a consequence of the well-behaved $`ϵ0`$ limit. Nevertheless, there is a second scale besides the temperature, which is given by the dimensionful coupling constant $`g`$ in $`d>4`$.
In $`d=4`$, the situation is more involved, since Eq. (33) develops a simple pole in $`ϵ`$ for $`ϵ0`$. In order to isolate the pole and the terms of order $`ϵ^0`$ which contain the physics, we first have to perform the $`n`$ sum; this can be achieved with the aid of the polylogarithmic function (also Jongquières function)
$$\text{L}\text{i}(z,q):=\underset{n=1}{\overset{\mathrm{}}{}}\frac{q^n}{n^z}$$
(35)
and its analytical continuation for arbitrary real values of $`z`$ . We finally find for Eq. (33) in $`d=4`$:
$`_{\text{eff}}^{1T}|_{e_l^2}`$ $`=`$ $`{\displaystyle \frac{1}{8\pi ^2}}{\displaystyle \underset{l=1}{\overset{N_\text{c}^21}{}}}e_l^2[{\displaystyle \frac{11}{12ϵ}}{\displaystyle \frac{11}{12}}\mathrm{ln}{\displaystyle \frac{T^2}{\mu ^2}}+{\displaystyle \frac{11}{6}}\text{L}\text{i}^{}(0,\text{e}^{\text{i}\frac{a_l}{T}})+{\displaystyle \frac{11}{6}}\text{L}\text{i}^{}(0,\text{e}^{\text{i}\frac{a_l}{T}})`$ (36)
$`+{\displaystyle \frac{1}{6}}+{\displaystyle \frac{11}{12}}C{\displaystyle \frac{11}{12}}\mathrm{ln}4],d=4,`$
where the prime at Li denotes the derivative with respect to the first argument, and $`C`$ is Euler’s constant $`C0.577216`$. Our first observation is that the $`ϵ`$ pole in this thermal contribution is identical to the one for the zero-temperature Lagrangian in Eq. (28). Since the latter is responsible for the usual charge and field strength renormalization leading to a field-strength-dependent coupling $`g^2=g^2(gE/\mu ^2)`$, the present $`ϵ`$ pole analogously suggests a running of the coupling with the scale set by the temperature: $`g^2=g^2(T^2/\mu ^2)`$. And because the residues of each pole are identical, the thermal running is governed by the same $`\beta `$ function. This can be viewed as a consistency check of our treatment of the infrared singularities.
Furthermore, the terms $`ϵ^0`$ depend on the ratio $`T^2/\mu ^2`$ (even in the limit $`a_l0`$). This implies that they cannot be normalized away as in the zero-temperature case, but lead to a thermal renormalization of the two-point function.
This is in perfect analogy to QED, where an equivalent modification of the two-point function appears with the prefactor (= Yang-Mills $`\beta `$ function) replaced by the QED $`\beta `$ function, and the role of $`\mu `$ is played by the natural scale of QED: the electron mass .
In conclusion, it is the $`\mathrm{ln}\frac{T^2}{\mu ^2}`$ term in Eq. (36) which leads to a breakdown of the naive scaling as outlined in Sec. 2 and allows for a separation of high- and low- temperature regimes. This could in principle facilitate a description of a phase transition within the $`d=4`$ model. However, as we shall find in the next section, the model does not make use of this option.
## 4 Analysis of the Effective Action
In the following analysis of the previously derived effective action for arbitrary $`d`$ and $`N_\text{c}`$, for simplicity we confine ourselves to $`N_\text{c}=2`$, which provides for a convenient study of all the essential features of the model. Then, the color space eigenvalues $`\nu _l`$ are simply given by
$$\nu _l=1,0,1,\text{for}\text{SU}(2).$$
(37)
The results given above can be summarized in the effective Lagrangian (cf. Eqs. (5) and (6)):
$$_{\text{eff}}^T[c]=V(c)+W(c)_ic_ic,$$
(38)
where we have used the relations (cf. Eq. also (4))
$$c=\frac{ga_0}{2\pi T},\text{and}_ic=\frac{gE_i}{2\pi T},c[0,1].$$
(39)
The convenient dimensionless quantity $`c`$ is now considered as the dynamical variable of the effective theory; for SU(2), the center symmetric point is given by $`c=1/2`$, since center symmetry relates $`c`$ with $`1c`$. If the vacuum state is characterized by $`c=1/2`$, our model is confining, whereas a vacuum state different from $`c=1/2`$ characterizes the deconfinement phase.
### 4.1 Four Dimensions $`d=4`$
Beginning with the most relevant case of four spacetime dimensions, the potential can be read off from Eq. (32). Performing the $`n`$ sum leads to a Bernoulli polynomial,
$$V(c)=\frac{3\pi ^2}{45}T^4+\frac{4\pi ^2}{3}T^4c^2(1c)^2,$$
(40)
in agreement with . While the first term is simply the free energy of $`N_\text{c}^21=3`$ free gluons, the second models the shape of the potential revealing a maximum at $`c=1/2`$ and minima at $`c=0,1`$ and thereby characterizing the deconfinement phase (see Fig. 1(a)). However, even if the potential had displayed a minimum at $`c=1/2`$, it would have been of no use, since the potential by itself would remain confining for arbitrarily high temperatures. There would be no comparative scale separating two different phases. A Polyakov loop potential depending on $`c`$ and $`T`$ only can never model the deconfinement phase transition of Yang-Mills theories!
The weight function $`W(c)`$ can be read off from Eq. (36) in combination with the classical Lagrangian $`_{\text{cl}}=E^2/2=\frac{2\pi ^2T^2}{g^2(\mu )}_ic_ic`$:
$`W(c)`$ $`=`$ $`2\pi ^2T^2\{{\displaystyle \frac{1}{g^2(\mu )}}b_0[\mathrm{ln}{\displaystyle \frac{T}{\mu }}+{\displaystyle \frac{C}{2}}+{\displaystyle \frac{1}{11}}\mathrm{ln}2+\text{L}\text{i}^{}(0,\text{e}^{2\pi \text{i}c})+\text{L}\text{i}^{}(0,\text{e}^{2\pi \text{i}c})]\}`$ (41)
$`=`$ $`2\pi ^2T^2b_0\left[\mathrm{ln}{\displaystyle \frac{T}{\sqrt{\kappa }}}{\displaystyle \frac{1}{4}}{\displaystyle \frac{1}{11}}{\displaystyle \frac{C}{2}}+\mathrm{ln}2\text{L}\text{i}^{}(0,\text{e}^{2\pi \text{i}c})\text{L}\text{i}^{}(0,\text{e}^{2\pi \text{i}c})\right],`$
where $`b_0`$ denotes the $`\beta `$ function coefficient given in the first line of Eq. (25) (for $`N_\text{c}=2`$). In the second line, we have expressed the running coupling and the scale $`\mu `$ by the renormalization group invariant $`\kappa `$ defined in Eq. (29), so that $`W(c)`$ is itself renormalization group invariant! In fact, lowering the temperature can turn the weight function negative for any value of $`c`$ so that fluctuations of the Polyakov loop are energetically preferred for low $`T`$. However, the confining value $`c=1/2`$ always represents a local maximum of the weight function $`W(c)`$, as is visible in Fig. 1(b). For $`c0,1`$, the weight function diverges to $`\mathrm{}`$, but at $`c=1,0`$ it jumps to its absolute maxima. Analytically, one finds
$$W\left([c=0,1;c=1/2]\right)=2\pi ^2T^2b_0\left([\mathrm{ln}4\pi ;\mathrm{ln}\pi ]\frac{15}{44}\frac{C}{2}+\mathrm{ln}\frac{T}{\sqrt{\kappa }}\right).$$
(42)
To conclude, although our model indicates that fluctuations of the Polyakov loop become important at low temperatures, they do not fluctuate around the confining minimum, but energetically prefer a center asymmetric ground state for $`c`$. Hence, our model is not capable of finding a confinement phase<sup>7</sup><sup>7</sup>7The discontinuous behavior of the weight function for $`c0,1`$ gives rise to speculations. Physically, such behavior is not acceptable (nor interpretable); rather, one may expect that some mechanism will lead to a wash-out of these singularities unveiling a smooth functional form of $`W(c)`$ for $`c[0,1]`$ (although the origin of such a mechanism is still unclear to us). Probably, this will lead to a weight function of mexican-hat type with deconfining minima. However, with even more reservations, one might speculate upon the possibility of a smooth curve for $`W(c)`$ which directly interpolates between the extremal values at $`c=0,1/2,1`$ given in Eq. (42) with a confining minimum at $`c=1/2`$. Then, the model would exhibit a confining phase for small enough temperatures when $`W(c)`$ becomes negative for $`c=1/2`$. The reason for mentioning such vague speculations is to demonstrate how possible predictions could in principle arise from the model: following the reasoning of Sec. 2, the temperature of the phase transition is then given by $`W(c=1/2)|_{T=T_{\text{cr}}}=0`$. From Eq. (42), we obtain: $`T_{\text{cr}}/\sqrt{\kappa }0.60`$. Identifying $`\kappa `$ with the string tension $`\sigma `$ (as it is the case in the leading-log model ), our speculative estimate is in remarkably good agreement with the lattice value , $`T_{\text{cr}}/\sqrt{\sigma }0.69`$.. Nevertheless, it should be stressed that the present treatment of the infrared modes is part of the definition of the model, although we have tried to formulate the present version as “universally” as possible. In fact, the regularization method considered here, which belongs to the standard class of regularization techniques, guarantees scheme-independent results. But it is also possible that the infrared modes are screened by a physical mechanism which involves another scale and thereby introduces “nonuniversal” information. Such a version of the model is discussed by way of example in Sec. 5.
### 4.2 Beyond Four Dimensions $`d>4`$
In spacetime dimensions larger than four, the situation simplifies owing to the absence of infrared problems. The Polyakov loop potential is again given by Eq. (32), which, for $`N_\text{c}=2`$, reads
$$V(c)=\frac{(d2)\mathrm{\Gamma }(d/2)\zeta (d)}{\pi ^{d/2}}T^d\frac{2}{\pi ^{d/2}}(d2)\mathrm{\Gamma }(d/2)\underset{n=1}{\overset{\mathrm{}}{}}\frac{\mathrm{cos}2\pi cn}{n^d}T^d,$$
(43)
where $`\zeta (d)`$ denotes Riemann’s $`\zeta `$ function. Equation (43) is in perfect agreement with , where it is demonstrated that a representation of $`V(c)`$ in terms of Bernoulli polynomials of $`d`$th degree exists in $`d=2,4,6,8,\mathrm{}`$. We could as well choose a representation in terms of polylogarithmic functions which interpolate smoothly between the Bernoulli polynomials. In toto, the qualitative behavior of $`V(c)`$ does not change significantly for different $`d`$: $`V(c=1/2)`$ is always a (deconfining) maximum (cf. Fig. 1(a)).
The situation is different for the weight function $`W(c)`$: in terms of the dimensionless coupling $`\overline{g}^2=\mu ^{d4}g^2`$ and polylogarithmic functions, the contributions from Eq. (34) together with the classical Lagrangian can be represented as
$`W(c)`$ $`=`$ $`2\pi ^2{\displaystyle \frac{T^2}{\mu ^2}}\mu ^{d2}\{{\displaystyle \frac{1}{\overline{g}^2}}{\displaystyle \frac{T^{d4}}{\mu ^{d4}}}{\displaystyle \frac{\mathrm{\Gamma }(d/22)}{48\pi ^{d/2}}}[(26d)(d2)(d4)]`$ (44)
$`\times [\text{L}\text{i}(d4,\text{e}^{2\pi \text{i}c})+\text{L}\text{i}(d4,\text{e}^{2\pi \text{i}c})]\}.`$
On the one hand, we again encounter the combination of polylogarithmic functions that interpolate between the Bernoulli polynomials of $`(d4)`$th degree for $`d=6,8,\mathrm{}`$, essentially maintaining their typical shape. On the other hand, there is an important sign change owing to the factor $`(26d)(d2)(d4)`$ at the “critical dimension”
$$d_{\text{cr}}=\frac{1}{2}(5+\sqrt{97})7.42.$$
(45)
For $`d<d_{\text{cr}}`$, $`W(c)`$ has a maximum at $`c=1/2`$, implying that there is no confining phase in these dimensions. But for $`d>d_{\text{cr}}`$, the weight function exhibits an absolute minimum at the center symmetric value $`c=1/2`$ (see Fig. 2(a)). As a consequence, $`W(c)`$ can become negative at $`c=1/2`$ for increasing temperature, as is depicted in Fig. 2(b). This is in agreement with the fact that the dimensionless coupling grows large in the high-momentum limit with a UV-stable fixed point given by Eq. (26). Therefore, the model, somewhat counter-intuitively, describes a system with two different phases, a deconfined phase at low temperature and a confining strong-coupling phase at high temperature. In terms of the dimensionful coupling constant, the critical temperature where $`W(c=1/2)|_{T=T_{\text{cr}}}=0`$ is given by
$$g^2T_{\text{cr}}^{d4}=\frac{24\pi ^{d/2}}{\mathrm{\Gamma }(d/22)\zeta (d4)}\frac{2^{d5}}{(2^{d5}1)\left[(d2)(d4)(26d)\right]},d>d_{\text{cr}}.$$
(46)
Because of the strong increase of the $`\mathrm{\Gamma }`$ and $`\zeta `$ function in the denominator, the left-hand side rapidly falls off for increasing $`d`$. Typical values are $`g^2T_{\text{cr}}^{d4}411.4,12.0,0.036`$ for $`d=8,16,26`$. Therefore, the deconfined phase vanishes in the formal limit $`d\mathrm{}`$.
Incidentally, it is interesting to observe that the discontinuities of the weight function $`W(c)`$ for $`c0,1`$ vanish for $`d>5`$; there, $`W(c)`$ runs continuously to a finite extremal value for $`c0,1`$. Between four and five dimensions, the discontinuity persists and $`W(c=0,1)`$ increases for increasing $`d`$, finally approaching plus infinity at $`d5^{}`$.
## 5 Additional Infrared Scales in $`d=4`$
The preceding section revealed that the $`d=4`$ model required additional instructions on how to treat the singular infrared modes. Although we rate the procedure established above as the most general one of a “universal” character, we shall now suggest another method, involving an additional scale. In the following investigation, we exemplarily pick out one (physically motivated) possibility of regularizing the infrared modes, and study its consequences.
Let us assume that Yang-Mills theory dynamically generates a scale in the infrared which can be reformulated in terms of an effective mass<sup>8</sup><sup>8</sup>8This mass should not be associated with a thermal gluon mass; the latter represents a collective excitation of the thermal plasma and is a typical feature of the high-temperature domain, being proportional to $`T`$. By contrast, the effective mass considered here shall particularly affect the low-temperature modes and be approximately constant in $`T`$. $`m_{\text{eff}}`$ for the transverse fluctuating gluons<sup>9</sup><sup>9</sup>9In this way, gauge invariance with respect to the background field is maintained.. Although this scale may in itself depend on some parameters, we shall consider it to be constant within the limits of our investigation.
Adding the effective mass term to the inverse transverse gluon propagator, e.g., in Eq. (13), it appears in a standard way in the proper-time representation of the effective action; for example, the integrand of the thermal one-loop contribution in Eq. (LABEL:30) is multiplied by $`\text{e}^{m_{\text{eff}}^2s}`$ which damps away the infrared singularities. Upon the substitution $`u=m_{\text{eff}}^2s`$, we obtain
$`_{\text{eff}}^{1T}`$ $`=`$ $`{\displaystyle \frac{m_{\text{eff}}^4}{4\pi ^2}}\text{tr}_\text{c}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{du}{u^2}}\text{e}^u{\displaystyle \frac{e_l}{m_{\text{eff}}^2}}\left(\mathrm{sinh}{\displaystyle \frac{e_l}{m_{\text{eff}}^2}}u+{\displaystyle \frac{1}{2\mathrm{sinh}\frac{e_l}{m_{\text{eff}}^2}u}}\right)`$ (47)
$`\times {\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}\mathrm{exp}({\displaystyle \frac{n^2}{4}}{\displaystyle \frac{m_{\text{eff}}^2}{T^2}}{\displaystyle \frac{e_l}{m_{\text{eff}}^2}}\mathrm{coth}{\displaystyle \frac{e_l}{m_{\text{eff}}^2}}u)\mathrm{cos}{\displaystyle \frac{a_l}{T}}n.`$
Expanding for small $`e_l/m_{\text{eff}}^2`$ in order to arrive at a consistent derivative expansion for $`A_0`$, we find to order $`e_l^0`$ and $`e_l^2`$
$`_{\text{eff}}^{1T}|_0`$ $`=`$ $`{\displaystyle \frac{1}{\pi ^2}}m_{\text{eff}}^2\text{tr}_\text{c}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{T^2}{n^2}}K_2(m_{\text{eff}}n/T)\mathrm{cos}{\displaystyle \frac{a_l}{T}}nV(c,n^a,m_{\text{eff}}),`$ (48)
$`_{\text{eff}}^{1T}|_{e_l^2}`$ $`=`$ $`{\displaystyle \frac{11}{24\pi ^2}}\text{tr}_\text{c}e_l^2{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}K_0(m_{\text{eff}}n/T)\mathrm{cos}{\displaystyle \frac{a_l}{T}}n`$ (49)
$`+{\displaystyle \frac{1}{24\pi ^2}}\text{tr}_\text{c}e_l^2{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}\left({\displaystyle \frac{m_{\text{eff}}}{T}}n\right)K_1(m_{\text{eff}}n/T)\mathrm{cos}{\displaystyle \frac{a_l}{T}}n,`$
where we have employed a representation of the modified Bessel function $`K_\nu (x)`$ . Since we are interested in a possible formation of a confinement phase, let us study Eqs. (48) and (49) in the low-temperature limit $`Tm_{\text{eff}}`$. Then it is sufficient to use the asymptotic form of the Bessel functions for large argument, $`K_\nu (x)\sqrt{\pi /2x}\text{e}^x`$.
Confining ourselves to the simplest case SU(2), we can deduce the form of the potential from Eq. (48):
$$V(c,m_{\text{eff}})\sqrt{\frac{2}{\pi ^3}}T^4\left(\frac{m_{\text{eff}}}{T}\right)^{3/2}\text{e}^{m_{\text{eff}}/T}\left(\mathrm{cos}2\pi c+\frac{1}{2}\right),Tm_{\text{eff}}.$$
(50)
Again, we encounter a potential with a (deconfining) maximum at $`c=1/2`$, so that the effective mass does not induce significant changes to the potential term.
Including the contribution from the classical Lagrangian, the weight function can be deduced from Eq. (49) in the same limit:
$`W(c,m_{\text{eff}})`$ $`=`$ $`T^2\left[{\displaystyle \frac{2\pi ^2}{g^2}}{\displaystyle \frac{1}{3}}\sqrt{{\displaystyle \frac{\pi }{2}}}(11\sqrt{{\displaystyle \frac{T}{m_{\text{eff}}}}}\sqrt{{\displaystyle \frac{m_{\text{eff}}}{T}}})\text{e}^{m_{\text{eff}}/T}\mathrm{cos}2\pi c\right].`$ (51)
We first observe that, since the $`m_{\text{eff}}`$ dependent term is exponentially small for $`Tm_{\text{eff}}`$, a small coupling $`g^2`$ will always ensure that $`W(c,m_{\text{eff}})`$ is positive so that Polyakov loop fluctuations are suppressed and the system is in the deconfined phase. Therefore, the model predicts that confinement requires a strong coupling.
Indeed, if the coupling is (very) strong, we may neglect the first term in Eq. (51), and find that $`W(c,m_{\text{eff}})`$ develops a minimum at $`c=1/2`$, if<sup>10</sup><sup>10</sup>10Taking the Bessel functions and the $`n`$ sum more accurately into account, the actual value of $`T_{\text{cr}}`$ changes slightly: $`T_{\text{cr}}/m_{\text{eff}}2/21`$.
$$T<T_{\text{cr}},\frac{T_{\text{cr}}}{m_{\text{eff}}}=\frac{1}{11},\text{for }g^21.$$
(52)
The situation can be rephrased as follows: if $`T<T_{\text{cr}}`$, $`c=1/2`$ is the absolute minimum of $`W(c,m_{\text{eff}})`$. But $`W(c=1/2,m_{\text{eff}})`$ only becomes negative (thereby allowing for a confinement phase) if the coupling is sufficiently large, so that the first term of Eq. (51) can be neglected.
Therefore, our main conclusion of the present section is that a different treatment of the infrared modes changes the behavior of the model significantly! Although the present version of the model exhibits the desired features, it requires more input and thus is less meaningful: we need to specify the value of $`m_{\text{eff}}`$ and the value of $`g^2`$; the latter is involved with another scale $`\mu `$.
Let us end this section with the comment that the introduction of a masslike infrared cutoff as employed in Eq. (47) can also be used as an alternative regularization scheme for the infrared modes. This means that, giving up the meaning of $`m_{\text{eff}}`$ as a physical scale, but treating it as an arbitrary infrared cutoff scale for Eq. (47), we may remove it after the calculation by taking the limit $`m_{\text{eff}}0`$ in Eqs. (48) and (49). We exactly recover Eq. (32) (for $`d=4`$), and, after analytical continuation, also Eq. (36) with the association $`m_{\text{eff}}\mu `$. The same procedure in $`d>4`$ dimensions also leads to results identical with those in the preceding section. It is in this sense that the treatment of the infrared modes as performed in the preceding section can be rated “universal”.
## 6 Conclusions
In the present work, we have established and analyzed a dynamical model for the order parameter of the deconfinement phase transition in Yang-Mills theories – the vacuum expectation value of the Polyakov loop operator. We have calculated the effective action for this order parameter to second order in a derivative expansion, and have treated the gluonic fluctuations in one-loop approximation.
As a first conclusion, we observed that the “constant-Polyakov-loop” approximation, $`A_0=`$const., as considered in the literature, is in principle incapable of describing two different phases owing to the lack of an additional scale separating a high- and low-temperature phase in $`d=4`$. This can also be inferred from the observation that the vacuum expectation value of the trace of the energy momentum tensor for a constant quasi-abelian $`A_\mu `$ background vanishes:
$$T^\mu {}_{\mu }{}^{}=\beta _{g^2}F_{\mu \nu }F_{\mu \nu }=0,\text{for }A_\mu ^a=n^aA_\mu =\text{const.}$$
(53)
Therefore, a vacuum model of this type must necessarily preserve scale invariance even at finite temperature so that the theory must remain in a single phase.
In the present model, scale-breaking is induced by fluctuations of the Polyakov loop which, in a particular choice of gauge, are associated with a nonvanishing electric field. The question of whether or not these fluctuations are energetically favored can in principle be answered by the dynamics of the model. In turns out that the deconfinement phase is the generic phase in the absence of fluctuations (this holds for all $`d4`$). Whether spatial Polyakov loop fluctuations drive the model into a confining phase depends on the form of the weight function $`W(c)`$ of the kinetic term.
In four spacetime dimensions, thermal infrared singularities complicate the investigation of the weight function and require additional specifications of how to deal with these singularities. Within a regularization-independent scheme that introduces no other scale than already present, the $`d=4`$ model does not reveal a confinement phase; instead, fluctuations of the Polyakov loop even favor a deconfining vacuum state.
By contrast, when regularizing the infrared by a physically effective cutoff comparable to a gluon mass for the transverse modes, a phase transition into a confining phase for low temperature becomes visible in the strong-coupling regime.
Whether one of these scenarios is realized in Yang-Mills theory cannot, of course, be answered within a perturbative approach like that employed in the present paper. Not only does the enormous extrapolation of a one-loop calculation into the strong-coupling sector present a major problem, but, with regard to the infrared singularities, (even nonperturbatively) integrating out the gluonic fluctuations at one fell swoop seems to be inappropriate. Instead, the integration over the fluctuations should be performed step by step in order to control a possible emergence of a dynamically generated mass scale.
The one-loop model at least facilitates a concrete investigation of possible scenarios, and at most displays some features in a qualitatively correct manner. An appraisal of the different scenarios requires further arguments. The first scenario of Sect. 4.1 without an effective mass can be preferred only from a theoretical viewpoint owing to its simplicity and universality. Though the second scenario of Sect. 5 needs more input, the appearance of an additional infrared mass scale is common to almost all conjectured confining low-energy effective theories of Yang-Mills theory; therefore, a phenomenological viewpoint supports this scenario from the beginning, and so does the final result. Nevertheless, a reliable investigation of the infrared requires nonperturbative methods.
Let us finally comment on the differences of our results to Ref. which inspired the model considered in the present work; although the representations of the effective action in the form of Eq. (6) are congruent, the meaning of the results is quite different in comparison: in , the fluctuations of the $`A_0`$ field have not been taken into account, implying that the resulting “effective action” remains a complete quantum theory of the $`A_0`$ field. The $`A_0`$ ground state is then approximated by the effective potential which is obtained by transforming the kinetic term to standard canonical form. By contrast, we integrated over all quantum fluctuations of the $`A_\mu `$ field in the present work; therefore, the resulting effective action is the generating functional of the 1PI diagrams and governs the dynamics of the background fields in the sense of classical field theory. To conclude, it is not astonishing that the explicit results of in particular for the weight function $`W(c)`$ do not agree with ours because they have a different origin and a different meaning.<sup>11</sup><sup>11</sup>11From , it is in principle possible to arrive at our results (and get rid of the renormalization problems) by integrating over the $`A_0`$ fluctuations; however, for a consistent treatment, the second weight function of the $`𝒪((c)^4)`$ term has to be known before integrating over the $`A_0`$ fluctuations.
In spacetimes with more than four dimensions, the situation simplifies considerably: on the one hand, the model is infrared finite, thereby producing unambiguous results; on the other hand, there already exists another dimensionful scale given by the coupling constant. We discovered a phase transition from the (generic) deconfining to a confining phase for increasing temperature for $`d>d_{\text{cr}}7.42`$. This is consistent with the fact that the dimensionless coupling constant grows for increasing energies, reaching an UV-stable fixed point. Beyond perturbation theory, the latter statement has also been confirmed in the nonperturbative framework of exact renormalization group flow equations .
## Acknowledgments
The author wishes to thank W. Dittrich for helpful conversations and for carefully reading the manuscript. Furthermore, the author profited from insights provided by M. Engelhardt, whose useful comments on the manuscript are also gratefully acknowledged.
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# {^𝑁}16 as a calibration source for Super-Kamiokande
## 1 Introduction
The deficit of neutrinos coming from the sun, known as the solar neutrino problem, has long been established by past experiments. A global analysis of these experimental results suggests an energy dependent suppression in the flux of solar neutrinos. This suppression, via neutrino oscillations, could produce spectral distortions in the measured solar neutrino spectrum. Super-Kamiokande is the first experiment in a new generation of neutrino observatories that set out to measure the spectrum of neutrinos from the sun.
Super-Kamiokande (SK), a water Cherenkov detector, is sensitive only to the high energy $`{}_{}{}^{B}8`$ and rare HEP neutrinos from the sun. Detection of lower energy neutrinos is impeded by the high energy threshold of a water detector. The recoil electrons resulting from the elastic scatter of these neutrinos are observed in SK, providing energy and directional information in real time. Since the angular resolution of the detector for electrons of these energies is limited by multiple Coulomb scattering, performing a kinematic reconstruction of the incident neutrino energy is precluded. The measured electron energy is a lower limit of the neutrino energy and the shape of the solar neutrino energy spectrum must be inferred from the measured recoil electron spectrum. This situation increases the sensitivity to errors in the absolute energy scale when making solar neutrino flux and spectrum measurements. To set the energy scale, an electron linear accelerator (LINAC) was installed at SK to inject electrons of known energies into the detector. In order to cross check this calibration, the decay of $`{}_{}{}^{N}16`$ is used. First, a portable neutron generator has been employed to obtain high statistics data samples of $`{}_{}{}^{N}16`$ at many positions in the detector to accurately check the absolute energy scale. Second, the rate of $`{}_{}{}^{N}16`$ from the capture of stopped $`\mu ^{}`$ is measured as a check of the solar neutrino analysis tools.
## 2 Solar neutrinos in Super-Kamiokande
Super-Kamiokande is a water Cherenkov detector located in the Kamioka Mine in Gifu, Japan. The walls of the cylindrical detector are constructed from welded stainless steel plates, backed with concrete. The detector is divided into an inner and and outer detector (ID and OD respectively) by a stainless steel frame structure that serves as an optical barrier and a mounting point for all photomultiplier tubes (PMTs). Cherenkov light in the ID is collected by 11,146 inward facing 50 cm PMTs mounted uniformly on the wall, providing 40% photocathode coverage. In the OD, 1,885 20 cm PMTs monitor the 2.5 meter thick veto region. The veto is used to tag incoming particles and serves as a passive shield for gamma activity from the surrounding rock. The ID encloses 32,500 metric tons of water in a volume that is 36.2 m in height and 33.8 m in diameter. The fiducial volume for the solar neutrino analysis starts 2 m inward of the walls of the ID and contains 22,500 metric tons of water. The ID is accessible by a set of calibration ports 30 cm in diameter leading from the top of the tank directly to the ID.
Solar neutrinos measured in SK have energies that range from 5 to 18 MeV. At these energies, the recoil electron is limited to a few centimeters in range and the vertex position is found using the relative timing of hit PMTs, assuming all Cherenkov photons came from a single point. Once a vertex is reconstructed, the direction of the electron is determined using the characteristic shape of the emitted Cherenkov radiation. Since roughly 6 photoelectrons in total are collected per MeV of energy, very few PMTs will have more than one photoelectron and the number of hit PMTs is used as a measure of the energy. This number is corrected for PMT dark noise, absorption and scattering of Cherenkov photons, and geometrical acceptance of the PMTs, which depends on the reconstructed vertex position and direction in the detector. This corrected number of hit PMTs must be properly translated into energy and should be uniform in all directions and throughout the volume.
The LINAC calibration provides this translation from the corrected number of hit PMTs to total energy. The LINAC is located 15 meters from the top of SK, inset into the rock wall of the cavern. The electron beam is directed in a beam pipe through 9 meters of rock shielding, across the top of the SK tank, and down into the water by a series of bending and focusing magnets. The beam momentum is adjustable from 5 to 16 MeV, matching the range of energies of $`{}_{}{}^{B}8`$ solar neutrinos. The absolute energy of the beam is measured with a germanium detector. LINAC data taken at several different positions and energies are used to set the absolute energy scale of the Monte Carlo (MC) detector simulation. The MC extrapolates this calibration to the entire range of energies, over the entire volume, in all directions. The resulting absolute energy scale is thought to be known with better than 1% uncertainty. To be confident with such a precise measurement, a secondary check with a calibration source of comparable precision is desirable.
The LINAC calibration has limitations. The electrons are only moving in a downward direction when they exit the beam pipe, possibly introducing systematic errors due to direction dependences of the detector. The presence of the beam pipe in the tank while calibration data are taken is another limitation. While this is modeled in the simulation, it is still the largest source of systematic error for the calibration, especially at low energies. Additionally, the beam pipe and equipment associated with the LINAC calibration can only be operated at a restricted set of calibration ports, so the calibration must be extrapolated to the entire fiducial volume. Operating the LINAC also requires a great deal of manpower and results in significant detector down time.
The deuterium-tritium neutron generator (DTG) pulsed calibration source was built to address the limitations of the LINAC calibration system, while providing a cross check of the absolute energy scale. The DTG creates $`{}_{}{}^{N}16`$ by the (n,p) reaction on $`{}_{}{}^{O}16`$ in the water of the detector. The decay of $`{}_{}{}^{N}16`$, with a Q value of 10.4 MeV, is dominated by an electron with a 4.3 MeV maximum energy coincident with a 6.1 MeV gamma ray and is well suited to check the absolute energy scale for the solar neutrino measurement. With a half life of $`7.13`$ sec, $`{}_{}{}^{N}16`$ is created in situ by lowering the DTG into the detector on a computer-controlled crane. After firing, the DTG is withdrawn, leaving the produced $`{}_{}{}^{N}16`$ to decay removed from the presence of any calibration equipment. $`{}_{}{}^{N}16`$ decays isotropically, making direction dependence studies on the energy scale possible. The calibration system is designed to be portable, permitting operation at virtually any calibration port, and providing a more complete mapping of the position dependence of the energy scale. The DTG is also designed to be easy to operate, requiring less manpower and down time for setup and data taking. The SNO experiment uses a similar DTG, externally located to their detector, as a neutron activation source for calibration purposes.
An additional source of $`{}_{}{}^{N}16`$ used for calibration at SK is the capture of cosmic ray $`\mu ^{}`$ on $`{}_{}{}^{O}16`$. These events are collected as a natural background in the solar neutrino analysis. These events occur at a comparable rate to solar neutrinos, and comparing the measured event rate to the expected rate serves as a check of the solar neutrino signal extraction method. These events, although limited in statistics, can also be used to check the absolute energy scale.
The following sections will describe the two methods by which $`{}_{}{}^{N}16`$ is produced for calibration in SK, including a description of the experimental setup used in taking DTG data, a discussion of $`{}_{}{}^{N}16`$ from the capture of $`\mu ^{}`$, as well as information regarding the simulation of the $`{}_{}{}^{N}16`$ beta decay. The results of the analysis of both data sets are also presented.
## 3 $`{}_{}{}^{N}16`$-Production and Modeling.
The $`{}_{}{}^{N}16`$ used as a calibration source for SK are produced by two different mechanisms. The first source results from the interaction of 14.2 MeV neutrons in the water of the detector. These neutrons are from a deuterium-tritium neutron generator (DTG), and produce a high statistics sample of $`{}_{}{}^{N}16`$ at a set position in the detector. The second source of $`{}_{}{}^{N}16`$ is the capture of stopped $`\mu ^{}`$ in the water of the detector. These events, like solar neutrinos, are uniformly distributed throughout the detector volume. For both of these data sets, the beta decay of $`{}_{}{}^{N}16`$ is carefully modeled, and the corresponding MC is compared to the data. Since the energy scale of the MC is set by the LINAC calibration, a comparison of $`{}_{}{}^{N}16`$ data to MC serves as a cross check of the energy scale.
### 3.1 $`{}_{}{}^{N}16`$ from the DTG neutron generator
At the center of the DTG setup is a MF Physics Model A-211 pulsed neutron generator. This neutron generator creates neutrons by the deuterium-tritium reaction,
$`{}_{}{}^{H}3`$ \+ $`{}_{}{}^{H}2`$ $``$ $`{}_{}{}^{H}4`$ \+ n.
This reaction yields isotropically distributed neutrons with an energy of 14.2 MeV. The neutron generator consists of three main components, (1) an accelerator control unit, where high voltage ($``$500 V), operational interlock, and fire controls are located, (2) a pulse-forming electronics unit, where the $``$100 kV pulses needed by the accelerator are created, and (3) the accelerator head, containing the deuterium/tritium ion source and target. For operation at SK, where the separation between the accelerator control unit and the accelerator head could be up to 50 meters, the pulse-forming electronics were repackaged and attached directly to the accelerator head. The combined accelerator head and pulse electronics are encased in a stainless steel water-tight housing (Figure 1). The housing measures 150 cm in length and 16.5 cm in diameter, fitting easily into the calibration ports at SK. The pulse-forming electronics are attached to the accelerator control unit by a cable bundle, containing 10 coaxial cables for high voltage and generator control signals. These cables pass through an epoxy filled cable feed-through on top of a PVC plate, which serves as the lid for the stainless steel housing. A water leak sensor is also included in the housing so that the generator can be removed in case of a water leak. An ultrasonic water sensor is also attached to the top of the steel housing and serves as an operational interlock, preventing operation of the generator when not in the detector. The entire DTG apparatus is moved into position in the detector using a custom built computer-controlled crane.
The DTG generates neutrons by colliding deuterium and tritium ions with a fixed metal hydride target, also containing equal parts of deuterium and tritium. These ions are created by a Penning ion source, using electric and magnetic fields to create a plasma along the source anode, and trapping the resulting electrons which ionize gas in the source region (see Figure 1). The gas pressure is regulated by the gas reservoir element. The deuterium and tritium ions are accelerated toward the target through an accelerating voltage of 80-180 kV. The target is biased positively with respect to the accelerating anode to prevent secondary electrons from damaging the ion source. The ion source, accelerating anode and target are enclosed in an evacuated enclosure, which is in turn enclosed in a protective aluminum housing. The pulse-forming electronics are enclosed in a similar aluminum housing and both units are filled with Shell Diala AX transformer oil for insulation and cooling.<sup>1</sup><sup>1</sup>1The original fluorine-based insulating fluid was replaced with oil to remove contamination from $`{}_{}{}^{N}16`$ produced inside the generator from the (n,$`\alpha `$) reaction on $`{}_{}{}^{F}19`$. The neutron generator can be pulsed at a maximum rate of 100 Hz, with each pulse yielding approximately $`10^6`$ neutrons.
The 14.2 MeV neutrons produced by the DTG are energetic enough to produce $`{}_{}{}^{N}16`$ by the (n,p) reaction on $`{}_{}{}^{O}16`$ in the water of SK, which requires neutron energies greater than $``$11 MeV.. The (n,$`\alpha `$) and (n,d) reactions on $`{}_{}{}^{O}16`$ result in the creation of stable isotopes, while the creation of $`{}_{}{}^{O}15`$ by the (n,2n) reaction is energetically forbidden. The (n,p) reaction on $`{}_{}{}^{O}17`$ and $`{}_{}{}^{O}18`$ are suppressed by the low isotopic abundance and smaller reaction cross sections, which results in yields $`<1\times 10^4`$ that of $`{}_{}{}^{N}16`$. A simulation of neutrons in water using GCALOR and GEANT indicates an expected $`{}_{}{}^{N}16`$ yield, defined as the fraction of neutrons that create $`{}_{}{}^{N}16`$, of 1.3%. The actual yield of $``$1% found while taking data at SK agrees with this figure, given the uncertainties in the absolute neutron flux. These simulations also indicate that the mean distance these neutrons travel in water before they create $`{}_{}{}^{N}16`$ is about 20 cm.
When taking data at SK, the DTG is lowered to a position 2 meters above the intended $`{}_{}{}^{N}16`$ production point, and the data taking cycle is started (Figure 2). The data taking cycle is controlled by computer, directing the crane, the generator and data collection of SK. First, the crane lowers the DTG 2 meters, to the data collection position. Next, the generator is fired, creating a bubble of $`{}_{}{}^{N}16`$ surrounding the end of the DTG. Every time the DTG is fired, the generator is pulsed 3 times, at the maximum rate of 100 Hz, producing $``$3 million neutrons. Third, the DTG is raised 2 meters, removing the generator from the area containing $`{}_{}{}^{N}16`$. After the DTG is fired, $``$10 seconds are required before the apparatus is completely withdrawn, and $``$60% of $`{}_{}{}^{N}16`$ has decayed. No data are collected while the crane is moving to prevent electrical noise generated by the crane from contaminating the data. Once the crane has stopped moving upward, data are collected in SK for 40 seconds. This cycle is repeated $``$25 times at a single location in the SK tank, yielding a data sample of $``$300,000 $`{}_{}{}^{N}16`$ events collected by SK. This data sample is later analyzed using the standard analysis tools.
### 3.2 $`{}_{}{}^{N}16`$ from the capture of $`\mu ^{}`$
The creation of $`{}_{}{}^{N}16`$ occurs naturally as a background to the solar neutrino measurement. A stopped $`\mu ^{}`$ can be captured by a $`{}_{}{}^{O}16`$ nucleus in the water of the detector,
$`{}_{}{}^{O}16`$ \+ $`\mu ^{}`$ $`{}_{}{}^{N}16`$ \+ $`\nu _\mu `$.
A fraction of $`{}_{}{}^{N}16`$ created will be in the ground state, and beta decays with a 7.13 sec half life. These events are found by collecting events that occur in the area surrounding the stopping point of a captured muon and subtracting random background events.
The expected rate of $`{}_{}{}^{N}16`$ events from muon capture per day in the inner 11.5 kton fiducial volume is given by
$`N_{ev}=N_{stopmu}(\frac{\mu ^{}}{\mu ^++\mu ^{}})f_{capture}f_{gs}ϵ`$,
where:
* $`N_{stopmu}`$ is the rate of stopping muons found in the 11.5 kton volume per day. This rate is measured using the same stopping muon fitter that is used in the search for $`{}_{}{}^{N}16`$ events and is found to be $`2530\pm 60(stat.+sys.)`$ per day.
* $`(\frac{\mu ^{}}{\mu ^++\mu ^{}})`$ is the fraction of events that are $`\mu ^{}`$, taken to be $`0.44\pm 0.01`$.
* $`f_{capture}`$ is the fraction of $`\mu ^{}`$ that are captured on $`{}_{}{}^{O}16`$ before decaying, and is determined by the known capture and decay rates to be $`18.39\%\pm 0.01\%`$.
* $`f_{gs}`$ is the fraction of captures that results in the formation of $`{}_{}{}^{N}16`$ in the ground state, where it will beta decay. $`f_{gs}`$ is determined by the ratio of the partial capture rates to the ground state producing levels to the total capture rate and is found to be $`9.0\%\pm 0.7\%`$.
* $`ϵ`$ is the triggering and reconstruction efficiency for $`{}_{}{}^{N}16`$ and is determined by MC simulation to be $`64.6\%\pm 0.2\%`$.
This results in a predicted $`{}_{}{}^{N}16`$ event rate in the 11.5 kton fiducial volume of $`11.9\pm 1.0`$ events per day. The inner 11.5 kton fiducial volume is chosen for the rate analysis to avoid contamination of the stopping muon sample from misidentification of through going muons near the walls of the detector. This contamination has no effect on the solar neutrino analysis.
### 3.3 Modeling the decay of $`{}_{}{}^{N}16`$
Careful modeling of the $`{}_{}{}^{N}16`$ beta decay is crucial in order to perform accurate MC simulations of $`{}_{}{}^{N}16`$ data. All decay lines with a probability of $`10^8`$ or greater are included. Table 1 contains information about the included decay lines. In order to properly model the beta spectrum of these transitions, many corrections were applied. These included corrections for nuclear recoil, the nuclear Coulomb field, finite nuclear size corrections, Dirac wave function corrections, radiative corrections and atomic screening. Additionally, the unique first forbidden transitions require corrections for the electron spectral shape. These corrections tend to be significant only for very low energy electrons. In our case, individual corrections to the peak energy are all $`<`$0.2%, and since they have different signs, the overall shift in the peak energy is only 0.14%. The electron and gamma energies obtained from this decay simulation are then input into the standard SK detector simulation used in the solar neutrino analysis.
## 4 Results from the DTG calibration
The DTG was installed at SK in March, 1999. The first few months of data taking were dedicated to engineering runs to optimize the data taking system and gain additional understanding of this new calibration data. Good, high statistics calibration data were obtained starting in July, 1999. At this time, a complete survey of the detector volume with the DTG was performed. Since that time, DTG calibration data have been collected monthly to monitor the long term stability of the energy scale. Results presented here are from the July 1999 detector DTG survey.
Data from the DTG are reconstructed using the same analysis tools as the solar neutrino analysis (see Reference ). No background subtraction is required when analyzing DTG data, as the natural background level contributes $`0.1\%`$ to the data sample. The reconstructed vertex distributions for a typical data taking run are presented in Figure 3. Histograms of the x, y, and z vertices in SK coordinates are presented as well as x-z and y-z scatter plots. This data was taken at a nominal position of (-388.9 cm, -70.7 cm, 0 cm). The x and y vertex position are established by the position of the calibration port on the SK detector, and are accurate to $``$3 cm. The z vertex position is determined by the location of the crane, and since no effort was made during data taking to obtain the precise depth of the DTG, the z vertex position is accurate to $``$25 cm. The vertex distributions shown in Figure 3 have fitted peak positions from a Gaussian fit of (-389.2 cm, -72.8 cm, -27.8 cm). A small amount of smearing can be seen in the upper half of the z-vertex distribution resulting from water displaced by the withdrawal of the DTG. Given the spatial extent of the $`{}_{}{}^{N}16`$ created by the DTG, it is not the optimal tool for studies of vertex shifts or vertex resolution. For these studies, data from the LINAC is used. Reconstructed direction distributions are consistent with an isotropic source.
Monte Carlo data are generated at each position where data were taken. Reflection of Cherenkov photons from the DTG was included in the simulation, although geometric shadowing is expected for only 0.1% of photons. The data and MC events for a given position are subjected to the same reconstruction, and a histogram of the reconstructed energy is made for each. The energy spectrum from a typical data taking run is presented in Figure 4, along with the corresponding MC simulation. The peak of the energy distribution is dominated by events with a 6.1 MeV gamma ray in coincidence with an electron with a 4.3 MeV endpoint energy. 28% of the events contain an electron with an endpoint energy of 10.4 MeV and are the primary source of the observed high energy tail. The shape of the energy spectrum at low energies ($`<`$5MeV) is primarily determined by the trigger threshold of the detector. These distributions are fit with a Gaussian function between 5.5 MeV and 9.0 MeV, and the peak positions are found. These numbers serve as the measure of the absolute energy scale by calculating the deviation of peak positions, $`\frac{MCDATA}{DATA}`$, and this procedure is repeated at each data position in the SK tank.
In order to obtain a global result from the deviation measured at various positions in the detector, a position-weighted average is performed on the results. Each position where DTG data are taken is given a weight based on the geometrical fraction the volume surrounding that point contributes to the total 22.5 kton fiducial volume. These weights vary from 1%-7% depending on the location in the detector. Since solar neutrinos interact uniformly throughout the entire detector volume, a position-weighted average provides a more realistic representation of the detector than a simple average. Figure 5 presents the position-weighted average energy spectrum for data and MC. There is excellent agreement between the two.
The data from the DTG are also used to study the position and direction dependence of the energy scale. DTG data was taken in 6 different calibration port locations, at 7 depths per port, providing a large sampling of the detector volume. The position dependence of the energy scale, shown in Figure 6, is presented as a function of radial distance (r) and height (z) in the detector, by performing a position-weighted average over z and r, respectively. No significant variation in r is seen over the fiducial volume. While there is a slight variation with height in the detector, it is within the systematic errors for the energy scale. The direction dependence of the energy scale is obtained by dividing the data in subsets at each position based on the reconstructed direction, performing a Gaussian fit on the energy spectrum of each subset, and then performing a position-weighted average over all DTG data positions in the detector for each direction. The direction dependence is studied as a function of zenith angle, measured with respect to the vertical (z) axis of the detector, and as a function of azimuthal angle, measured in the x-y plane. The resulting angular dependence of the energy scale is presented in Figure 7. In both cases, the variation in the energy scale in direction within the fiducial volume is less than 1%.
As a check for background contamination from other nuclides, the half life of $`{}_{}{}^{N}16`$ is measured using the collected data. The time since generator fire for each event collected is plotted, and the data from several positions are combined for additional statistical weight. The histogram of this decay time and the calculated best fit are shown in Figure 8. The best fit half life of $`7.13\pm 0.03`$ sec is in excellent agreement with the expected value of $`7.13\pm 0.02`$ sec, indicating a clean sample of $`{}_{}{}^{N}16`$ is obtained.
The systematic errors for the DTG calibration for the absolute energy scale measurement are summarized in Table 2. The systematic error for shadowing of Cherenkov photons by DTG related equipment after it is withdrawn is determined by the fraction of photons that could be absorbed and is conservatively estimated to be $`\pm 0.1\%`$. A simulation of neutrons in the DTG setup indicates that small amounts of background isotopes are created, including $`{}_{}{}^{N}24`$, $`{}_{}{}^{C}62`$, and $`{}_{}{}^{A}28`$. Most nuclides have long half lives and/or insufficient energy to trigger SK, but a MC simulation indicates a small amount of gamma contamination is possible, and a systematic error of $`\pm 0.1\%`$ is conservatively chosen. The DTG data selection systematic error results from a vertex position cut made to the data to remove background events occurring near the walls of the detector from the data sample.
The total position averaged energy scale deviation, $`(\frac{MCDATA}{DATA})`$, measured during the July 1999 survey of the detector is found to be $`0.04\%\pm 0.04\%(stat.)\pm 0.2\%(sys.)`$, indicating excellent overall agreement of the DTG data with the LINAC-based MC simulation.
## 5 Results from the $`\mu ^{}`$ Capture $`{}_{}{}^{N}16`$ Analysis
$`{}_{}{}^{N}16`$ data resulting from the capture of stopped $`\mu ^{}`$ are simultaneously collected during normal data collection runs with solar neutrino events. In order to extract these few events per day from the data set, a specialized data search is implemented. First, stopping muon events are found and the stopping positions reconstructed. These fit results are used as an input, along with the input data for the solar neutrino analysis, to the $`{}_{}{}^{N}16`$ search program. The search program finds stopping muon events that are not followed by a decay event in 100$`\mu `$s, as a muon that decays can not be captured on $`{}_{}{}^{O}16`$, preventing additional background contributions. Once an “undecayed” muon is found, any events in the solar neutrino data sample are saved that occur within 335 cm of the stopping muon point, as well as in a time window of 100 ms to 30 seconds following the stopping muon. The distance of 335 cm is used as it is large enough to contain all expected signal events while keeping contributions from random backgrounds as small as possible. No limit is placed on the number of candidate signal events a stopping muon can produce to prevent biasing from the random background in SK. The result of this search is called the signal sample, and contains the $`{}_{}{}^{N}16`$ events as well as natural background events. To account for this natural background, a so-called background sample is also obtained by offsetting the times of the “undecayed” muons by 100 seconds into the future and again performing the same search.
Once the signal and background samples are compiled, the solar neutrino analysis algorithms are applied to all events. The effects of the natural background are removed by performing a statistical subtraction of the results for the background sample from the signal sample. In 1003.8 days of data, 41,059 signal sample events and 20,025 background sample events are found, resulting in an excess of 21,034 events attributed to $`{}_{}{}^{N}16`$ decay. In the inner 11.5 kton fiducial volume, 17,714 signal, with 6267 background events are found in this same live-time period, resulting in a rate of $`{}_{}{}^{N}16`$ events of 11.4$`\pm `$0.2 events/day. This result agrees well with the predicted rate of 11.9$`\pm `$1.0 events/day and indicates that no loss of signal is found for events in the same energy range of solar neutrinos.
These data are also used to check the absolute energy scale of the detector by comparing the energy distribution of the background subtracted sample to MC. A MC event sample is generated with measured decay electron positions used as input vertices. These events are reconstructed using the same tools as the signal and background samples. The background subtracted energy distribution is presented in Figure 9 along with the results from the MC. The fitted peak position for data and MC are found and compared, yielding a deviation $`(\frac{MCDATA}{DATA})`$ of +0.9%$`\pm `$0.7%.
The background subtracted distribution of time since the stopping muon for $`{}_{}{}^{N}16`$ events is used to measure the half life, and is presented in Figure 10. The measured half life of $`6.68\pm 0.14`$ sec is in poor agreement with the expected half life of $`7.13\pm 0.02`$ sec, with a 3.2 sigma difference. The poor agreement of the half life seems to indicate the presence of contamination in the data sample. $`{}_{}{}^{C}15`$ has been suggested, with a half life of 2.45 sec. It can be created by proton emission of some excited states of $`{}_{}{}^{N}16`$ formed during the capture of the $`\mu ^{}`$. Little is known about the highly excited states of the $`{}_{}{}^{N}16`$ nucleus, and this is taken as a systematic error for this analysis. The deviation of the measured half life from the accepted value can be interpreted as a $``$4% contamination from $`{}_{}{}^{C}15`$ and a MC of $`{}_{}{}^{C}15`$ decay events indicates that this would shift the energy distribution by -0.4%. This type of contamination is not energetically possible for the DTG data sample. Additionally, the systematic error in modeling the decay of $`{}_{}{}^{N}16`$ from the DTG analysis also applies here, resulting in a total energy scale deviation for the $`\mu ^{}`$ capture $`{}_{}{}^{N}16`$ of $`+0.9\%\pm 0.7\%(stat.)_{0.5\%}^{+0.1\%}(sys.)`$
## 6 Conclusions
The absolute energy scale of the Super-Kamiokande detector for solar neutrinos has been verified by the decay of $`{}_{}{}^{N}16`$. In particular, $`{}_{}{}^{N}16`$ resulting from the (n,p) reaction of 14.2 MeV neutrons on water provides a high statistics data sample with comparable systematic uncertainties to the LINAC. Our analysis shows excellent agreement (better than $`\pm 1\%`$) between data and a LINAC-tuned MC simulation. The position and direction dependence of the energy scale have also been studied and are within our systematic uncertainties for the energy scale of the detector. The analysis of $`{}_{}{}^{N}16`$ events resulting from the capture of stopped $`\mu ^{}`$ shows good agreement between the expected and measured rates of events and verifies solar neutrino flux measurements.
DTG data are periodically being collected to study the time dependence of the energy scale, and the DTG will continue to be used as a calibration tool for Super-Kamiokande. Future calibrations that combine the LINAC and DTG could result in smaller systematic uncertainties in the energy scale and more accurate measurements of the solar neutrino energy spectrum.
## 7 Acknowledgment
We gratefully acknowledge the cooperation of the Kamioka Mining and Smelting Company. This work was partly supported by the Japanese Ministry of Education, Science and Culture, the U.S. Department of Energy and the U.S. National Science Foundation.
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# 1 Introduction
## 1 Introduction
As is well-known, string theory generally contains negative norm states (ghosts) from timelike oscillators. However, they do not appear as physical states. This is the famous no-ghost theorem -.<sup>1</sup><sup>1</sup>1For the NSR string, see Refs. -.
When the background spacetime is curved, things are not clear though. First of all, nonstationary situations are complicated even in field theory. There is no well-defined ground state with respect to a time translation and the “particle interpretation” becomes ambiguous. Moreover, even for static or stationary backgrounds, it is not currently possible to show the no-ghost theorem from the knowledge of the algebra alone. In fact, Refs. and Ref. found ghosts for strings on three-dimensional anti-de Sitter space ($`AdS_3`$) and three-dimensional black holes, respectively. There are references which have proposed resolutions to the ghost problem for $`AdS_3`$ . However, the issue is not settled yet and proof for the other backgrounds is still lacking.
Viewing the situation, we would like to ask the converse question: how general can the no-ghost theorem definitely apply? This is the theme of this paper.
In order to answer to the question, let us look at the known proofs more carefully. There are two approaches. The first approach uses the “old covariant quantization” (OCQ). Some proofs in this approach use the “DDF operators” to explicitly construct the observable Hilbert space to show the theorem . This proof assumes flat spacetime and cannot be extended to the more general cases. Goddard and Thorn’s proof is similar to this traditional one, but is formulated without explicit reference to the DDF operators. Since it only requires the existence of a flat light-cone vector, the proof can be extended easily to $`2d26`$.
There is another approach using the BRST quantization. These work more generally. Many proofs can be easily extended to the general $`c=26`$ CFT on $`\mathrm{IR}^{d1,1}\times K`$, where $`2d26`$ and $`K`$ corresponds to a compact unitary CFT of central charge $`c_K=26d`$ .
On the other hand, the theorem has not been studied in detail when $`0<d<2`$. The purpose of this paper is to show an explicit proof for $`d=1`$.
We show the no-ghost theorem using the technique of Frenkel, Garland and Zuckerman (FGZ) . Their proof is different from the others. For example, the standard BRST quantization assumes $`d2`$ in order to prove the “vanishing theorem,” i.e., the BRST cohomology is trivial except at the zero ghost number. However, FGZ’s proof of the vanishing theorem essentially does not require this as we will see later. Establishing the no-ghost theorem for $`d=1`$ is then straightforward by calculating the “index” and “signature” of the cohomology groups.
Thus, in a sense our result is obvious a priori, from Refs. . But it does not seem to be known well, so it is worth working out this point explicitly in detail.
The organization of the present paper is as follows. First, in the next section, we set up our notations and briefly review the BRST quantization of string theory. In Section 3, we will see a standard proof of the vanishing theorem and review why the standard no-ghost theorem cannot be extended to $`d<2`$. Then in Section 4, we prove the vanishing theorem due to FGZ, following Refs. . We use this result in Section 5 to prove the no-ghost theorem for $`d=1`$.
For the other attempts of the $`d=1`$ proof, see Section 6 (iv). Among them, Ref. considers the same kind of CFT as ours. However, the proof relies heavily on the proof of the flat $`d=26`$ string, and thus the proof is somewhat roundabout and is not transparent as ours. Moreover, our proof admits the extention to more general curved backgrounds \[see Section 6 (v)\].
## 2 BRST Quantization
In this section, we briefly review the BRST quantization of string theory . We make the following assumptions:
1. Our world-sheet theory consists of $`d`$ free bosons $`X^\mu (\mu =0,\mathrm{},d1)`$ with signature $`(1,d1)`$ and a compact unitary CFT $`K`$ of central charge $`c_K=26d`$. Although we focus on the $`d=1`$ case below, the extension to $`1d26`$ is straightforward \[Section 6 (i)\].
2. We assume that $`K`$ is unitary and that its spectrum is discrete and bounded below. Thus, all states in $`K`$ lie in highest weight representations. The weight of highest weight states should have $`h^K>0`$ from the Kac determinant; therefore, the eigenvalue of $`L_0^K`$ is always non-negative.
3. The momentum of states is $`k^\mu 0`$. \[See Section 6 (iii) for the exceptional case $`k^\mu =0`$.\]
Then, the total $`L_m`$ of the theory is given by $`L_m=L_m^X+L_m^g+L_m^K`$, where
$`L_m^X`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{n=\mathrm{}}{\overset{\mathrm{}}{}}}:\alpha _{mn}^\mu \alpha _{\mu ,n}:,`$ (1)
$`L_m^g`$ $`=`$ $`{\displaystyle \underset{n=\mathrm{}}{\overset{\mathrm{}}{}}}(mn):b_{m+n}c_n:\delta _m.`$ (2)
Here,
$$[\alpha _m^\mu ,\alpha _n^\nu ]=m\delta _{m+n}\eta ^{\mu \nu },\{b_m,c_n\}=\delta _{m+n},$$
(3)
and $`\delta _m=\delta _{m,0}`$. With the $`d`$-dimensional momentum $`k^\mu `$, $`\alpha _0^\mu =\sqrt{2\alpha ^{}}k^\mu `$.
The ghost number operator $`\widehat{N}^g`$ counts the number of $`c`$ minus the number of $`b`$ excitations: <sup>2</sup><sup>2</sup>2The ghost zero modes will not matter to our discussion. $`\widehat{N}^g`$ is related to the standard ghost number operator $`N^g`$ as $`N^g=\widehat{N}^g+c_0b_0\frac{1}{2}`$. Note that the operator $`\widehat{N}^g`$ is also normalized so that $`\widehat{N}^g|=0`$.
$$\widehat{N}^g=\underset{m=1}{\overset{\mathrm{}}{}}(c_mb_mb_mc_m)=\underset{m=1}{\overset{\mathrm{}}{}}(N_m^cN_m^b).$$
(4)
We will call the total Hilbert space $`_{total}`$. Recall that the physical state conditions are
$$Q|\text{phys}=0,b_0|\text{phys}=0.$$
(5)
These conditions imply
$$0=\{Q,b_0\}|\text{phys}=L_0|\text{phys}.$$
(6)
Thus, we define the following subspaces of $`_{total}`$:
$``$ $`=`$ $`\{\varphi _{total}:b_0\varphi =0\},`$ (7a)
$`\widehat{}`$ $`=`$ $`^{L_0}=\{\varphi _{total}:b_0\varphi =L_0\varphi =0\}.`$ (7b)
We will consider the cohomology on $`\widehat{}`$ since $`Q`$ takes $`\widehat{}`$ into itself from $`\{Q,b_0\}=L_0`$ and $`[Q,L_0]=0`$. The subspace $``$ will be useful in our proof of the vanishing theorem (Section 4).
The Hilbert space $`\widehat{}`$ is classified according to mass eigenvalues. $`\widehat{}`$ at a particular mass level will be often written as $`\widehat{}(k^2)`$. For a state $`|\varphi \widehat{}(k^2)`$,
$$L_0|\varphi =(\alpha ^{}k^2+L_0^{int})|\varphi =0,$$
(8)
where $`L_0^{int}`$ counts the level number. One can further take an eigenstate of $`\widehat{N}^g`$ since $`[L_0^{int},\widehat{N}^g]=0`$. $`\widehat{}`$ is decomposed by the eigenvalues of $`\widehat{N}^g`$ as
$$\widehat{}=\underset{n𝐙}{}\widehat{}^n.$$
(9)
We define the raising operators as $`\alpha _m^\mu ,b_m,c_m,x^\mu `$ and $`c_0`$. The ground state in $`\widehat{}(k^2)`$ is given by
$$|0;k|h^K=e^{ikx}|0;|h^K,$$
(10)
where $`|0;`$ is the vacuum state annihilated by all lowering operators and $`|h^K`$ is a highest weight state in $`K`$. Then, $`\widehat{}(k^2)`$ is written as
$$\widehat{}(k^2)=\left((\alpha _m^\mu ,b_m,c_m;k)_K\right)^{L_0}.$$
(11)
Here, $`^{L_0}`$ denotes the $`L_0`$-invariant subspace: $`F^{L_0}=F\text{Ker}L_0`$. A state in $`_K`$ is constructed by Verma modules of $`K`$. The Fock space $`(\alpha _m^\mu ,b_m,c_m;k)`$ is spanned by all states of the form
$$|N;k=\underset{\mu =0}{\overset{d1}{}}\underset{m=1}{\overset{\mathrm{}}{}}\frac{(\alpha _m^\mu )^{N_m^\mu }}{\sqrt{m^{N_m^\mu }N_m^\mu !}}\underset{m=1}{\overset{\mathrm{}}{}}(b_m)^{N_m^b}\underset{m=1}{\overset{\mathrm{}}{}}(c_m)^{N_m^c}|0;k,$$
(12)
where $`N_m^\mu =\frac{1}{m}\alpha _m^\mu \alpha _{\mu ,m}`$ are the number operators for $`\alpha _m^\mu `$. In terms of the number operators,
$$L_0^{int}=\underset{m=1}{\overset{\mathrm{}}{}}m\left(N_m^b+N_m^c+\underset{\mu =0}{\overset{d1}{}}N_m^\mu \right)+L_0^K1.$$
(13)
The BRST operator
$$Q=\underset{m=\mathrm{}}{\overset{\mathrm{}}{}}(L_m^X+L_m^K)c_m\frac{1}{2}\underset{m,n=\mathrm{}}{\overset{\mathrm{}}{}}(mn):c_mc_nb_{m+n}:c_0$$
(14)
can be decomposed in terms of ghost zero modes as follows:
$$Q=\widehat{Q}+c_0L_0+b_0M,$$
(15)
where $`M=2_{m=1}^{\mathrm{}}mc_mc_m`$ and $`\widehat{Q}`$ is the collection of the terms in $`Q`$ without $`b_0`$ or $`c_0`$. Using the above decomposition (15), for a state $`|\varphi \widehat{}`$,
$$Q|\varphi =\widehat{Q}|\varphi .$$
(16)
Therefore, the physical state condition reduces to
$$\widehat{Q}|\varphi =0.$$
(17)
Also, $`\widehat{Q}^2=0`$ on $`\widehat{}`$ from Eq. (16). Thus, $`\widehat{Q}:\widehat{}^n\widehat{}^{n+1}`$ defines a BRST complex, which is called the relative BRST complex. So, we can define $`\widehat{}_c,\widehat{}_e\widehat{}`$ by
$$\widehat{Q}\widehat{}_c=0,\widehat{}_e=\widehat{Q}\widehat{},$$
(18)
and define the relative BRST cohomology of $`Q`$ by
$$\widehat{}_{obs}=\widehat{}_c/\widehat{}_e.$$
(19)
In terms of the cohomology group, $`\widehat{}_{obs}(k^2)=_{n𝐙}H^n(\widehat{}(k^2),\widehat{Q}(k))`$.
Now, the inner product in $`_{total}`$ is given by
$$0,I;k|c_0|0,I^{};k^{}=(2\pi )^d\delta ^d(kk^{})\delta _{I,I^{}},$$
(20)
where $`I`$ labels the states of the compact CFT $`K`$. We take the basis $`I`$ to be orthonormal. Then, the inner product $`|`$$`|`$ in $`\widehat{}`$ is defined by $`|`$ as follows:
$$0,I;k|c_0|0,I^{};k^{}=2\pi \delta (k^2k^{}{}_{}{}^{2})0,I;k||0,I^{};k^{}.$$
(21)
The inner products of the other states follow from the algebra with the hermiticity property, $`b_m^{}=b_m,c_m^{}=c_m`$ and $`(\alpha _m^\mu )^{}=\alpha _m^\mu `$.<sup>3</sup><sup>3</sup>3We will write $`\mathrm{}|`$$`|\mathrm{}`$ as $`\mathrm{}|\mathrm{}`$ below.
## 3 The Vanishing Theorem and Standard Proofs
In order to prove the no-ghost theorem, it is useful to show the following theorem:
###### Theorem 3.1 (The Vanishing Theorem).
The $`\widehat{Q}`$-cohomology can be non-zero only at $`\widehat{N}^g=0`$, i.e., $`H^n(\widehat{},\widehat{Q})=0`$ for $`n0`$.
To prove this, we use the notion of filtration. We first explain the method and then give an example of filtration used in . The filtration is part of the reason why $`d2`$ in standard proofs.
A filtration is a procedure to break up $`\widehat{Q}`$ according to a quantum number $`N_f`$ (filtration degree):
$$\widehat{Q}=Q_0+Q_1+\mathrm{}+Q_N,$$
(22)
where
$$[N_f,Q_m]=mQ_m.$$
(23)
We also require
$$[N_f,\widehat{N}^g]=[N_f,L_0]=0.$$
(24)
Then, $`\widehat{}`$ breaks up according to the filtration degree $`N_f(=q)`$ as well as the ghost number $`\widehat{N}^g(=n)`$:
$$\widehat{}=\underset{q,n𝐙}{}\widehat{}^{n;q}.$$
(25)
If $`\widehat{}^q`$ can be nonzero only for a finite range of degrees, the filtration is called bounded.
The nilpotency of $`\widehat{Q}^2`$ implies
$$\underset{\stackrel{m,n}{m+n=l}}{}Q_mQ_n=0,l=0,\mathrm{},2N$$
(26)
since they have different values of $`N_f`$. In particular,
$$Q_0^2=0.$$
(27)
The point is that we can first study the cohomology of $`Q_0:\widehat{}^{n;q}\widehat{}^{n+1;q}`$. This is easier since $`Q_0`$ is often simpler than $`\widehat{Q}`$. Knowing the cohomology of $`Q_0`$ then tells us about the cohomology of $`\widehat{Q}`$. In fact, one can show the following lemma:
###### Lemma 3.1.
If the $`Q_0`$-cohomology is trivial, so is the $`\widehat{Q}`$-cohomology.
###### Proof.
<sup>4</sup><sup>4</sup>4The following argument is due to Ref. .
Let $`\varphi `$ be a state of ghost number $`\widehat{N}^g=n`$ and $`\widehat{Q}`$-invariant ($`\varphi \widehat{}_c^n`$). Assuming that the filtration is bounded, we write
$$\varphi =\varphi _k+\varphi _{k+1}+\mathrm{}+\varphi _p,$$
(28)
where $`\varphi _q\widehat{}^{n;q}`$. Then,
$$\widehat{Q}\varphi =(Q_0\varphi _k)+(Q_0\varphi _{k+1}+Q_1\varphi _k)+\mathrm{}+(Q_N\varphi _p).$$
(29)
Each parenthesis vanishes separately since they carry different $`N_f`$. So, $`Q_0\varphi _k=0`$. The $`Q_0`$-cohomology is trivial by assumption, thus $`\varphi _k=Q_0\chi _k`$. But then $`\varphi \widehat{Q}\chi _k`$, which is cohomologous to $`\varphi `$, has no $`N_f=k`$ piece. By induction, we can eliminate all $`\varphi _q`$, so $`\varphi =\widehat{Q}(\chi _k+\mathrm{}+\chi _p)`$; $`\varphi `$ is actually $`\widehat{Q}`$-exact. ∎
Moreover, one can show that the $`Q_0`$-cohomology is isomorphic to that of $`\widehat{Q}`$ if the $`Q_0`$-cohomology is nontrivial for at most one filtration degree . We do not present the proof because our derivation does not need this. In the language of a spectral sequence , the first term and the limit term of the sequence are
$$E_1\underset{q}{}H(\widehat{}^q,d_0),E_{\mathrm{}}H(\widehat{},\widehat{Q}).$$
(30)
The above results state that the sequence collapses after the first term:
$$E_1E_{\mathrm{}}.$$
(31)
Then, a standard proof proceeds to show that states in the nontrivial degree are in fact light-cone spectra, and thus there is no ghost in the $`\widehat{Q}`$-cohomology .
Now, we have to find an appropriate filtration and show that the $`Q_0`$-cohomology is trivial if $`\widehat{N}^g0`$. This completes the proof of the vanishing theorem. The standard proof of the theorem uses the following filtration : <sup>5</sup><sup>5</sup>5The $`\widehat{N}^g`$ piece is not really necessary. We include this to make the filtration degree non-negative.
$$N_f^{(KO)}=\underset{\stackrel{m=\mathrm{}}{m0}}{\overset{\mathrm{}}{}}\frac{1}{m}\alpha _m^{}\alpha _m^++\widehat{N}^g.$$
(32)
The degree $`N_f^{(KO)}`$ counts the number of $`\alpha ^+`$ minus the number of $`\alpha ^{}`$ excitations. So, this filtration assumes two flat directions. The degree zero part of $`\widehat{Q}`$ is
$$Q_0^{(KO)}=\sqrt{2\alpha ^{}}k^+\underset{\stackrel{m=\mathrm{}}{m0}}{\overset{\mathrm{}}{}}c_m\alpha _m^{}.$$
(33)
The operator $`Q_0^{(KO)}`$ is nilpotent since $`\alpha _m^{}`$ commute and $`c_m`$ anticommute. Obviously, we cannot use $`\alpha _m^0`$ in place of $`\alpha _m^{}`$ since $`\alpha _m^0`$ do not commute. Thus, we have to take a different approach for $`d=1`$.
## 4 The Vanishing Theorem (FGZ)
Since we want to show the no-ghost theorem for $`d=1`$, we cannot use $`N_f^{(KO)}`$ as our filtration degree. Fortunately, there is a different proof of the vanishing theorem , which uses a different filtration. Their filtration is unique in that $`Q_0`$ can actually be written as a sum of two differentials, $`d^{}`$ and $`d^{\prime \prime }`$. This effectively reduces the problem to a “$`c=1`$” CFT, which contains the timelike part and the $`b`$ ghost part. Then, a Künneth formula relates the theorem to the whole complex. This is the reason why the proof does not require $`d2`$. In addition, in this approach the matter Virasoro generators themselves play a role similar to that of the light-cone oscillators in Kato-Ogawa’s approach. In this section, we prove the theorem using the technique of Refs. , but for more mathematically rigorous discussion, consult the original references.
###### Proof of the vanishing theorem for $`d=1`$.
FGZ’s filtration is originally given for the $`d=26`$ flat spacetime as
$$N_f^{(FGZ)}=L_0^{X(d=26)}+\underset{m=1}{\overset{\mathrm{}}{}}m(N_m^cN_m^b).$$
(34)
The filtration itself does not require $`d2`$; this filtration can be naturally used for $`d=1`$, replacing $`L_0^{X(d=26)}`$ with $`L_0^X`$. Then, the modified filtration assigns the following degrees to the operators:
$`\text{fdeg}(c_m)=|m|,\text{fdeg}(b_m)=|m|,`$ (35a)
$`\text{fdeg}(L_m^X)=m,\text{fdeg}(L_m^K)=0.`$ (35b)
The operator $`N_f^{(FGZ)}`$ satisfies conditions (24) and the degree of each term in $`\widehat{Q}`$ is non-negative. Because the eigenvalue of $`L_0^{int}`$ is bounded below from Eq. (13), the total number of oscillators for a given mass level is bounded. Thus, the degree for the states is bounded for each mass level. Note that the unitarity of the compact CFT $`K`$ is essential for the filtration to be bounded.
The degree zero part of $`\widehat{Q}`$ is given by
$`Q_0^{(FGZ)}`$ $`=`$ $`d^{}+d^{\prime \prime },`$ (36a)
$`d^{}`$ $`=`$ $`{\displaystyle \underset{m>0}{}}c_mL_m^X+{\displaystyle \underset{m,n>0}{}}{\displaystyle \frac{1}{2}}(mn)b_{mn}c_mc_n,`$ (36b)
$`d^{\prime \prime }`$ $`=`$ $`{\displaystyle \underset{m,n>0}{}}{\displaystyle \frac{1}{2}}(mn)c_mc_nb_{m+n}.`$ (36c)
We break $`\widehat{}`$ as follows:
$`\widehat{}`$ $`=`$ $`\left((\alpha _m^0,b_m,c_m;k^0)_K\right)^{L_0}`$ (37a)
$`=`$ $`\left((\alpha _m^0,b_m;k^0)(c_m)_K\right)^{L_0}.`$ (37b)
The Hilbert spaces $`\widehat{}`$, $`(\alpha _m^0,b_m;k^0)`$ and $`(c_m)`$ are decomposed according to the ghost number $`\widehat{N}^g=n`$:
$$\widehat{}^n=\left(\left(\underset{\stackrel{n=N^cN^b}{N^c,N^b0}}{}^{N^b}(\alpha _m^0,b_m;k^0)^{N^c}(c_m)\right)_K\right)^{L_0}.$$
(38)
From Eqs. (36), the differentials act as follows:
$`Q_0^{(FGZ)}:^n^{n+1},`$ (39a)
$`d^{}:^n(\alpha _m^0,b_m;k^0)^{n+1}(\alpha _m^0,b_m;k^0),`$ (39b)
$`d^{\prime \prime }:^n(c_m)^{n+1}(c_m),`$ (39c)
and $`d^{}{}_{}{}^{2}=d^{\prime \prime }{}_{}{}^{2}=0`$. Thus, $`^n(\alpha _m^0,b_m;k^0)`$ and $`^n(c_m)`$ are complexes with differentials $`d^{}`$ and $`d^{\prime \prime }`$. Note that $`Q_0^{(FGZ)}`$ is the differential for $`^n`$ as well as for $`\widehat{}^n`$.
Then, the Künneth formula (Appendix A) relates the cohomology group of $``$ to those of $`(\alpha _m^0,b_m;k^0)`$ and $`(c_m)`$:
$$H^n()=\left(\underset{\stackrel{n=N^cN^b}{N^c,N^b0}}{}H^{N^b}\left((\alpha _m^0,b_m;k^0)\right)H^{N^c}\left((c_m)\right)\right)_K.$$
(40)
Later we will prove the following lemma:
###### Lemma 4.1.
$`H^{N^b}\left((\alpha _m^0,b_m;k^0)\right)=0`$ if $`N^b>0`$ and $`(k^0)^2>0`$.
Then, Eq. (40) reduces to
$$H^n()^{L_0}=\left(\underset{n=N^c}{}H^0\left((\alpha _m^0,b_m;k^0)\right)H^{N^c}\left((c_m)\right)_K\right)^{L_0},$$
(41)
which leads to $`H^n()^{L_0}=0`$ for $`n<0`$ because $`N^c0`$. The cohomology group $`H^n()^{L_0}`$ is not exactly what we want. However, Lian and Zuckerman have shown that
$$H^n(\widehat{})H^n()^{L_0}.$$
(42)
See pages 325-326 of Ref. . Thus,
$$H^n(\widehat{},Q_0^{(FGZ)})=H^n(\widehat{},\widehat{Q})=0\text{if }n<0\text{.}$$
(43)
We will later prove the Poincaré duality theorem, $`H^n(\widehat{},\widehat{Q})=H^n(\widehat{},\widehat{Q})`$ (Theorem 5.2). Therefore,
$$H^n(\widehat{},\widehat{Q})=0\text{if }n0\text{.}$$
(44)
This is the vanishing theorem for $`d=1`$. ∎
Now we will show Lemma 4.1. The proof is twofold: the first is to map the $`c=1`$ Fock space $`(\alpha _m^0;k^0)`$ to a Verma module, and the second is to show the lemma using the Verma module.
Let $`𝒱(c,h)`$ be a Verma module with highest weight $`h`$ and central charge $`c`$. Then, we first show the isomorphism
$$(\alpha _m^0;k^0)𝒱(1,h^X)\text{if }(k^0)^2>0\text{.}$$
(45)
Here, $`h^X=\alpha ^{}(k^0)^2`$. This is plausible from the defining formula of $`L_m^X`$,
$$L_m^X=\sqrt{2\alpha ^{}}k_0\alpha _m^0+\mathrm{},$$
(46)
where $`+\mathrm{}`$ denotes terms with more than one oscillators. The actual proof is rather similar to an argument in .
###### Proof of Eq. (45).
The number of states of the Fock space $`(\alpha _m^0;k^0)`$ and that of the Verma module $`𝒱(1,h^X)`$ are the same for a given level $`N`$. Thus, the Verma module<sup>6</sup><sup>6</sup>6With a slight abuse of terminology, we use the word “Verma module” even if $`|h^X,\{\lambda \}`$ are not all independent. furnishes a basis of the Fock space if all the states in a highest weight representation,
$$|h^X,\{\lambda \}=L_{\lambda _1}^XL_{\lambda _2}^X\mathrm{}L_{\lambda _M}^X|h^X,$$
(47)
are linearly independent, where $`0<\lambda _1\lambda _2\mathrm{}\lambda _M`$. This can be shown using the Kac determinant.
Consider the matrix of inner products for the states at level $`N`$:
$$_{\{\lambda \},\{\lambda ^{}\}}^N(c,h^X)=h^X,\{\lambda \}|h^X,\{\lambda ^{}\},\underset{i}{}\lambda _i=N.$$
(48)
The Kac determinant is then given by
$$\text{det}[^N(c,h^X)]=K_N\underset{1rsN}{}(h^Xh_{r,s})^{P(Nrs)},$$
(49)
where $`K_N`$ is a positive constant and the multiplicity of the roots, $`P(Nrs)`$, is the partition of $`Nrs`$. The zeros of the Kac determinant are at
$$h_{r,s}=\frac{c1}{24}+\frac{1}{4}(r\alpha _++s\alpha _{})^2,$$
(50)
where
$$\alpha _\pm =\frac{1}{\sqrt{24}}(\sqrt{1c}\pm \sqrt{25c}).$$
(51)
For $`c=1`$, $`\alpha _\pm =\pm 1`$ so that $`h_{r,s}=(rs)^2/40`$. Thus, the states $`|h^X,\{\lambda \}`$ are linearly independent if $`h^X<0`$. ∎
Let us check what spectrum actually appears in $`\widehat{}`$. Using assumption (ii) of Section 2, Eqs. (8) and (13), we get $`h^X1`$ for a state in $`\widehat{}`$. Also, $`h^X0`$ from assumption (iii).<sup>7</sup><sup>7</sup>7The Verma module $`𝒱(1,0)`$ fails to furnish the basis of $`(\alpha _m^0;0)`$ at the first level because $`L_1^X|h^X=0=0`$ for $`d=1`$. Thus, we need to consider the Fock spaces $`(\alpha _m^0;k^0)`$ with $`h^X1`$ ($`h^X0`$). Those with $`h^X<0`$ are expressed by Verma modules from Eq. (45). On the other hand, those with $`0<h^X1`$ are not. However, there is only the ground state in this region as the states in $`\widehat{}`$. This state has $`\widehat{N}^g=0`$, so the state does not affect the vanishing theorem.
The isomorphism (45) is essential for proving the vanishing theorem. In the language of FGZ, what we have shown is that $`(\alpha _m^0;k^0)`$ is an “$`_{}`$-free module,” which is a prime assumption of the vanishing theorem (Theorem 1.12 of ). The proof of Lemma 4.1 is now straightforward using Eq. (45) and an argument given in :
###### Proof of Lemma 4.1.
Using Eq. (45), a state $`|\varphi (\alpha _m^0,b_m;k^0)`$ can be written as
$$|\varphi =b_{i_1}\mathrm{}b_{i_L}L_{\lambda _1}^X\mathrm{}L_{\lambda _M}^X|h^X,$$
(52)
where $`0<\lambda _1\lambda _2\mathrm{}\lambda _M`$ and $`0<i_1<i_2<\mathrm{}<i_L`$. Note that the states in $`(\alpha _m^0,b_m;k^0)`$ all have nonpositive ghost number: $`\widehat{N}^g|\varphi =L|\varphi `$.
We define a new filtration degree $`N_f^{(FK)}`$ as
$$N_f^{(FK)}|\varphi =(L+M)|\varphi ,$$
(53)
which corresponds to
$$\text{fdeg}(L_m^X)=\text{fdeg}(b_m)=1\text{for }m>0\text{.}$$
(54)
The algebra then determines $`\text{fdeg}(c_m)=1`$ (for $`m>0`$) from the assignment. The operator $`N_f^{(FK)}`$ satisfies conditions (24) and the degree of each term in $`d^{}`$ is non-negative. The degree zero part of $`d^{}`$ is given by
$$d_0^{}=\underset{m>0}{}c_mL_m^X.$$
(55)
Since we want a bounded filtration, break up $`(\alpha _m^0,b_m;k^0)`$ according to $`L_0`$ eigenvalue $`l_0`$ :
$$(\alpha _m^0,b_m;k^0)=\underset{l_0}{}(\alpha _m^0,b_m;k^0)^{l_0},$$
(56)
where
$$(\alpha _m^0,b_m;k^0)^{l_0}=(\alpha _m^0,b_m;k^0)\text{Ker}(L_0l_0).$$
(57)
Note that $`(\alpha _m^0,b_m;k^0)^{l_0}`$ is finite dimensional since $`|\varphi (\alpha _m^0,b_m;k^0)^{l_0}`$ satisfies
$$\underset{k=1}{\overset{L}{}}i_k+\underset{k=1}{\overset{M}{}}\lambda _k+h^X=l_0.$$
(58)
Thus, the above filtration is bounded for each $`(\alpha _m^0,b_m;k^0)^{l_0}`$.
We first consider the $`d_0^{}`$-cohomology on $`(\alpha _m^0,b_m;k^0)^{l_0}`$ for each $`l_0`$. Define an operator $`\mathrm{\Gamma }`$ such as
$$\mathrm{\Gamma }|\varphi =\underset{l=1}{\overset{M}{}}b_{\lambda _l}\left(b_{i_1}\mathrm{}b_{i_L}\right)L_{\lambda _1}^X\mathrm{}\widehat{L_{\lambda _l}^X}\mathrm{}L_{\lambda _M}^X|h^X,$$
(59)
where $`\widehat{L_{\lambda _l}^X}`$ means that the term is missing (When $`M=0`$, $`\mathrm{\Gamma }|\varphi \stackrel{\mathrm{def}}{=}0`$). Then, it is straightforward to show that
$$\{d_0^{},\mathrm{\Gamma }\}|\varphi =(L+M)|\varphi .$$
(60)
The operator $`\mathrm{\Gamma }`$ is called a homotopy operator for $`d_0^{}`$. Its significance is that the $`d_0^{}`$-cohomology is trivial except for $`L+M=0`$. If $`|\varphi `$ is closed, then
$$|\varphi =\frac{\{d_0^{},\mathrm{\Gamma }\}}{L+M}|\varphi =\frac{1}{L+M}d_0^{}\mathrm{\Gamma }|\varphi .$$
(61)
Thus, a closed state $`|\varphi `$ is actually an exact state if $`L+M0`$. Therefore, the $`d_0^{}`$-cohomology is trivial if $`\widehat{N}^g<0`$ since $`\widehat{N}^g=L`$. And now, again using Lemma 3.1, the $`d^{}`$-cohomology $`H^n((\alpha _m^0,b_m;k^0)^{l_0})`$ is trivial if $`n<0`$.
Because $`[d^{},L_0]=0`$, we can define
$$H^n((\alpha _m^0,b_m;k^0))^{l_0}=H^n((\alpha _m^0,b_m;k^0))\text{Ker}(L_0l_0).$$
(62)
Furthermore, the isomorphism
$$H^n((\alpha _m^0,b_m;k^0))^{l_0}H^n((\alpha _m^0,b_m;k^0)^{l_0})$$
(63)
can be established. Consequently, $`H^n((\alpha _m^0,b_m;k^0))=0`$ if $`n<0`$. ∎
## 5 The No-Ghost Theorem
Having shown the vanishing theorem, it is straightforward to show the no-ghost theorem:
###### Theorem 5.1 (The No-Ghost Theorem).
$`\widehat{}_{obs}`$ is a positive definite space when $`1d26`$.
The calculation below is essentially the same as the one in Refs. , but we repeat it here for completeness.
In order to prove the theorem, the notion of signature is useful. For a vector space $`V`$ with an inner product, we can choose a basis $`e_a`$ such that
$$e_a|e_b=\delta _{ab}C_a,$$
(64)
where $`C_a\{0,\pm 1\}`$. Then, the signature of $`V`$ is defined as
$$\text{sign}(V)=\underset{a}{}C_a,$$
(65)
which is independent of the choice of $`e_a`$. Note that if $`\text{sign}(V)=\text{dim}(V)`$, all the $`C_a`$ are 1, so $`V`$ has positive definite norm.
So, the statement of the no-ghost theorem is equivalent to <sup>8</sup><sup>8</sup>8In this section, we also write $`V_i^{obs}=\widehat{}_{obs}(k^2)`$ and $`V_i=\widehat{}(k^2)`$, where the subscript $`i`$ labels different mass levels.
$$\text{sign}(V_i^{obs})=\text{dim}(V_i^{obs}).$$
(66)
This can be replaced as a more useful form
$$\underset{i}{}e^{\lambda \alpha ^{}m_i^2}\text{sign}(V_i^{obs})=\underset{i}{}e^{\lambda \alpha ^{}m_i^2}\text{dim}(V_i^{obs}),$$
(67)
where $`\lambda `$ is a constant. Equation (66) can be retrieved from Eq. (67) by expanding in powers of $`\lambda `$. We write Eq. (67) as
$$\text{tr}_{obs}e^{\lambda L_0^{int}}C=\text{tr}_{obs}e^{\lambda L_0^{int}},$$
(68)
where $`C`$ is an operator which gives eigenvalues $`C_a`$.
Equation (68) is not easy to calculate; however, the following relation is straightforward to prove:
$$\text{tr}e^{\lambda L_0^{int}}C=\text{tr}e^{\lambda L_0^{int}}()^{\widehat{N}^g}.$$
(69a)
Here, the trace is taken over $`V_i`$ and we take a basis which diagonalizes $`()^{\widehat{N}^g}`$. Thus, we can prove Eq. (68) by showing Eq. (69a) and
$`\text{tr}e^{\lambda L_0^{int}}()^{\widehat{N}^g}`$ $`=`$ $`\text{tr}_{obs}e^{\lambda L_0^{int}},`$ (69b)
$`\text{tr}e^{\lambda L_0^{int}}C`$ $`=`$ $`\text{tr}_{obs}e^{\lambda L_0^{int}}C.`$ (69c)
Thus, the trace weighted by $`()^{\widehat{N}^g}`$ is an index.
###### Proof of Eq. (69b).
At each mass level, states $`\phi _m`$ in $`V_i`$ are classified into two kinds of representations: BRST singlets $`\varphi _{\stackrel{~}{a}}V_i^{obs}`$ and BRST doublets $`(\chi _a,\psi _a)`$, where $`\chi _a=\widehat{Q}\psi _a`$. The ghost number of $`\chi _a`$ is the ghost number of $`\psi _a`$ plus 1. Therefore, $`()^{\widehat{N}^g}`$ causes these pairs of states to cancel in the index and only the singlets contribute:
$`\text{tr}e^{\lambda L_0^{int}}()^{\widehat{N}^g}`$ $`=`$ $`\text{tr}_{obs}e^{\lambda L_0^{int}}()^{\widehat{N}^g}`$ (70)
$`=`$ $`\text{tr}_{obs}e^{\lambda L_0^{int}}.`$ (71)
We have used the vanishing theorem on the last line. ∎
###### Proof of Eq. (69c).
At a given mass level, the matrix of inner products among $`|\phi _m`$ takes the form
$$\phi _m|\phi _n=\left(\begin{array}{c}\chi _a|\\ \psi _a|\\ \varphi _{\stackrel{~}{a}}|\end{array}\right)(|\chi _b,|\psi _b,|\varphi _{\stackrel{~}{b}})=\left(\begin{array}{ccc}0& M& 0\\ M^{}& A& B\\ 0& B^{}& D\end{array}\right).$$
(72)
We have used $`\widehat{Q}^{}=\widehat{Q}`$, $`\chi |\chi =\chi |\widehat{Q}|\psi =0`$ and $`\chi |\varphi =\psi |\widehat{Q}|\varphi =0`$. If $`M`$ were degenerate, there would be a state $`\chi _a`$ which is orthogonal to all states in $`V_i`$. Thus, the matrix $`M`$ should be nondegenerate. (Similarly, the matrix $`D`$ should be nondegenerate as well.) So, a change of basis
$`|\chi _a^{}`$ $`=`$ $`|\chi _a,`$
$`|\psi _a^{}`$ $`=`$ $`|\psi _a{\displaystyle \frac{1}{2}}(M^{}A)_{ba}|\chi _b,`$
$`|\varphi _{\stackrel{~}{a}}^{}`$ $`=`$ $`|\varphi _{\stackrel{~}{a}}(M^{}B)_{b\stackrel{~}{a}}|\chi _b,`$ (73)
sets $`A=B=0`$. Finally, going to a basis,
$`|\chi _a^{\prime \prime }`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}(|\chi _a^{}+M_{ba}^1|\psi _b^{}),`$
$`|\psi _a^{\prime \prime }`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}(|\chi _a^{}M_{ba}^1|\psi _b^{}),`$
$`|\varphi _{\stackrel{~}{a}}^{\prime \prime }`$ $`=`$ $`|\varphi _{\stackrel{~}{a}}^{},`$ (74)
the inner product $`\phi _m^{\prime \prime }|\phi _n^{\prime \prime }`$ becomes block-diagonal:
$$\phi _m^{\prime \prime }|\phi _n^{\prime \prime }=\left(\begin{array}{cccccc}1& 0& 0& & & \\ 0& 1& 0& & & \\ 0& 0& D& & & \end{array}\right).$$
(75)
Therefore, BRST doublets again make no net contribution:
$$\text{tr}e^{\lambda L_0^{int}}C=\text{tr}_{obs}e^{\lambda L_0^{int}}C.$$
(76)
This proves Eq. (69c). ∎
One can indeed check that $`M`$ and $`D`$ are nondegenerate. The inner product in $`V_i`$ is written as the product of inner products in $`(\alpha _m^0;k^0)`$, ghost sector and $`_K`$. The inner product in $`(\alpha _m^0;k^0)`$ is easily seen to be diagonal and nondegenerate. For the ghost sector, the inner product becomes diagonal and nondegenerate as well by taking the basis $`p_m=(b_m+c_m)/\sqrt{2}`$ and $`m_m=(b_mc_m)/\sqrt{2}`$, where
$$\{p_m,p_n\}=\delta _{m+n},\{p_m,m_n\}=0,\{m_m,m_n\}=\delta _{m+n}.$$
(77)
$`_K`$ is assumed to have a positive-definite inner product. Therefore, the matrix $`\phi _m|\phi _n`$ is nondegenerate. Consequently, the matrices $`M`$ and $`D`$ are also nondegenerate.
The inner product is nonvanishing only between the states with opposite ghost numbers. Since $`D`$ is nondegenerate, BRST singlets of opposite ghost number must pair up. We have therefore established the Poincaré duality theorem as well:
###### Theorem 5.2 (Poincaré Duality).
$`H^{\widehat{N}^g}(\widehat{},\widehat{Q})=H^{\widehat{N}^g}(\widehat{},\widehat{Q})`$.
###### Proof of Eq. (69a).
We prove Eq. (69a) by explicitly calculating the both sides.
In order to calculate the left-hand side of Eq. (69a), take an orthonormal basis of definite $`N_m^p`$, $`N_m^m`$ \[the basis (77)\], $`N_m^0`$ and an orthonormal basis of $`_K`$. Then, $`C=()^{N_m^m+N_m^0}`$. Similarly, for the right-hand side, take an orthonormal basis of definite $`N_m^b`$, $`N_m^c`$, $`N_m^0`$ and an orthonormal basis of $`_K`$.
From these relations, the left-hand side of Eq. (69a) becomes
$`\text{tr}e^{\lambda L_0^{int}}C`$ (78)
$`=`$ $`e^\lambda {\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}\left({\displaystyle \underset{N_m^p=0}{\overset{1}{}}}e^{\lambda mN_m^p}\right)\left({\displaystyle \underset{N_m^m=0}{\overset{1}{}}}e^{\lambda mN_m^m}()^{N_m^m}\right)`$
$`\times \left({\displaystyle \underset{N_m^0=0}{\overset{\mathrm{}}{}}}e^{\lambda mN_m^0}()^{N_m^0}\right)\text{tr}__Ke^{\lambda L_0^K}`$
$`=`$ $`e^\lambda {\displaystyle \underset{m}{}}(1+e^{\lambda m})(1e^{\lambda m})(1+e^{\lambda m})^1\text{tr}__Ke^{\lambda L_0^K}`$
$`=`$ $`e^\lambda {\displaystyle \underset{m}{}}(1e^{\lambda m})\text{tr}__Ke^{\lambda L_0^K}.`$
The right-hand side becomes
$`\text{tr}e^{\lambda L_0^{int}}()^{\widehat{N}^g}`$ (79)
$`=`$ $`e^\lambda {\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}\left({\displaystyle \underset{N_m^b=0}{\overset{1}{}}}e^{\lambda mN_m^b}()^{N_m^b}\right)\left({\displaystyle \underset{N_m^c=0}{\overset{1}{}}}e^{\lambda mN_m^c}()^{N_m^c}\right)`$
$`\times \left({\displaystyle \underset{N_m^0=0}{\overset{\mathrm{}}{}}}e^{\lambda mN_m^0}\right)\text{tr}__Ke^{\lambda L_0^K}`$
$`=`$ $`e^\lambda {\displaystyle \underset{m}{}}(1e^{\lambda m})(1e^{\lambda m})(1e^{\lambda m})^1\text{tr}__Ke^{\lambda L_0^K}`$
$`=`$ $`e^\lambda {\displaystyle \underset{m}{}}(1e^{\lambda m})\text{tr}__Ke^{\lambda L_0^K}.`$
This proves Eq. (69a). ∎
## 6 Discussion
(i). The extension of the vanishing theorem to $`d1`$ is straightforward. Write $`\widehat{}`$ such that
$$\widehat{}=\left((\alpha _m^0,b_m,c_m;k^0)_s\right)^{L_0},$$
(80)
where $`_s=(\alpha _m^i;k^i)_K`$. The superscript $`i`$ runs from 1 to $`d1`$. Similarly, break up $`L_m`$. In particular,
$$L_0=L_0^{(0)}+L_0^g+L_0^{(s)},$$
(81a)
where
$`L_0^{(0)}+L_0^g`$ $`=`$ $`h^{(0)}+{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}m(N_m^0+N_m^b+N_m^c)1,`$ (81b)
$`L_0^{(s)}`$ $`=`$ $`h^{(s)}+{\displaystyle \underset{i=1}{\overset{d1}{}}}{\displaystyle \underset{m=1}{\overset{\mathrm{}}{}}}mN_m^i+L_0^K,`$ (81c)
$`h^{(0)}`$ $`=`$ $`\alpha ^{}(k^0)^2,h^{(s)}={\displaystyle \underset{i=1}{\overset{d1}{}}}\alpha ^{}(k^i)^2.`$ (81d)
Just like $`_K`$, the spectrum of $`_s`$ is bounded below and $`L_0^{(s)}0`$ for $`(k^i)^20`$.<sup>9</sup><sup>9</sup>9In fact, FGZ have shown that an infinite sum of Verma modules with $`h>0`$ furnish a basis of the Fock space $`(\alpha _m^i;k^i)`$. Thus, not only $`_K`$, but the whole $`_s`$ must be written by Verma modules with $`h>0`$. Thus, our derivation applies to $`d>1`$ essentially with no modification; simply make the following replacements:
$$_K_s,L_0^XL_0^{(0)},L_0^KL_0^{(s)},h^Xh^{(0)}.$$
(82)
(However, use the only momentum independent piece of $`L_0^{(s)}`$ in calculating the index and the signature.)
(ii). The standard proofs of the no-ghost theorem do not only show the theorem, but also show that the BRST cohomology is isomorphic to the light-cone spectra. Since we do not have light-cone directions in general, we do not show this. In other words, we do not construct physical states explicitly.
(iii). Our proof does not apply at the exceptional value of momentum $`k^\mu =0`$ because the vanishing theorem fails (See footnote 7). Even in the flat $`d=26`$ case, the exceptional case needs a separate treatment . For the flat case, the relative cohomology is nonzero at three ghost numbers and is represented by
$$\alpha _1^\mu |0;k^\mu =0,b_1|0;k^\mu =0,\text{and}c_1|0;k^\mu =0.$$
(83)
Thus, there are negative norm states. However, the physical interpretation of these infrared states is unclear .
(iv). The original no-ghost theorem by Goddard and Thorn can be applied to $`d=1`$ via a slight modification. The $`d=1`$ Hilbert space $``$ can be decomposed as
$$_{h^X,h^K}=\left\{Polynomial(\alpha _m^0,L_m^K)|h^X,h^K\right\}.$$
(84)
Goddard and Thorn’s proof applies to any invariant subspace of the $`d=26`$ Hilbert space. The subspace $`_{h^X,h^K}`$ is invariant under the action of Virasoro generators. Moreover, any state of $`K`$ can be constructed by a free-field representation since $`h^K>0`$. Reference uses these facts to show the theorem for $`d=1`$. Incidentally, Thorn also used OCQ and proved the no-ghost theorem for $`1d25`$. The proof does not assume the compact CFT, and there is no known way to give such a theory consistent interactions at loop levels .
(v). Finally, as is clear from our proof, the vanishing theorem itself does not require even $`d=1`$, and the extention to more general backgrounds is possible. In particular,
###### Theorem 6.1.
$`H^n(\widehat{},\widehat{Q})=0`$ for $`n0`$ if $``$ can be decomposed as
$$_{h,h^{}}=𝒱(c=1,h<0)𝒱(c^{}=25,h^{}>0)(b_m,c_m).$$
(85)
Here, $`𝒱(c=1,h<0)`$ necessarily corresponds to a nonunitary CFT Hilbert space, and $`𝒱(c^{}=25,h^{}>0)`$ corresponds to a unitary CFT Hilbert space. Of course, we cannot prove the no-ghost theorem in our current technology. However, the no-ghost theorem implies the vanishing theorem; so, the proof of the vanishing theorem provides a consistency check or a circumstantial evidence of the no-ghost theorem for more general backgrounds.<sup>10</sup><sup>10</sup>10work in progress
Acknowledgments
We would like to thank N. Ishibashi, M. Kato, M. Sakaguchi, Y. Satoh and C. Thorn for useful discussions. We would especially like to thank J. Polchinski for various discussions and suggestions; the possibility of showing the theorem for $`d=1`$ was pointed out by him to the authors. The work of M.A. was supported in part by JSPS Research Fellowship for Young Scientists. The work of M.N. was supported in part by the Grant-in-Aid for Scientific Research (11740161) from the Ministry of Education, Science and Culture, Japan.
## Appendix A The Künneth Formula
To simplify the notation, denote the complexes appeared in Section 4 as follows:
$`((\alpha _m^0,b_m,c_m;k^0),Q_0^{(FGZ)})`$ $``$ $`(,Q),`$ (86a)
$`((\alpha _m^0,b_m;k^0),d^{})`$ $``$ $`(_1,d^{}),`$ (86b)
$`((c_m),d^{\prime \prime })`$ $``$ $`(_2,d^{\prime \prime }).`$ (86c)
Let $`\{\omega _i^b\}`$ and $`\{\eta _j^{n+b}\}`$ be bases of $`H^b(_1)`$ and $`H^{n+b}(_2)`$ respectively. Then, $`\varphi ^n=\omega _i^b\eta _j^{n+b}`$ is a closed state in $`(=_1_2)`$. We show that this is not an exact state. If it were exact, it would be written as
$$\varphi ^n=\omega _i^b\eta _j^{n+b}=Q(\alpha ^{b1}\beta ^{n+b}+\gamma ^b\delta ^{n+b1})$$
(87)
for some $`\alpha ^{b1}`$, $`\beta ^{n+b}`$, $`\gamma ^b`$, and $`\delta ^{n+b1}`$. Executing the differential, we get
$`\omega _i^b\eta _j^{n+b}`$ $`=`$ $`(d^{}\alpha ^{b1})\beta ^{n+b}+\alpha ^{b1}()^{b+1}(d^{\prime \prime }\beta ^{n+b})`$ (88)
$`+(d^{}\gamma ^b)\delta ^{n+b1}+\gamma ^b()^b(d^{\prime \prime }\delta ^{n+b1}).`$
Comparing the left-hand side with the right-hand side, we get $`\alpha ^{b1}=\delta ^{n+b1}=0`$; thus, $`\varphi ^n=0`$ contradicting our assumption. Thus, $`\varphi ^n`$ is an element of $`H^n()`$. Conversely, any element of $`H^n()`$ can be decomposed into a sum of a product of the elements of $`H^b(_1)`$ and $`H^{n+b}(_2)`$. Thus, we obtain
$$H^n()=\underset{\stackrel{n=cb}{c,b0}}{}H^b(_1)H^c(_2).$$
(89)
Here, the restriction of the values $`b`$ and $`c`$ comes from the fact $`_1^n=_2^n=0`$ for $`n>0`$.
This is the Künneth formula (for the “torsion-free” case .) Our discussion here is close to the one of Ref. for the de Rham cohomology.
## Appendix B Some Useful Commutators
In this appendix, we collect some useful commutators:
$`[L_m,L_n]=(mn)L_{m+n}+{\displaystyle \frac{c}{12}}(m^3m)\delta _{m+n},`$
$`[L_m,\alpha _n^\nu ]=n\alpha _{m+n}^\nu ,`$ $`[L_m,b_n]=(mn)b_{m+n},`$
$`[L_m,c_n]=(2mn)c_{m+n},`$
$`[Q,L_m]=0,`$ $`[Q,\alpha _m^\nu ]={\displaystyle \underset{n=\mathrm{}}{\overset{\mathrm{}}{}}}mc_n\alpha _{mn}^\nu ,`$
$`\{Q,b_m\}=L_m,`$ $`\{Q,c_m\}={\displaystyle \underset{n=\mathrm{}}{\overset{\mathrm{}}{}}}nc_nc_{m+n},`$
$`[N^g,b_m]=b_m,`$ $`[N^g,c_m]=c_m,`$
$`[N^g,L_m]=0,`$ $`[N^g,Q]=Q.`$
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# Feynman diagrams and polylogarithms: shuffles and pentagons
## 1 COMBINATORIAL RENORMALIZATION
There is a universal combinatorial Hopf algebra structure hidden in the process of renormalization . The universality of this structure can be conveniently understood if one considers the UV singularities of Feynman graphs from the viewpoint of configuration spaces. Then, the combinatorial structure of renormalization can be summarized as follows. Each Feynman diagram has various sectors which suffer from short-distance singularities. These sectors are stratified by rooted trees, from which the Hopf algebra structures of are obtained. Figure 1 gives an example.
The corresponding Hopf algebra can be formulated on rooted trees or, equivalently, directly on Feynman graphs. Details of the relation to configuration spaces will be described elsewhere. Here, we want to use this representation to motivate further investigation in algebraic relations between Feynman graphs, and report some encouraging first results which will be discussed in much greater detail in future work.
Figure 1 essentially shows how the short distance singularities are located in sectors stratified by rooted trees. This is no surprise as the singularities are constrained to (sub-)diagonals. Along such subdiagonals, one essentially confronts the product of distributions with coinciding support.
This localization of singularities along diagonals conveniently allows to rely on suitable local subtractions, whose combinatorics can be described as Hopf algebra operations on the trees of Figure 1. It can also be directly described in terms of Feynman graphs with coproducts of the form
$$\mathrm{\Delta }(\mathrm{\Gamma })=\mathrm{\Gamma }e+e\mathrm{\Gamma }+\underset{\gamma \genfrac{}{}{0pt}{}{}{}\mathrm{\Gamma }}{}\gamma \mathrm{\Gamma }/\gamma ,$$
where the relation to rooted trees can be read off from the figure. Essentially, the sum over all rooted trees describing the various divergent sectors in the graph replaces the graph when we go from the Hopf algebra of graphs to the Hopf algebra of trees .
Here, $`\mathrm{\Gamma }/\gamma `$ corresponds to a suitable collapse of subgraphs to a point, which in the analytic expressions corresponding to the graphs, furnishes an appropriate insertions of local, polynomial, operators, a process which can be conveniently formulated by considering distributions on the space of external momenta of a graph .
Finally, the transition from an unrenormalized graph to a renormalized graph can be summarized in a succinct formula. It reads on graphs as the convolution
$$S_R\varphi (\mathrm{\Gamma })=S_R(\mathrm{\Gamma })+\varphi (\mathrm{\Gamma })+\underset{\gamma \genfrac{}{}{0pt}{}{}{}\mathrm{\Gamma }}{}S_R(\gamma )\varphi (\mathrm{\Gamma }/\gamma ),$$
where $`R:VV`$ specifies the renormalization scheme, and $`\varphi ,S_R:HV`$ are algebra maps which assign to Hopf algebra elements, graphs, analytic expressions in $`V`$ corresponding to the Feynman rules ($`\varphi `$) and to the counterterm ($`S_R`$). $`S_R`$ appears here as a twist of the map $`\varphi SS_{R=\mathrm{id}_V}:HV`$ given by
$$S_R(\mathrm{\Gamma })=R[\varphi (\mathrm{\Gamma })+\underset{\gamma \genfrac{}{}{0pt}{}{}{}\mathrm{\Gamma }}{}S_R(\gamma )\varphi (\mathrm{\Gamma }/\gamma )].$$
Thus, we obtain a group structure due to the fact that the counit, coproduct and coinverse of the Hopf algebra provide a unit, a product, and an inverse for characters of the Hopf algebra.
This enables us to describe changes in renormalization schemes via an obvious generalization of Chen’s lemma
$$S_R^{}\varphi =S_R^{}S_RSS_R\varphi ,$$
and similarly for a change of the character $`\varphi `$,
$$S_R\varphi ^{}=S_R\varphi \varphi S\varphi ^{}.$$
There is a distinguished renormalization scheme which further enables us to identify the transition from the unrenormalized Green functions to the renormalized ones with the Birkhoff decomposition: the minimal subtraction scheme in dimensional regularization . This allowed Alain Connes and the author to gain further insight in the nature of renormalization: in its very essence, renormalization is about diffeomorphisms of physical observables. If one works this out for the simplest but generic instance of the diffeomorphism of the coupling constant, one confronts two Hopf algebra structures: the Hopf algebra delivered by the composition of diffeomorphisms and the Hopf algebra structure of Feynman graphs, as we can regard the effective coupling constant as a series in graphs via $`g_{\mathrm{eff}}(g)=gZ_1Z_3^{3/2}`$, and one ends up with the fact that this formula delivers a homomorphism of Hopf algebras. Here, $`Z_1Z_1(g)`$, $`Z_3Z_3(g)`$ are both to be regarded as invertible formal series in $`g`$ with $`Z_1(0)=Z_3(0)=1`$.
Upon the natural action of the rescaling group, this implies the ’t Hooft conditions which ensure the existence of a well-defined $`\beta `$-function, which is a pull-back of the natural one-parameter group of rescalings in the above group .
These Hopf algebras can be made into efficient algorithms and to develop routines which possibly start at the level of Wick contactions and completely automate the BPHZ recursions for a given QFT remains as a desirable and achievable challenge for computational physics. Along the same lines, one should hope that in the long run the very fact that this Hopf algebra can be formulated in quite general set-theoretic terms will enable us in the future to succinctly approach asymptotic expansions and stratifications of regions in conceptually satisfying and efficient manners, using appropriate conditions to identify the subgraphs of interest for a particular asymptotic expansion.
Having achieved in such a way a completely satisfactory description of the multiplicative subtraction mechanism which guarantees finiteness of renormalized Green functions, one is tempted to ask for more structure which follows from the disclosed Hopf algebra structure. This should lead us eventually to a consideration of the transcendent content of a field theory, towards its polylogarithmic content which plays such a prominent role in QFT as also this conference gives ample evidence.
## 2 SHUFFLES
It is not difficult to see that the Hopf algebra structure of Feynman diagrams allows to define shuffle algebras . To this end, we can utilize the formulation in terms of rooted trees, which allows to write the coproduct as
$$\mathrm{\Delta }B_+^{(x)}(X)=B_+^{(x)}(X)e+[\mathrm{id}B_+^{(x)}]\mathrm{\Delta }(X).$$
Corresponding operators exist, due to a theorem in , in the formulation in terms of Feynman graphs, and amount to plug the graphs $`X`$ in the graph $`x`$ in all possible ways. One can even consider operators $`B_+^{x,i}(X)`$ which correspond to plug in the graph $`X`$ at the place $`i`$ in the primitive graph $`x`$. Here, a place $`i`$ can be a specified internal line (if $`X`$ is a self-energy graph for that type of line) or vertex (if $`X`$ is a vertex correction graph) of $`x`$ which is replaced by $`X`$.
One can now define a (quasi-)shuffle product $`\mathrm{}`$ iteratively on graphs (for fixed chosen places say) by defining
$`B_+^{(x)}(X)\mathrm{}B_+^{(y)}(Y)`$ $`=`$ $`B_+^{(x)}(X\mathrm{}B_+(y)(Y))`$
$`+B_+^{(y)}(B_+^{(x)}(X)\mathrm{}Y)`$
$`+B_+^{C_2(x,y)}(X\mathrm{}Y).`$
If a shuffle identity $`\varphi (X\mathrm{}Y)=\varphi (X)\varphi (Y)`$ holds up to $`n`$ loops, then the shuffle product is well-defined at $`n+1`$ loops. Here, $`C_2`$ is a map which assigns to two primitive Feynman graphs a new one . Such shuffle algebras are provided by iterated integrals, and hence in particular by polylogarithms as well as in the study of MZVs and Euler sums.
To obtain a well-defined shuffle algebra, one needs commutativity and associativity of this map. It is the latter which, in the case of Yukawa theory, was explicitly constructed and shown to hold up to finite parts . The finite violation of associativity was only a function of the grading, the loop-numbers, $`n_x,n_y,n_z`$, of the involved primitive graphs,
$$C_2(x,C_2(y,z))C_2(C_2(x,y),z)$$
$$=(n_xn_z)C(x,y,z)$$
with some constant $`C(x,y,z)=F(x)F(y)F(z)`$ factorizing with respect to the primitive graphs $`x,y,z`$. This ensures the pentagon relation of Figure 3.
It is an open question if at the next order in $`(D4)`$ a pentagon relation still holds or if a higher coherence law is needed. A full understanding of this question will provide valuable insight as to what extent Feynman diagrams might generalize the algebraic structures of the polylogarithm.
Here is not the place to go into details of the structure of polylogarithm, which is a quite fascinating subject in its own right , also for a physicist .<sup>1</sup><sup>1</sup>1The webpage of Michael Hoffman collects some useful references to the works of Zagier, Goncharov and many others. The polylogarithm, as an iterated integral, fulfills shuffle identities. But the polylogarithm also relates to the Grothendieck Teichmüller group, and the remarks in the next section can be regarded as the first cautious steps to investigate similar structure in Feynman graphs.
## 3 MORE STRUCTURE
Figure 1 by itself suggest to investigate more structure. The Lie algebra structure which comes along with the Hopf algebra of Feynman graphs is determined by a Lie bracket $`[\mathrm{\Gamma }_1,\mathrm{\Gamma }_2]`$ which sums over all possible ways of plugging a graph $`\mathrm{\Gamma }_1`$ in $`\mathrm{\Gamma }_2`$ and subtracts doing it the other way round . Figure 4 gives an example.
There is a more basic operation involved in this process, the insertion of a graph $`\mathrm{\Gamma }_1`$ at a chosen internal line or vertex of $`\mathrm{\Gamma }_2`$. In the Lie bracket, we involve only the sum over all internal such places, and are thus completely insensitive to structures which depend on these places. There is an obvious operad structure involved when one labels internal lines and vertices, and it is of interest to investigate Feynman graphs with respect to this operad structure. Figure 5 gives an example of plugging in a self-energy at a specified place.
There is no room here for a detailed account of such questions which has to be postponed to future work. Suffices it to report on an interesting observation concerning possibilities of plugging in a Feynman graph at two different places in a graph. One of the simplest such instances can be obtained by letting $`\mathrm{\Gamma }_2`$ be a one-loop vertex function in massless $`\varphi ^3`$-theory in six dimensions at zero momentum transfer, and $`\mathrm{\Gamma }_1`$ be some self-energy graph in this theory. Then, there are two different places $`a,b`$ in $`\mathrm{\Gamma }_2`$ into which $`\mathrm{\Gamma }_1`$ can be inserted, and the Hopf algebra element
$$p:=\mathrm{\Gamma }_2[_a_b]\mathrm{\Gamma }_1$$
is primitive under the coproduct:
$$\mathrm{\Delta }(p)=pe+ep,$$
due to the fact that the coproduct structure (in the massless theory) is insensitive to the place where a subgraph is located. Hence, it can at most provide a first order pole in $`z`$ (where $`z`$ is the complex deviation from the integer dimension of spacetime in which the theory is to be evaluated). Its evaluation reveals more: it is finite, it has no negative part –no pole in $`z`$– in its Birkhoff decomposition. More detailed investigations suggest to investigate finiteness for primitive elements of the form $`\mathrm{\Gamma }_i[_a_b]\mathrm{\Gamma }_j[_a^{}_b^{}]\mathrm{\Gamma }_k`$, (where $`a,b,a^{},b^{}`$ are places in $`\mathrm{\Gamma }_k`$) which will be reported in future work, fitting nicely with the geometric picture developped in .
As $`p`$ is finite, plugging a divergent subgraph into it still cannot generate a negative part in the Birkhoff decomposition, while plugging the so constructed graph as a subgraph in a primitive graph delivers a new primitive element. Its evaluation tests out the topologiocal differences between two graphs which have the same substructure with regard to their renormalization parts, as was already observed some time ago , with the most striking observation being that this measure of the difference in the topology is proportional to $`\zeta (3)`$.
In Alain Connes and the author presented a nice geometrical picture for the Birkhoff decomposition of unrenormalized graphs. In light of the kinship expressed in Figure 1 between singularities in Feynman graphs and the study of generalized functions on configuration spaces, algebraic relations like the above will connect naturally to structures familiar from Grothendieck Teichmüller groups, and we will investigate these connections in the future in a hope to clarify the role which the polylogarithm plays in quantum field theory, in particular also with regard to gauge theories.
## Acknowledgements
It is a pleasure to thank Johannes Blümlein and Tord Riemann for organizing this wonderful workshop, and to thank all participants for the stimulating atmosphere. As usual, I benefitted a lot from the tenacity and wisdom of my collaborators David Broadhurst and Alain Connes.
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# Prospects of Detecting Baryon and Quark Superfluidity from Cooling Neutron Stars
## Abstract
Baryon and quark superfluidity in the cooling of neutron stars are investigated. Observations could constrain combinations of the neutron or $`\mathrm{\Lambda }`$hyperon pairing gaps and the star’s mass. However, in a hybrid star with a mixed phase of hadrons and quarks, quark gaps larger than a few tenths of an MeV render quark matter virtually invisible for cooling. If the quark gap is smaller, quark superfluidity could be important, but its effects will be nearly impossible to distinguish from those of other baryonic constituents.
PACS number(s): 97.60.Jd. 21.65.+f, 95.30.q
preprint: DRAFT
Pairing is unavoidable in a degenerate Fermi liquid if there is an attractive interaction in any channel. The resulting superfluidity, and in the case of charged particles, superconductivity, in neutron star interiors has a major effect on the star’s thermal evolution through suppressions of neutrino ($`\nu `$) emission processes and specific heats . Neutron ($`n`$), proton ($`p`$) and $`\mathrm{\Lambda }`$-hyperon superfluidity in the $`{}_{}{}^{1}S_{0}^{}`$ channel and $`n`$ superfluidity in the $`{}_{}{}^{3}P_{2}^{}`$ channel have been shown to occur with gaps of a few MeV or less . However, the density ranges in which gaps occur remain uncertain. At large baryon densities for which perturbative QCD applies, pairing gaps for like quarks have been estimated to be a few MeV . However, the pairing gaps of unlike quarks ($`ud,us`$, and $`ds`$) have been suggested to be several tens to hundreds of MeV through non-perturbative studies kindling interest in quark superfluidity and superconductivity and their effects on neutron stars.
The cooling of a young (age $`<10^5`$ yr) neutron star is mainly governed by $`\nu `$emission processes and the specific heat . Due to the extremely high thermal conductivity of electrons, a neutron star becomes nearly isothermal within a time $`t_w1100`$ years after its birth, depending upon the thickness of the crust . After this time its thermal evolution is controlled by energy balance:
$$\frac{dE_{th}}{dt}=C_V\frac{dT}{dt}=L_\gamma L_\nu +H,$$
(1)
where $`E_{th}`$ is the total thermal energy and $`C_V`$ is the specific heat. $`L_\gamma `$ and $`L_\nu `$ are the total luminosities of photons from the hot surface and $`\nu `$s from the interior, respectively. Possible internal heating sources, due, for example, to the decay of the magnetic field or friction from differential rotation, are included in $`H`$. Our cooling simulations were performed by solving the heat transport and hydrostatic equations including general relativistic effects (see ). The surface’s effective temperature $`T_e`$ is much lower than the internal temperature $`T`$ because of a strong temperature gradient in the envelope. Above the envelope lies the atmosphere where the emerging flux is shaped into the observed spectrum from which $`T_e`$ can be deduced. As a rule of thumb $`T_e/10^6`$ K $`\sqrt{T/10^8\mathrm{K}}`$, but modifications due to magnetic fields and chemical composition may occur.
The simplest possible $`\nu `$ emitting processes are the direct Urca processes $`f_1+\mathrm{}f_2+\nu _{\mathrm{}},f_2f_1+\mathrm{}+\overline{\nu _{\mathrm{}}}`$, where $`f_1`$ and $`f_2`$ are either baryons or quarks and $`\mathrm{}`$ is either an electron or a muon. These processes can occur whenever momentum conservation is satisfied among $`f_1,f_2`$ and $`\mathrm{}`$ (within minutes of birth, the $`\nu `$ chemical potential vanishes). If the unsuppressed direct Urca process for any component occurs, a neutron star will rapidly cool because of enhanced emission: the star’s interior temperature $`T`$ will drop below 10<sup>9</sup> K in minutes and reach 10<sup>7</sup> K in about a hundred years. $`T_e`$ will hence drop to less than 300,000 K after the crustal diffusion time $`t_w`$ . This is the so-called rapid cooling paradigm. If no direct Urca processes are allowed, or they are all suppressed, cooling instead proceeds through the significantly less rapid modified Urca process in which an additional fermion enables momentum conservation. This situation could occur if no hyperons are present, or the nuclear symmetry energy has a weak density dependence . The $`\nu `$ emisssion rates for the nucleon, hyperon, and quark Urca and modified Urca processes can be found in .
The effect of the pairing gaps on the emissivities and specific heats for massive baryons are investigated in and are here generalized to the case of quarks. The principal effects are severe suppressions of both the emissivity and specific heat when $`T<<\mathrm{\Delta }`$, where $`\mathrm{\Delta }`$ is the pairing gap. In a system in which several superfluid species exist the most relevant gap for these suppressions is the smallest one. The specific heat suppression is never complete, however, because leptons remain unpaired. Below the critical temperature $`T_c`$, pairs may recombine, resulting in the emission of $`\nu \overline{\nu }`$ pairs with a rate that exceeds the modified Urca rate below $`10^{10}`$; these processes are included in our calculations.
The baryon and quark pairing gaps we adopt are shown in Fig. 1. Note that gaps are functions of Fermi momenta ($`p_F(i)`$, $`i`$ denoting the species) which translates into a density dependence. For $`p_F(n,p)\text{ }<200300`$ MeV/$`c`$, nucleons pair in the <sup>1</sup>S<sub>0</sub> state, but these momenta correspond to densities too low for enhanced $`\nu `$ emission involving nucleons to occur. At higher $`p_F`$’s, baryons pair in higher partial waves. The $`n^3`$P<sub>2</sub> gap has been calculated for the Argonne V<sub>18</sub>, CD-Bonn and Nijmegen I & II interactions . This gap is crucial since it extends to large $`p_F(n)`$ and can reasonably be expected to occur at the centers of neutron stars. For $`p_F(n)>350`$ MeV/c, gaps are largely uncertain because of both experimental and theoretical uncertainties . The curves \[a\], \[b\] and \[c\] in Fig. 1 reflect the range of uncertainty. The $`p`$ <sup>3</sup>P<sub>2</sub> gap is too small to be of interest. Gaps for the <sup>1</sup>S<sub>0</sub> pairing of $`\mathrm{\Lambda }`$, taken from and shown as dotted curves, are highly relevant since $`\mathrm{\Lambda }`$s participate in direct Urca emission as soon as they appear . Experimental information beyond the <sup>1</sup>S<sub>0</sub> channel for $`\mathrm{\Lambda }`$ is not available. $`\mathrm{\Delta }`$s for $`\mathrm{\Sigma }`$hyperons remain largely unexplored. The quark ($`q`$) gaps are taken to be Gaussians centered at $`p_F(q)=400`$ MeV/$`c`$ with widths of 200 MeV/$`c`$ and heights of 100 MeV \[model D\], 10 MeV \[C\], 1 MeV \[B\] and 0.1 MeV \[A\], respectively. The reason for considering quark gaps much smaller than suggested in is associated with the multicomponent nature of charge-neutral, beta-equilibrated, neutron star matter as will become clear shortly.
We consider four generic compositions: charge-neutral, beta equilibrated matter containing nucleons only ($`np`$), nucleons with quark matter ($`npQ`$), nucleons and hyperons ($`npH`$), and nucleons, hyperons and quarks ($`npHQ`$). In the cases involving quarks, a mixed phase of baryons and quarks is constructed by satisfying Gibbs’ phase rules for mechanical, chemical and thermal equilibrium . The phase of pure quark matter exists only for very large baryon densities, and rarely occurs in our neutron star models. Baryonic matter is calculated using a field-theoretic model at the mean field level ; quark matter is calculated using either a bag-like model or the Nambu-Jona-Lasinio quark model . The equation of state (EOS) is little affected by the pairing phenomenon, since the energy density gained is negligible compared to the ground state energy densities without pairing.
Additional particles, such as quarks or hyperons, have the effect of softening the EOS and increasing the central densities of stars relative to the $`np`$ case. For the $`npQ`$ model studied, a mixed phase appears at the density $`n_B=0.48`$ fm<sup>-3</sup>. Although the volume fraction of quarks is initially zero, the quarks themselves have a significant $`p_F(q)`$ when the phase appears. The $`p_F`$s of the three quark flavors become the same at extremely high density, but for the densities of interest they are different due to the presence of negatively charged leptons. In particular, $`p_F(s)`$ is much smaller than $`p_F(u)`$ and $`p_F(d)`$ due to the larger $`s`$-quark mass. Use of the Nambu–Jona-Lasinio model, in which quarks acquire density-dependent masses resembling those of constituent quarks, exaggerates the reduction of $`p_F(s)`$. This has dramatic consequences since the pairing phenomenon operates at its maximum strength when the Fermi momenta are exactly equal; even small asymmetries cause pairing gaps to be severely reduced . In addition, one may also expect p-wave superfluidity, to date unexplored, which may yield gaps smaller than that for the s-wave. We therefore investigate pairing gaps that are much smaller than those reported for the case of s-wave superfluidity and equal quark $`p_F`$’s.
The introduction of hyperons does not change these generic trends. In the case $`npH`$, the appearance of hyperons changes the lepton and nucleon $`p_F`$’s similarly to the appearance of quarks although with less magnitude. While the appearance of quarks is delayed by the existence of hyperons, at high densities the $`p_F`$’s of nucleons and quarks remain similar to those of the $`npQ`$ case. The existence of either hyperons or quarks, however, does allow the possibility of additional direct Urca processes involving themselves as well as those involving nucleons by decreasing $`p_F(n)p_F(p)`$. For the $`npQ`$ and $`npHQ`$ models studied, the maximum masses are $`1.5`$$`\mathrm{M}_{}`$, the central baryon densities are $`1.35`$ fm<sup>-3</sup>, and the volume fractions of quarks at the center are $`0.4`$.
Cooling simulations of stars without hyperons and with hyperons are compared, in Figs. 2 and 3, respectively, to available observations of thermal emissions from isolated neutron stars. Sources for the observational data can be found in . However, at the present time, the inferred temperatures must be considered as upper limits because the total flux is contaminated, and in some cases dominated, by the pulsar’s magnetospheric emission and/or the emission of a surrounding synchrotron nebula. Furthermore, the neutron star surface may be reheated by magnetospheric high energy photons and particles; late-time accretion for non-pulsing neutron stars is also possible. Other uncertainties arise in the temperature estimates due to the unknown chemical composition and magnetic field strength in the surface layers, and in the age, which is based upon the observed spin-down time. In these figures, the bolder the data symbol the better the data.
The $`np`$ case is considered in Fig. 2, in which solid lines indicate the temperature evolution of a 1.4 M star for quarkless matter: case \[z\] is for no nucleon pairing at all, and cases \[a\], \[b\] and \[c\] correspond to increasing values for the neutron $`{}_{}{}^{3}P_{2}^{}`$ gap, according to Fig. 1. The field-theoretical model employed for the nucleon interactions allows the direct nucleon Urca process, which dominates the cooling. The unimpeded direct Urca process carries the temperature to values well below the inferred data. Pairing suppresses the cooling for $`T<T_c`$, where $`T`$ is the interior temperature, so $`T_e`$ increases with increasing $`\mathrm{\Delta }`$. If the direct Urca process is not allowed, the range of predicted temperatures is relatively narrow due to the low emissivity of the modified Urca process. We show an example of such cooling (curve \[Mc\]) using the $`n{}_{}{}^{3}P_{2}^{}`$ gap \[c\] for a 1.4$`\mathrm{M}_{}`$with an EOS for which the direct Urca cooling is not allowed.
The other curves in the figure illustrate the effects of quarks upon the cooling. The dotted curves \[Z\] are for vanishingly small quark gaps; the dashed curves (\[A\], \[B\], \[C\] and \[D\]) are for quark gaps as proposed in Fig. 1. For nonexistent (\[z\]) or small (\[a\]) nucleon gaps, the quark Urca process is irrelevant and the dependence on the existence or the size of the quark gaps is very small. However, for large nucleon gaps (\[b\] and \[c\]), the quark direct Urca process quickly dominates the cooling as the nucleon direct Urca process is quenched. It is clear that for quark gaps of order 1 MeV or greater (\[B\], \[C\] or \[D\]) the effect of quarks is again very small. There is at most a slight increase in the stars temperatures at ages between 10<sup>1</sup> to 10<sup>5-6</sup> years due to the reduction of $`p_F(n)`$ and the consequent slightly larger gap (Fig. 1). Even if the quark gap is quite small (\[A\]), quarks have an effect only if the nucleon gap is very large (\[b\] or \[c\]), i.e., significantly larger than the quark gap: the nucleon direct Urca process is suppressed at high temperatures and the quark direct Urca process has a chance to contribute to the cooling. We find that the effects of changing the stellar mass $`M`$ are similar to those produced by varying the baryon gap, so that only combinations of $`M`$ and $`\mathrm{\Delta }`$ might be constrained by observation.
The thermal evolution of stars containing hyperons has been discussed in , but we obtain qualitatively different results here. Hyperons open new direct Urca channels: $`\mathrm{\Lambda }p+e+\overline{\nu }_e`$ and $`\mathrm{\Lambda }+e\mathrm{\Sigma }^{}+\nu _e`$ if $`\mathrm{\Sigma }^{}`$’s are present, with their inverse processes. Previous results showed that the cooling is naturally controlled by the smaller of the $`\mathrm{\Lambda }`$ or $`n`$ gap. However, this is significantly modified when the $`\mathrm{\Lambda }`$ gap is more accurately treated. At the $`\mathrm{\Lambda }`$ appearance threshold, the gap must vanish since $`p_F(\mathrm{\Lambda })`$ is vanishingly small. We find that a very thin layer, only a few meters thick, of unpaired or weakly paired $`\mathrm{\Lambda }`$’s is sufficient to control the cooling. This effect was overlooked in previous works perhaps because they lacked adequate zonal resolution.
In Fig. 3 we compare the evolution of stars of different masses made of either $`npH`$ or $`npHQ`$ matter. We find that all stars, except the most massive $`npH`$ ones, follow two distinctive trajectories depending on whether their central density is below or above the threshold for $`\mathrm{\Lambda }`$ appearance (= 0.54 fm<sup>-3</sup> in our model EOS, the threshold star mass being 1.28$`\mathrm{M}_{}`$). In the case of $`npH`$ matter, stars with $`M>1.50\mathrm{M}_{}`$ are dense enough so that the $`\mathrm{\Lambda }`$ <sup>1</sup>S<sub>0</sub> gap vanishes and hence undergo fast cooling, while stars made of $`npHQ`$ matter do not attain such high densities. The temperatures of $`npH`$ stars with masses between 1.3 and 1.5 $`\mathrm{M}_{}`$are below the ones obtained in the models of Fig. 2 with the same $`n`$ <sup>3</sup>P<sub>2</sub> gap \[b\], which confirms that the cooling is dominated by the very thin layer of unpaired $`\mathrm{\Lambda }`$’s (the slopes of these cooling curves are typical of direct Urca processes). Only if the $`n^3`$P<sub>2</sub> gap $`\text{ }<0.3`$ MeV do the cooling curves fall below what is shown in Fig. 3. Notice, moreover, that in the mass range 1.3 – 1.48 $`\mathrm{M}_{}`$the cooling curves are practically indistinguishible from those with unpaired quark matter shown in Fig. 2. In these models with $`npH`$ or $`npHQ`$ matter, there is almost no freedom to “fine-tune” the size of the gaps to attain a given $`T_e`$: stars with $`\mathrm{\Lambda }`$’s will all follow the same cooling trajectory, determined by the existence of a layer of unpaired or weakly paired $`\mathrm{\Lambda }`$’s, as long as the $`n{}_{}{}^{3}P_{2}^{}`$ gap is not smaller. It is, in some sense, the same result as in the case of $`np`$ and $`npQ`$ matter: the smallest gap controls the cooling and now the control depends on how fast the $`\mathrm{\Lambda }`$ <sup>1</sup>S<sub>0</sub> gap increases with increasing $`p_F(\mathrm{\Lambda })`$.
Our results indicate that observations could constrain combinations of the smaller of the neutron and $`\mathrm{\Lambda }`$hyperon pairing gaps and the star’s mass. Deducing the sizes of quark gaps from observations of neutron star cooling will be extremely difficult. Large quark gaps render quark matter practically invisible, while vanishing quark gaps lead to cooling behaviors which are nearly indistinguishable from those of stars containing nucleons or hyperons. Moreover, it also appears that cooling observations by themselves will not provide definitive evidence for the existence of quark matter itself.
Research support (for DP) from grants Conacyt (#27987-E) and UNAM-DGAPA (#IN-119998), from NSF grant INT-9802680 (for MP and JML) and DOE grants FG02-88ER-40388 (for MP and AS) and FG02-87ER40317 (for JML) is gratefully acknowledged.
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# Comment on: Bell’s inequalities II: Logical loophole in their interpretation
## Abstract
In a remarkably insightful pair of papers recently, Sica demonstrated that: dichotomic data taken in any experiment that violates Bell’s inequalities “cannot represent any data streams that could possibly exist or be imagined” if it is to be consistent with the derivation of the inequalities. The present writer maintains, however, that corrections in the formulation of Bell’s analysis loosen restrictions imposed by Bell inequalities. Moreover, it is argued that the resolution proposed by Sica for the conflict arising from the fact that real data does violate Bell inequalities, namely that the functional form of the correlations considered by Bell must be amended, is untenable on physical grounds. Finally, an alternate resolution is proposed.
*PACS:* 03.65bz, 01.70.+w
*Keywords:* Bell inequalities, hidden variables, nonlocality
P.F. 2040, 99401 Weimar, BRD; kracklau@fossi.uni-weimar.de
Sica examined the arithmetic of dichotomic sequences, i.e., lists of $`\pm 1,`$ and their correlations. With elementary analysis he showed that all such sequences yield among themselves correlations which always satisfy Bell inequalities. This leads immediately to the conclusion that all data taken in experiments that generate such sequences must as a tautology satisfy Bell inequalities. It is well known, however, that experiments testing Bell’s inequalities produce results that violate them.
The conventional understanding is that violation results because the inequalities were derived with motivation and argumentation based on the hypothetical existence of hidden variables, which, when included in a theory underlying Quantum Mechanics (QM), might somehow render the interpretation free of well known problems or preternatural aspects. As experiments violate the inequalities which were ostensibly derived solely on the basis of local, realistic ‘natural philosophy,’ it is generally understood that in so far as empirical truth does not support Bell inequalities, nature is not local and (or) realistic. In particular it is taken that nature at a fundamental level is nonlocal; and therefore, hidden variables, if any are to be found, will be also nonlocal. (I leave it to the proponents of this viewpoint to say what this really means.)
At this point, note that Barut provided a counter example to Bell’s Theorem thereby showing that it is not always correct. What Barut did not do was to analyse the extraction of the inequalities to reveal their limitations. This can be done as follows.
Barut’s fundamental point is, that by introducing continious hidden variables, it is possible to calculate the QM spin correlation for the EPR(B) gedanken experiment, $`\mathrm{cos}(\theta ),`$ on the basis of a fully realistic and local model. To do so, he used the full form for the correlation of two random variables, $`A`$ and $`B`$:
$$Cor(A,B)=\frac{<|AB|><A><B>}{\sqrt{<A^2><B^2>}}.$$
(1)
When $`A`$ and $`B`$ are dichotomic random variables taking on the values $`\pm 1`$, then $`<A>=<B>=0`$, $`<A^2>=<B^2>=1`$ and the extraction of Bell inequalities goes through just as Bell and others presented it. However, if $`A`$ and $`B`$ are random variables for which these conditions do not hold, then an additional term changes $`N`$ in Bell’s four-setting version inequality; i.,e.,
$$|P(a,b)P(a,b^{})|+|P(a^{},b^{})+P(a^{},b)|N,$$
(2)
by the amount: $`+\frac{2<A><B>}{\sqrt{<A^2><B^2>}}`$.
These considerations do not affect the case considered by Sica, which is restricted to variables for which both averages are zero.
In order to resolve the conflict between Bell inequalities—which are after all, arithmetic tautologies—and empirical truth, Sica proposed amending the functional form of the intersequence correlations. This, however, has a very, very high price! The actual experiments carried out to date that test Bell inequalities have not used the spin-variant of the EPR gedanken experiment, but a parallel one employing polarised ‘photons.’ Polarisation of electromagnetic signals is a well understood phenomena. The correlations existing between different states of polarisation, which differs from the above form only in being: $`\mathrm{cos}(2\varphi ),`$ where $`\varphi `$ is the angle between polarisation modes or polarisers, have been confirmed beyond any doubt. Rejecting this verity seems out of the question.
Thus, the situation seems to be that a dichotomic process, generating data correlated per an empirically verified form, violates an arithmetic identity! In view of the above, however, an alternate way out of this dilemma is to take it that the correlation, $`\mathrm{cos}(2\varphi )`$, does not pertain to dichotomic data for which the averages are zero—a conclusion won elsewhere with other arguments. This can come about in the following way. First, some preliminaries.
The fundamental dispute which Bell was addressing is: can QM be so extended that it turns out to be a statistical covering theory for an underlying classical theory involving extra, heretofore hidden, variables? In this spirit, therefore, let us take it that the signals generated in the optical version of the EPR gedanken experiment are in fact classical electromagnetic fields, not photons. The EPR source then can be seen as emitting a symmetric but unpolarised signal in all directions. Thus, the geometric structure of electric field that reaches the $`A`$ and $`B`$ detectors would be $`E_A=\mathrm{cos}(\theta )\widehat{x}`$ $`\pm \mathrm{sin}(\theta )\widehat{y}`$, and $`B`$, $`E_B=\mathrm{sin}(\theta +\varphi )\widehat{x}\mathrm{cos}(\theta +\varphi )\widehat{y}`$, respectively, where $`\theta `$ is the instantaneous polarisation angle and the ambiguous signs are to be chosen to account for the four channels. Also, factors of the form $`\mathrm{exp}(i(\omega t+\delta (t)))`$where $`\delta (t)`$ is a random function of $`t`$, have been suppressed as they will all drop out with averaging. The probability of a detection, in the end necessarily a photoelectron, is proportional to the square of these fields. Thus, for these signals, $`<A,B>=<E_{A,B}^2>=1`$ and $`<A^2,B^2>=1`$ so that in this case Bell’s inequality is to be satisfied with $`N=4.`$
Because electrodynamics is linear at the field level and not the intensity level where statistics enter via “square-law” detectors, calculating coincident probabilities (or any other ‘would-be’ product of intensities) actually requires calculating fourth order field correlations instead of the direct product of intensities; e.g.,
$$P(\pm \pm )=\frac{<(E_AE_B)(E_BE_A)>}{<E_A^2+E_B^2>}.$$
(3)
For the signals considered above, the pairwise coincident probabilities are $`P(++)=P()=\mathrm{sin}^2(\varphi )/2;`$ $`P(+)=P(+)=\mathrm{cos}^2(\varphi )/2`$, yielding the correlation: $`\mathrm{cos}(2\varphi )`$, the same result as given by QM. Furthermore, as the rhs of Eq. 2 is observed to be $`2\sqrt{2},`$ the appropriately modified Bell inequality is fully respected.
From the vantage of this model, the statistics of the EPR experiment are simply due to the geometrical interplay of polarisers and unpolarised radiation. Neither needle radiation nor otherwise bundled and directed emission of wave packets; a.k.a. ‘photons’ are needed. Basically, an atom has the structure of a dipole—an electron whirling about a proton—and it is extremely unlikely that dipole radiation could be consitently generated with such low entropy structure. In this model, this dipole radiation behaves as if from a dipole antenna and spreads in all directions. The number of detections (photoelectron pairs) at any given setting of the detectors is simply in proportion to the matched intensity in both arms of the fields entering the detectors. Detections unmatched by a correspondent in the opposite arm are thrown out of the sample; in experiments this is effected by the coincidence circuitry. No collapse or other superluminal interaction is needed. By way of contrast, in the “Copenhagen” interpretation, the singlet state is considered fundamentally unrealized until “projected” out or “collapsed” at a detector. Then, when the polarisers are not parallel, the projection occurs stochastically but in proportion to the angular geometry. In order to make this imagery hold together, one then has to consider superluminal coordination of the projection process; and no justification is offered for coincidence circuitry except to exclude signals from spurious sources. (Indeed, the use of coincidence circuitry even seems to conflict with the implicit logic of the derivation of Bell inequalities.)
In Accord with the imagery of this model, all coincidence events are simply coincidences of independent single events within the window set by the circuitry. On the other hand, the orthodox view holds that all single, unmatched events result from a failure of one or the other detector to register one memeber of a simultaniously ‘projected-out’photon pair, except for those events caused by spurious background sources. This distinction should lead to a different dependence of the total observed count rate on the coincidence window width when the source intensity is so low that only one pair (of photons) can be in play at a time. In the former case the observed count rate would be expected to be simply proportional to the window width, while the orthodox image implies a certain independence of the window width as only one pair at a time is available for detection, even when coherence length and counter efficiency are taken into account. Such an effect might empirically differentiate these paradigms.
Some readers may be uncomfortable with these arguments having noticed that there is nothing distinctly quantum mechanical about them, that is, there was no need to introduce Planck’s constant. This in the midst of a dispute to plumb the innate character of QM! There is, however, nothing here contradictory; QM itself maintains that polarisation phenomena are classical. QM enters the picture where and only where noncommutivity is in evidence between conjugate variables *iff* their classical correspondents do commute. The creation and annihilation operators for photons of different polarisation modes, *do* commute; i.e., there is nothing QM in their nature. Noncommutivity of nonorthogonal polarisation states classically reflects the fact that the order with which a signal traverses polarisers matters. If a linearly polarised signal passes first through a polariser making an angle $`\theta _1`$with its polarisation vector and then through a second polariser making an angle $`\theta _2`$ with respect to the first polariser, the intensity is reduced by $`\mathrm{cos}^2(\theta _1)\mathrm{cos}^2(\theta _2),`$ whereas in the reverse order it would be $`\mathrm{cos}^2(\theta _1+\theta _2)\mathrm{cos}^2(\theta _1).`$ These operations do not commute but this has nothing to do with the essentials of QM although the story can be told using the vocabulary and notation of QM. Likewise, for this case the mysteries of entanglement are seen as a manifestation of the dependancy of the statistics on the square of the sum of the fields, a phenomenon unrelated to QM.
The isomorphism of the mathematics describing spin and polarisation assures us that with suitable vocabulary, the spin-variant of the EPR gedanken experiment can also be similarly explained.
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# Phase Transition to Hyperon Matter in Neutron Stars
## Abstract
Recent progress in the understanding of the high density phase of neutron stars advances the view that a substantial fraction of the matter consists of hyperons. The possible impacts of a highly attractive interaction between hyperons on the properties of compact stars are investigated. We find that a hadronic equation of state with hyperons allows for a first order phase transition to hyperonic matter. The corresponding hyperon stars can have rather small radii of $`R8`$ km.
Neutron stars are an excellent observatory to probe our understanding of the theory of strongly interacting matter at extreme densities. The interior of neutron stars is dense enough to allow for the appearance of new particles with the quantum number strangeness besides the conventional nucleons and leptons by virtue of weak equilibrium. There is growing support that hyperons are the first exotic particle to appear in neutron star matter at around twice normal nuclear density , as recently confirmed within various different models as effective nonrelativistic potential models , the Quark-Meson Coupling Model , extended Relativistic Mean-Field approaches , Relativistic Hartree-Fock , Brueckner-Hartree-Fock , and chiral effective Lagrangians . The onset of hyperon formation is controlled by the attractive hyperon-nucleon interaction as extracted from hyperon-nucleon scattering data and hypernuclear data. The hyperon population rapidly increases above the critical density, eventually even exceeding that of the nucleons. The question arises to what extent does the interaction between the hyperons, which is essentially unknown, influence the overall properties of the compact star.
In this Letter, we will demonstrate that a first order phase transition to strange hadronic matter due to highly attractive hyperon-hyperon interactions can occur which drastically changes the global features of neutron stars and leads to compact stars with unusually small radii of $`R8`$ km. Simultaneous mass and radius measurements of a neutron star could reveal or rule out the existence of such a novel form of matter with exotic properties, which is in accord with our present knowledge of hadronic physics. It is this enormous number of hyperons in neutron stars which enables the formation of such exotic compact stars with strangeness.
Nuclear systems with strangeness, hypernuclei, have been studied in the last decades both experimentally and theoretically. From these studies we know that the nucleon-$`\mathrm{\Lambda }`$ interaction is attractive and that the $`\mathrm{\Lambda }`$ feels a potential of about $`U_\mathrm{\Lambda }=28`$ MeV in bulk matter . On the other hand, extrapolated $`\mathrm{\Sigma }^{}`$ atomic data indicate that the isoscalar potential is repulsive in the nuclear core which is supported by the absence of bound states in a recent $`\mathrm{\Sigma }`$-hypernuclear search . An attractive potential for the double strange hyperon $`\mathrm{\Xi }`$ has been extracted from the few $`\mathrm{\Xi }`$ hypernuclear events and indirectly from final state interactions at KEK and at Brookhaven’s AGS . Recently, double $`\mathrm{\Lambda }`$ hypernuclear events have been reported by E906 at AGS and E373 at KEK in addition to the older hypernuclear events. The $`\mathrm{\Lambda }\mathrm{\Lambda }`$ interaction as deduced from these double $`\mathrm{\Lambda }`$ hypernuclear data is highly attractive (see and references therein). There is no experimental information about the other hyperon-hyperon interactions, such as e.g. $`\mathrm{\Lambda }\mathrm{\Xi }`$ and $`\mathrm{\Xi }\mathrm{\Xi }`$ interactions.
A recent version of the Nijmegen soft-core potential finds extremely attractive hyperon-hyperon interactions which even allows for the possibility of deeply bound states of two hyperons and deeply bound hyperonic matter . Strange hadronic matter in general will consist of nucleons and arbitrary numbers of the hyperons $`\mathrm{\Lambda }`$, $`\mathrm{\Sigma }`$, $`\mathrm{\Xi }`$, and $`\mathrm{\Omega }^{}`$. If the hyperon-hyperon interaction is only slightly attractive, strange hadronic matter in bulk is bound and purely hyperonic nuclei (MEMO’s) are predicted to exist . The driving force is the Pauli-blocking in the hyperon world, which forbids $`\mathrm{\Xi }`$’s to decay to $`\mathrm{\Lambda }`$’s. Strange hadronic matter is metastable, i.e. it decays on the timescale of the hyperon weak decay of $`\tau 10^{10}`$ s by loosing one unit of strangeness. This short-lived exotic matter can be formed in relativistic heavy ion collisions , as hyperons are copiously produced in a single central event. Neutron star matter, however, is in $`\beta `$-equilibrium so that hyperon matter in neutron stars is stable on astrophysical timescales.
In the following, we choose the standard nuclear field theory of baryons interacting with mesons, which is solved in the mean-field approximation and has been successfully applied to describe hypernuclear data . The model is extended in a controlled fashion to include the baryon octet coupled to the full nonets of scalar and vector mesons and is then extrapolated to large densities. The baryon-baryon interactions are mediated by scalar meson, $`\sigma `$, and vector meson, $`\omega `$, and isovector meson, $`\rho `$, exchange. In addition, hyperon-hyperon interactions are modeled via hidden strange meson exchange of a scalar, $`\sigma ^{}`$, and a vector, $`\varphi `$, meson. The $`\sigma ^{}`$ and $`\varphi `$ mesons couple to hyperons only. We take the nucleon parameterization from Glendenning and Moszkowski . The coupling constants of the hyperons to the $`\omega `$, $`\rho `$, $`\varphi `$ vector mesons are fixed by using SU(6) symmetry. The coupling constants to the $`\sigma `$ meson are constrained by the hypernuclear potential in nuclear matter of $`U_\mathrm{\Lambda }=28`$ MeV, $`U_\mathrm{\Sigma }=+30`$ MeV, $`U_\mathrm{\Xi }=18`$ MeV to be compatible with hypernuclear data . The remaining coupling constants of the hyperons to the $`\sigma ^{}`$ meson are varied to investigate the effects of an enhanced hyperon-hyperon interaction as suggested by the sparse $`\mathrm{\Lambda }\mathrm{\Lambda }`$ data. We allow these coupling constants to scale with the number of strange quarks of the hyperon. The coupling constant of the $`\mathrm{\Lambda }`$ hyperon to the $`\sigma ^{}`$ meson is taken close to the corresponding nucleon $`\sigma `$ meson coupling constant $`g_{\sigma N}`$.
First, we discuss the stability of strange hadronic matter in bulk relevant for heavy ion physics. Figure 1 shows the total energy per baryon as a function of the strangeness fraction $`f_S`$, i.e. the number of strange quarks per baryon. The dashed line denotes the border between bound and unbound strange hadronic matter. Even in the absence of the hidden strange meson exchange, strange hadronic matter is bound up to $`f_S1.5`$. If the hyperon-hyperon interaction is taken into account, the matter gets more deeply bound at large $`f_S`$. Note that the curves for $`f_S0.4`$ hardly change and are compatible with hypernuclear data which probe at most $`f_S1/3`$, i.e. for the lightest hypernucleus $`{}_{\mathrm{\Lambda }}{}^{}{}_{}{}^{3}`$H. For $`g_\sigma ^{}/g_{\sigma N}>0.9`$, a local second minimum appears at large $`f_S>1`$. This second minimum has been also seen in an effective parameterization of the recent Nijmegen model . Matter in this minimum is long-lived as it can only decay into nucleons through a multiple weak decay. The minimum is shifted below the nucleon mass for even larger values of $`g_\sigma ^{}/g_{\sigma N}1.2`$, thus creating absolutely stable strange hadronic matter . The collapse of nuclei into this absolutely stable form is prohibited, as it would violate strangeness conservation.
Let us discuss now the possible implications of deeply bound hyperonic matter for compact astrophysical objects. The equation of state (EoS) for charge neutral $`\beta `$-equilibrated neutron star matter is plotted in Fig. 2. A first order phase transition to hypermatter appears which is seen as a pronounced softening of the EoS. The two kinks in the EoS mark the beginning and the end of the mixed phase where normal and hyperonic matter are coexisting. The critical energy density for the onset of the mixed phase region is lowered for stronger hyperon-hyperon interactions. If a second minimum is present for strange hadronic matter ($`g_\sigma ^{}/g_{\sigma N}1.0`$, see Fig. 1), the EoS exhibits a finite value of the energy density even for vanishing pressure, indicating that hypermatter becomes self-bound. The corresponding compact star is then bound by the interaction not by gravity. We stress that strange hadronic matter in the model does not need to be absolutely stable to produce self-bound compact stars. The presence of a second minimum, be it meta stable or absolutely stable, seems to be sufficient to generate self-bound hyperon stars!
The global feature of the neutron star changes drastically when the hyperon-hyperon interaction is switched on, even for small hyperon coupling constants (see Fig. 3). Without hidden strange meson exchange we find a maximum mass of $`M_{\mathrm{max}}=1.8M_{}`$ with a minimum radius of $`R_{\mathrm{min}}=12.9`$ km. The maximum density in the center of the star reaches $`\rho _c=0.78`$ fm<sup>-3</sup> which corresponds to about five times normal nuclear density. Increasing the hyperon-hyperon interactions results in a lower maximum neutron star mass. A second stable solution appears for a range of parameters ($`0.78>g_\sigma ^{}/g_{\sigma N}>0.71`$) constituting a third family of compact stars . It is located beyond white dwarfs and ordinary neutron stars, with similar masses as predicted for neutron stars but with considerably smaller radii. The new solution originates from the phase transition to hypermatter. Compact stars belonging to this third family contain a pure core of deeply bound hypermatter consisting of about equal amounts of nucleons, $`\mathrm{\Lambda }`$, and $`\mathrm{\Xi }`$. The central baryonic densities of these cores are quite high, between $`1.1`$ fm$`{}_{}{}^{3}<\rho _c<2.0`$ fm<sup>-3</sup>. The characteristic radius ranges from $`8.6`$ km $`<R<11.6`$ km (see Fig. 3), which is considerably smaller than for ordinary neutron stars. Therefore, the measurement of two neutron stars with similar masses but distinctly different radii will serve as a unique signal for the existence of neutron star twins. The possibility of neutron star twins and a third family of compact stars has been raised earlier in connection with pion condensation and quark stars , and more recently for the phase transition to strange quark matter within the MIT bag model and perturbative QCD , and for kaon condensation . If the hyperon-hyperon interaction is increased to $`g_\sigma ^{}/g_{\sigma N}0.8`$ , the two separate solutions disappear. The neutron star mass rises continuously with energy density. For self-bound hyperon stars ($`g_\sigma ^{}/g_{\sigma N}=1.0`$), we calculate radii of $`4.2`$ km $`<R<7.3`$ km. Hyperon stars can have radii as small as 4.2 km for compact object with masses as low as $`M0.05M_{}`$. The core is solely composed of hypermatter which is surrounded by a halo of nuclei and electrons. If one neglects the outer crust of these self-bound hyperon stars the corresponding curve starts from the origin and an upper boundary for the radii exists of $`R<7.2`$ km (see Fig. 3, curve labeled ’no crust’). At first glance, the mass-radius relations as discussed here are looking strikingly similar to the ones proposed for strange (quark) stars . Strange stars are built of absolutely stable strange quark matter and can have smaller radii than normal neutron stars. Nevertheless, the maximum mass and radius for strange stars is close to the one for an ordinary neutron star, $`M_{\mathrm{max}}=1.52M_{}`$ with $`R10`$ km when using the MIT bag model . Within the Nambu–Jona-Lasinio model, these values are a little bit smaller, $`M_{\mathrm{max}}=1.23M_{}`$ with $`R8`$ km . Hyperon stars, the hadronic counterparts of strange stars (as derived in the model used here) have extreme nuclear properties. They reach central baryonic densities of up to $`\rho _c=2.1`$ fm<sup>-3</sup> for the most massive objects, where effects from the hadronic substructure will get important. The region, where hadronic equation of states are applicable, might in fact be rather small due to large $`N_c`$ arguments . Hyperon matter can be transformed to strange quark matter by strong interactions, as they have similar strangeness fraction. Then, hyperon stars can form a doorway state for the formation of strange stars as no strange quark matter seed is needed .
The detection of compact stars with small radii combined with small masses ($`MM_{}`$ or below) would signal the existence of a novel form of matter, be it strange matter or hypermatter, which does not need to be absolutely stable. Recently, the radius of the isolated neutron star RX J185635-3754 has been extracted by various groups . Using the new Chandra spectra, the radius for a black-body emitter turns out to be only $`R_{\mathrm{}}=6`$ km. If such a small radius is confirmed, it would signal the existence of hypercompact stars. Nevertheless, effects of an atmosphere can increase that value up to $`R_{\mathrm{}}=15\pm 3`$ km .
The conversion of a neutron star to a hyperon star should be a dynamical process, namely a nonspherical collapse which approximately conserves the number of baryons. Figure 4 depicts the baryon number as a function of the gravitational mass of the compact stars. Note, that for a fixed baryon number, the twin star is energetically favored compared to ordinary neutron stars. The mass difference from an ordinary neutron star to its twin is about $`0.03M_{}`$ which corresponds to a conversion energy of about $`0.5\times 10^{53}`$ erg. Therefore, the collapse to a twin star might have similar properties as a super- or hypernova collapse . The additional release of energy due to the formation of a hyperon star in a supernova event will generate a second energetic shock front in addition to the standard prompt shock (similar to strange star formation as discussed in ). The conversion to hyperon matter in compact stars will contain an interplay of astrophysical observables, such as the spinup effect , the emission of gravitational waves , and the emission of a $`\gamma `$-ray burst , as proposed for the conversion to deconfined matter. The emitted gravitational waves might be a relevant source for LIGO, VIRGO and GEO600 .
We thank Klaus Schertler and Burkhard Kämpfer for fruitful discussions. JSB thanks RIKEN BNL and Brookhaven National Laboratory for their kind hospitality. MH thanks the Hessische Landesgraduiertenförderung for their support. This work is also supported in part by the Gesellschaft für Schwerionenforschung, the Deutsche Forschungsgemeinschaft via Graduiertenkolleg Theoretische und Experimentelle Schwerionenphysik, the Bundesministerium für Bildung und Forschung and the U.S. Department of Energy under Contract No. DE-FG-02-93ER-40764.
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# Modelling structural relaxation in polymeric glasses using the aggregation–fragmentation concept
## 1 Introduction
This paper is concerned with the kinetics of structural relaxation (physical aging) in amorphous glassy polymers. Slow dynamics in out-of-equilibrium disordered media \[supercooled liquids, structural (including polymeric) glasses, disordered ferromagnets and antiferromagnets, orientational glasses, vortices in superconductors, dipolar glasses, liquid crystalline colloids, spin glasses, etc.\] has attracted substantial attention in the past decade, see, e.g., surveys and the references therein. Unlike most previous studies which focused on equilibrium thermodynamics of glass-like systems , the present work deals with the evolution of physical properties of amorphous polymers quenched from some temperature $`T_0`$ above the glass transition temperature $`T_\mathrm{g}`$ to a temperature $`T`$ in the sub–$`T_\mathrm{g}`$ region and isothermally annealed at the temperature $`T`$. Changes in the mechanical response, specific volume, configurational entropy and other features of glassy polymers caused by thermal jumps have been widely studied (both experimentally and theoretically) in the past four decades. We would like to mention here seminal works by Kovacs and Struik . For a detailed review, the reader is referred to .
Despite a number of publications concerned with the evolution of internal structure of disordered media after thermal jumps, see for a survey, it is difficult to mention a model (phenomenological or molecular) which correctly predicts experimental data (for example, memory and chaos phenomena in cyclic thermal tests ) and establishes an adequate correspondence between observations in various (mechanical, dielectric, calorimetric, dilatometric, etc.) experiments, see, e.g., and the references therein.
An important class of constitutive models for structural relaxation in amorphous materials employs the concept of coarsening in disordered systems . First models belonging to this class (the so-called droplet models) have been proposed a decade ago by Koper and Hilhorst and Fisher and Huse to predict the response of spin glasses. According to their approach, an arbitrary macro-region of a disordered medium is treated as an ensemble of droplets (domains with non-regular boundaries possessing non-zero fractal dimensions) where spins are aligned with one of the ground states. These regions alter with time because of slow coarsening, and the characteristic size of a region grows as a power of time or as a logarithm of time . For a detailed review of phenomenological models for the phase-ordering kinetics, we refer to .
Another approach to the description of domain growth has been developed by Ben-Naim and Krapivsky . The present study employs basic ideas of their works to predict enthalpy recovery in amorphous polymers and to study the effect of waiting time $`t_\mathrm{w}`$ on the material response in mechanical (relaxation) tests. We would like to stress two issues that distinguish our constitutive equations from those derived by Ben-Naim and Krapivsky:
1. In the analysis of coalescence, we presume that for any domain, the rate of aggregation with another domain is proportional to the probability density (not to the concentration) of regions with a certain volume (length). This makes solutions of constitutive equations independent of the total number of elementary clusters at the initial instant.
2. We combine the aggregation-fragmentation theory with the concept of internal time. This allows fair approximation of experimental data for the relaxing enthalpy to be established (the conventional approach fails to adequately describe enthalpy recovery during 4 to 5 decades of time).
The concept of internal time is widely used to describe thermo-mechanical response of polymers (for a review, the reader is referred to ). In this study, we employ a model with an entropy-driven material clock. This approach was proposed by Struik and was successfully used to predict shear-thickening of polymer solutions in .
With reference to the theory of cooperative relaxation , an amorphous polymer is thought of as an ensemble of cooperatively rearranging regions (CRR) that relax at random times as they are thermally agitated. A CRR is thought of as a globule consisting of scores of strands of long chains . The characteristic length of a CRR in the vicinity of the glass transition temperature amounts to several nanometers .
We introduce a minimal number of strands which permits rearrangement, $`\nu `$, and suppose that the number of strands in any CRR reads $`n\nu `$, where $`n`$ is an integer and $`\nu `$ is the number of strands in an elementary cluster (EC). The concept of elementary domains was first introduced by Adam and Gibbs for amorphous polymers and by Kadanoff for spin glasses. For a discussion of the Kadanoff conjecture (near the critical point, large blocks of spins behave like individual spins) see . Description of the aging process in glassy polymers in terms of models with finite numbers of states was suggested by Chow and Robertson .
Unlike previous studies where the domain growth was interpreted as random motion of their boundaries annihilated at the contact points, see, e.g., , we treat structural recovery as a result of two (thermally activated) processes with different dependences of their rates on temperature: fragmentation of large regions and aggregation of small ones. An indirect confirmation of this picture is provided by experimental data in calorimetric tests at various temperatures $`T_k`$ in the sub–$`T_\mathrm{g}`$ region. Observations reveal that if $`T_2>T_1`$, the relaxing enthalpy $`\mathrm{\Delta }H`$ in a test with the temperature $`T_1`$ exceeds that in a test with the temperature $`T_2`$ at small times, and the inverse is true at large times.
The exposition is organized as follows. In Section 2, constitutive equations are derived for enthalpy recovery in amorphous glassy polymers. These equations are verified in Section 3 by comparison with experimental data for polycarbonate, polystyrene, poly(methyl methacrylate) and poly(vinyl acetate). The purpose of fitting observations is two-fold: (i) to confirm that the model can correctly predict measurements, and (ii) to analyze the effect of temperature $`T`$ on material parameters. In Section 4, the model is subject to a more elaborate evaluation: after determining adjustable parameters by matching data in calorimetric tests, we use the probability density of CRRs with various energies to fit the material response in a static mechanical test. To make this possible, a model is derived for stress relaxation in disordered media based on the traps concept (for detail, we refer to ). Some concluding remarks are formulated in Section 5.
## 2 Constitutive equations for domain growth
The following hypotheses are introduced to develop a master equation for the concentration of CRRs:
1. Structural relaxation in a disordered medium is governed by two processes at the micro-level: fragmentation of CRRs and their aggregation.
2. Denote by $`P(t,n)`$ the number of CRRs (per unit mass) at time $`t`$ consisting of $`n+1`$ elementary clusters. The quantity $`P(t,n)`$ is the mass concentration of CRRs containing $`n`$ borders between ECs subject to fragmentation (to simplify the analysis, any CRR is thought of as a linear “string” of ECs). The function $`P(t,n)`$ obeys the conservation law
$$\underset{n=0}{\overset{\mathrm{}}{}}(n+1)P(t,n)=\mathrm{\Xi }_0,$$
(1)
where $`\mathrm{\Xi }_0`$ is the number of ECs per unit mass.
3. The fragmentation process is characterized by its rate $`\gamma `$ that equals the number of fragmentation acts per boundary between ECs per unit time. We assume $`\gamma `$ to be a function of the current temperature $`T`$ only. The rate of changes in the quantity $`P(t,n)`$ induced by fragmentation is given by
$$V_\mathrm{f}(t,n)=\gamma \left[nP(t,n)+2\underset{m=n+1}{\overset{\mathrm{}}{}}P(t,m)\right].$$
(2)
The first term on the right-hand side of Eq. (2) determines the number of CRRs (containing $`n`$ boundaries) destroyed by fragmentation, whereas the other term is the rate of creation of CRRs with $`n`$ boundaries caused by fragmentation of relaxing regions containing larger number of elementary clusters. The physical meaning of formula (2) is discussed in detail in .
4. Coalescence of relaxing regions occurs when CRRs (with $`n`$ and $`m`$ borders between ECs) merge and create a new CRR (with $`n+m+1`$ borders). The rate of aggregation of an individual CRR with $`n`$ boundaries between ECs with CRRs with $`m`$ borders is proportional to the density of CRRs with $`m`$ boundaries (the ratio $`\phi (t,m)`$ of the number of CRRs with $`m`$ boundaries to the total number of CRRs per unit mass) and to the number of random meetings, $`\mathrm{\Gamma }_{n,m}`$, for two CRRs with $`n`$ and $`m`$ boundaries. The rate of changes in the quantity $`P(t,n)`$ induced by coalescence reads
$`V_\mathrm{c}(t,n)`$ $`=`$ $`P(t,n)\left[{\displaystyle \underset{m=0,mn}{\overset{\mathrm{}}{}}}\mathrm{\Gamma }_{n,m}\phi (t,m)+2\mathrm{\Gamma }_{n,n}\phi (t,n)\right]`$ (3)
$`+{\displaystyle \underset{m=0}{\overset{n1}{}}}\mathrm{\Gamma }_{m,nm1}P(t,m)\phi (t,nm1)`$
with
$$\phi (t,n)=\frac{P(t,n)}{_{m=0}^{\mathrm{}}P(t,m)}.$$
(4)
The first two terms on the right-hand side of Eq. (3) determine the number of CRRs destroyed by aggregation with other CRRs (the coefficient 2 in the second term means that two relaxing regions with $`n`$ borders disappear when they meet one another). The last term in Eq. (3) characterizes the rate of creation of CRRs with $`n`$ boundaries by aggregation of two relaxing regions with smaller numbers of ECs.
5. The rate $`\mathrm{\Gamma }_{n,m}`$ by which regions with $`n`$ and $`m`$ boundaries aggregate decays exponentially with the growth of the indices $`n`$ and $`m`$,
$$\mathrm{\Gamma }_{n,m}=L\gamma \mathrm{exp}\left[\lambda (n+m)\right],$$
(5)
where $`L`$ and $`\lambda `$ are material parameters. Assumption (5) is conventional for the treatment of (short-range) interactions between CRRs, but it differs from standard relations based on the theory of anomalous diffusion, see, e.g., and the references therein, which lead to the power law dependence of $`\mathrm{\Gamma }_{m,n}`$ on $`n`$ and $`m`$. Our numerical analysis shows that replacement of Eq. (5) by a power law does not affect significantly the accuracy of fitting.
6. We employ the concept of material (reduced) time and suppose that $`\gamma `$ is the rate with respect to some internal time $`\tau `$. The rate of fragmentation with respect to the “universal” time $`t`$ reads
$$\gamma _0=a\gamma ,$$
(6)
where $`a`$ is a shift factor.
7. For polymers with an entropy-driven material clock , we set
$$\mathrm{ln}a=\kappa _0s,$$
(7)
where $`\kappa _0`$ is some material parameter and $`s`$ is the configurational entropy per EC.
8. The configurational entropy $`s`$ is defined by the Boltzmann’s formula
$$s(t)=k_B\underset{n=0}{\overset{\mathrm{}}{}}\phi (t,n)\mathrm{ln}\phi (t,n),$$
(8)
where $`k_B`$ is Boltzmann’s constant. It is worth noting some difference between Eq. (8) and conventional relations, see, e.g., . In Eq. (8) the configurational entropy $`s`$ is defined per elementary cluster, whereas traditional formulas define configurational entropy per CRR.
It follows from Eqs. (2) to (7) that the current concentration of CRRs (per unit mass) is governed by the differential equation
$`{\displaystyle \frac{P}{t}}(t,n)`$ $`=`$ $`\gamma _0\mathrm{exp}(\kappa s(t))\{nP(t,n)+2{\displaystyle \underset{m=n+1}{\overset{\mathrm{}}{}}}P(t,m){\displaystyle \frac{L}{_{m=0}^{\mathrm{}}P(t,m)}}`$ (9)
$`\times [P(t,n){\displaystyle \underset{m=0,mn}{\overset{\mathrm{}}{}}}P(t,m)\mathrm{exp}(\lambda (n+m))+2P^2(t,n)\mathrm{exp}(2\lambda n)`$
$`\mathrm{exp}(\lambda (n1)){\displaystyle \underset{m=0}{\overset{n1}{}}}P(t,m)P(t,nm1)]\},`$
where $`\kappa =k_B\kappa _0`$.
The study is confined to one-step “quench-and-wait” tests, when a polymer equilibrated at some temperature $`T_0>T_\mathrm{g}`$ is quenched to a temperature $`T<T_\mathrm{g}`$ and is annealed at the temperature $`T`$,
$$T(t)=\{\begin{array}{cc}T_0,\hfill & t<0,\hfill \\ T,\hfill & t>0.\hfill \end{array}$$
(10)
Assuming that above the glass transition temperature $`T_\mathrm{g}`$, only elementary clusters may exist, we postulate
$$P(0,n)=\mathrm{\Xi }_0\delta _{n,0},$$
(11)
where $`\delta _{n,m}`$ is the Kronecker delta. The solution $`P(t,n)`$ of Eqs. (8), (9) and (11) is independent of the total number of ECs, $`\mathrm{\Xi }_0`$, and it is determined by 4 adjustable parameters: $`L`$, $`\gamma _0`$, $`\kappa `$ and $`\lambda `$.
Let $`h(t)`$ be the configurational enthalpy per EC. Assuming $`h`$ to be expressed in terms of the configurational entropy $`s`$ by the conventional relationship,
$$\frac{h}{s}=T,$$
and integrating this equality for the thermal program (10), we find that
$$h(t)=Ts(t)(t>0).$$
(12)
Multiplying Eq. (12) by the concentration of ECs, $`\mathrm{\Xi }_0`$, we calculate the configurational enthalpy per unit mass. Assuming the relaxing enthalpy $`\mathrm{\Delta }H`$ (measured in calorimetric tests) to coincide with the configurational enthalpy, we arrive at the formula
$$\mathrm{\Delta }H(t)=\mathrm{\Lambda }\underset{n=0}{\overset{\mathrm{}}{}}\phi (t,n)\mathrm{ln}\phi (t,n)$$
(13)
with
$$\mathrm{\Lambda }=k_BT\mathrm{\Xi }_0.$$
(14)
## 3 Comparison with observations in calorimetric tests
We begin with experimental data for polycarbonate. For a detailed description of samples and the experimental procedure, see . Adjustable parameters are found by matching observations using the steepest-descent procedure. Figure 1 demonstrates that the model correctly predicts experimental data at two temperatures in the sub–$`T_\mathrm{g}`$ region. Setting $`T=T_\mathrm{g}=420`$ K in Eq. (14), using mass density $`\rho =1.196`$ g/cm<sup>3</sup> , and the value $`\mathrm{\Lambda }=0.8`$ J/g found by fitting observations, we obtain
$$\mathrm{\Xi }_0=1.1510^{26}\text{m}^3.$$
(15)
This value is in accord with $`\mathrm{\Xi }_0=3.610^{26}`$ m<sup>-3</sup> for polytetrafluoroethylene , but it is less than concentrations of holes measured for a series of polycarbonates using positron lifetime spectroscopy (for comparison, we assume that any EC may be associated with a micro-hole). To explain this discrepancy, we recall that (i) Bohlen et al. presumed a Gaussian distribution of holes with a peak far above the zero volume, whereas our calculations demonstrate that the probability density of CRRs substantially differs from the Gaussian ansatz (see Figure 2), and (ii) the value (15) is for temperatures in the vicinity of $`T_\mathrm{g}`$, while the PALS measurements were carried out at room temperature.
Suppose that the effect of temperature on the rate of fragmentation $`\gamma _0`$ is described by the Arrhenius formula
$$\gamma _0(T)=\gamma _{}\mathrm{exp}\left(\frac{\mathrm{\Delta }E}{RT}\right),$$
(16)
where $`\mathrm{\Delta }E`$ is some activation energy and $`R`$ is the universal gas constant. Applying Eq. (16) to two temperatures, $`T_1`$ and $`T_2`$, in the sub–$`T_\mathrm{g}`$ region, we find that
$$\mathrm{\Delta }E=\frac{RT_\mathrm{g}^2}{T_2T_1}\mathrm{ln}\frac{\gamma _0(T_2)}{\gamma _0(T_1)}.$$
(17)
Taking values of $`\gamma _0(T_k)`$ determined by fitting experimental data (Figure 1), we obtain $`\mathrm{\Delta }E=174.1`$ kcal/mol, which is in fair agreement with $`\mathrm{\Delta }E=173.6`$ kcal/mol found by shift of relaxation curves measured at various temperatures in the vicinity of the glass transition temperature .
According to Figure 1, an increase in temperature $`T`$ leads to a sharp decrease in the relative rate of aggregation $`L`$ and to an increase in the parameter $`\lambda `$. This conclusion is in fair agreement with our hypothesis that above the glass transition temperature $`T_\mathrm{g}`$ only elementary clusters exist (because the rate of merging vanishes, the growth of CRRs caused by their coalescence is prohibited). It is worth noting that an increase in $`\lambda `$ with temperature observed in experiments makes questionable models of aggregation that are based on the diffusion mechanism, see , provided that the coefficient $`\lambda `$ in Eq. (5) may be associated (at least, to some extent) with the decrease in the diffusion coefficient induced by the growth of mass of domains to be aggregated.
The equilibrium distributions depicted in Figure 2 are characterized by their mean value $`M_1`$ and variance $`M_2`$,
$$M_1=\underset{n=0}{\overset{\mathrm{}}{}}n\phi (\mathrm{},n),M_2=\underset{n=0}{\overset{\mathrm{}}{}}(nM_1)^2\phi (\mathrm{},n).$$
(18)
Numerical simulation demonstrates that the quantities $`M_1`$ and $`M_2`$ substantially increase with a decrease in $`T`$. This is in accord with the conventional approach to the description of structural relaxation which presumes a substantial growth in the roughness of the energy landscape with a decrease in temperature (which, in turn, results in a monotonic increase in the variance of the distribution of CRRs with $`\mathrm{\Delta }T=T_\mathrm{g}T`$).
We proceed with matching experimental data for polystyrene using the above algorithm. For a description of the experimental procedure, we refer to . Figure 3 reveals fair agreement between observations at two temperatures in the sub–$`T_\mathrm{g}`$ region and results of numerical analysis. Equation (14) with $`T=T_\mathrm{g}=373.0`$ K, $`\rho =1.04`$ g/cm<sup>3</sup> and $`\mathrm{\Lambda }=1.1`$ J/g results in $`\mathrm{\Xi }_0=2.5510^{26}`$ m<sup>-3</sup>, which is in acceptable agreement with PALS measurements. It follows from Eq. (17) and Figure 3 that the activation energy $`\mathrm{\Delta }E=136.4`$ kcal/mol, which is rather close to the value $`\mathrm{\Delta }E=170.5`$ kcal/mol found by shift of creep curves in the sub–$`T_\mathrm{g}`$ region . The equilibrium distributions of CRRs containing various numbers of elementary clusters are plotted in Figure 4 which demonstrate that an increase in $`\mathrm{\Delta }T`$ leads to an increase in $`M_1`$ and $`M_2`$. This is in qualitative agreement with conventional models for aging that predict the growth of roughness of the energy landscape with a decrease in temperature.
Experimental data for polycarbonate and polystyrene (only at two temperatures in the sub–$`T_\mathrm{g}`$ region) are not sufficient to analyze the effect of temperature on the kinetics of structural relaxation. To study changes in adjustable parameters caused by the annealing temperature $`T`$, we match observations for poly(methyl methacrylate). For a detailed description of samples and the experimental procedure, we refer to . We begin approximation with measurements at the lowest temperature $`T=375.0`$ K and determine parameters $`L`$, $`\gamma _0`$, $`\kappa `$, $`\lambda `$ and $`\mathrm{\Lambda }`$ using a version of the steepest-descent algorithm. Afterwards, we fix $`\mathrm{\Lambda }`$ (an analog of the number of elementary clusters per unit mass) and fit data at other temperatures using 4 constants: $`L`$, $`\gamma _0`$, $`\kappa `$ and $`\lambda `$. The assumption that the parameter $`\kappa `$ is temperature-dependent differs the treatment of data for poly(methyl methacrylate) from that for polycarbonate and polystyrene (for which $`\kappa `$ was assumed to be independent of temperature). This is done to ensure better quality of matching experimental data. Figures 5 to 10 demonstrate fair agreement between observations and results of numerical simulation.
The rate of fragmentation $`\gamma _0`$ is plotted versus the increment of temperature $`\mathrm{\Delta }T`$ in Figure 11. This figure shows that experimental data are correctly approximated by the “linear” function
$$\mathrm{log}\gamma _0=a_0a_1\mathrm{\Delta }T$$
(19)
with adjustable parameters $`a_k`$. Equations (16) and (19) imply that in the vicinity of the glass transition temperature $`T_\mathrm{g}`$, the activation energy $`\mathrm{\Delta }E`$ is given by
$$\mathrm{\Delta }E=a_1RT_\mathrm{g}^2\mathrm{ln}10.$$
It follows from this formula and Figure 11 that $`\mathrm{\Delta }E=70.81`$ kcal/mol, which is in excellent agreement with data for activation energy obtained by shift of creep and relaxation curves at various temperatures. For example, using WLF parameters for poly(methyl methacrylate) , we arrive at the value $`\mathrm{\Delta }E=83.2`$ kcal/mol, which is close to our result. This is in contrast with the Cowie–Ferguson model which results in the value $`\mathrm{\Delta }E=164.8`$ kcal/mol for the same set of experimental data.
The parameter $`L`$ (which characterizes the ratio of the rate of aggregation to the rate of fragmentation) is depicted in Figure 11 versus the increment of temperature $`\mathrm{\Delta }T`$. Experimental data are fairly well approximated by the linear function
$$L=b_0+b_1\mathrm{\Delta }T$$
(20)
with adjustable parameters $`b_k`$. Equation (20) implies that $`L`$ monotonically increases with a decrease in temperature $`T`$, which means that the rate of aggregation of elementary clusters grows with a departure from the glass transition temperature.
The dimensionless parameters $`\lambda `$ and $`\kappa `$ are plotted versus the increment of temperature $`\mathrm{\Delta }T`$ in Figure 12. Experimental data are approximated by the functions
$$\lambda =c_0c_1\mathrm{\Delta }T,\mathrm{log}\kappa =C_0C_1\mathrm{\Delta }T,$$
(21)
where $`c_k`$ and $`C_k`$ are adjustable parameters. Figure 12 demonstrates that the quantities $`\lambda `$ and $`\kappa `$ increase with temperature. Far below the glass transition point (about 30 K below $`T_\mathrm{g}`$) the parameter $`\lambda `$ vanishes, which results in an essential simplification of Eq. (9) (whose coefficients become independent of $`n`$ and $`m`$, which allows a method of generating functions to be applied to develop analytical solutions ). Explicit solutions to the governing equations are, however, beyond the scope of the present study.
It is worth noting that phenomenological models for physical aging in polymers presume that the effects of temperature and structure may be separated, see, e.g., . Results of numerical simulation reveal that this hypothesis is valid when the increment of temperature $`\mathrm{\Delta }T`$ is not too small (say, it exceeds 15 K) which implies that $`\kappa `$ becomes weakly dependent on temperature.
Conventional constitutive equations for structural relaxation in amorphous polymers employ the random energy model , according to which the distribution of relaxing regions with various energies is Gaussian with temperature-dependent mean value and standard deviation. Fitting experimental data obtained in mechanical tests for a number of glassy polymers show that the standard deviation of energy of CRRs, $`\mathrm{\Sigma }`$, linearly decreases with temperature and vanishes at some critical temperature $`T_{\mathrm{cr}}`$ slightly above $`T_\mathrm{g}`$ . Because the present study is based on the assumption that only elementary clusters are stable at the glass transition temperature (which implies that $`T_{\mathrm{cr}}=T_\mathrm{g}`$), our purpose now is to demonstrate that
$$\mathrm{\Sigma }=\sqrt{M_2}$$
linearly increases with $`\mathrm{\Delta }T`$ in the sub–$`T_\mathrm{g}`$ region. Figure 13 shows that with an acceptable level of accuracy the graphs $`M_1(\mathrm{\Delta }T)`$ and $`\mathrm{\Sigma }(\mathrm{\Delta }T)`$ are linear. Approximation of experimental data by the functions
$$M_1=m_1\mathrm{\Delta }T,\mathrm{\Sigma }=m_2\mathrm{\Delta }T$$
(22)
yields $`m_2=0.15`$ K<sup>-1</sup>. This result is in good agreement with $`m_2=0.09`$ K<sup>-1</sup> for polycarbonate and $`m_2=0.53`$ K<sup>-1</sup> for poly(vinyl acetate) found by fitting observations in static and dynamic mechanical tests .
Hitherto, only average characteristics (first moments and entropy) of the distribution of CRRs have been compared with observations. To reveal that the distribution of relaxing regions $`\phi (t,n)`$ itself is in agreement with measurements, we analyze experimental data for poly(vinyl acetate) in calorimetric and mechanical (relaxation) tests. For a description of the experimental procedure, see .
We begin with matching observations in a calorimetric test at $`T=303`$ K. Figure 14 demonstrates fair correspondence between experimental data and results of numerical simulation. Setting $`T=T_\mathrm{g}=315`$ K in Eq. (14) and using the values $`\rho =1.182`$ g/cm<sup>3</sup> and $`\mathrm{\Lambda }=1.6`$ J/g (Figure 14), we arrive at $`\mathrm{\Xi }_0=3.2410^{26}`$ m<sup>-3</sup>, which is in good accord with the concentration of holes measured by PALS for polytetrafluoroethylene . All adjustable parameters for PVAc (except for the rate of fragmentation $`\gamma _0`$) are similar to those for PC, PS and PMMA. The quantity $`\gamma _0`$ is smaller than that for other polymers. This may be explained by the differences in the glass transition temperatures of materials under consideration (glass transition points for PC,PS and PMMA substantially exceed $`T_\mathrm{g}`$ for PVAc) and the fact that fragmentation and aggregation of CRRs are thermally activated.
To fit data in mechanical tests, stress–strain relations should be derived for amorphous glassy polymers under short-term mechanical loading (compared to the waiting time $`t_\mathrm{w}`$). In this work, we briefly sketch the development of constitutive equations confining ourselves to uniaxial relaxation tests. Greater detail of derivations can be found in .
## 4 The mechanical response in relaxation tests
In accord with the hoping concept, see, e.g., , a relaxing region is treated as a point located at the bottom level of its potential well on the energy landscape. Rearrangement of CRRs is modeled as hops of relaxing regions to higher energy levels. Hops occur at random times, and they are driven by thermal fluctuations. Below the glass transition temperature, energy barriers between potential wells are assumed to be so high that thermally agitated CRRs cannot leave their traps. Adopting the transition-state theory , we suppose that rearrangements occur when CRRs reach some liquid-like (reference) energy level. The position of this level is not fixed, but it slowly ascends in time approaching some limiting value as $`t_\mathrm{w}\mathrm{}`$.
Any potential well is described by its depth $`w>0`$ with respect to the position of the reference energy level at the initial instant (immediately after the quench). Following our treatment of CRRs as aggregates composed of integer numbers of elementary clusters, we assume that the set of available energies $`w`$ is countable,
$$w=w_1,w_2,\mathrm{},w_n,\mathrm{},$$
and the value $`w_n`$ is proportional to the volume (length) of an appropriate CRR (string),
$$w_n=\alpha n,$$
(23)
where $`\alpha >0`$ is an adjustable parameter.
Let $`q(\omega )d\omega `$ be the probability for a CRR to reach (in a hop) the energy level that exceeds its bottom level by an energy $`\omega ^{}`$ located in the interval $`[\omega ,\omega +d\omega ]`$. Referring to the extreme value statistics , we set
$$q(\omega )=A\mathrm{exp}(A\omega ),$$
where $`A`$ is a material constant. The probability to reach the reference state in a hop for a CRR trapped in a potential well with the depth $`w`$ reads
$$Q(t_\mathrm{w},w)=_{w+\mathrm{\Omega }(t_\mathrm{w})}^{\mathrm{}}q(\omega )𝑑\omega =\mathrm{exp}\left[A\left(w+\mathrm{\Omega }(t_\mathrm{w})\right)\right].$$
Here $`\mathrm{\Omega }(t_\mathrm{w})`$ is the increment of the reference energy level after the waiting time $`t_\mathrm{w}`$ with respect to that at the initial instant, and we take into account that the duration of conventional mechanical tests is negligible compared to $`t_\mathrm{w}`$.
The rate of hops in a potential well, $`\mathrm{\Gamma }`$, is defined as the number of hops (of an arbitrary intensity) per unit time. Assuming $`\mathrm{\Gamma }`$ to be independent of $`w`$ (according to the theory of thermally activated processes, $`\mathrm{\Gamma }`$ is a function of the current temperature $`T`$ only), and multiplying the rate of hops $`\mathrm{\Gamma }`$ by the probability of reaching the liquid-like state in a hop $`Q(t_\mathrm{w},w)`$, we arrive at the Eyring formula for the rate of rearrangement ,
$$R(t_\mathrm{w},w)=\mathrm{\Gamma }_0(t_\mathrm{w})\mathrm{exp}(Aw),\mathrm{\Gamma }_0=\mathrm{\Gamma }\mathrm{exp}\left(A\mathrm{\Omega }(t_\mathrm{w})\right).$$
(24)
The rate of rearrangement, $`R(t_\mathrm{w},w)`$, can be thought of as the ratio of the number of rearranging regions (per unit time) to the number of CRRs to be rearranged,
$$R(t_\mathrm{w},w)=\frac{1}{\mathrm{\Xi }(t,t_\mathrm{w},w)}\frac{\mathrm{\Xi }}{t}(t,t_\mathrm{w},w).$$
(25)
For relaxation tests, the quantity $`\mathrm{\Xi }(t,t_\mathrm{w},w)`$ is the number of CRRs (per unit mass) located in cages with energy $`w`$ that have not been rearranged until time $`t`$ (which is measured from the beginning of the test). Integration of Eq. (25) implies that
$$\mathrm{\Xi }(t,t_\mathrm{w},w)=\mathrm{\Xi }(0,t_\mathrm{w},w)\mathrm{exp}\left[R(t_\mathrm{w},w)t\right].$$
(26)
The initial condition for Eq. (26) is given by
$$\mathrm{\Xi }(0,t_\mathrm{w},w_n)=N(t_\mathrm{w})\phi (t_\mathrm{e},n),$$
(27)
where
$$N(t_\mathrm{w})=\underset{n=0}{\overset{\mathrm{}}{}}P(t_\mathrm{w},n)$$
is the number of CRRs (per unit mass) after annealing for the time $`t_\mathrm{w}`$.
The natural configuration of a CRR after rearrangement is assumed to coincide with the deformed configuration of the viscoelastic medium at the instant of rearrangement. This implies that rearranged CRRs are stress-free in a relaxation test, and only non-rearranged regions have non-zero mechanical energies. The strain energy density of an amorphous polymer (per unit mass) under uniaxial loading, $`U`$, equals the sum of mechanical energies of individual regions. A CRR is thought of as a linear elastic medium with the potential energy of deformation
$$\frac{1}{2}\mu ϵ^2,$$
where $`\mu `$ is the rigidity and $`ϵ`$ is the macro-strain (for definiteness, shear deformation is considered). Combining this expression with Eqs. (23), (24), (26) and (27), we find that
$`U(t,t_\mathrm{w})`$ $`=`$ $`{\displaystyle \frac{1}{2}}\mu ϵ^2{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}\mathrm{\Xi }(t,t_\mathrm{w},w_n)`$ (28)
$`=`$ $`{\displaystyle \frac{1}{2}}\mu N(t_\mathrm{w})ϵ^2{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}\phi (t_\mathrm{w},n)\mathrm{exp}\left[\mathrm{\Gamma }_0(t_\mathrm{w})\mathrm{exp}(\alpha _0n)t\right],`$
where $`\alpha _0=\alpha A`$. The stress $`\sigma `$ is expressed in terms of the mechanical energy $`U`$ by the formula
$$\sigma =\rho \frac{U}{ϵ}.$$
This equality together with Eq. (28) implies that
$$G(t,t_\mathrm{w})=G_0(t_\mathrm{w})\underset{n=1}{\overset{\mathrm{}}{}}\phi (t_\mathrm{w},n)\mathrm{exp}\left[\mathrm{\Gamma }_0(t_\mathrm{w})\mathrm{exp}(\alpha _0n)t\right],$$
(29)
where $`G(t,t_\mathrm{w})=\sigma (t)/ϵ`$ is the current shear modulus, $`G_0(t_\mathrm{w})=\mu N(t_\mathrm{w})`$ is the initial modulus.
To verify the model, we calculate the distribution of CRRs, $`\phi (t_\mathrm{w},n)`$, using Eqs. (8), (9) and (11) with adjustable parameters found by fitting observations in the calorimetric test, and match experimental data in the relaxation test by Eq. (29). Given a constant $`G_0`$, the material parameters $`\mathrm{\Gamma }_0`$ and $`\alpha _0`$ are calculated using the steepest-descent procedure. The initial shear modulus $`G_0`$ is determined by the least-square algorithm. Figure 15 demonstrates fair agreement between observations and results of numerical simulation.
It is worth noting that our constitutive equations employ two independent time-scales for the description of structural recovery in polymeric glasses. One scale is entirely determined by the distribution function $`\phi (t_\mathrm{w},n)`$. The other time-scale characterizes the ascent of the liquid-like energy level with respect to the energy landscape, and it is portrayed by the function $`\mathrm{\Omega }(t_\mathrm{w})`$. This approach is in agreement with that recently proposed by Tanaka , where two order parameters were used to predict slow dynamics in supercooled liquids.
## 5 Conclusions
A model is derived for structural relaxation in amorphous glassy polymers after thermal jumps. A polymeric glass is treated as an ensemble of cooperatively rearranging regions whose concentration changes with time because of their fragmentation and aggregation. A CRR is modeled as a string (linear chain) of elementary clusters. Fragmentation of the string may occur at random time at any border between elementary clusters with equal probability. Aggregation of relaxing regions occurs at random time as well. The rate of coalescence for two CRRs decreases exponentially with the growth of their sizes. With a decrease in temperature $`T`$, the rates of fragmentation and aggregation decrease, but the rate of fragmentation reduces more rapidly. This implies that only elementary clusters exist at the glass transition temperature $`T_\mathrm{g}`$, whereas in the sub–$`T_\mathrm{g}`$ region, CRRs consisting of several ECs may be stable as well.
To verify constitutive equations, we fit experimental data for relaxing enthalpy for polycarbonate, polystyrene, poly(methyl methacrylate) and poly(vinyl acetate). Fair agreement is demonstrated between observations in calorimetric tests and results of numerical analysis. Material parameters found by fitting measurements are in good accord with those determined experimentally in other tests.
To establish correspondence between observations in calorimetric and mechanical tests, we find material parameters for PVAc by fitting relaxing enthalpy, determine the relaxation spectrum and use this spectrum to match data in mechanical (static) test. An acceptable agreement between experimental data for the shear modulus and numerical predictions confirms our believe that the model may be employed for the analysis of physical aging in tests, where several experimental methods are applied simultaneously.
## Acknowledgement
The work was supported by the Israeli Ministry of Science through grant 1202–1–98.
## List of figures
Figure 1: The relaxation enthalpy $`\mathrm{\Delta }H`$ J/g versus time $`t`$ h for polycarbonate annealed at the temperature $`T`$ K. Circles: experimental data . Solid lines: numerical simulation with $`\mathrm{\Lambda }=0.8`$ J/g and $`\kappa =1.0`$. Curve 1: $`T=408.0`$, $`L=80.0`$, $`\lambda =0.3`$, $`\gamma _0=10^3`$ h<sup>-1</sup>; curve 2: $`T=413.0`$, $`L=5.0`$, $`\lambda =1.2`$, $`\gamma _0=1.210^4`$ h<sup>-1</sup>
Figure 2: The equilibrium distribution of CRRs $`\phi =\phi (\mathrm{},n)`$ for polycarbonate. Unfilled circles: $`T=408`$ K, $`M_1=4.9328`$, $`M_2=9.8743`$. Filled circles: $`T=413`$ K, $`M_1=0.9157`$, $`M_2=0.6758`$
Figure 3: The relaxation enthalpy $`\mathrm{\Delta }H`$ J/g versus time $`t`$ h for polystyrene annealed at the temperature $`T`$ K. Circles: experimental data . Solid lines: numerical simulation with $`\mathrm{\Lambda }=1.1`$ J/g and $`\kappa =1.0`$. Curve 1: $`T=363.0`$, $`L=80.0`$, $`\lambda =0.3`$, $`\gamma _0=10^3`$ h<sup>-1</sup>; curve 2: $`T=366.0`$, $`L=35.0`$, $`\lambda =0.5`$, $`\gamma _0=4.410^3`$ h<sup>-1</sup>
Figure 4: The equilibrium distribution of CRRs $`\phi =\phi (\mathrm{},n)`$ for polystyrene. Unfilled circles: $`T=363`$ K, $`M_1=4.9328`$, $`M_2=9.8743`$. Filled circles: $`T=366`$ K, $`M_1=2.7906`$, $`M_2=3.6336`$ The relaxation enthalpy $`\mathrm{\Delta }H`$ J/g versus time $`t`$ h for poly(methyl methacrylate) at $`T=375.0`$ K (unfilled circles: experimental data ; solid line: numerical simulation) and the final distribution of CRRs $`\phi =\phi (t_\mathrm{w},n)`$ with $`t_\mathrm{w}=10^{2.5}`$ h
Figure 5: The relaxation enthalpy $`\mathrm{\Delta }H`$ J/g versus time $`t`$ h for poly(methyl methacrylate) at $`T=375.0`$ K (unfilled circles: experimental data ; solid line: numerical simulation) and the final distribution of CRRs $`\phi =\phi (t_\mathrm{w},n)`$ with $`t_\mathrm{w}=10^{2.5}`$ h
Figure 6:The relaxation enthalpy $`\mathrm{\Delta }H`$ J/g versus time $`t`$ h for poly(methyl methacrylate) at $`T=377.5`$ K (unfilled circles: experimental data ; solid line: numerical simulation) and the final distribution of CRRs $`\phi =\phi (t_\mathrm{w},n)`$ with $`t_\mathrm{w}=10^{2.5}`$ h
Figure 7: The relaxation enthalpy $`\mathrm{\Delta }H`$ J/g versus time $`t`$ h for poly(methyl methacrylate) at $`T=380.0`$ K (unfilled circles: experimental data ; solid line: numerical simulation) and the final distribution of CRRs $`\phi =\phi (t_\mathrm{w},n)`$ with $`t_\mathrm{w}=10^{2.5}`$ h
Figure 8: The relaxation enthalpy $`\mathrm{\Delta }H`$ J/g versus time $`t`$ h for poly(methyl methacrylate) at $`T=382.5`$ K (unfilled circles: experimental data ; solid line: numerical simulation) and the final distribution of CRRs $`\phi =\phi (t_\mathrm{w},n)`$ with $`t_\mathrm{w}=10^{2.5}`$ h
Figure 9: The relaxation enthalpy $`\mathrm{\Delta }H`$ J/g versus time $`t`$ h for poly(methyl methacrylate) at $`T=385.0`$ K (unfilled circles: experimental data ; solid line: numerical simulation) and the final distribution of CRRs $`\phi =\phi (t_\mathrm{w},n)`$ with $`t_w=10^{2.5}`$ h
Figure 10: The relaxation enthalpy $`\mathrm{\Delta }H`$ J/g versus time $`t`$ h for poly(methyl methacrylate) at $`T=387.5`$ K (unfilled circles: experimental data ; solid line: numerical simulation) and the final distribution of CRRs $`\phi =\phi (t_\mathrm{w},n)`$ with $`t_\mathrm{w}=10^{2.5}`$ h
Figure 11: The rate of fragmentation $`\gamma _0`$ h<sup>-1</sup> (unfilled circles) and the dimensionless parameter $`L`$ (filled circles) versus the increment of temperature $`\mathrm{\Delta }T`$ K for poly(methyl methacrylate). Symbols: treatment of observations . Solid lines: approximation of the experimental data by Eqs. (19) and (20) with $`a_0=4.3733`$, $`a_1=0.0993`$ and $`b_0=3.8507`$ and $`b_1=1.2686`$
Figure 12: The dimensionless parameters $`\lambda `$ (unfilled circles) and $`\kappa `$ (filled circles) versus the increment of temperature $`\mathrm{\Delta }T`$ K for poly(methyl methacrylate). Symbols: treatment of observations . Solid lines: approximation of the experimental data by Eq. (21) with $`c_0=0.7611`$, $`c_1=0.0274`$ and $`C_0=0.7173`$, $`C_1=0.0310`$
Figure 13: The average number of borders between ECs in a CRR, $`M_1`$, and its standard deviation, $`\mathrm{\Sigma }=M_2^{\frac{1}{2}}`$, versus the increment of temperature $`\mathrm{\Delta }T`$ K for poly(methyl methacrylate). Circles: treatment of observations . Solid lines: approximation of the experimental data by Eq. (22) with $`m_1=0.2037`$ and $`m_2=0.1533`$. Curve 1: $`M_1`$; curve 2: $`\mathrm{\Sigma }`$
Figure 14: The relaxation enthalpy $`\mathrm{\Delta }H`$ J/g versus time $`t`$ h for poly(vinyl acetate) annealed at $`T=303`$ K. Unfilled circles: experimental data . Solid line: numerical simulation with $`\mathrm{\Lambda }=1.6`$ J/g, $`\kappa =2.9`$, $`L=20.0`$, $`\lambda =0.45`$, $`\gamma _0=4.7410^2`$ h<sup>-1</sup>. Filled circles: the distribution of CRRs $`\phi =\phi (t_\mathrm{w},n)`$ with $`t_\mathrm{w}=10^{2.5}`$ h, $`M_1=2.4209`$, $`M_2=3.2730`$
Figure 15: The shear modulus $`G`$ GPa versus time $`t`$ s for poly(vinyl acetate) at $`T=303`$ K and $`t_\mathrm{w}=16.5`$ h. Circles: experimental data . Solid line: prediction of the model with $`\alpha _0=2.24`$, $`\mathrm{\Gamma }_0=0.23`$ s<sup>-1</sup> and $`G_0=1.0176`$ GPa
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# Untitled Document
ON THE COMPLETE SOLUTION TO THE MOST GENERAL FIFTH DEGREE POLYNOMIAL
Richard J. Drociuk
Physics Department
Simon Fraser University
Burnaby British Columbia, Canada.
April 10, 2000.
Dedicated to Erland Samuel Bring
The first great pioneer into the solution to the equation to the fifth degree.
ABSTRACT
The motivation behind this note, is due to the non success in finding the complete solution to the General Quintic Equation. The hope was to have a solution with all the parameters precisely calculated in a straight forward manner. This paper gives the closed form solution for the five roots of the General Quintic Equation. They can be generated on Maple V, or on the new version Maple VI. On the new version of maple, Maple VI, it may be possible to insert all the substitutions calculated in this paper, into one another, and construct one large equation for the Tschirnhausian Transformation. The solution also uses the Generalized Hypergeometric Function which Maple V can calculate, robustly.
INTRODUCTION
It has been known since about 2000 BC, that the Mesopotamians have been able to solve the Quadratic Equation with the Quadratic Formula\[Young, 1\]. It took until 1545 AD, for Cardano to publish his solution for the Cubic Equation, in his ” Artis magnae sive de regulis algebraicis”. But it was actually Tartaglia who did the original work to solve the cubic. Cardano’s roommate, Ferrari (in Cardano’s Ars magna), solved the Quartic Equation at about the same time Cardano solved the Cubic Equation. Tartaglia fought ferociously against Cardano, Ferrari, and Sciopone Ferro, for stealing his solution of the Cubic Equation. This situation was filled with perjury, disputation, and bitterness. Finally, Cardano was thrown into prison by the inquisition for heresy, for making the horoscope of Christ\[Guerlac, 2\].
Erland Samuel Bring (1786), was the first person to perform a Tschirnhausian Transformation to a quintic equation, successfully. He transformed a quintic with the fourth and third order terms missing, i.e. x^5+px^2+qx+r=0, to the Bring Form x^5-x-s=0 \[Bring, 3\]. This work was disputed by the University of Lund, and was lost in the university’s archives. I do not know if an original copy still exists, there may still be one in an observatory in Russia\[Harley, 4\]. It might be worth finding this document, for history’s sake, since I think Jerrard came along at a later date, and claimed it as his own. The quest of a lot of the 19th century mathematicians was to solve the Quintic Equation. Paolo Ruffini (1803) gave a proof that the Quintic is not solvable with radicals. Neils Henrik Abel(1824) gave a more rigorous proof, of the same thing. Evartiste Galois(1830) invented group theory, and also showed the same impossibility as Ruffini and Abel. Group Theory and Modular Functions would prove to be the mathematical framework by which Bring’s Equation was first solved \[Young, 1\], \[Guerlac, 2\]. In 1858, using Elliptic Modular Functions, Hermite solves Bring’s Equation. Kronecker, Gordan, Brioshi and Klein also gave solutions to Bring’s Equation closely after. For a good review and further references see \[Weisstein, 5\], \[King, 6\] and \[Klein, 7\].
Of all the people that have solved Bring’s Equation, or another normal form, Klein’s work seems to be the one that has the closest thing to a complete solution to the General Quintic Equation. None of the above solutions include Bring’s Tranformation, to his normal form, and leave too many parameters still to be calculated. I was looking for a simple closed form solution which is easy to use, like the Quadratic Formula, so I may substitute it into another set of equations and formulas I am working on. This ruled out iteration methods, and other approximation schemes. Then I looked at Modular Function techniques, but these techniques leave too many parameters to calculate, and are complicated with intricate steps that depend on the properties of Modular Functions. Also, most solutions which use Modular Functions, require a Modular Function still to be inverted through the Hypergeometric Equation before a solution could be obtained. Hermite’s solution does not require this inversion. He does calculate an elliptic nome, which he then inserts into a Modular Function he defines. But it seems that these functions have a different period that what he claimed. It also seems like the Russians or Weber realized this and were doing same thing as Hermite with Weber’s modular functions, f1, f2 and f, but this also requires the inversion of f \[Prasolov, Solovyev, 8\]. What is desirable, is to have just a two or three step process to obtain the n roots of the nth degree polynomial \[Cockle, 9 and 10\],\[Harley, 11\],\[Cayley, 12\]. So here we use only a three step process to extract the roots from the General Quintic: 1) a Tshirnhausian Transformation to Bring’s equation; 2) the solution to a generalized hypergeometric differential equation to solve Bring’s Equation; 3) and undo the Tschirnhausian Tranformation using Ferrari’s method to solve the Tschirnhausian Quartic.
THE TSCHIRNHAUSIAN TRANSFORMATION TO BRING’S NORMAL FORM
The initial Tshirnhausian Transformation I use is a generalization of Bring’s \[Bring, 3\], but a simplification of Cayley’s\[Cayley, 13\], with a quartic substitution,
$`\mathit{Tsh1}:=x^4+dx^3+cx^2+bx+a+y`$
to the General Quintic Equation,
$`\mathit{Eq1}:=x^5+mx^4+nx^3+px^2+qx+r`$
Then by the process of elimination between Tsh1 and Eq1, the following 25 equations are obtained,
$`\mathit{M15}:=1`$
$`\mathit{M14}:=d`$
$`\mathit{M13}:=c`$
$`\mathit{M12}:=b`$
$`\mathit{M11}:=a+y`$
$`\mathit{M25}:=md`$
$`\mathit{M24}:=nc`$
$`\mathit{M23}:=pb`$
$`\mathit{M22}:=y+qa`$
$`\mathit{M21}:=r`$
$`\mathit{M35}:=n+dmm^2c`$
$`\mathit{M34}:=pbmn+dn`$
$`\mathit{M33}:=qampy+dp`$
$`\mathit{M32}:=rmq+dq`$
$`\mathit{M31}:=drmr`$
$`\mathit{M45}:=cmm^3+bp+dm^2+2mndn`$
$`\mathit{M44}:=a+dmn+ydpm^2nq+n^2+mpcn`$
$`\mathit{M43}:=npr+dmpdq+mqm^2pcp`$
$`\mathit{M42}:=mrdrm^2qcq+dmq+nq`$
$`\mathit{M41}:=m^2rcr+nr+dmr`$
$`\mathit{M55}:=bm2mp+qy+cn2dmna+3m^2ncm^2+dm^3n^2m^4+dp`$
$`\mathit{M54}:=dmp+dm^2n+cp+dq+2mn^2cmnm^3n2npmq+m^2p+bn`$ $`dn^2+r`$
$`\mathit{M53}:=cq+2mnpdnpp^2+bpnq+dm^2pmrdmqcmp+m^2q`$ $`m^3p+dr`$
$`\mathit{M52}:=bqcmqnrdmrdnq+cr+m^2rm^3q+2mnqpq+dm^2q`$
$`\mathit{M51}:=brm^3rdnr+dm^2r+2mnrprcmr`$
these equations are then substituted into the five by five matrix,
$`\mathrm{𝐴𝐴}:=\left[\begin{array}{ccccc}\mathit{M11}& \mathit{M12}& \mathit{M13}& \mathit{M14}& \mathit{M15}\\ \mathit{M21}& \mathit{M22}& \mathit{M23}& \mathit{M24}& \mathit{M25}\\ \mathit{M31}& \mathit{M32}& \mathit{M33}& \mathit{M34}& \mathit{M35}\\ \mathit{M41}& \mathit{M42}& \mathit{M43}& \mathit{M44}& \mathit{M45}\\ \mathit{M51}& \mathit{M52}& \mathit{M53}& \mathit{M54}& \mathit{M55}\end{array}\right]`$
taking the determinant of this matrix generates the polynomial which will be reduced to Bring’s Equation. Let this polynomial be set to zero and solved, by first by transforming to the Bring’s Form. All the substitutions that are derived, transform poly into Bring’s form identically. Each step was checked and found to go to zero, identically.
Let the transformed polynomial, poly = det(AA), have the form,
$`\mathrm{𝑝𝑜𝑙𝑦}:=y^5+\mathit{Poly4}y^4+\mathit{Poly3}y^3+\mathit{Poly2}y^2+Ay+B`$
setting Poly4 = 0, and solving for a, gives
$`a:={\displaystyle \frac{1}{5}}dm^3+{\displaystyle \frac{1}{5}}bm{\displaystyle \frac{3}{5}}dmn{\displaystyle \frac{2}{5}}n^2+{\displaystyle \frac{4}{5}}q{\displaystyle \frac{1}{5}}cm^2+{\displaystyle \frac{2}{5}}cn{\displaystyle \frac{4}{5}}mp+{\displaystyle \frac{4}{5}}m^2n+{\displaystyle \frac{3}{5}}dp{\displaystyle \frac{1}{5}}m^4`$
Substituting a, and the substitutions,
$`b:=\alpha d+\xi `$
$`c:=d+\eta `$
back into poly, and consider Poly3 and Poly4 as functions of d. Poly3 is quadratic in d, i.e.
$`\mathit{Poly3}:=(({\displaystyle \frac{2}{5}}m^2+n)\alpha ^2+({\displaystyle \frac{17}{5}}m^2n{\displaystyle \frac{17}{5}}mp+{\displaystyle \frac{4}{5}}m^32n^2{\displaystyle \frac{13}{5}}nm{\displaystyle \frac{4}{5}}m^4+3p+4q)\alpha `$ $`+{\displaystyle \frac{22}{5}}m^2p+{\displaystyle \frac{21}{5}}mpn{\displaystyle \frac{19}{5}}pn+{\displaystyle \frac{12}{5}}nm^4+5r{\displaystyle \frac{2}{5}}m^6{\displaystyle \frac{18}{5}}n^2m^2+2q+{\displaystyle \frac{19}{5}}n^2m`$ $`4m^3n+{\displaystyle \frac{8}{5}}m^2n+3qm^23mr{\displaystyle \frac{3}{5}}p^23nq5qm2mp{\displaystyle \frac{2}{5}}m^4`$ $`{\displaystyle \frac{12}{5}}m^3p+n^3+{\displaystyle \frac{4}{5}}m^5{\displaystyle \frac{3}{5}}n^2)d^2+(({\displaystyle \frac{4}{5}}m^2\xi +{\displaystyle \frac{21}{5}}m^2p{\displaystyle \frac{21}{5}}m^3n5pn`$ $`{\displaystyle \frac{13}{5}}\eta mn+2n\xi +{\displaystyle \frac{4}{5}}\eta m^3{\displaystyle \frac{21}{5}}qm+{\displaystyle \frac{23}{5}}n^2m+{\displaystyle \frac{4}{5}}m^5+3\eta p+5r)\alpha +{\displaystyle \frac{26}{5}}qm^2`$ $`{\displaystyle \frac{26}{5}}m^3p+{\displaystyle \frac{52}{5}}mpn+4q\xi 6mr{\displaystyle \frac{22}{5}}nq7n^2m^2{\displaystyle \frac{4}{5}}m^4\xi +{\displaystyle \frac{17}{5}}m^2n\xi `$ $`{\displaystyle \frac{17}{5}}mp\xi {\displaystyle \frac{4}{5}}\eta m^4+4\eta q{\displaystyle \frac{6}{5}}\eta n^2{\displaystyle \frac{4}{5}}m^6+7m^2r+{\displaystyle \frac{4}{5}}m^73p^22n^2\xi `$ $`{\displaystyle \frac{31}{5}}qm^3+{\displaystyle \frac{28}{5}}m^4p4\eta mp+{\displaystyle \frac{4}{5}}m^5\eta +{\displaystyle \frac{19}{5}}n^2m\eta {\displaystyle \frac{28}{5}}m^5n+5r\eta `$ $`+{\displaystyle \frac{16}{5}}\eta m^2n+{\displaystyle \frac{58}{5}}qmn{\displaystyle \frac{81}{5}}m^2pn+{\displaystyle \frac{56}{5}}n^2m^3{\displaystyle \frac{23}{5}}pq+{\displaystyle \frac{23}{5}}mp^2{\displaystyle \frac{13}{5}}nm\xi `$ $`+3p\xi +{\displaystyle \frac{4}{5}}m^3\xi +{\displaystyle \frac{22}{5}}pm^2\eta 5mq\eta {\displaystyle \frac{19}{5}}pn\eta {\displaystyle \frac{29}{5}}n^3m7nr+{\displaystyle \frac{24}{5}}nm^4`$ $`+{\displaystyle \frac{29}{5}}pn^2+{\displaystyle \frac{6}{5}}n^34m^3n\eta )d+5r\xi +n\xi ^2+{\displaystyle \frac{16}{5}}qm^4+2q\eta ^25pn\xi `$ $`7n^2m^2\eta {\displaystyle \frac{21}{5}}qm\xi +{\displaystyle \frac{52}{5}}mpn\eta {\displaystyle \frac{2}{5}}m^4\eta ^2+{\displaystyle \frac{21}{5}}m^2p\xi +{\displaystyle \frac{4}{5}}m^5\xi {\displaystyle \frac{2}{5}}m^2\xi ^2`$ $`{\displaystyle \frac{2}{5}}q^2+{\displaystyle \frac{16}{5}}m^6n+{\displaystyle \frac{26}{5}}qm^2\eta 4pr{\displaystyle \frac{26}{5}}m^3p\eta {\displaystyle \frac{22}{5}}qn\eta +{\displaystyle \frac{6}{5}}n^3\eta 3p^2\eta `$ $`+{\displaystyle \frac{32}{5}}n^3m^22mp\eta ^2{\displaystyle \frac{21}{5}}m^3n\xi +{\displaystyle \frac{4}{5}}m^3\eta \xi {\displaystyle \frac{3}{5}}n^4{\displaystyle \frac{3}{5}}n^2\eta ^2+{\displaystyle \frac{23}{5}}n^2m\xi `$ $`+3p\eta \xi +{\displaystyle \frac{12}{5}}n^2q{\displaystyle \frac{2}{5}}m^8{\displaystyle \frac{52}{5}}mpn^2{\displaystyle \frac{13}{5}}nm\eta \xi {\displaystyle \frac{4}{5}}m^6\eta 4m^3r{\displaystyle \frac{16}{5}}m^5p`$ $`{\displaystyle \frac{22}{5}}m^2p^2+{\displaystyle \frac{24}{5}}n\eta m^4+{\displaystyle \frac{24}{5}}mpq+{\displaystyle \frac{8}{5}}nm^2\eta ^2{\displaystyle \frac{44}{5}}m^2nq+8mnr+4np^2`$
$`8n^2m^4+{\displaystyle \frac{64}{5}}m^3pn6mr\eta `$
Setting Poly3 to zero by setting each coefficient multiplying each power of d equal to zero. The d^2 term is multiplied by a Quadratic Equation in alpha, solving for alpha gives,
$`\alpha :={\displaystyle \frac{1}{2}}(13nm10n^2+4m^3+20q+17m^2n4m^4+15p17mp+\mathrm{sqrt}(40qm^4`$ $`+80qm^2+40m^3p+60np^215n^2m^4190mpn200nq15n^2m^2`$ $`+400q^2+60n^3m^2100n^2q80mpn^2+200m^2r+225p^2120m^3r`$ $`+40m^5p+265m^2p^240qm^380m^4p20qmn+360m^2pn+30n^2m^3`$ $`+600pq510mp^2120n^3m680mpq+260m^2nq+300mnr500nr`$ $`+80pn^2170m^3pn+60n^3))/(2m^25n)`$
so alpha is just a number calculated directly from the coefficients of the Quintic. Now the coefficient multiplying the linear term in d is also linear in both eta and xi, solving it for eta and substituting this into the zeroth term in d, gives a Quadratic Equation only in xi, i.e. let
$`\mathrm{𝑧𝑒𝑟𝑜𝑡ℎ}\mathrm{\_}\mathrm{𝑡𝑒𝑟𝑚}\mathrm{\_}\mathrm{𝑖𝑛}\mathrm{\_}d:=\xi 2\xi ^2+\xi 1\xi +\xi 0`$
with the equations for xi2, xi1, and xi0 given in the appendix(see the example given). xi is given by the Quadratic Formula,
$`\xi :={\displaystyle \frac{1}{2}}{\displaystyle \frac{\xi 1+\sqrt{\xi 1^24\xi 2\xi 0}}{\xi 2}}`$
Poly2 is cubic in d, setting it to zero, and using Cardano’s Rule(on Maple) to solve for d, gives,
$`d:={\displaystyle \frac{1}{6}}(36\mathit{d1}\mathit{d2}\mathit{d3}108\mathit{d0}\mathit{d3}^28\mathit{d2}^3`$ $`+12\sqrt{3}\sqrt{4\mathit{d1}^3\mathit{d3}\mathit{d1}^2\mathit{d2}^218\mathit{d1}\mathit{d2}\mathit{d3}\mathit{d0}+27\mathit{d0}^2\mathit{d3}^2+4\mathit{d0}\mathit{d2}^3}\mathit{d3})^{(1/3)}/\mathit{d3}`$ $`{\displaystyle \frac{2}{3}}(3\mathit{d1}\mathit{d3}\mathit{d2}^2)/(\mathit{d3}(36\mathit{d1}\mathit{d2}\mathit{d3}108\mathit{d0}\mathit{d3}^28\mathit{d2}^3`$ $`+12\sqrt{3}\sqrt{4\mathit{d1}^3\mathit{d3}\mathit{d1}^2\mathit{d2}^218\mathit{d1}\mathit{d2}\mathit{d3}\mathit{d0}+27\mathit{d0}^2\mathit{d3}^2+4\mathit{d0}\mathit{d2}^3}\mathit{d3})^{(1/3)})`$ $`{\displaystyle \frac{1}{3}}{\displaystyle \frac{\mathit{d2}}{\mathit{d3}}}`$
where d0, d1, d2, d3, and d4 are given in the example in the appendix. With these substitutions the transformed Quintic, poly, takes the form y^5+Ay+B =0 where A and B are generated by maple’s determinant command(these are also in the example given in the appendix).
Then with a linear transformation the transformed equation y^5+Ay+B = 0 , becomes z^5-z-s = 0, where
$`y:=(A)^{(1/4)}z`$
$`s:={\displaystyle \frac{B}{(A)^{(5/4)}}}`$
We have used the fact that Poly4 is linear in a to get Poly4 = 0. Then b,c and d were considered a point in space, on the curve of intersection of a quadratic surface, Poly3, and a cubic surface, Poly2. Giving Poly3 = Poly2 = 0, as required \[Cayley, 13\],\[Green, 14\] and \[Bring, 3\].
THE SOLUTION TO BRING’S NORMAL FORM
Bring’s Normal Form is solvable. Any polynomial that can be transformed to z^n-az^m-b=0 can be solved with the Hypergeometric Equation\[Weisstein,5\]. The solution is given by considering z=z(s) and differentiating z^5-z-s = 0 w.r.t. s four times. Then equate the fourth, third, second, first and zeroth order differentials, multiplied by free parameters, to zero\[Cockle, 8 and 9\],\[Harley, 10\],\[Cayley, 11\]. Then make the substitution s^4 = t. The resulting equation is a Generalized Hypergeometric Equation of the Fuchsian type\[Slater, 15\], with the following solution \[Weisstein, 5\],
$`z:=s\mathrm{hypergeom}([{\displaystyle \frac{3}{5}},{\displaystyle \frac{2}{5}},{\displaystyle \frac{1}{5}},{\displaystyle \frac{4}{5}}],[{\displaystyle \frac{5}{4}},{\displaystyle \frac{3}{4}},{\displaystyle \frac{1}{2}}],{\displaystyle \frac{3125}{256}}s^4)`$
Now calculating y, with
$`y:=(A)^{(1/4)}z`$
We now undo the Tschirnhausian Transformation by substituting d, c, b, a and y into the quartic substitution, Tsh1. The resulting Quartic Equation is then solved using Ferrari’s method\[King, 6\], this gives the following set of equations,
$`g:={\displaystyle \frac{1}{12}}(36cdb288yc288ac+108b^2+108ad^2+108yd^2+8c^3+12\mathrm{s}\mathrm{q}\mathrm{r}\mathrm{t}(`$ $`18d^2b^2y+18d^2b^2a3d^2b^2c^2+576dba^2+576dby^2+768yac^2`$ $`432y^2cd^2432ycb^2+1152dbya+240dbyc^2+240dbac^2`$ $`54cd^3ba54cd^3by864ycad^2432acb^22304y^2a+12yd^2c^3`$ $`+12d^3b^3+12ad^2c^3+162ad^4y432a^2cd^248ac^4+384a^2c^248yc^4`$ $`2304ya^2+384y^2c^2+81y^2d^4+81a^2d^4+12b^2c^3+81b^4768y^3`$ $`54cdb^3768a^3))^{(1/3)}12({\displaystyle \frac{1}{12}}db{\displaystyle \frac{1}{3}}y{\displaystyle \frac{1}{3}}a{\displaystyle \frac{1}{36}}c^2)/(36cdb`$ $`288yc288ac+108b^2+108ad^2+108yd^2+8c^3+12\mathrm{s}\mathrm{q}\mathrm{r}\mathrm{t}(18d^2b^2y`$ $`+18d^2b^2a3d^2b^2c^2+576dba^2+576dby^2+768yac^2432y^2cd^2`$ $`432ycb^2+1152dbya+240dbyc^2+240dbac^254cd^3ba`$ $`54cd^3by864ycad^2432acb^22304y^2a+12yd^2c^3+12d^3b^3`$ $`+12ad^2c^3+162ad^4y432a^2cd^248ac^4+384a^2c^248yc^42304ya^2`$ $`+384y^2c^2+81y^2d^4+81a^2d^4+12b^2c^3+81b^4768y^354cdb^3768a^3))`$ $`{}_{}{}^{(1/3)}+{\displaystyle \frac{1}{6}}c`$
$`e:=\sqrt{{\displaystyle \frac{1}{4}}d^2+2gc}`$
$`f:={\displaystyle \frac{1}{2}}{\displaystyle \frac{dgb}{e}}`$
This gives four roots y1, y2, y3, and y4. These are then substituted back into the Tschirnhausian Quartic to see which one satisfies it. The root that satisfies it, will also satisfy the General Quintic Equation, Eq1\[Prasolov and Solovyev, 8\]. Let this root be r1. It is the root that satisfies both the Quartic Tshirnhausian Transformation and General Quintic Equation. This root varies as function of the parameters m, n, p, q, and r. Another way of keeping track of which root satisfies Quintic and Quartic, one could make a five column spread sheet or a five dimensional plot of m, n, p, q and r. Once the root that satisfies the quintic is determined, the other four roots of the quintic are obtained by factoring out the root just obtained, this gives the following equations,
$`\mathit{r1}:=\mathrm{𝑦𝑁}`$
$`N\epsilon [1,\mathrm{\hspace{0.17em}2},\mathrm{\hspace{0.17em}3},\mathrm{\hspace{0.17em}4}]`$
$`\mathrm{𝑑𝑑}:=m+\mathit{r1}`$
$`\mathrm{𝑐𝑐}:=n+\mathit{r1}^2+m\mathit{r1}`$
$`\mathrm{𝑏𝑏}:=p+\mathit{r1}n+\mathit{r1}^3+m\mathit{r1}^2`$
$`\mathrm{𝑎𝑎}:=q+\mathit{r1}p+\mathit{r1}^2n+\mathit{r1}^4+m\mathit{r1}^3`$
Where x^4+ddx^3+ccx^2+bbx+aa=0 was solved using Ferrari’s method. This gives the other four roots of the General Quintic Equation, r2, r3, r4 and r5. The last step to do is to just check and make sure that they satisfy the original Quintic, and of course they do! Now we have the five roots of the most general fifth degree polynomial in a closed form. To write them all down on a piece of paper, one would need, a piece of paper the size of large asteroid. But these days with computers with such large memories, this can be done quite easily. Now one might say what is the purpose of doing this? Why make monstrous equations like this? Surely this must be useless? The answer to these questions is quite simple! Was the quadratic equation important and all the associated geometry of parabolas, circles hyperbolas, ..etc? Were the cubic and quartic solutions important in calculating arcs of ellipses, lemniscate curves, pendulum motion, precession of planetary orbits, etc.. Now having the equation for the roots of the quintic, we can investigate it’s properties and begin to use it to solve physical problems. I think it is quite exciting that with the help of computer algebra we can attack the non-linear problems of physics and mathematics much more easily than in the days of Jacobi, Bring, Abel, Cayley,..etc. I hope that actually calculating the roots has dispelled the common believe of most people I have talked to, that ”it is impossible to calculate the roots of the General Quintic Equation in a closed form”. Now I will put an end to this little project, by showing a maple session as an example in the appendix. The other cases in the appendix(m=0 and n=0) work as well, I do not want to waste time and space here by doing them.. In the appendix I calculate the roots of an arbitrary General Quintic. I will let the reader load up the other equations on his/her computer, and see for themselves that they, in fact, do work.
These roots actually satisfy the Quintic identically, but the computer ran out memory space. This equation which calculates the roots of the Quintic, was checked with various values of the parameters m, n, p, q and r. It works for all values except one. When m = 0. This is probably because all the equations above really need to be put into one another then the division by zero cancels. So below, I diveded the calculation into three cases only to avoid having the computer divide by zero. When all the equations are put together, I get a Maple error saying ”Object Big Prod”. Maple probably has a memory protection limit built into it. Once this is removed, then run on a computer with a larger memory, then all the above equations may be substituted into one another. Also the final equation with all the substitutions completed, may be decrease in size, due to cancellations. The creators of Maple tell me that this is going to be accomplished with the next version of Maple, Maple VI.
APPENDIX
EXAMPLE: A MAPLE SESSION
restart;
Digits := 200:
m := -200\*I;
$`m:=200I`$
n := 1340;
$`n:=1340`$
p := 1.23491\*10^1;
$`p:=12.34910`$
q := -2.39182\*10^2;
$`q:=239.18200`$
r := 3.3921817\*10^2;
$`r:=339.2181700`$
To avoid having the computer divide by zero, the calculation of
alpha, eta, and xi is divided into three cases: 1) m and n not equal to zero 2) m equal to zero and n not 3) both m and n equal to zero. The
last one is Bring’s original transformation.
m and n not equal to zero
alpha :=
evalf(1/2\*(-13\*m\*n-10\*n^2+4\*m^3+20\*q+17\*m^2\*n-4\*m^4+15\*p-17\*m\*p+sqrt(-
680\*q\*m\*p+200\*m^2\*r+30\*m^3\*n^2+360\*p\*m^2\*n-80\*m^4\*p-500\*n\*r+260\*q\*m^2\*
n-190\*m\*n\*p-80\*m\*p\*n^2-15\*n^2\*m^4+60\*n^3\*m^2+80\*p\*n^2+60\*n^3-170\*m^3\*n
\*p-200\*n\*q+80\*m^2\*q+40\*m^5\*p-100\*q\*n^2+400\*q^2-120\*m^3\*r+225\*p^2+265\*m
^2\*p^2+300\*m\*n\*r-40\*q\*m^4+60\*n\*p^2+600\*p\*q-15\*m^2\*n^2+40\*m^3\*p-510\*m\*p
^2-120\*m\*n^3-40\*m^3\*q-20\*m\*n\*q))/(2\*m^2-5\*n)):
xi3 :=
evalf(580\*m^3\*p\*alpha^2\*n-80\*m^5\*p\*alpha^2+1500\*m^3\*p^2\*alpha+5200\*m^2
\*n^3\*q+1360\*m^6\*n\*q+1600\*q^2\*m^2\*alpha+5000\*q^2\*m\*n-4000\*q^3+3200\*q\*n^
3\*alpha-320\*q\*m^6\*alpha-5775\*m\*p^2\*n\*alpha-4065\*m^4\*n^2\*q-6625\*m^2\*n\*q
^2-5625\*q\*m\*p^2+3285\*m^2\*p^2\*q+5820\*m^4\*p^2\*n-160\*q\*m^4\*alpha^2-8020\*m
^2\*p^2\*n^2-1580\*m^4\*p^2\*alpha+310\*m\*p\*n^4+3300\*m\*p\*q^2+860\*m^7\*p\*n-360
\*m^5\*p\*q+5895\*q\*m^3\*n^2-4000\*q^2\*n\*alpha+1040\*q\*m^4\*n-1990\*q\*m^2\*n^2-2
400\*q\*m^5\*n-180\*n^5+200\*m\*p\*q\*n^2+1125\*n\*p^2\*alpha^2-2250\*n^2\*p^2\*alph
a-375\*n^2\*m^2\*r-1500\*n^3\*m\*r+1000\*n^2\*p\*r+375\*n^2\*m^3\*r-5000\*n\*q\*r+495
0\*m^2\*p^3-400\*q\*m\*p\*n\*alpha+760\*q\*m^4\*p+320\*q\*m^5\*alpha-2820\*m^5\*p\*n^2
+2585\*m^3\*p\*n^3+3800\*q\*n^2\*p-2000\*q^2\*m^3-5300\*q\*m\*n^3+2250\*q\*p^2-2250
\*m\*p^3+30\*n^2\*m^4\*alpha^2-160\*q\*m^6-850\*m^4\*p^2+160\*m^8\*p-80\*m^7\*p+104
5\*n^3\*p^2-2000\*n\*q^2-3125\*n\*r^2+1500\*n^3\*r+1200\*n^3\*q-400\*q\*m^3\*p+60\*n
^2\*m^6\*alpha+7055\*m^2\*p^2\*n\*alpha-1485\*n^4\*m^3+525\*n^4\*m^2+800\*m^2\*q^2
+1250\*m^2\*r^2-240\*n^3\*m^4+540\*n^3\*m^5+5625\*p^2\*r+1780\*m^5\*p^2-195\*n^3\*
m^2\*alpha^2-675\*n^2\*p^2+300\*n^4\*alpha^2+320\*q\*m^7-600\*n^5\*alpha-2005\*n
^3\*m^2\*p+800\*q\*m^2\*alpha^2\*n+435\*n^3\*m^3\*alpha-780\*n^4\*m\*alpha+2600\*q\*
m\*n^2\*alpha+2000\*m^2\*q\*r+1000\*m^3\*r\*p-450\*m^2\*p^2\*alpha^2-4275\*p^3\*n-6
0\*n^2\*m^7-1140\*n^4\*p-1000\*m^4\*p\*r+3375\*p^3\*alpha-950\*m\*p\*n^2\*alpha^2+1
140\*n^5\*m-500\*m^3\*q\*r+30\*n^2\*m^6+7885\*n^2\*m\*p^2-160\*m^8\*q+5200\*n^2\*q^2
-60\*n^2\*m^5\*alpha-2200\*n^4\*q+4230\*n^2\*m^4\*p+1650\*m^4\*q^2+30\*m^8\*n^2-11
55\*m^2\*n^5+7500\*q\*p\*r+990\*m^4\*n^4-300\*m^6\*n^3+4500\*q\*p^2\*alpha-5700\*q\*
p^2\*n-1840\*q\*m^3\*n\*alpha+280\*m^3\*p\*q\*n+900\*n^3\*alpha\*p-6375\*m\*p^2\*r-38
25\*m\*p^3\*alpha+4845\*m\*p^3\*n-1170\*q\*m^2\*n\*p-30\*n^3\*m\*p-3000\*q\*n\*alpha\*p
-560\*q\*m^3\*p\*alpha-160\*m^7\*p\*alpha-495\*n^3\*m^4\*alpha+1170\*n^4\*m^2\*alph
a-1490\*n^2\*m^3\*p+100\*q\*m\*n\*p+160\*m^6\*alpha\*p+700\*m^5\*n\*p-4750\*n\*r\*m\*p-
1560\*m^6\*n\*p+4500\*n\*m^2\*p\*r-250\*n\*m\*q\*r+1200\*q\*m^2\*alpha\*p-3375\*n^2\*m^
3\*p\*alpha+3700\*n\*m^2\*p^2+2160\*q\*m^4\*n\*alpha-4500\*q\*m^2\*n^2\*alpha-930\*m
^6\*p^2-9440\*n\*m^3\*p^2+880\*n^3\*m\*p\*alpha+2245\*n^2\*m^2\*alpha\*p-80\*m^9\*p+
1440\*m^5\*p\*n\*alpha-2720\*m^3\*p^3-1280\*m^4\*n\*alpha\*p-1000\*q\*n^2\*alpha^2+
300\*n^6):
xi2 :=
evalf(5640\*m^6\*alpha\*q\*p+46000\*m\*q^2\*r-240\*m^6\*alpha\*p^2+3400\*m^4\*alph
a\*q\*r-480\*m^8\*alpha\*q+4875\*p^2\*alpha\*n\*r-990\*m^5\*alpha\*n^4+1800\*m^4\*al
pha^2\*q\*p-600\*n^4\*alpha^2\*p+4750\*n^2\*alpha^2\*p^2\*m+160\*m^8\*alpha\*r-191
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2\*alpha^2-495\*n^5\*m^6\*alpha-16695\*n^4\*p^2\*m^4+12000\*q\*m^4\*p\*r-25520\*q\*
m^5\*p\*r-7000\*q\*m\*r^2\*n-440\*q^3\*n^2-1900\*n^2\*m^8\*p^2+30\*n^4\*m^6\*alpha^2
-960\*n^4\*m^3\*alpha^2\*p-120\*n^2\*m^11\*p-8360\*n^2\*m^9\*r+30\*n^4\*m^10+60\*n^
4\*m^8\*alpha+300\*n^6\*m^2\*alpha^2+1170\*n^6\*m^4\*alpha+300\*n^4\*p^2\*alpha^2
-2700\*n^2\*m^2\*r^2+29350\*n^3\*p^3\*m^3+2220\*n^6\*p\*m^3-3540\*n^4\*p\*m^7-600\*
n^5\*p\*alpha^2\*m+13160\*n^3\*p^2\*m^6+1980\*n^3\*p\*alpha\*m^7-3900\*n^2\*m^6\*p^
2\*alpha+18715\*n^2\*p^4\*m+70\*n^5\*p^2\*m^2+8205\*n^3\*p\*m^2\*r\*alpha+14180\*n^
3\*m^5\*alpha\*r+1875\*n^2\*r^2\*alpha^2-600\*n^5\*p^2\*alpha+1250\*m\*n\*r^3+2145
\*n^5\*p\*m^5-16740\*n^2\*m^5\*p^3+1200\*n^3\*p\*m^9+780\*n^3\*m^5\*alpha^2\*p+1576
0\*n^3\*m^7\*r-120\*n^2\*m^7\*p\*alpha^2+1500\*n^4\*m\*alpha^2\*r-2100\*n^5\*m\*alph
a\*r+6380\*n^3\*p^3\*alpha\*m+4090\*n^4\*p\*m^2\*r-24850\*n^2\*m^4\*r^2+30300\*n^3\*
p\*m^4\*r-3535\*n^4\*m^3\*alpha\*r+1835\*n^3\*m^3\*alpha^2\*r-24960\*n^2\*m^3\*p^3\*
alpha+345\*q\*m^2\*p^4+9720\*n\*m^4\*p^4+1200\*n^6\*p\*alpha\*m-6495\*n^2\*m^2\*p\*a
lpha^2\*r-600\*n^7\*m^2\*alpha-160\*n^5\*m^3\*r-1500\*n^3\*p\*alpha^2\*r+4920\*n^3
\*m\*p\*r\*alpha-9300\*n^3\*r\*m\*p^2-600\*n^5\*r\*p+7200\*n\*m^4\*r^2-2845\*n^2\*r\*al
pha\*m\*p^2-11175\*n^4\*m^5\*r+2100\*n^4\*p\*alpha\*r-21775\*n^2\*m^2\*r^2\*alpha-3
8820\*n^2\*m^6\*r\*p-2180\*n^4\*p^3\*m-780\*n^6\*m^3\*alpha-600\*n^7\*p\*m-3410\*n^2
\*m^5\*alpha^2\*r+2415\*n^4\*m^4\*alpha\*p-11280\*n^2\*m^7\*r\*alpha-29890\*n^2\*m^
3\*r\*p^2+600\*n^6\*r\*m-1500\*n^3\*r^2\*alpha+2425\*n^3\*m^2\*r^2+9300\*q\*m^6\*n^3
\*alpha+2460\*n^5\*m^2\*p\*alpha-2580\*n^4\*m\*p^2\*alpha-13370\*n^3\*m^3\*alpha\*p
^2+720\*m^5\*n\*p^3-13750\*m^3\*r^3+2250\*q\*p^4-9840\*n^4\*m\*p\*r-3420\*n^6\*p\*m^
2-7060\*n^3\*m^4\*alpha\*r-480\*n^3\*m^2\*p\*r-5290\*q^3\*p^2-40\*q^2\*m^10+19180\*
n^2\*m^3\*p\*alpha\*r-1740\*n^3\*m^6\*p\*alpha-3945\*n^4\*p\*m^5\*alpha+15350\*n^4\*
p^2\*m^3-2160\*n^3\*p\*m^8+22500\*m^2\*r^3-1155\*n^7\*m^4-8625\*p^4\*m\*r-300\*n^5
\*m^8-6555\*p^4\*q\*n+5175\*p^4\*q\*alpha+8625\*p^3\*q\*r+6555\*p^5\*m\*n-5175\*p^5\*
m\*alpha+140\*q^3\*m^6+60\*q^2\*n^4-40\*q^2\*m^8+80\*q^2\*m^9+40\*q^3\*m^4-180\*q^
3\*m^5-26300\*n^3\*p\*m^3\*r+225\*m^2\*p^4\*alpha^2-630\*n^4\*m^2\*p^2-840\*n^5\*m^
3\*p-1710\*n^4\*m^5\*p+3420\*n^5\*m\*p^2-21580\*n^3\*p^2\*m^5+5130\*n^4\*p\*m^6+525
\*n^6\*m^4+900\*n^3\*p^3\*alpha+240\*n^2\*m^8\*p\*alpha+21430\*n^2\*m^2\*p^3\*alpha
+300\*n^6\*p^2+300\*n^4\*r^2-1485\*n^6\*m^5+990\*n^6\*m^6-700\*m^6\*p^3\*alpha+96
0\*n^3\*m^7\*p+1680\*n^3\*m\*p^3+360\*n^6\*m\*p-555\*n^5\*m^4\*p-675\*n^2\*p^4-27750
\*n^3\*p^3\*m^2-60\*n^4\*m^7\*alpha+300\*n^8\*m^2+2100\*n^2\*p^2\*m\*r-360\*n^5\*m\*r
+3980\*n^2\*m^5\*p^2\*alpha+3780\*n^5\*m^2\*r-1140\*n^4\*p^3+30\*n^4\*m^8+435\*n^5
\*m^5\*alpha-180\*n^7\*m^2+8440\*n^3\*m^4\*p^2-5240\*n^2\*m^7\*r+13440\*n^2\*m^8\*r
-180\*n^5\*p^2+51420\*n^2\*m^5\*p\*r+8560\*n^2\*m^6\*r\*alpha-20240\*n^3\*m^6\*r+24
0\*n^2\*m^10\*p-13480\*n^2\*p^3\*m^3+30240\*n^2\*p^3\*m^4-60\*n^4\*m^9+3280\*m^9\*n
\*alpha\*r-2080\*n^2\*m^6\*p^2+8245\*n^4\*m^4\*r+810\*m^6\*p^4-240\*n^5\*m^6+32590
\*n^2\*p^2\*m^2\*r-3600\*n^2\*p^2\*r\*alpha-6200\*m^5\*p^2\*r-160\*m^13\*r-18750\*m\*
r^3\*alpha-780\*n^4\*m^3\*r+31600\*n^2\*m^3\*r^2-14160\*n^2\*m^4\*p\*r+5840\*n^3\*m
^5\*r+3000\*n^3\*m\*r^2+540\*n^5\*m^7+1140\*n^7\*m^3+4020\*n^2\*p^2\*m^7+40\*m^12\*
p^2-660\*n^5\*p\*m^3\*alpha+40\*m^10\*p^2-4640\*n^4\*p^2\*m^2\*alpha-1300\*m^5\*p^
4-1800\*m^6\*r^2+16930\*n^3\*p^2\*m^4\*alpha+440\*m^9\*p^3-3000\*m^8\*r^2+400\*m^
7\*p^3-840\*m^8\*p^3+5600\*m^7\*r^2-80\*m^11\*p^2-120\*n^2\*m^9\*p-100\*m^6\*p^2\*a
lpha^2\*n-160\*m^11\*r+40\*m^8\*p^2\*alpha^2+320\*m^12\*r+6060\*n^3\*p^2\*r-100\*m
^7\*p^3\*n+550\*m^4\*p^4-240\*m^10\*p^2\*n+80\*m^10\*p^2\*alpha+1340\*m^5\*n\*p^3\*a
lpha+7210\*m^4\*n\*p\*alpha^2\*r+4750\*n\*m^2\*r^2\*alpha^2-31110\*n^2\*m^4\*p\*alp
ha\*r-1600\*m^6\*p\*alpha^2\*r-3760\*m^8\*p\*alpha\*r+1360\*m^7\*n\*alpha^2\*r+740\*
m^7\*p^3\*alpha+21880\*m^6\*p\*n\*r\*alpha+16400\*m^8\*p\*n\*r+260\*m^7\*n\*alpha\*p^
2+6325\*m\*p^2\*n\*alpha^2\*r+25100\*m^4\*n\*r^2\*alpha+18000\*m^6\*r^2\*n-5200\*m^
6\*r^2\*alpha-7340\*m^7\*r\*p^2+3600\*m^5\*r^2\*alpha-9400\*m^5\*r\*alpha\*p^2-185
20\*m^5\*n\*p\*r\*alpha+25800\*m^5\*n\*r\*p^2-1750\*m^4\*r^2\*alpha^2+1920\*m^11\*n\*
r-320\*m^11\*r\*alpha-160\*m^9\*alpha^2\*r-2160\*m^10\*r\*p+3600\*m^7\*p\*alpha\*r-
27600\*m^7\*p\*n\*r-2960\*m^8\*n\*alpha\*r+11360\*m^6\*n\*p\*r-660\*m^6\*p^3\*n-2000\*
m^8\*p\*r+13100\*m^6\*p^2\*r+4160\*m^9\*p\*r+3375\*p^5\*alpha+5625\*p^4\*r-4275\*p^
5\*n+320\*m^10\*r\*alpha-3520\*m^10\*n\*r+9400\*m^4\*p^2\*r\*alpha-160\*m^8\*n\*p^2-
80\*m^9\*p^2\*alpha+400\*m^9\*p^2\*n-32760\*m^4\*p^2\*n\*r+1600\*m^9\*r\*n-340\*m^8\*
p^2\*n\*alpha-1740\*m^4\*n\*p^3\*alpha-30000\*m^5\*r^2\*n-19320\*n\*m^3\*p^4-1560\*
n^4\*m^2\*alpha\*r-11700\*n\*m^3\*r^2\*alpha+11160\*n\*m^3\*r\*alpha\*p^2-2300\*m^3
\*p^5):
xi := evalf((-xi2+sqrt(xi2^2-4\*xi3\*xi1))/(2\*xi3)):
eta :=
evalf(-(4\*xi\*m^4-15\*xi\*p-21\*m^2\*p\*alpha+10\*xi\*n^2+21\*m^3\*n\*alpha-4\*xi\*
m^3-56\*m^3\*n^2-58\*m\*n\*q-20\*xi\*q-23\*m\*p^2+4\*m^6+23\*p\*q-4\*m^7-10\*xi\*n\*al
pha+13\*xi\*m\*n-17\*xi\*m^2\*n+4\*xi\*m^2\*alpha+17\*xi\*m\*p+25\*n\*p\*alpha+29\*m\*n
^3+31\*m^3\*q+21\*m\*q\*alpha-23\*m\*n^2\*alpha+15\*p^2+28\*m^5\*n-29\*p\*n^2-25\*r\*
alpha+81\*p\*m^2\*n-6\*n^3+35\*n\*r-28\*m^4\*p-4\*m^5\*alpha-52\*m\*n\*p-35\*m^2\*r-2
4\*n\*m^4+22\*n\*q-26\*m^2\*q+30\*m\*r+35\*m^2\*n^2+26\*m^3\*p)/(25\*m\*q-20\*q+20\*m^
3\*n+19\*n\*p-22\*m^2\*p-19\*m\*n^2-16\*m^2\*n+13\*n\*m\*alpha+6\*n^2-15\*p\*alpha-25
\*r-4\*m^3\*alpha+20\*m\*p-4\*m^5+4\*m^4)):
#m equal to zero, n not
#w :=
evalf(sqrt(400\*q^2+600\*p\*q-100\*q\*n^2+225\*p^2+80\*p\*n^2-500\*n\*r-200\*q\*n+
60\*n^3+60\*n\*p^2)):
#Omega :=
evalf(45562500\*p^6\*q\*r^2-80000000\*n^2\*r^2\*p\*q^4+36300000\*n^4\*r^2\*p^2\*q
^2+25500000\*n^5\*r^4\*p+11520\*n^9\*p^3\*r+291600\*p^9\*r\*n+712800\*p^5\*q^3\*n^
3-75937500\*p^5\*r^3\*n-62500000\*n^3\*r^4\*p\*q-15673500\*p^7\*q\*r\*n-13410000\*
p^2\*n^6\*r^3-140625000\*p^2\*r^5\*n+62500000\*n^2\*r^5\*q+25000000\*q^2\*n^3\*r^
4-299700\*p^6\*n^3\*q^2+25000000\*n^2\*r^4\*q^2+25312500\*n^3\*r^4\*p^2-6144000
\*q^7\*n\*p+619520\*q^5\*n^4\*p^2-51840\*n^10\*q\*p\*r+777600\*p^8\*n^2\*r-1166400\*
n^9\*q\*r^2+34560\*n^9\*p^2\*r^2-32400000\*p^5\*q^3\*r-3240000\*p^6\*n^3\*r\*q+409
6000\*n^3\*q^6\*p-84375000\*n\*r^4\*q\*p^2+26312500\*p^2\*n^4\*r^4+1795500\*p^6\*n
^3\*r^2-58880\*n^7\*q^4\*p+1350000\*n^7\*r^4-1600000\*q^4\*n^4\*r^2-7680000\*q^6
\*n\*p\*r+63281250\*p^4\*r^4+6681600\*n^3\*q^5\*p^2-64125000\*p^4\*n^3\*r^3+40000
000\*n^3\*q^3\*r^3-59375000\*p\*n^3\*r^5-2252800\*n^4\*q^6+39062500\*n^2\*r^6+77
760\*n^11\*r^2-432000\*n^8\*p\*r^3-546750\*p^8\*q^2+101250000\*n^2\*r^3\*p^3\*q+1
03680\*n^10\*r^2\*p-11250000\*n^5\*r^4\*q+1473600\*p^3\*n^7\*r^2+207360\*n^6\*p^5
\*r+15360\*n^9\*q^3\*p+8869500\*n^5\*r^2\*p^4+77760\*p^7\*n^4\*r+5184000\*q^5\*p^4
+1728000\*p^4\*n^4\*q^3-3840\*p^3\*n^8\*q^2-36160\*q^4\*n^6\*p^2-6696000\*p^4\*n^
2\*q^4-650240\*n^5\*q^5\*p-8775000\*p^5\*n^2\*r^3-8524800\*q^5\*n^2\*p^3-19440\*p
^6\*n^4\*q^2+8437500\*p^4\*r^4\*n+88080\*p^4\*q^3\*n^5+1468800\*n^8\*r^2\*p^2-409
6000\*n^4\*q^5\*r-57600000\*p^3\*q^5\*r-1280\*p^4\*n^7\*q^2+252480\*n^7\*q^3\*p^2-
2192000\*n^5\*q^4\*p^2-86400000\*p^4\*q^4\*r+(1980000\*p^2\*n^3\*r^2\*q^2-460800
\*q^6\*p^2-25920\*n^2\*p^7\*r-1800000\*n^4\*r^2\*q^2\*p+168960\*q^5\*n^2\*p^2-1944
00\*p^7\*r\*q+10125000\*r^3\*p^3\*q\*n+1395000\*p^3\*r^2\*n^3\*q-345600\*q^5\*p^3-5
760\*n^7\*q^3\*p-442800\*n^5\*r^2\*p^3-6375000\*p^2\*n^2\*r^4+36450\*p^7\*q^2-384
0\*n^5\*r\*p^5+1350000\*n^4\*r^3\*p^2-60480\*n^3\*p^6\*r-4218750\*p^3\*r^4+216000
0\*p^4\*q^3\*r-4050000\*p^4\*q^2\*r^2+6480\*p^6\*q^2\*n^2-1113750\*n^2\*p^5\*r^2-2
45760\*n^3\*q^5\*p+15120\*p^5\*q^2\*n^3+307200\*q^6\*n\*p+2880000\*p^3\*q^4\*r+162
000\*p\*n^6\*r^3+65280\*n^5\*q^4\*p+1440\*p^3\*n^6\*q^2+960\*p^4\*q^2\*n^5-38880\*n
^8\*r^2\*p-2970000\*p^4\*n^2\*r^2\*q-78240\*p^3\*n^4\*q^3-3037500\*p^5\*r^2\*q+345
600\*n^2\*q^4\*p^3+1920\*q^4\*n^4\*p^2-259200\*q^4\*n\*p^4+24000\*q^3\*n^5\*p\*r-11
25000\*n^3\*r^4\*p+162000\*p^6\*r^2\*n-5625000\*r^4\*p^2\*q-3840\*n^6\*p^2\*q^3-27
360\*n^3\*p^4\*q^3-25920\*p^2\*n^7\*r^2+48600\*p^6\*q^3+2137500\*p^3\*n^3\*r^3-14
5800\*p^8\*r+4687500\*p\*r^5\*n+5062500\*p^4\*r^3\*n-5760\*n^6\*p^4\*r-226800\*p^5
\*q^3\*n-174000\*p^4\*n^4\*r^2-86400\*p^2\*n^5\*r^2\*q+25920\*n^7\*r\*p^2\*q+453600
\*n^6\*r^2\*p\*q+343200\*p^4\*n^4\*q\*r+2400000\*q^3\*r^2\*n^2\*p-10800\*p^3\*q^2\*n^
4\*r-1920000\*q^4\*r\*p^2\*n-288000\*n^5\*r\*p^2\*q^2+980100\*p^6\*q\*r\*n+384000\*q
^5\*n\*p\*r+3000000\*p\*n^2\*r^3\*q^2+3750000\*n\*r^4\*q\*p-408000\*q^3\*n^2\*p^3\*r+
17280\*n^6\*r\*p^3\*q-4500000\*p^2\*r^3\*n^2\*q-1350000\*r^3\*p\*q\*n^4+1248000\*q^
3\*r\*p^2\*n^3-1512000\*p^4\*q^2\*n^2\*r-6000000\*q^3\*n\*p^2\*r^2-192000\*n^3\*p\*q
^4\*r+122400\*p^5\*n^3\*r\*q+1093500\*p^5\*q^2\*n\*r)\*w-4860000\*p^7\*n\*r^2+15360
\*n^8\*r\*p^4+9216000\*q^7\*p^2+577500\*p^4\*n^4\*r^2\*q+768000\*q^3\*n^5\*p^2\*r+1
2152000\*p^3\*n^5\*r^2\*q+32400\*p^2\*n^7\*r^2\*q+141562500\*p^2\*n^2\*r^4\*q-4040
0000\*q^3\*n^3\*p^2\*r^2+120000000\*q^4\*n\*p^2\*r^2+54337500\*p^4\*n^2\*r^2\*q^2+
173600\*p^3\*n^6\*r\*q^2-1059200\*p^4\*n^6\*r\*q-42750000\*p^3\*n^3\*r^3\*q+200700
0\*p^5\*n^3\*r\*q^2-23040\*p^3\*n^8\*r\*q-391200\*p^5\*n^5\*r\*q-82800000\*r^2\*p^3\*
q^2\*n^3-26190000\*p^5\*q^3\*n\*r-2418000\*p^4\*n^4\*r\*q^2-202500000\*r^3\*p^3\*q
^2\*n-11200000\*q^4\*n^3\*p^2\*r+26880000\*q^5\*n\*p^2\*r+126000000\*q^3\*n\*p^3\*r
^2+26000000\*p\*n^4\*r^3\*q^2-12800000\*r\*p\*q^5\*n^2+748800\*n^8\*q^2\*p\*r-2025
0000\*p^4\*n\*q^2\*r^2-540000\*p\*n^6\*r^3\*q+32000\*q^4\*n^5\*p\*r+26820000\*q^3\*n
^2\*p^4\*r+45000000\*p^2\*n^2\*r^3\*q^2-93750000\*r^5\*p\*q\*n-18750000\*n^4\*r^5+
11520\*n^10\*q^3+3645000\*p^6\*q^3\*n-4416000\*n^6\*p\*r\*q^3-168960\*n^8\*q^4+12
160000\*n^4\*p\*r\*q^4+8424000\*q^4\*n\*p^5+3888000\*p^7\*r\*q^2-1458000\*p^7\*q^3
-648000\*n^9\*r^3-9072000\*n^6\*r^2\*p\*q^2+273600\*n^7\*p^2\*q^2\*r+121500000\*p
^5\*q^2\*r^2+1198800\*n^3\*p^7\*r+2816000\*q^5\*n^3\*p\*r+13824000\*q^6\*p^3+8100
0000\*p^4\*q^3\*r^2-54720\*p^5\*n^5\*q^2+16706250\*p^6\*r^2\*n^2-72900\*p^8\*q^2\*
n+2250000\*n^6\*r^4+5832000\*p^8\*r\*q-30375000\*n^4\*r^3\*p^3+5120000\*q^6\*n^2
\*r-2880\*n^9\*p^2\*q^2+191250000\*p^3\*n^2\*r^4+168750000\*r^4\*p^3\*q+4572000\*
p^5\*n^4\*r^2-16800000\*n^5\*q^3\*r^2+2048000\*q^7\*n^2-4531200\*q^6\*n^2\*p^2+9
26720\*n^6\*q^5+5120\*n^8\*p^2\*q^3+200000\*q^3\*n^6\*r^2-1113600\*p^3\*n^7\*q\*r+
9632000\*p^3\*n^5\*q^2\*r+29214000\*n^2\*r\*p^5\*q^2+50400000\*n^4\*r^2\*p\*q^3-22
275000\*p^4\*n^3\*q\*r^2-12546000\*n^6\*r^2\*p^2\*q+218880\*n^5\*r\*p^6+491600\*p^
4\*n^6\*r^2+237440\*n^6\*p^3\*q^3-446400\*q^4\*n^3\*p^4+614400\*q^4\*n^4\*p^3-270
0000\*n^7\*p\*r^3+18000000\*n^5\*p\*r^3\*q-75000000\*q^2\*r^4\*p\*n-6912000\*q^6\*n
\*p^2+5120\*p^5\*n^7\*r+28500000\*p^2\*n^4\*r^3\*q-80000000\*q^3\*n^2\*p\*r^3-3037
50000\*r^3\*p^4\*q\*n-35397000\*p^6\*q^2\*r\*n+15360000\*q^4\*n^2\*p^3\*r+2835000\*
r^2\*p^6\*q\*n-3392000\*q^3\*n^4\*p^3\*r+4128000\*p^2\*n^5\*r^2\*q^2-33120000\*p^3
\*n^3\*q^3\*r-1668600\*p^7\*n^2\*r\*q+91260000\*p^5\*n^2\*r^2\*q-64000\*n^7\*p\*q^3\*
r-30000000\*n^3\*p\*r^3\*q^2-15000000\*n^4\*r^4\*q+16000000\*n^3\*q^4\*r^2+43200
000\*p^3\*n\*q^4\*r-7511400\*p^5\*n^4\*q\*r-36000000\*n^2\*r^2\*p^2\*q^3-69120\*p^2
\*n^9\*q\*r+112500000\*r^4\*p^2\*q^2-194400\*p^7\*n^2\*q^2-96000\*n^8\*q^3\*r+7560
000\*n^7\*q\*r^3+6624000\*n^7\*q^2\*r^2+3200000\*q^5\*n^2\*r^2-972000\*p^6\*q^4-5
1840\*p^4\*n^6\*q^2+380700\*p^6\*q^3\*n^2-30000000\*n^5\*q^2\*r^3+5875200\*q^5\*n
\*p^4+2187000\*p^9\*r-4300000\*p^3\*n^5\*r^3+1088000\*n^6\*q^4\*r):
#alpha := evalf(1/10\*(-20\*q-15\*p+10\*n^2+w)/n):
#eta :=
evalf((-44\*q\*n^2+2\*w\*n\*(1/20\*(400\*q^2\*r-260\*n^2\*q\*r-375\*p\*r^2+36\*n^4\*r
-27\*p^3\*q+195\*n\*p^2\*r+48\*n\*q^2\*p-4\*n^3\*q\*p)\*w/((12\*n^4\*q-4\*n^3\*p^2-88\*
n^2\*q^2-40\*n^2\*p\*r+125\*n\*r^2+117\*q\*n\*p^2+160\*q^3-27\*p^4-300\*r\*p\*q)\*n)+
1/20\*(-1640\*n^3\*p\*q^2-960\*p^2\*n^3\*r+540\*p^3\*q^2+240\*p\*n^5\*q-2925\*p^3\*r
\*n-11550\*p^2\*n\*r\*q+3900\*n^2\*r\*p\*q+405\*p^4\*q-540\*p^5\*n-6250\*n\*r^3-8000\*
q^3\*r-80\*p^3\*n^4+5625\*p^2\*r^2+2720\*q^3\*n\*p-6000\*q^2\*r\*p+7500\*r^2\*p\*q-7
20\*p^2\*n\*q^2+sqrt(Omega)+4400\*q^2\*n^2\*r-600\*n^4\*r\*q+2340\*p^3\*n^2\*q+675
0\*p\*n^2\*r^2-540\*n^4\*r\*p+60\*p^2\*n^3\*q)/((12\*n^4\*q-4\*n^3\*p^2-88\*n^2\*q^2-
40\*n^2\*p\*r+125\*n\*r^2+117\*q\*n\*p^2+160\*q^3-27\*p^4-300\*r\*p\*q)\*n))+45\*n\*p^
2-5\*p\*n\*w+12\*n^4+8\*p\*n^3+54\*p\*q\*n-100\*r\*q-75\*p\*r+5\*r\*w-20\*n^2\*r)/(-3\*p
\*w-40\*q\*n-50\*n\*r+8\*p\*n^2+12\*n^3+60\*p\*q+45\*p^2)):
#xi :=
evalf(1/20\*(400\*q^2\*r-260\*n^2\*q\*r-375\*p\*r^2+36\*n^4\*r-27\*p^3\*q+195\*n\*p^
2\*r+48\*n\*q^2\*p-4\*n^3\*q\*p)\*w/((12\*n^4\*q-4\*n^3\*p^2-88\*n^2\*q^2-40\*n^2\*p\*r
+125\*n\*r^2+117\*q\*n\*p^2+160\*q^3-27\*p^4-300\*r\*p\*q)\*n)+1/20\*(-1640\*n^3\*p\*
q^2-960\*p^2\*n^3\*r+540\*p^3\*q^2+240\*p\*n^5\*q-2925\*p^3\*r\*n-11550\*p^2\*n\*r\*q
+3900\*n^2\*r\*p\*q+405\*p^4\*q-540\*p^5\*n-6250\*n\*r^3-8000\*q^3\*r-80\*p^3\*n^4+5
625\*p^2\*r^2+2720\*q^3\*n\*p-6000\*q^2\*r\*p+7500\*r^2\*p\*q-720\*p^2\*n\*q^2+sqrt(
Omega)+4400\*q^2\*n^2\*r-600\*n^4\*r\*q+2340\*p^3\*n^2\*q+6750\*p\*n^2\*r^2-540\*n^
4\*r\*p+60\*p^2\*n^3\*q)/((12\*n^4\*q-4\*n^3\*p^2-88\*n^2\*q^2-40\*n^2\*p\*r+125\*n\*r
^2+117\*q\*n\*p^2+160\*q^3-27\*p^4-300\*r\*p\*q)\*n)):
#
#Both m and n equal to zero
#
#alpha := -1/5\*(10\*q-3\*p^2+25\*r)/(4\*q+3\*p):
#xi :=
evalf(1/10\*(7360\*q^4\*p+5520\*p^2\*q^3-4000\*q^3\*r+270\*q^2\*p^3-10000\*q^2\*r
^2-14100\*q^2\*p^2\*r-12500\*q\*r^3+3750\*q\*p\*r^2-10800\*q\*r\*p^3-1161\*p^5\*q-8
10\*p^6-1125\*r^2\*p^3+sqrt(1843200\*q^7\*p^3-172800\*q^6\*p^4+103680\*q^5\*p^6
-194400\*q^4\*p^7-648000\*p^5\*q^5-72900\*p^8\*q^3+28125000\*q\*r^5\*p^3+140625
00\*q^2\*p^2\*r^4+8437500\*q\*p^4\*r^4-891000\*q^3\*p^7\*r+777600\*q^2\*p^8\*r+256
50000\*q^2\*p^5\*r^3+93750000\*q^2\*r^5\*p+156250000\*q^2\*r^6-10935\*p^10\*q^2+
112500000\*q^3\*p^2\*r^4+75000000\*q^3\*r^4\*p+22500000\*q^2\*r^4\*p^3+9315000\*
q^2\*p^6\*r^2+250000000\*q^3\*r^5-121500\*q^4\*p^6+67500000\*q^3\*r^3\*p^3+1012
5000\*q^3\*p^4\*r^2+100000000\*q^4\*r^4-7200000\*q^5\*r\*p^3+2592000\*q^3\*r\*p^6
-1674000\*p^5\*q^4\*r+24840000\*p^5\*q^3\*r^2+486000\*p^7\*r\*q^2+43740\*p^11\*r+
6144000\*q^8\*p+1152000\*q^7\*p^2+8192000\*q^9+1265625\*r^4\*p^6+12800000\*q^7
\*r^2+20480000\*q^8\*r+1883250\*p^8\*q\*r^2+291600\*q\*r\*p^9+180000000\*p^2\*q^4
\*r^3-38400000\*p^2\*q^6\*r-15750000\*q^4\*p^4\*r^2-13680000\*q^5\*p^4\*r+240000
00\*q^5\*p^2\*r^2-80000000\*q^5\*p\*r^3+2304000\*q^6\*p^3\*r-128000000\*q^6\*p\*r^
2-43520000\*q^7\*p\*r+54000000\*p^3\*q^4\*r^2))/((160\*q^3-300\*q\*p\*r-27\*p^4)\*
(4\*q+3\*p))):
#eta
:=(50\*q\*r-15\*p^2\*r+125\*r^2+129\*p^2\*q+45\*p^3+92\*p\*q^2-80\*q^2\*xi-120\*q\*x
i\*p-45\*p^2\*xi)/(100\*q\*r+80\*q^2+30\*p\*q+9\*p^3):
#
#Calculate d3, d2, d1, d0, a, b, c, A and B in all cases
#
d3 :=
evalf(9/5\*m^5\*q-9/5\*m^4\*r+24/5\*m^3\*r-p\*alpha^3-2/25\*n^3-56/25\*n\*p^2+36
/25\*n\*m^7+84/25\*n\*m^5+72/5\*q\*m^2\*n-63/25\*p^2\*m^3-10\*q\*m\*p-9/5\*m\*n^4+2/
25\*p^3+6/5\*n^2\*alpha^2-36/25\*p\*m^6-96/25\*p\*m^4-4/25\*m^9-12/25\*m^7\*alph
a+27/5\*q\*n^2\*m+24/25\*m^6\*alpha+12/25\*m^4\*alpha^2+p^2+54/25\*m\*p^2\*n-38/
5\*q\*n\*m-5\*r\*alpha^2-4\*q\*alpha^2+2\*r\*m+162/25\*m^3\*p\*alpha-87/25\*m^4\*p\*a
lpha+11/5\*q\*p\*alpha+14/5\*m\*alpha^2\*p-23/5\*n^2\*p\*alpha-3\*m^2\*p\*alpha-4/
25\*m^3\*alpha^3-12/25\*m^5\*alpha^2+12/5\*p^2\*alpha-3\*r\*n^2-5\*r\*alpha-6/5\*
m^2\*q-3\*m\*q^2-314/25\*n\*m\*alpha\*p+261/25\*n\*m^2\*alpha\*p-8\*n\*m\*alpha\*q-12
/5\*n^3\*alpha+3\*r\*n-12/25\*m^5\*alpha-5\*r\*m^2+2\*p\*r+2/5\*n\*q+10\*r\*m\*alpha+
66/25\*n\*m^3\*alpha^2+3/5\*n\*m\*alpha^3+19/5\*n\*p\*alpha^2-3\*m\*n^2\*alpha^2+4
4/5\*q\*n\*alpha+17/5\*q\*m\*alpha^2-42/5\*q\*m^2\*alpha+33/25\*n^2\*m^2+21/5\*m^3
\*q\*alpha-58/25\*m\*p^2\*alpha+13/5\*n\*p\*alpha-28/5\*n^2\*q+6/5\*n^4+4\*q^2-24/
5\*q\*m^4+237/25\*n^2\*m^4-186/25\*n^3\*m^2+252/25\*n^2\*m\*p+279/25\*m^2\*p\*n-38
/5\*m\*n\*r-23/5\*m\*p^2-69/25\*p\*n^2-12/5\*m\*p\*n+27/5\*r\*m^2\*n+27/5\*m^2\*q\*p+2
1/5\*m^3\*q-12/5\*m\*p\*r-12/5\*q\*p\*n+23/5\*q\*p+69/25\*m\*n^3+3\*q\*r-162/25\*m^3\*
n^2-108/25\*m^5\*n^2+123/25\*m^3\*n^3+102/25\*m^5\*p-78/5\*m^3\*p\*n+153/25\*m^2
\*p^2-96/25\*m^6\*n-12/25\*m^7+4/25\*m^6+21/5\*m\*alpha\*n^3+234/25\*m^2\*alpha\*
n^2+63/25\*n\*m^3\*alpha-36/5\*n\*m^3\*q-63/25\*m\*alpha\*n^2-183/25\*m^3\*alpha\*
n^2-189/25\*m^2\*n^2\*p+7\*r\*n\*alpha-29/5\*r\*m^2\*alpha+21/5\*q\*m\*alpha+171/2
5\*n\*m^4\*p-6\*n\*m^4\*alpha+87/25\*n\*m^5\*alpha-54/25\*n\*m^2\*alpha^2-76/25\*m^
2\*alpha^2\*p+12/25\*m^8-24/25\*m^4\*n+6/5\*m^3\*p+9/5\*p\*n^3):
d2 :=
evalf(-18/5\*q\*m^2\*eta+246/25\*m^5\*q+12/25\*eta\*m^8-138/25\*m^6\*q-54/5\*m^4
\*r+28/5\*m^3\*r+694/25\*m\*n^2\*p\*alpha-308/25\*m\*q\*p\*alpha+162/25\*m^3\*eta\*p
\*alpha+234/25\*eta\*m^2\*alpha\*n^2-10\*eta\*q\*m\*p+72/5\*eta\*q\*m^2\*n+24/5\*m^7
\*p-24/25\*m^7\*eta-28/5\*n\*p^2-24/5\*n\*m^8+276/25\*m^4\*p^2+216/25\*n\*m^7+6/5
\*q\*n\*eta+292/25\*q\*m^2\*n-468/25\*p^2\*m^3-48/5\*q\*m\*p-198/25\*m\*n^4-12/5\*p^
3-6/5\*n^3\*alpha^2-228/25\*p\*m^6+12/25\*m^10+6\*m^5\*r-6/5\*n^5+3\*p^2\*alpha^
2-24/25\*m^9-96/25\*eta\*m^6\*n+153/25\*eta\*m^2\*p^2-78/5\*eta\*m^3\*p\*n+102/25
\*eta\*m^5\*p+252/25\*eta\*n^2\*m\*p-186/25\*eta\*n^3\*m^2-24/5\*eta\*q\*m^4+237/25
\*eta\*n^2\*m^4-28/5\*eta\*n^2\*q-24/25\*m^7\*alpha+686/25\*q\*n^2\*m+5\*r^2+656/2
5\*m\*p^2\*n+3\*eta\*p^2+12/5\*p^2\*xi+88/25\*m^3\*alpha^2\*p-24/25\*m^5\*eta\*alph
a-186/25\*m^4\*p\*alpha+46/5\*q\*p\*alpha-48/5\*n^2\*q\*alpha-12/5\*n^3\*eta\*alph
a-38/5\*n^2\*p\*alpha-10\*r\*alpha\*eta+24/25\*m^4\*alpha\*xi+24/25\*m^8\*alpha+1
2/25\*m^6\*alpha^2-12/25\*m^7\*xi+24/25\*m^6\*xi-42/5\*r\*n^2-5\*r\*xi-10\*m\*q^2+
14/5\*p\*m\*alpha^2\*eta-152/25\*m^2\*alpha\*p\*xi+34/5\*q\*m\*alpha\*xi+44/5\*q\*n\*
eta\*alpha-42/5\*q\*m^2\*eta\*alpha-38/5\*r\*m\*n\*eta+10\*r\*m\*alpha\*eta+22/5\*n\*
q\*alpha^2+42/5\*q\*m\*alpha\*eta+572/25\*n\*m^2\*alpha\*p-76/5\*q\*m\*n\*eta-314/2
5\*n\*m\*xi\*p+126/25\*n\*m^3\*alpha\*eta-108/25\*n\*m^2\*alpha\*xi+261/25\*n\*m^2\*x
i\*p-452/25\*n\*m\*alpha\*q-126/25\*m\*alpha\*n^2\*eta-116/5\*r\*m\*alpha\*n+558/25
\*n\*m^2\*eta\*p+12/5\*n^4\*alpha-76/5\*r\*m\*q-12/5\*n^3\*xi+8\*p\*r+8/5\*q^2\*alpha
+51/5\*m^2\*q^2-26/5\*q^2\*n+28/5\*m\*alpha\*p\*xi+26/5\*n\*eta\*p\*alpha-6\*m^2\*et
a\*p\*alpha-816/25\*n\*m^3\*alpha\*p+638/25\*n\*m^2\*alpha\*q-8\*n\*m\*xi\*q-54/25\*n
\*eta\*m^2\*alpha^2-6\*n\*eta\*m^4\*alpha+9/5\*n\*m\*alpha^2\*xi+132/25\*n\*m^3\*alp
ha\*xi-42/5\*n\*m\*p\*alpha^2+38/5\*n\*p\*alpha\*xi-6\*m\*n^2\*alpha\*xi-314/25\*n\*e
ta\*m\*alpha\*p+6\*r\*n\*eta-10\*r\*m^2\*eta+10\*r\*m\*xi-78/25\*n\*m^4\*alpha^2+12/5
\*n^2\*alpha\*xi+6/5\*n^2\*eta\*alpha^2+129/25\*m^2\*n^2\*alpha^2-10\*p^2\*n\*alph
a+12/5\*p^2\*alpha\*eta-528/25\*m^3\*q\*p+268/25\*m^2\*p^2\*alpha-42/5\*q\*m^2\*xi
+44/5\*q\*n\*xi+24/5\*r\*m^3\*eta+6/5\*eta\*n^4-3\*m^2\*xi\*p+4\*eta\*q^2-63/25\*m\*x
i\*n^2-87/25\*m^4\*p\*xi+162/25\*m^3\*p\*xi+11/5\*q\*p\*xi+216/25\*m^3\*q\*alpha-8\*
m\*p^2\*alpha-198/25\*n\*m^6\*alpha+516/25\*m^4\*alpha\*n^2-444/25\*m^2\*alpha\*n
^3+21/5\*m^3\*q\*xi-58/25\*m\*p^2\*xi+13/5\*n\*p\*xi-23/5\*n^2\*p\*xi+24/25\*m^6\*et
a\*alpha+198/25\*m^5\*p\*alpha+12/25\*m^4\*alpha^2\*eta-3\*p\*alpha^2\*xi-12/25\*
m^5\*xi+63/25\*m^3\*xi\*n-6/25\*n^3\*eta+171/25\*p^2\*n^2+99/25\*n^2\*m^2\*eta-32
/25\*n^2\*q+6/25\*n^4+4/5\*q^2-108/25\*q\*m^4+234/25\*n^2\*m^4-168/25\*n^3\*m^2+
312/25\*n^2\*m\*p-56/5\*m\*n\*r+52/25\*m\*p^3+84/5\*m^2\*p\*r+96/5\*m\*r\*n^2+152/5\*
r\*m^2\*n-58/5\*p\*n\*r+748/25\*m^2\*q\*p+18/5\*m^3\*eta\*p-72/25\*m^4\*eta\*n+654/2
5\*q\*n\*m\*p-104/5\*m\*p\*r-476/25\*q\*p\*n+12/25\*m^6\*eta+10\*q\*r+6\*q\*n^3-36/5\*n
\*eta\*m\*p-642/25\*m^5\*n^2+696/25\*m^3\*n^3+108/25\*m^5\*p-432/25\*m^3\*p\*n+38/
5\*m^2\*p^2-96/25\*m^6\*n-52/25\*q\*p^2+321/25\*n^4\*m^2-24\*m^3\*r\*n-88/25\*m^2\*
alpha^2\*q-216/25\*m^4\*q\*alpha+186/25\*m\*alpha\*n^3+228/5\*m^3\*p\*n^2-138/25
\*n^2\*eta\*p-792/25\*q\*m^2\*n^2-183/25\*m^3\*xi\*n^2+21/5\*m\*xi\*n^3-324/25\*m^3
\*n^2\*eta-492/25\*n^3\*m\*p+87/25\*n\*m^5\*xi+678/25\*n\*q\*m^4-192/5\*n\*m^3\*q+23
4/25\*m^2\*xi\*n^2-72/5\*m^3\*alpha\*n^2-1296/25\*m^2\*n^2\*p+138/25\*m\*n^3\*eta+
56/5\*r\*m^3\*alpha+6\*r\*m\*eta+10\*r\*n\*alpha+10\*r\*p\*alpha+4\*r\*m\*alpha^2-48/
5\*r\*m^2\*alpha+7\*r\*n\*xi-29/5\*r\*m^2\*xi+1122/25\*n\*m^4\*p+168/25\*n\*m^5\*eta-
6\*n\*m^4\*xi+174/25\*n\*m^5\*alpha+42/5\*q\*m^3\*eta+46/5\*q\*p\*eta-576/25\*n\*m^2
\*p^2-702/25\*n\*m^5\*p-192/25\*p\*m^4\*eta-24/25\*m^5\*alpha\*xi-46/5\*m\*p^2\*eta
-12/25\*m^3\*alpha^2\*xi+2\*p\*r\*eta-8\*q\*alpha\*xi-4\*q\*eta\*alpha^2-10\*r\*alph
a\*xi-56/25\*p^2\*n\*eta+84/5\*m^6\*n^2+12/25\*m^8-606/25\*n^3\*m^4+21/5\*m\*xi\*q
+198/25\*p\*n^3):
d1 :=
evalf(-18/5\*q\*m^2\*eta^2+6/5\*q\*n\*eta^2-12/25\*m^7\*eta^2+31/5\*p^3\*n-36/5\*
n\*eta^2\*m\*p+24/25\*eta\*m^8-126/25\*m^6\*q-31/5\*p^2\*r+99/25\*n^2\*m^2\*eta^2+
18/5\*m^3\*eta^2\*p-72/25\*m^4\*eta^2\*n-3\*p^3\*alpha+87/5\*n\*p^2\*m\*alpha+367/
25\*m\*n^2\*q\*alpha+152/5\*r\*n\*m^2\*eta+579/25\*m^4\*p\*n\*alpha-176/25\*m^2\*alp
ha\*q\*xi-72/5\*eta\*m^3\*alpha\*n^2-1296/25\*eta\*m^2\*n^2\*p-63/25\*m\*alpha\*n^2
\*eta^2+202/5\*r\*p\*m\*n+279/25\*n\*m^2\*eta^2\*p-126/25\*eta\*m\*xi\*n^2-6\*eta\*m^
2\*xi\*p-282/25\*q^2\*m^3+141/25\*m^7\*q-24/25\*m^9\*eta-96/5\*eta\*q\*m\*p+584/25
\*eta\*q\*m^2\*n+126/25\*m^7\*p-132/25\*p\*m^8-24/5\*n\*m^8-186/25\*p^3\*m^2+327/2
5\*m^4\*p^2-15\*p^2\*m^5-129/25\*p\*n^4-12/25\*m^11+12/25\*m^10+12/25\*m^6\*eta^
2-33/5\*m^6\*r+6\*m^5\*r-11\*m\*r^2-6/25\*n^5+42/5\*eta\*m\*xi\*q-192/25\*eta\*m^6\*
n+76/5\*eta\*m^2\*p^2-864/25\*eta\*m^3\*p\*n+216/25\*eta\*m^5\*p+624/25\*eta\*n^2\*
m\*p-336/25\*eta\*n^3\*m^2-216/25\*eta\*q\*m^4+468/25\*eta\*n^2\*m^4-64/25\*eta\*n
^2\*q+129/25\*m\*n^5+126/25\*eta\*m^3\*xi\*n+6/5\*n^2\*xi^2+5\*r^2-4\*q\*xi^2-12/5
\*p^3\*eta-5\*r\*xi^2+3\*p^2\*eta^2-69/5\*n^2\*m^5\*alpha-37/25\*m\*q^2\*alpha-123
/25\*m\*n^4\*alpha-822/25\*m^5\*n\*q-12/25\*m^9\*alpha-452/25\*n\*eta\*m\*alpha\*q-
24/25\*eta\*m^5\*xi-24/25\*m^7\*xi+927/25\*m^5\*n^3-528/25\*m^7\*n^2+44/5\*n\*q\*a
lpha\*xi+13/5\*p\*n\*eta^2\*alpha-3\*p\*m^2\*eta^2\*alpha+46/5\*p\*q\*alpha\*eta+24
/25\*m^4\*alpha\*eta\*xi-104/5\*r\*m\*p\*eta-112/5\*r\*m\*n\*eta-762/25\*n^2\*m^2\*p\*
alpha-186/25\*m^4\*eta\*p\*alpha+10\*r\*m\*xi\*eta+10\*r\*n\*eta\*alpha+8\*r\*m\*alph
a\*xi-192/5\*n\*eta\*m^3\*q+656/25\*n\*eta\*m\*p^2+21/5\*q\*m\*alpha\*eta^2-38/5\*q\*
m\*n\*eta^2+572/25\*n\*m^2\*xi\*p+63/25\*n\*m^3\*alpha\*eta^2+186/25\*eta\*m\*alpha
\*n^3+686/25\*eta\*m\*n^2\*q+79/5\*r\*m^2\*n\*alpha-116/5\*r\*m\*xi\*n+132/25\*m^9\*n
-669/25\*m^3\*n^4-52/5\*r\*m\*q+12/25\*m^4\*xi^2+14/5\*m\*p\*xi^2-54/25\*m^2\*n\*xi
^2+147/25\*m^2\*q^2-34/25\*q^2\*n+28/5\*p\*m\*alpha\*xi\*eta-8\*q\*eta\*alpha\*xi-8
\*p^2\*m\*alpha\*eta-10\*p\*n\*q\*alpha-38/5\*p\*n^2\*eta\*alpha+259/25\*q\*m^2\*p\*al
pha-444/25\*q\*m^3\*n\*alpha+216/25\*q\*m^3\*eta\*alpha+748/25\*p\*q\*m^2\*eta+26/
5\*n\*eta\*p\*xi+176/25\*m^3\*xi\*p\*alpha+174/25\*n\*eta\*m^5\*alpha-452/25\*n\*m\*x
i\*q+1122/25\*n\*eta\*m^4\*p-1404/25\*p\*q\*m^2\*n-42/5\*p\*r\*m\*alpha+9/5\*n\*m\*alp
ha\*xi^2-156/25\*n\*m^4\*alpha\*xi+12/5\*n^2\*eta\*alpha\*xi+258/25\*m^2\*n^2\*alp
ha\*xi-48/5\*r\*m^2\*eta\*alpha-476/25\*n\*eta\*q\*p-108/25\*n\*eta\*m^2\*alpha\*xi-
84/5\*n\*m\*p\*alpha\*xi-42/5\*n^2\*r\*eta+6\*p^2\*alpha\*xi+10\*r\*q\*eta-5\*r\*m^2\*e
ta^2+3\*r\*n\*eta^2-132/5\*p\*r\*m^3+19/5\*n\*p\*xi^2-12/5\*n^3\*alpha\*xi-10\*p^2\*
n\*xi+12/5\*p^2\*xi\*eta-3\*p\*alpha\*xi^2-198/5\*m^2\*r\*n^2-54/5\*m^4\*r\*eta+246
/25\*m^5\*eta\*q-504/25\*m^3\*q\*p+217/25\*q\*p^2\*m+24/25\*m^6\*alpha\*xi+111/25\*
m^7\*n\*alpha-222/25\*m^3\*p^2\*alpha-111/25\*m^6\*p\*alpha-24/25\*m^7\*eta\*alph
a+56/5\*r\*m^3\*eta+12/25\*eta\*n^4+8/5\*eta\*q^2-186/25\*m^4\*p\*xi+46/5\*q\*p\*xi
+216/25\*m^3\*q\*xi-8\*m\*p^2\*xi-38/5\*n^2\*p\*xi-5\*r\*alpha\*eta^2+5\*p\*n^3\*alph
a-10\*r\*xi\*eta-6/25\*n^3\*eta^2+47/5\*p^2\*n^2+26/5\*m\*p^3+94/5\*m^2\*p\*r+94/5
\*m\*r\*n^2-84/5\*p\*n\*r+748/25\*q\*n\*m\*p+34/25\*q\*n^3-26/5\*q\*p^2-3\*m\*xi^2\*n^2
-31/25\*p\*q^2+267/25\*n^4\*m^2-76/25\*m^2\*xi^2\*p+27/5\*r\*n^3+66/25\*m^3\*xi^2
\*n-24\*m^3\*r\*n+1314/25\*n^2\*q\*m^3-27/5\*m^4\*r\*alpha+33\*m^4\*r\*n-516/25\*n^3
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\*q\*c^2\*n+b\*r\*c\*q\*d^3\*p+2\*b\*r\*c\*q^2\*n+b^2\*r\*c^3\*p-4\*b^2\*r\*d\*q^2+5\*b^3\*r
\*d\*m\*q-3\*b^3\*r\*c\*d\*p+2\*b^3\*r\*d^2\*m\*p+3\*b^2\*r\*a\*d^2\*p+4\*b^2\*r\*d\*q\*c^2-2
\*b^3\*r\*d^2\*q+3\*b^3\*r\*n\*q-3\*b^3\*r\*m^2\*q-b^3\*r\*c^2\*n-b\*r\*c^4\*q-b\*r\*d^4\*q
^2-b^5\*r-4\*a\*c^2\*r\*b^2\*m-4\*a\*m\*r^3+c^2\*r^2\*p^2+2\*b\*r\*c^3\*q\*n-b\*r\*q\*c^2
\*n^2+3\*r\*b^4\*p-2\*b\*r\*c^2\*q^2-4\*b^3\*r\*c\*q-b^2\*r\*d^3\*p^2+b\*r\*d^3\*q^2\*m+4
\*b\*r\*d^2\*q^2\*c+3\*b^2\*r\*m\*q^2+2\*b^3\*r\*c\*n^2+5\*c^2\*r^2\*b^2-4\*m\*r\*a^2\*c^2
\*n+2\*q^2\*a^2\*n^2-4\*a^2\*n\*r^2-a^2\*d^3\*p^3+5\*a^2\*c\*r^2-4\*q\*a^3\*n^2-4\*c^2
\*q^2\*a^2+5\*d^2\*r^2\*a^2-3\*a^2\*p^3\*b+3\*a^2\*p^2\*b^2+6\*a^2\*m^2\*r^2+4\*a^3\*n
\*p^2-4\*a^3\*p\*r+a^3\*d^2\*n^3+3\*a^3\*d^2\*p^2+a^3\*c^2\*n^2+a^4\*c\*m^2-a^4\*b\*m
-2\*c\*n\*a^4-3\*d\*p\*a^4-a^4\*d\*m^3+4\*a^4\*m\*p-4\*a^4\*m^2\*n+a^3\*b^2\*n-2\*a^3\*c
\*n^3-4\*a^3\*m^3\*r-3\*a^3\*c\*p^2+a^2\*c^3\*p^2+2\*c^2\*q\*a^3+2\*a^3\*m^2\*p^2-a^2
\*b^3\*p+r^4-5\*q^2\*a^2\*d\*m\*n+2\*m\*r\*a^2\*c\*n^2+3\*a\*q\*p^2\*b^2-6\*a\*q\*c\*r^2-3
\*a\*q\*b^3\*p-2\*a\*c\*r\*p^3+a\*c^4\*q^2-b\*r\*q^3-5\*d^2\*r^3\*b):
s := evalf(-B/((-A)^(5/4)));
$`s:=.815843321418091887259796562309610788056981017218469121387437\backslash `$ $`87689146470958161238452336409696724026258808717657762183959\backslash `$ $`35195347548574366463800600883478827002618016282920794291762\backslash `$ $`7476323600802063825066.63057627445592551766209342293767283\backslash `$ $`12708124761783154018405570972981429024243773699800521309554\backslash `$ $`54487312402201749276949668836365809124979110350436939685382\backslash `$ $`72771370661690862684267783555502528886912001289I`$
z := -s\*hypergeom(\[1/5,2/5,3/5,4/5\],\[1/2,3/4,5/4\],3125/256\*s^4):
and does solve Bring’s Equation
evalf(z^5-z-s);
$`\mathrm{.2\hspace{0.17em}10}^{199}I`$
y := (-A)^(1/4)\*z:
undoing the Tschirhausian Transformation with Ferrari’s method
g :=
1/12\*(-36\*c\*d\*b-288\*y\*c-288\*a\*c+108\*b^2+108\*a\*d^2+108\*y\*d^2+8\*c^3+12\*s
qrt(18\*d^2\*b^2\*a+18\*d^2\*b^2\*y+1152\*d\*b\*y\*a+240\*d\*b\*y\*c^2+240\*d\*b\*a\*c^2
-54\*c\*d^3\*b\*a-54\*c\*d^3\*b\*y-864\*y\*c\*a\*d^2+81\*b^4-768\*y^3-768\*a^3+12\*d^3
\*b^3-2304\*y^2\*a+384\*y^2\*c^2-2304\*y\*a^2-48\*y\*c^4+384\*a^2\*c^2-48\*a\*c^4-3
\*d^2\*b^2\*c^2+576\*d\*b\*y^2+576\*d\*b\*a^2+768\*y\*a\*c^2-54\*c\*d\*b^3-432\*y\*c\*b^
2-432\*y^2\*c\*d^2-432\*a\*c\*b^2-432\*a^2\*c\*d^2+162\*a\*d^4\*y+12\*a\*d^2\*c^3+12\*
y\*d^2\*c^3+12\*b^2\*c^3+81\*a^2\*d^4+81\*y^2\*d^4))^(1/3)-12\*(1/12\*d\*b-1/3\*y-
1/3\*a-1/36\*c^2)/((-36\*c\*d\*b-288\*y\*c-288\*a\*c+108\*b^2+108\*a\*d^2+108\*y\*d^
2+8\*c^3+12\*sqrt(18\*d^2\*b^2\*a+18\*d^2\*b^2\*y+1152\*d\*b\*y\*a+240\*d\*b\*y\*c^2+2
40\*d\*b\*a\*c^2-54\*c\*d^3\*b\*a-54\*c\*d^3\*b\*y-864\*y\*c\*a\*d^2+81\*b^4-768\*y^3-76
8\*a^3+12\*d^3\*b^3-2304\*y^2\*a+384\*y^2\*c^2-2304\*y\*a^2-48\*y\*c^4+384\*a^2\*c^
2-48\*a\*c^4-3\*d^2\*b^2\*c^2+576\*d\*b\*y^2+576\*d\*b\*a^2+768\*y\*a\*c^2-54\*c\*d\*b^
3-432\*y\*c\*b^2-432\*y^2\*c\*d^2-432\*a\*c\*b^2-432\*a^2\*c\*d^2+162\*a\*d^4\*y+12\*a
\*d^2\*c^3+12\*y\*d^2\*c^3+12\*b^2\*c^3+81\*a^2\*d^4+81\*y^2\*d^4))^(1/3))+1/6\*c:
e := (d^2/4+2\*g-c)^(1/2):
f := (d\*g-b)/(2\*e):
y1 := evalf(-1/4\*d+1/2\*e+1/4\*sqrt(d^2-4\*d\*e+4\*e^2+16\*f-16\*g)):
y2 := evalf(-1/4\*d+1/2\*e-1/4\*sqrt(d^2-4\*d\*e+4\*e^2+16\*f-16\*g)):
y3 := evalf(-1/4\*d-1/2\*e+1/4\*sqrt(d^2+4\*d\*e+4\*e^2-16\*f-16\*g)):
y4 := evalf(-1/4\*d-1/2\*e-1/4\*sqrt(d^2+4\*d\*e+4\*e^2-16\*f-16\*g)):
#now looking for the root that solves both the Quartic and the
Quintic
evalf(y1^5+m\*y1^4+n\*y1^3+p\*y1^2+q\*y1+r);
$`\mathrm{.670262027444503796935327574226396\hspace{0.17em}10}^{164}`$ $`\mathrm{.6544040808887275757921518490182052\hspace{0.17em}10}^{164}I`$
evalf(y2^5+m\*y2^4+n\*y2^3+p\*y2^2+q\*y2+r);
$`782.80523423472747885830053512057667802878185155109804472138877978\backslash `$ $`79728884502359326179958717804469326304764138514554230154130\backslash `$ $`01326397231266836346616747804516448950942682416025081690153\backslash `$ $`71777591202599037+3.799270173513100973067261361820864694346\backslash `$ $`29426309746230089859721815008604541357486014586053426888274\backslash `$ $`63594103443888254180488811314627420955907635916342180888194\backslash `$ $`10407844984109417239968078437399449343508I`$
evalf(y3^5+m\*y3^4+n\*y3^3+p\*y3^2+q\*y3+r);
$`24471.05428711853877506730011254932432187314028124956751686236513\backslash `$ $`90151428933459177713132526785770767509573320541667847970373\backslash `$ $`90657774481757164355894965388511999107977673996588972265894\backslash `$ $`602403965918954074104991.196955226425101886129850901911773\backslash `$ $`45822867816842849130775316078784322324983271682941787786394\backslash `$ $`33542591905831589669417285257948419066967216279675354717194\backslash `$ $`3376068083259295324383609618045156132I`$
evalf(y4^5+m\*y4^4+n\*y4^3+p\*y4^2+q\*y4+r);
$`2341.377040262803423112625582783776277016013819510961661548886093\backslash `$ $`09115127486417829160686034843307721067070191870848868493409\backslash `$ $`55046992104827929943633431723898557859216192870129460155160\backslash `$ $`0310240992481637642079.89649144663713312049506952871938130\backslash `$ $`57878789715505283966496178978569682763112316674586252688705\backslash `$ $`21416177694775900083918775690951432710491929905730153513372\backslash `$ $`85464090257339529672681164668936088649247I`$
in this example y1 is the root we want, let it be the first root of
the Quintic, r1
r1 := y1:
factoring it out of the Quintic, leaving only the
Quartic to solve
dd := m+r1:
cc := n+r1^2+m\*r1:
bb := p+r1\*n+r1^3+m\*r1^2:
aa := q+r1\*p+r1^2\*n+r1^4+m\*r1^3:
yy := 0:
gg :=
1/12\*(-36\*cc\*dd\*bb-288\*yy\*cc-288\*aa\*cc+108\*bb^2+108\*aa\*dd^2+108\*yy\*dd^
2+8\*cc^3+12\*sqrt(18\*dd^2\*bb^2\*aa+18\*dd^2\*bb^2\*yy+1152\*dd\*bb\*yy\*aa+240\*
dd\*bb\*yy\*cc^2+240\*dd\*bb\*aa\*cc^2-54\*cc\*dd^3\*bb\*aa-54\*cc\*dd^3\*bb\*yy-864\*
yy\*cc\*aa\*dd^2+81\*bb^4-768\*yy^3-768\*aa^3+12\*dd^3\*bb^3-2304\*yy^2\*aa+384\*
yy^2\*cc^2-2304\*yy\*aa^2-48\*yy\*cc^4+384\*aa^2\*cc^2-48\*aa\*cc^4-3\*dd^2\*bb^2
\*cc^2+576\*dd\*bb\*yy^2+576\*dd\*bb\*aa^2+768\*yy\*aa\*cc^2-54\*cc\*dd\*bb^3-432\*y
y\*cc\*bb^2-432\*yy^2\*cc\*dd^2-432\*aa\*cc\*bb^2-432\*aa^2\*cc\*dd^2+162\*aa\*dd^4
\*yy+12\*aa\*dd^2\*cc^3+12\*yy\*dd^2\*cc^3+12\*bb^2\*cc^3+81\*aa^2\*dd^4+81\*yy^2\*
dd^4))^(1/3)-12\*(1/12\*dd\*bb-1/3\*yy-1/3\*aa-1/36\*cc^2)/((-36\*cc\*dd\*bb-28
8\*yy\*cc-288\*aa\*cc+108\*bb^2+108\*aa\*dd^2+108\*yy\*dd^2+8\*cc^3+12\*sqrt(18\*d
d^2\*bb^2\*aa+18\*dd^2\*bb^2\*yy+1152\*dd\*bb\*yy\*aa+240\*dd\*bb\*yy\*cc^2+240\*dd\*
bb\*aa\*cc^2-54\*cc\*dd^3\*bb\*aa-54\*cc\*dd^3\*bb\*yy-864\*yy\*cc\*aa\*dd^2+81\*bb^4
-768\*yy^3-768\*aa^3+12\*dd^3\*bb^3-2304\*yy^2\*aa+384\*yy^2\*cc^2-2304\*yy\*aa^
2-48\*yy\*cc^4+384\*aa^2\*cc^2-48\*aa\*cc^4-3\*dd^2\*bb^2\*cc^2+576\*dd\*bb\*yy^2+
576\*dd\*bb\*aa^2+768\*yy\*aa\*cc^2-54\*cc\*dd\*bb^3-432\*yy\*cc\*bb^2-432\*yy^2\*cc
\*dd^2-432\*aa\*cc\*bb^2-432\*aa^2\*cc\*dd^2+162\*aa\*dd^4\*yy+12\*aa\*dd^2\*cc^3+1
2\*yy\*dd^2\*cc^3+12\*bb^2\*cc^3+81\*aa^2\*dd^4+81\*yy^2\*dd^4))^(1/3))+1/6\*cc:
ee := (dd^2/4+2\*gg-cc)^(1/2):
ff := (dd\*gg-bb)/(2\*ee):
yy1 :=
evalf(-1/4\*dd+1/2\*ee+1/4\*sqrt(dd^2-4\*dd\*ee+4\*ee^2+16\*ff-16\*gg)):
yy2
:=evalf(-1/4\*dd+1/2\*ee-1/4\*sqrt(dd^2-4\*dd\*ee+4\*ee^2+16\*ff-16\*gg)):
yy3 :=evalf(
-1/4\*dd-1/2\*ee+1/4\*sqrt(dd^2+4\*dd\*ee+4\*ee^2-16\*ff-16\*gg)):
yy4
:=evalf(-1/4\*dd-1/2\*ee-1/4\*sqrt(dd^2+4\*dd\*ee+4\*ee^2-16\*ff-16\*gg)):
Do the roots of the Quartic satisfy the Quintic?
evalf(yy1^5+m\*yy1^4+n\*yy1^3+p\*yy1^2+q\*yy1+r);
$`\mathrm{.670262027444503796935327574226455\hspace{0.17em}10}^{164}`$ $`\mathrm{.654404080888727575792151848993\hspace{0.17em}10}^{164}I`$
evalf(yy2^5+m\*yy2^4+n\*yy2^3+p\*yy2^2+q\*yy2+r);
$`\mathrm{.670262027444503796935327575500680\hspace{0.17em}10}^{164}`$ $`\mathrm{.654404080888727575792151\hspace{0.17em}10}^{164}I`$
evalf(yy3^5+m\*yy3^4+n\*yy3^3+p\*yy3^2+q\*yy3+r);
$`\mathrm{.670262027444503796935327574225863\hspace{0.17em}10}^{164}`$ $`\mathrm{.6544040808887275757921518489997934\hspace{0.17em}10}^{164}I`$
evalf(yy4^5+m\*yy4^4+n\*yy4^3+p\*yy4^2+q\*yy4+r);
$`\mathrm{.670262027444503796935327574247721\hspace{0.17em}10}^{164}`$ $`\mathrm{.6544040808887275757921518490115065\hspace{0.17em}10}^{164}I`$
They do. The five roots of the General Quintic equation are;
r1 := r1;
$`\mathit{r1}:=.3774792310467799053705472069612095935444898011596747813301194\backslash `$ $`20080378897224176222806652440145386905941177688233725003087\backslash `$ $`39585940058062977483352794710876598360361485361542403140749\backslash `$ $`630830436441090570208.466821003701321341760982840662657500\backslash `$ $`22049699904489626603055650351534241700234050153454121880890\backslash `$ $`48854553821124172839517215175596538441152569053969857320925\backslash `$ $`26163375444738646870686021501830132473555311I`$
r2 := yy1;
$`\mathit{r2}:=.0031152623959929454203531026680212305667581329306928935546952\backslash `$ $`30960660045088256528877398989517046008082026041181960272271\backslash `$ $`66336690152313747955607980351588604625656879553707389663902\backslash `$ $`127604796419328862385456.515880062571684960427555456715739\backslash `$ $`56190994901788567205002329694907535710898235149830470703576\backslash `$ $`86704347052944919179683683683770086547149287019201757498258\backslash `$ $`25560080670253184158055421829508023205091953137I`$
r3 := yy2;
$`\mathit{r3}:=.0002806214035074929468234949530418045758551102470638537459914\backslash `$ $`15245436122740263002612260267725580120401195015191848713881\backslash `$ $`44367269136248534798721392079680957585689593702758438327978\backslash `$ $`06302776026675927402455+206.4894624353524787097721560130957\backslash `$ $`64283126100332544514609464387704273436398873493702755815031\backslash `$ $`32432061299660526043788096170373272105358447038199976185463\backslash `$ $`002277378139422837250633105266650324928524956067I`$
r4 := yy3;
$`\mathit{r4}:=.3450837829259949216234167299270431731221118327207455917588758\backslash `$ $`59061234840020530480688097338406298822074160753334871897354\backslash `$ $`36012930573009243856080216228866292791120138190327894714179\backslash `$ $`764114732975550346486+.463697225781199030360772633124288881\backslash `$ $`32284271256780564831601970143334073300130869160193007364117\backslash `$ $`58689714486056959985613524185561488097544491424109128411898\backslash `$ $`47519928621430651231210260275880679737044336I`$
r5 := yy4;
$`\mathit{r5}:=.72595889777227526536114053450931580180921487705817712038968\backslash `$ $`19253477099050732262349844090357943118564985594979424058865\backslash `$ $`94863028299196345040937623833710124533628280968083361258468\backslash `$ $`09585577726102729053104+.0295414051393285620556096511583438\backslash `$ $`97681502971818248058273446046883922394109889605481503149612\backslash `$ $`07883819262273820137279703374329110616481912768339996808670\backslash `$ $`5464942722848119647363844924230723372578903450I`$
Acknowlegement: Andrew DeBenedictis for helping in the latex preparation of this document.
REFERENCES
1. Young, Robyn V. ”Notable Mathematicians”,Gale, Detroit, 1998
2. Guerlac, Henry.”Biographical Dictionary of Mathematics”, Collier Macmillan Canada, Vol. I to IV, 1991.
3. Bring, Erland Sam.”B. cum D. Meletemata quae dam mathematica circa \# transformation aequationum algebraicarum, quae consent”. Ampliss. Facult. Philos. in Regia Academia Carolina Praeside D. Erland Sam. Bring, Hist. Profess-Reg. & Ord.publico Eruditorum Examini modeste subjicit Sven Gustaf Sommelius, Stipendiarius Regius & Palmcreutzianus Lundensis.Die XIV. The main part of Bring’s work is reproduced in Quar. Jour. Math., 6, 1864; Archiv. Math. Phys., 41, 1864, 105-112; Annali di Mat., 6, 1864, 33-42. There also a republication of his works in 12 volumes at the University of Lund.
4. Harley, Rev. Robert, ”A Contribution to the History of the Problem of the Reduction of the General Equation of the Fifth Degree to a Trinomial Form”. Quar. Jour. Math., 6, 1864, pp. 38-47.
5. Weisstein, Eric W. ”CRC Concise Encyclopedia of Mathematics”, CRC Press, 1999. pp. 1497 to 1500.
6. King, Bruce R. ”Beyond the Quartic Equation”, Birkhauser, Boston, 1996, pp. 87-89.
7. Klein, Felix. ”Lectures on the Icosahedron and the Solution of Equations of the Fifth Degree” Dover Publishing, NY.NY, 1956.
8. Prasolov, Viktor and Solovyev,”Elliptic Functions and Elliptic Integrals”, Translation of Mathematical Monographs, Vol. 170. American Mathematic Society, Providence, Rhode Island, 1997.
9. Cockle, James. ”Sketch of a Theory of Transcendental Roots”. Phil. Mag. Vol 20, pp. 145-148,1860.
10. Cockle, James, ”On Transcendental and Algebraic Solution.-Supplementary Paper”. Phil. Mag. Vol. 13, pp. 135-139.
11. Harley, Rev Robert. ”On the theory of the Transcendental Solution of Algebraic Equations”. Quart. Journal of Pure and Applied Math, Vol. 5 p. 337. 1862.
12. Cayley, Arthur. ”Note on a Differential Equation”, Memoirs of the Literary and Philosophical Society of Manchester, vol. II (1865), pp. 111-114. Read February 18,1862.
13. Cayley, Arthur. ”On Tschirnhaus’s Tranformation”. Phil. Trans. Roy. Soc. London, Vol. 151. pp. 561-578. Also in Collected Mathematical Papers, Cayley p. 275.
14. Green, Mark L. ”On the Analytic Solution of the Equation of Fifth Degree”, Compositio Mathematica, Vol. 37, Fasc. 3, 1978. p. 233-241. Sijthoff & Noordhoff International Publishers-Alphen aan den Rijn. Netherlands.
15. Slater, Lucy Joan. ”Generalized Hypergeometric Functions”, Cambridge University Press, 1966, pp. 42-44.
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# The Effect of the Cosmic Web on Cluster Weak Lensing Mass Estimates
## 1. Introduction
The masses of clusters of galaxies are now measurable by a variety of observational techniques. Most approaches require some equilibrium assumption which relates the shape of the cluster potential to the energy content of some cluster component. For example, measuring or mapping the temperature of the hot, X–ray emitting intracluster plasma, or the velocities of cluster galaxies, permits a prediction for the mass distribution of the cluster.
Another method for estimating cluster masses has been through observations of weak gravitational lensing of the background galaxy field by the cluster. The map of induced distortions in background galaxy ellipticities can in principle be inverted to provide a weighted sum of the mass density along the line of sight. The weighting is weakest near the lensed sources and near us, while it is strongest at intermediate redshifts where the cluster lens is typically located. Thus, this yields an estimate of the surface mass density distribution of the cluster and its surroundings, from which the cluster mass can be inferred. Since assumptions about the dynamical or thermodynamic state of the cluster components are of uncertain validity, while weak lensing analyses probe the mass distribution directly, estimating cluster masses through weak lensing analyses has grown extremely popular in the last decade. Several groups now have moderate samples of weak lensing masses (see e.g. Mellier Mellier (1999) for a recent review), while others have applied weak lensing mass estimates to studies of evolution in the cluster abundance (e.g. Bahcall & Fan BF (1998)).
One interesting outcome of multi–wavelength studies of clusters has been that weak lensing mass estimates for clusters sometimes exceed mass estimates derived from other sources, typically X–ray observations (see e.g. Squires et.al. A2218 (1999)). This discrepancy is often considered to be underestimated, because methods for extracting the mass from weak lensing data typically depend on the estimated surface density relative to some value near the edge of the observing field, which may contain part of the cluster if the viewing field is small. When this discrepancy occurs, it is typically attributed to either the poor quality of the X–ray data involved — as good X–ray spectra and images become more difficult to obtain with increasing redshift — or to the failure of equilibrium assumptions about the state of cluster gas at high–redshift.
However, attempts to reconstruct the mass distribution of clusters from weak lensing observations are not without pitfalls (see e.g. Mellier Mellier (1999)). The most well–known of these is associated with the typically uncertain redshift distribution of the lensed sources; still others relate to details of the procedure adopted to go from the observed ellipticity distribution to the mass, or from instrumental effects. We here consider another potential issue: the effect on mass estimates from clustered matter near the cluster and in the observing field.
In modern hierarchical models of structure formation, clusters form in overdense regions at the vertices of filamentary structures which extend to large distances from the cluster; they accrete additional mass and smaller collapsed objects that drain along these filaments. It is thus reasonable to expect a beaded filamentary structure surrounding most clusters of galaxies. Such overdense filamentary structure, when viewed in projection through its lensing effects, could add to the lensing signal produced by a cluster and result in an overestimate of the cluster mass; in fact, such an effect may have been identified in one cluster (Czoske et.al. Czoske (1999)). In principle clusters could also be located near voids, leading to a deficit of material along the line of sight compared to the mean density. Tentative observational evidence of filamentary structure near clusters has been reported recently (Scharf et.al. Scharf (1999), Kull & Boehringer KulBoe (1999), Kaiser et.al. MS0302 (1999)). A filament lying near or intersecting with the line of sight will also lens the background galaxies, and therefore contribute spuriously to the lensing signal. If the observed lensing signal were attributed solely to the cluster, the inferred cluster mass could be much larger than its actual mass.
The impact of projection effects upon mass estimators has been studied in a variety of contexts (see e.g. van Haarlem et.al. vH (1997)). The contamination of weak lensing mass estimates by nearby large–scale structure has been considered to varying degrees in other papers (see e.g. Miralda-Escude ME (1991); Cen Cen (1997); Wambsganss, Cen & Ostriker WamCenOst (1998); Reblinsky & Bartelmann RebBart (1999)). In a recent Letter (Metzler et al. MWLN (1999)) we performed a preliminary study of this effect on three simulated clusters. We now broaden this work to consider more clusters and apply a more accurate modelling of the lensing signal produced by the simulated clusters. In §4, we examine how nearby large–scale structure affects mass estimates at mean interior density contrasts of 200 at a redshift of $`z_l=\mathrm{\hspace{0.17em}0.5}`$; we also consider how this effect depends on cluster redshift and the density contrast within which masses are measured. In real situations, however, an observer is not concerned with the likelihood of finding a certain lensing mass given a value of the actual cluster mass; instead, what is desired is the likelihood distribution of a cluster’s actual mass, given an observation of the lensing mass. We consider this in §5. In §6, we consider the effect of this dispersion in possible observed lensing masses for a given actual mass upon the observed mass function of galaxy clusters. The possibility of avoiding this source of error by using line of sight velocity histograms to reject clusters with apparent foreground/background structure will be addressed in §7.1. Finally, we examine the contribution to this effect by material at successively larger distances from the cluster in §7.2.
## 2. Lensing Theory
In the thin lens approximation, the convergence $`\kappa `$ is related to the surface density $`\mathrm{\Sigma }`$ of the gravitational lens by
$$\kappa =\frac{\mathrm{\Sigma }}{\mathrm{\Sigma }_{\mathrm{crit}}}=\frac{4\pi G}{c^2}\frac{D_{A,L}D_{A,LS}}{D_{A,S}}\mathrm{\Sigma }$$
(1)
where $`D_{A,L}`$, $`D_{A,S}`$, and $`D_{A,LS}`$ refer to the angular–diameter distances to the lens and the lensed source, and the angular–diameter separation between lens and source, respectively. The convergence is related to the 2D lensing potential $`\psi `$ by
$$\kappa =\frac{1}{2}_\theta ^2\psi ,$$
(2)
with the lensing potential derived from the peculiar potential $`\varphi `$ induced by mass inhomogeneities by
$$\psi =\frac{2}{c^2}𝑑D_L\frac{\varphi }{a}\frac{D_{LS}}{D_LD_S}$$
(3)
where here the distances $`D_L`$, $`D_S`$, and $`D_{LS}`$ are comoving, $`a`$ is the cosmic scale factor (scaled to 1 at present), and the integration is taken along the path travelled by the light ray. With some algebra, and the use of the first Friedmann equation and the Poisson equation for the peculiar potential $`\varphi `$, the convergence $`\kappa `$ can therefore be written as
$$\kappa =\frac{3}{2}\mathrm{\Omega }_\mathrm{m}\left(\frac{H_0}{c}\right)^2𝑑D_L\frac{D_LD_{LS}}{D_S}\frac{\delta }{a},$$
(4)
where $`\delta `$ is the local overdensity in terms of the average density $`\overline{\rho }`$, $`\delta =\left(\rho \overline{\rho }\right)/\overline{\rho }`$. For the specific case of flat universes, $`D_{LS}=D_SD_L`$, and so we can write
$$\kappa =\frac{3}{2}\mathrm{\Omega }_\mathrm{m}\left(\frac{H_0D_S}{c}\right)^2𝑑tt\left(1t\right)\frac{\delta }{a},$$
(5)
where $`t=D_L/D_S`$. Note that this derivation for the convergence along a particular line of sight assumes the lensed source(s) to be at a single redshift. For a distribution of sources one further integrates over $`𝑑z_sn(z_s)`$ where $`𝑑n=1`$.
This last equation, Eq. (5), is the main equation used in analyzing the simulation datasets. The important point is that the integrand can be thought of as the product of the overdensity and a lensing kernel. The width of the kernel, written here as $`t\left(1t\right)`$, along the line of sight typically does not vary strongly for clusters at intermediate redshifts, even at large distances from the cluster lens. For instance, for a lens at $`z_l=\mathrm{\hspace{0.17em}0.5}`$ and $`z_s=\mathrm{\hspace{0.17em}1.0}`$, over a distance of $`256h^1`$Mpc comoving centered on the cluster (the lengths of the lines of sight we will simulate), the lensing kernel varies from 96% to 102% of its central value in the flat $`\mathrm{\Lambda }`$–dominated cosmology we are using. For a lens at $`z_l=\mathrm{\hspace{0.17em}1.0}`$ and $`z_s=\mathrm{\hspace{0.17em}1.5}`$, the lensing kernel varies from 87% to 111% of its central value over the same distance. Therefore, mass concentrations out to large radii from the cluster can still contribute appreciably to the lensing signal.
## 3. Method
### 3.1. The Cluster Ensemble
To examine this effect, cosmological simulations including clusters as well as the large scale structure in which they are embedded are needed. Here we have used 12 clusters from the X-Ray Cluster Data Archive of the Laboratory for Computational Astrophysics of the National Center for Supercomputing Applications (NCSA), and the Missouri Astrophysics Research Group of the University of Missouri (Norman et.al.Archive (2000)). To produce these clusters, a particle-mesh N-body simulation incorporating adaptive mesh refinement was performed in a volume $`256h^1`$Mpc on a side. Regions where clusters formed were identified; for each cluster, the simulation was then re-run (including a baryonic fluid) with finer resolution grids centered upon the cluster of interest. In the adaptive mesh refinement technique, the mesh resolution dynamically improves as needed in high-density regions. The “final” mesh scale at the highest resolution was $`15.6h^1`$ kpc, with a mean interparticle separation of about $`86h^1`$ kpc, allowing good resolution of the filamentary structure around the cluster. The code itself is described in detail in Norman & Bryan (TheCode (1999)). Table 1 shows the mass within $`r_{200}`$, the radius containing material at a mean interior density contrast of 200, at redshifts of $`0.5`$ and $`1.0`$ for the 12 clusters in the ensemble.
The clusters used here were taken at redshifts of $`z=\mathrm{\hspace{0.17em}0.5}`$ and $`z=\mathrm{\hspace{0.17em}1.0}`$ from simulations of a $`\mathrm{\Lambda }`$CDM model, with parameters $`\mathrm{\Omega }_\mathrm{m}=0.3`$, $`\mathrm{\Omega }_\mathrm{B}=0.026`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$, $`h=0.7`$, and $`\sigma _8=0.928`$. This dataset comprises the twelve most massive clusters at $`z=\mathrm{\hspace{0.17em}0}`$, as determined from the initial, low–resolution run. Their numbering is in order of $`z=\mathrm{\hspace{0.17em}0}`$ virial mass; as each cluster evolves, this ranking in mass does not necessarily hold at higher redshifts.
All of the clusters in the ensemble were embedded in a larger filamentary network of structure. The filaments themselves were typically resolved by the simulation into a string of dense knots embedded in more diffuse material. In Fig. 1, we show a portion of a slice through the simulation volume, centered on cluster 6 at $`z=\mathrm{\hspace{0.17em}0.5}`$, at two successive levels of “zoom.” The filamentary structure in which the cluster is embedded is apparent, despite the limitations of the two–dimensional image. Since much of the mass in filaments is at comparatively low density contrast, the existence of this structure near the line of sight would not be easy to constrain by observations of redshifts near the cluster. We will examine this point further in §7.1
### 3.2. Analysis
For a specific line of sight through a simulated cluster, a map of the convergence $`\kappa `$ was constructed by viewing the cluster and its surroundings through a $`40^{}`$ square window. This window was then divided into a 512 $`\times `$ 512 grid, and Eq. (5) was integrated up along the line of sight through each pixel to produce the final map.
A potential source of error lies in the integration path used. Formally, the integration should be performed along the perturbed path of a light ray, while we take the integration along the unperturbed path. However, outside the large density contrasts in the cores of clusters, we are in the weak lensing regime. The deflection $`\mathrm{\Delta }y`$ induced by crossing a perturbation over an effective scale $`\mathrm{\Delta }z`$ can be approximated by
$$\mathrm{\Delta }y\frac{\varphi }{c^2}\mathrm{\Delta }z,$$
(6)
where $`\varphi `$ is the magnitude of the potential. The maximum value for $`\varphi /c^2`$ to be expected in the simulation volume is that of the typical value for rich clusters, $`10^5`$. This suggests that the deflection in photon path induced by crossing the simulation volume is typically smaller than the filamentary structure of interest, and much smaller than the cluster radii at a fixed density contrast which we wish to estimate from the convergence maps. Furthermore, in real observations, the measured shear comes from the gradient in deflection angle across the image plane, and thus is related to change in the gradient of the potential across the image plane. This is small. Therefore, the error induced by integrating straight through the volume, over the unperturbed photon path, should not appreciably affect the values of the radii determined from the convergence maps.
Several interesting statistics can be drawn from a convergence map so obtained. As an example, multiplying the map by $`\mathrm{\Sigma }_{\mathrm{crit}}`$ for the cluster and lensed source redshifts of interest transforms the map into a projected surface density map. This map can then used to estimate $`r_{200}`$, the radius within which the mean interior density contrast is 200. In three dimensions, this radius is defined in terms of the enclosed mass by
$$M\left(<r_{200}\right)=200\times \left(\frac{4\pi }{3}\right)\mathrm{\Omega }_\mathrm{m}\rho _{\mathrm{crit}}r_{200}^3.$$
(7)
A projected estimate of $`r_{200}`$ is then extracted from the surface density map by considering the radius of the circle, centered on the cluster, which contained the amount of mass given by Eq. (7) above, i.e.
$$_0^{2\pi }d\theta _0^{r_{200}}RdR\mathrm{\Sigma }(R,\theta )=M\left(<r_{200}\right)$$
(8)
with $`\mathrm{\Sigma }(R,\theta )`$ the surface density on the map in terms of a two-dimensional radius $`R`$. An estimate of the radius at a density contrast of 500 can be obtained by a similar procedure. Note that this approach implicitly assumes that all the mass in the convergence map is associated with the cluster; except for lines of sight which are substantially underdense outside the cluster, this approach should result in overestimates of radii at a fixed overdensity, and thus of the mass at those radii. However, the scatter in such estimates, for different lines of sight, is driven by the dispersion in mass outside the cluster but inside a line of sight’s viewing window. Unless an estimator makes an explicit attempt to correct for such contamination, the scatter in this simple projected estimate should be comparable to that in a different estimator.
The technique of aperture densitometry allows another useful quantity to be extracted from the convergence map: the so–called $`\zeta `$ statistic, defined as the mean value of the convergence $`\kappa `$ within a circular area on the sky of radius $`r_1`$ minus the mean value within a bounding annulus $`r_1rr_2`$ (Fahlman et al. Fahlman (1994), Kaiser K95 (1995)).
$$\zeta (r_1,r_2)=\kappa (0,r_1)\kappa (r_1,r_2).$$
(9)
This quantity can be written as an integral of the tangential shear $`\gamma _t`$,
$$\zeta (r_1,r_2)=\frac{2}{1r_1^2/r_2^2}_{r_1}^{r_2}\frac{dr}{r}\gamma _t,$$
(10)
and it is this way that the $`\zeta `$ statistic is normally measured from the observational data. However, it can also be measured from mock convergence maps constructed from our data. If the mean convergence in the outer annulus is thought of as an estimate of the “background” contribution to $`\kappa `$ everywhere, then $`\zeta `$ provides an estimate of the convergence signal which comes from the cluster alone. Multiplying $`\zeta `$ through by $`\mathrm{\Sigma }_{\mathrm{crit}}`$ then gives a surface density, which can be manipulated as above to find the radius at a density contrast of 200. This, in principle, can be thought of as an attempt to correct for the projection effect we consider here; note that if the second, subtracted term in Eq. (9) were not present, the masses found from the $`\zeta `$ statistic would be identically those found from Eq. (8).
Before examining each cluster and extracting such statistics, the particle dataset was cut down to a $`128h^1`$Mpc radius sphere centered on the cluster of interest. This guarantees that different lines of sight through the cluster do not include additional mass simply by geometry, by being near diagonals of the simulation cube. Since the radius of the spherical dataset is very large compared to the radii at a fixed density contrast obtained for each cluster, no significant radial surface density gradient is introduced by a decreasing chord length through the sphere with projected radius.
We observed each of the 12 clusters used from $`5000`$ randomly chosen viewing angles, for each of the two redshifts studied. For each cluster and viewing angle, a map of the convergence $`\kappa `$ was constructed using the formalism described in the previous section. To illustrate the result of this process, Fig. 2 shows a view of Cluster 6 at $`z_l=\mathrm{\hspace{0.17em}0.5}`$ along one particular line of sight, along with contours showing the convergence map resulting from the procedure described in the previous section.
We take the lensed sources to be at a redshift $`z_s=\mathrm{\hspace{0.17em}1.0}`$ for the clusters studied at $`z_l=\mathrm{\hspace{0.17em}0.5}`$, while the sources were assumed to be at $`z_s=\mathrm{\hspace{0.17em}1.5}`$ when examining the clusters at $`z_l=\mathrm{\hspace{0.17em}1.0}`$. Note that by placing the lensed sources at a fixed, known redshift, we are ignoring the potentially large source of error associated with an unknown source redshift distribution.
With the convergence map, and thus an implied surface density map, in hand, a lensing estimate of $`r_{200}`$ was then obtained by determining the radius at which the mass given by Eq. 8 equals the mass inferred from Eq. 7 — that is, the radius at which the interior mass in the surface density map would be at a density contrast of 200 if contained within a sphere of that radius. This radius was compared to the cluster’s true $`r_{200}`$, extracted from the three–dimensional mass distribution. The ratio of the projected mass to true mass within a density contrast of 200 is given simply by the cube of the ratio of the estimated value of $`r_{200}`$ to the true, 3D value. For each cluster, a value of this ratio was obtained for each viewing angle. This process was repeated $`5000`$ times for each cluster at each redshift. The same procedure was followed to generate values of $`r_{500}`$. The probability of encountering a particular ratio of $`M_{\mathrm{lens}}/M_{\mathrm{true}}`$ (where by $`M_{\mathrm{true}}`$ we mean the actual mass within a 3D radius containing the chosen overdensity) was then examined by plotting histograms of the results of this procedure.
In preparing these histograms for analysis, lines of sight producing ratios greater than 2 (i.e. estimated masses off by more than 100%) were excluded from the histograms. In many cases, such lines of sight pass through a second rich cluster, of greater mass than the one being studied. In the real universe, such a situation should be detectable through the distribution of galaxy redshifts in the viewing field; typically, the more massive cluster is likely to be the one of interest, resulting in a ratio for that cluster less than would occur for the smaller cluster. Of course, it remains possible that some lines of
sight with $`M_{\mathrm{lens}}/M_{\mathrm{true}}>\mathrm{\hspace{0.17em}2}`$ would be produced through lines of sight which do not pass through a larger cluster, and thus would not be excluded so easily by the actual observer. However, in the spirit of making a conservative estimate of the magnitude of this effect, we uniformly exclude lines of sight with ratios so large. Furthermore, any lines of sight which pass within $`3h^1`$Mpc of another rich cluster in the simulation volume, but were not caught by the “factor of 2” limit just described, were similarly excluded.
Also excluded were lines of sight which were within $`10^{}`$ of one of the principle axes of the simulation volume. The issue here is that the simulations incorporated periodic boundary conditions; along a principle axis of the box, structure at opposite ends of the line of sight through the simulation volume are correlated. Therefore, a density enhancement at one end makes a density enhancement at the other end more likely. Excluding lines of sight near the simulation volume’s principle axes reduces any spurious signal produced by the periodic boundary conditions.
## 4. Effect of Structure On Mass Estimates
### 4.1. Measurements of $`M_{200}`$ at $`z_l=\mathrm{\hspace{0.17em}0.5}`$
We begin by considering the effect of the network of structure in which the cluster is embedded on simple estimates of the mass within a mean interior density contrast of 200. As noted above, the ratio of the estimated lensing mass within this density contrast to the actual, 3–D mass containing matter at this mean density contrast, is given by $`\left(r_{200,est}/r_{200,3D}\right)^3`$, where $`r_{200,est}`$ is determined from the convergence map as described above, and $`r_{200,3D}`$ is determined directly from the full 3–D mass distribution. Fig. 3 shows histograms of the results of this for each cluster in the ensemble. Here the clusters were observed at a redshift of $`z_l=\mathrm{\hspace{0.17em}0.5}`$; the lensed sources were assumed to lie at a redshift $`z_s=\mathrm{\hspace{0.17em}1.0}`$. The histograms show the resulting ratio of estimated–to–actual mass for the $`5000`$ random viewing angles used. The clusters are ordered in the plot by their mass at this redshift, from heaviest to lightest.
Several general properties of the histograms in Fig. 3 are worth noting. First, the occasional “spiky” nature of the histograms does not come from shot noise; instead, it is due to discrete objects being inside or outside the visual field. As an example, a small halo of matter near the cluster will project entirely within the actual 3D $`r_{200}`$ for a fraction of the lines of sight. For any such line of sight, the effect on the estimated value of $`r_{200}`$ is identical. Second, the histograms are strongly positively skewed, even after excluding lines of sight that are likely to generate large positive biases in the estimated mass.
The most important point to note from these histograms, however, is the magnitude of the dispersion in possible values of the mass ratio. The large dispersion is not induced by the anisotropic structure of the cluster itself; this was checked by regenerating the histogram for one of the clusters using a subset of the simulation particles intended to represent the cluster alone. This was done by identifying particles located at and around the cluster at local density contrasts above $`\delta =\mathrm{\hspace{0.17em}70}`$ (chosen because density profiles near $`r^2`$ reach a local density contrast near 70 at a mean interior density contrast of 200). This set was identified as the cluster, and a small sphere containing this subset but little nearby material was then cut out of the simulation volume. The histogram produced by viewing the clearly prolate cluster at a large number of randomly chosen viewing angles produced a much narrower distribution, with a maximum offset of less than $`10\%`$ in the mass ratio and a mean offset of approximately half that value.
We will see in §7.2 that the mean values of the histograms are driven by material within 20 Mpc of the cluster; material outside this distance serves primarily to widen the dispersion in possible values of $`M_{\mathrm{lens}}/M_{\mathrm{true}}`$ resulting from an observation. While the mass estimator used herein is simplistic, and by construction was expected to produce a positive bias in the mass estimate, any estimator which might correct for such bias (by, for instance, assuming a model for the radial distribution of matter outside clusters) will still run afoul of this large dispersion. Large discrepancies between the weak lensing mass and the virial mass of clusters are possible.
To illustrate using another mass estimator, in Fig. 4, we show aperture densitometry plots for Cluster 6, for five lines of sight through the cluster. The lines of sight were chosen to span a range in $`M_{\mathrm{lens}}/M_{\mathrm{true}}`$ from the simple projected estimator of from $`1.0`$ to $`2.0`$. We have taken an outer radius of $`\theta _2=800^{\prime \prime }`$, within the half–degree field of view typical of new large CCD cameras. We have explicitly checked that reducing the radius to half this value does not change our result. Also shown are two curves marking the value required of $`\zeta `$ at a given radius for that radius to enclose a given estimated density contrast. For example, where a particular $`\zeta `$ profile crosses the line labelled “200” marks the radius that aperture densitometry would suggest is $`r_{200}`$ for that line of sight. If a $`\zeta `$ profile lies above that curve, the mean interior density contrast at that radius is higher than 200, while below implies lower than 200. Amongst the lines of sight shown, the largest estimated $`r_{200}`$ is a factor of $`1.18`$ larger than the smallest, corresponding to a factor of $`1.63`$ difference in mass; this should be compared to the factor of two difference between largest and smallest masses predicted by the simple projected estimator. Thus, the masses predicted from aperture densitometry appear to have a dispersion tighter than given by simple projected mass estimates, but still quite substantial; such techniques as aperture densitometry can ameliorate our problem, but do not resolve it. None of the curves shown clearly indicate anything untoward about the line of sight shown; an observer would not be driven to suspect a strong bias in the
estimated mass from the shape of the $`\zeta `$ profile even in the most extreme cases shown here.
The histograms in Fig. 3 were used to construct a cumulative probability distribution function for the possible values of $`M_{\mathrm{lens}}/M_{\mathrm{true}}`$. A plot of the PDF is shown in Fig. 5. Also shown is a simple approximation to the shape of the PDF with a smooth curve. As there is no theoretical prejudice in favor of any particular shape for the curve used, a simple approximation using polynomials was constructed by hand, for use later in §5. It errs on the conservative side, in that the strength of the effect predicted by the smooth curves is less than is actually seen in the simulated data; the mean of the curve shown is 1.28 with a dispersion of 0.23, in contrast to the actual data which show a mean of 1.32 and a dispersion of 0.26. This is again in the spirit of suggesting a conservative lower bound for the size of the effect in §5.
### 4.2. Measuring masses at higher density contrast
Note that in Fig. 4, the dispersion in estimated values of $`r_{500}`$ is much tighter for the lines of sight shown. This suggests that measuring masses within a higher mean interior density contrast reduces the magnitude of this effect. Fig. 6 repeats the exercise in constructing Fig. 3, but with measuring the estimated and actual mass within a density contrast of $`500`$.
From these histograms, it does not appear that any such reduction in the magnitude of the dispersion occurs. The mean for the cumulative PDF of these histograms is $`1.44`$, much larger than the mean of $`1.32`$ found for the $`r_{200}`$ histograms; the standard deviation is $`0.23`$, only slightly (but statistically significantly) smaller than for the $`r_{200}`$ case. There appears to be little reduction in dispersion, and no reduction in bias, by going to $`r_{500}`$ with the simple projected estimator. The reason behind not seeing any reduction in the bias here, yet apparently seeing such a reduction in the predictions of the lines of sight examined in Fig. 4, is likely attributable to the effect of subtracting the outer annular mean of the convergence in constructing $`\zeta `$. Without this term in the definition of $`\zeta `$ — if $`\zeta `$ were defined solely by the average $`\kappa `$ within a given radius — then the masses thus calculated would be simply a product of the surface area within that radius and $`\zeta `$, the average value of the convergence. This is identically the same process as is used to find Fig. 4. Therefore, the decrease in dispersion must be from subtracting off the outer annulus. In other words, whether measuring masses at a higher density contrast reduces the magnitude of the dispersion appears to depend on the estimator used; determining the dispersion of a proposed estimator through methods such as used here is important for understanding the results of the estimator.
Previously, studies of the accuracy of cluster X–ray binding mass estimates showed that such estimates were much more robust when measured within a mean interior density contrast of $`\overline{\delta }=\mathrm{\hspace{0.17em}500}`$ than when $`\overline{\delta }=\mathrm{\hspace{0.17em}200}`$ was used, for reasons related to the dynamical and thermodynamic state of the intracluster gas (Evrard, Metzler & Navarro EMN (1996)). It is somewhat surprising that no comparable result appears here. Since the means of the histograms displayed in Fig. 3 show range from $`1.24`$ to $`1.37`$, it is quite possible that sample variance plays a role here.
### 4.3. Evolution with redshift
Also of interest is how the evolution of structure affects the magnitude of this effect. We might expect the contamination by projected structure to be worse for clusters at higher redshift. Consider a cluster at $`z=\mathrm{\hspace{0.17em}0.5}`$ from a particular line of sight. As the cluster evolved from $`z=\mathrm{\hspace{0.17em}1.0}`$ to $`z=\mathrm{\hspace{0.17em}0.5}`$, the amount of projected mass within a $`40^{}`$ field of view likely changed little. What changed, instead, was the amount of this mass contained within the cluster of interest, and the amount contained in smaller halos and nearby filamentary structure that merged with the cluster in the intervening time. Thus, large clusters with a small amount of foreground and background material (and thus a small effect on the mass estimate) at $`z=\mathrm{\hspace{0.17em}0.5}`$ were likely smaller clusters with a somewhat larger amount of foreground and background material (and thus a larger effect on the mass estimate) at $`z=\mathrm{\hspace{0.17em}1.0}`$.
Fig. 7 shows the $`M_{\mathrm{lens}}/M_{\mathrm{true}}`$ histograms for $`M_{200}`$ estimated for the clusters at $`z=\mathrm{\hspace{0.17em}1.0}`$. Again, the clusters are ordered by their mass at that redshift, with the mass in units of $`10^{15}M_{}`$ shown, and a vertical hash mark denoting the mean of each histogram. By eye, for most clusters, both the means and the dispersions are consistently larger than their counterparts at $`z=\mathrm{\hspace{0.17em}0.5}`$. This is not always true; Cluster 6 is an exception
to this rule. A coadded histogram of the $`z=\mathrm{\hspace{0.17em}1.0}`$ data yields a mean and dispersion of $`1.36`$ and $`0.27`$, compared to $`1.32`$ and $`0.26`$ at $`z=\mathrm{\hspace{0.17em}0.5}`$. The effect is not large but, coming from 5000 lines of sight, is statistically significant; for instance, the difference between the two means is significantly larger than the uncertainties in their values. Thus, while we continue our analysis using the $`z=\mathrm{\hspace{0.17em}0.5}`$ dataset, to be conservative about the magnitude of this effect, it should be noted that the problem is likely worse for clusters at still higher redshift.
## 5. Likelihood of Cluster Actual Mass Given An Observed Estimate
In the previous section, we considered the distribution of possible values of the ratio $`M_{\mathrm{lens}}/M_{\mathrm{true}}`$ — that is, the distribution of possible observational estimates for the mass of a cluster given its true mass within the density contrast of interest. In the real universe, however, the problem faced by an observer is the opposite: given an estimate of the mass taken from observations, what might the actual mass of the cluster be? The histograms we examined in the previous section give us the probability of observing a certain lensing mass given a certain true mass, $`P\left(M_{\mathrm{lens}}|M_{\mathrm{true}}\right)`$; in real situations, we typically desire the the inverse quantity, the likelihood of a true mass of a given value, given an observed lensing mass, $`P\left(M_{\mathrm{true}}|M_{\mathrm{lens}}\right)`$.
We can examine this by considering clusters with an observed mass $`M_{\mathrm{lens}}`$. If the probability of a cluster with a true mass $`M`$ being observed with mass $`M_{\mathrm{lens}}`$ is given by $`P\left(M_{\mathrm{lens}}|M\right)`$, and if the number density of clusters with true mass in the range $`(M,M+\mathrm{d}M)`$ is given by $`n\left(M\right)\mathrm{d}M`$, then the product $`P\left(M_{\mathrm{lens}}|M\right)n\left(M\right)\mathrm{d}M`$ gives the number density of clusters with true masses in the range $`(M,M+\mathrm{d}M)`$ which are then observed to have an effective lensing mass $`M_{\mathrm{lens}}`$. Since the total number density of clusters with observed mass $`M_{\mathrm{lens}}`$ should be given by an integral of this function, we can find the likelihood of interest by forming the fraction. In other words,
$$\frac{_{M_1}^{M_2}P\left(M_{\mathrm{lens}}|M\right)n\left(M\right)dM}{_0^{\mathrm{}}P\left(M_{\mathrm{lens}}|M\right)n\left(M\right)dM}$$
(11)
gives the probability that a cluster with an observed lensing mass $`M_{\mathrm{lens}}`$ has an actual mass in the range $`(M_1,M_2)`$.
We can understand the qualitative nature of the effect by examining the terms of the integral in the numerator. In the previous section, we noted the biased form of the $`M_{\mathrm{lens}}/M_{\mathrm{true}}`$ distribution; this argues that observed masses are likely overestimates of the true mass of a cluster. One can imagine that this bias could be corrected for, using an estimator that takes contamination of the mass estimate by foreground and background mass into account. This would remove such a bias, but not the distribution of the scatter about the mean.
However, we must also consider the effect of the cluster mass function, $`n\left(M\right)\mathrm{d}M`$, the number density of clusters as a function of mass. Theory and observations both strongly suggest that this is a steeply falling function with mass; there are more low mass clusters than there are high mass clusters. Because of this, even if the distribution of observed lensing masses $`P\left(M_{\mathrm{lens}}|M_{\mathrm{true}}\right)`$ from the previous section were symmetric about the mean — even if there were no bias in the mass estimator — it would still be more likely to overestimate masses than underestimate them. To explain this in more concrete terms, consider a cluster with an observed lensing mass $`M_{\mathrm{lens}}=\mathrm{\hspace{0.17em}10}^{15}M_{}`$. If we consider two values of the actual cluster mass $`M_1=\mathrm{\hspace{0.17em}8.33}\times 10^{14}M_{}`$ and $`M_2=\mathrm{\hspace{0.17em}1.25}\times 10^{15}M_{}`$ (mass ratios $`M_{\mathrm{lens}}/M_{\mathrm{true}}`$ of $`1.2`$ and $`0.8`$ respectively), then even if the probability that clusters of masses $`M_1`$ and $`M_2`$ will be observed at lensing mass $`M_{\mathrm{lens}}`$ is the same (as would be the case if our histograms were unbiased and symmetric), it is still more likely that a given cluster observed at $`M_{\mathrm{lens}}`$ has mass $`M_1`$ than $`M_2`$, simply because there are more clusters at mass $`M_1`$ than $`M_2`$.
Thus, we expect that weak lensing masses for clusters systematically overestimate the true masses of clusters within the density contrast of interest. To be fair, this effect should occur with any mass estimator, whether based on lensing, hydrostatic, or dynamical arguments since any estimator is bound to have some scatter in its predictions. The magnitude of the overestimate is dependent on two things: the width of the distribution $`P\left(M_{\mathrm{lens}}|M_{\mathrm{true}}\right)`$, which for weak lensing we considered in the previous section; and the steepness of the mass function at the observed value $`M_{\mathrm{lens}}`$. The massive clusters ($`M_{200}\mathrm{\hspace{0.17em}10}^{15}M_{}`$) at moderate redshift that provide the typical objects for weak lensing analysis lie on or near the exponential cutoff of the theoretical Press–Schechter mass function; the magnitude of these overestimates can be expected to be quite strong.
In Fig. 8, we show the likelihood that a cluster at $`z=\mathrm{\hspace{0.17em}0.5}`$, observed to have a lensing mass within a density contrast of 200 of either $`M_{\mathrm{lens}}=\mathrm{\hspace{0.17em}5}\times 10^{14}M_{}`$ or $`10^{15}M_{}`$, has an actual mass within a density contrast of 200 equal to or greater than $`M`$. To construct this figure, the theoretical Press–Schechter mass function for the $`\mathrm{\Lambda }`$CDM model assumed in this paper was used. Several different curves relating possible values of the observed mass to the true mass were considered. For the lensing mass, the curves shown indicate that it is 100% likely that the actual cluster mass is greater than half the observed mass; this merely reflects the fact that in constructing $`P\left(M_{\mathrm{lens}}|M_{\mathrm{true}}\right)`$, we artificially truncated the error histograms at $`M_{\mathrm{lens}}/M_{\mathrm{true}}=\mathrm{\hspace{0.17em}2}`$, as explained earlier. The important point to take from this plot is that regardless of the magnitude of the dispersion, it is unlikely that the cluster actually has the observed mass or greater. Even without a bias, a dispersion of $`30\%`$ in the mass ratios indicate that a cluster observed at a mass of $`5\times 10^{14}M_{}`$ is $`70\%`$ likely to be of lower mass, while a cluster at $`10^{15}`$ is over $`75\%`$ likely to be of lower mass. The situation is far worse if the dispersion is larger or if a bias exists.
## 6. The Mass Function
If there is some dispersion in possible observed masses for clusters — that is, if the mapping from actual mass to observed mass is not one–to–one — then there will also be an effect on the observed mass function. The number density of clusters of some observed mass $`M_{\mathrm{lens}}`$ will actually be comprised of contributions from a range of actual cluster masses. This can be described by a convolution of the true mass function with the probability of observing a cluster of mass $`M_{\mathrm{true}}`$ at a given mass $`M_{\mathrm{lens}}`$. Mathematically, the abundance of clusters with observed masses in the range $`(M_{\mathrm{lens}},M_{\mathrm{lens}}+dM_{\mathrm{lens}})`$ should be given by
$$n\left(M_{\mathrm{lens}}\right)dM_{\mathrm{lens}}=$$
$$dM_{\mathrm{lens}}_0^{\mathrm{}}P\left(M_{\mathrm{lens}}|M_{\mathrm{true}}\right)n\left(M_{\mathrm{true}}\right)𝑑M_{\mathrm{true}}$$
(12)
where, as earlier, $`P((M_{\mathrm{lens}}|M_{\mathrm{true}})`$ is the probability that a cluster with an actual mass of $`M_{\mathrm{true}}`$ will be observed with mass $`M_{\mathrm{lens}}`$.
Fig. 9 demonstrates the result of this convolution, using the PDF derived for Fig. 5. Here an extra integral is done, from a given mass to infinity, to find the number density of clusters above a given mass. Plotted are both the expectation for the number density above a given observed mass value $`M_{\mathrm{lens}}`$ (dashed line) and the number density above a given actual mass $`M_{\mathrm{true}}`$. The figure suggests that lensing observations would indicate three times as many clusters at a mass of $`10^{15}M_{}`$ as are actually present. This is significant, but certainly insufficient to mimic the lack of strong evolution
at the high end of the mass function argued by e.g. Bahcall & Fan (BF (1998)).
## 7. Discussion
### 7.1. Detecting projection effects with line of sight velocities
One way in which an observer might hope to avoid being fooled by this sort of projection effect is by examining line of sight velocities of galaxies. If a velocity histogram suggests a clump of mass in the foreground or background of the cluster, an observer could assume that a lensing mass measurement from this cluster would be corrupted. While this would not remove the effect on mass measurements of this cluster, it would remove the cluster from consideration, and thus avoid any false scientific conclusions drawn from an incorrect mass assigned to this cluster. For instance, ignoring a mass estimate from a cluster which clearly has a strong foreground or background mass concentration would then reduce the chance of overestimating the abundance of high–mass clusters.
In constructing the histograms shown earlier, we assumed that an observer would be perfectly able to avoid such lines of sight when we explicitly excluded lines of sight which pass through another large cluster in the volume. Thus, the histograms at present have attempted to correct for foreground and background contamination by other objects. However, it is still worth considering whether galaxy redshifts could help us to exclude cases where no big objects such as rich clusters ruin our measurement, but instead a filament is oriented near or across the line of sight.
The simulations used for this project do not model galaxy formation. Indeed, in the lowest resolution region (outside the cluster environs, and comprising most of the volume of the simulation), individual collisionless particles have masses $`6.66\times 10^{11}h^1M_{}`$, so approximating galaxies by halos is not available to us. Instead, we tie galaxy locations to the background overdensity field, and consider two scenarios: a simple model where galaxies trace the mass along the line of sight; and a model where galaxies are biased tracers of the mass, lying in regions where the mean local density contrast is above 50.
Fig. 10 shows the results of this process. Here we have taken five lines of sight through Cluster 6, corresponding to $`M_{\mathrm{lens}}/M_{\mathrm{true}}`$ values of $`1.0`$$`2.0`$ which were not excluded in making the cluster histogram as no large lumps exist in the cluster foreground or background. These correspond to the same lines of sight used in Fig. 4. For each, a line–of–sight velocity histogram was constructed by considering particles taken from the overall mass distribution and its velocity field. Shown within that histogram is a smaller shaded one, detailing the histogram produced by matter at density contrasts of 50 or higher.
The velocity histograms determined by the full mass distribution shows that if galaxies trace the mass, one cannot generically count on line–of–sight velocities to veto cases with large errors, even when densely sampled. The last example shown here — a line of sight towards Cluster 6 producing an error in the mass estimate of a factor of 2 — is driven by comparatively diffuse mass extending over a range of radii in the foreground: a filament of mass. It is not at all clear that a histogram of galaxy velocities would pick this up. Note in the line of sight with mass ratio 1.25 shown here, a mass concentration 50–60$`h^1`$Mpc in the foreground corresponds to a filament cutting across our line of sight, rather than to any one specific collapsed object.
The situation is even worse if galaxies are expected to lie preferentially in regions of high overdensity. As noted, the shaded area indicates a histogram drawn from regions with overdensity greater than 50; the difference between this histogram and the parent (unshaded) histogram highlights the difference between the expected sort of histograms should galaxies trace the mass directly and should galaxies be biased towards higher–density regions. In the latter case, it is quite clear that clumps of galaxies in a line of sight velocity diagram cannot be counted upon to screen out any potentially large errors.
### 7.2. Scale dependence of results
In studying the magnitude of this effect, we have been considering matter contained within spheres of radius $`128h^1`$Mpc centered on the cluster of interest. Of course, in the real universe, when observing a cluster along a particular line of sight, there exists material at distances greater than $`128h^1`$Mpc away from the cluster — material in the foreground, between us and the cluster lens, and in the background between the lens and the source, but further away from the cluster than $`128h^1`$Mpc. What effect should this material have on the estimated lensing mass?
To examine this, we repeated the procedure used in constructing Fig. 3 for Cluster 6 several times; however, instead of using the full simulation dataset (a sphere of radius $`128h^1`$Mpc centered on the cluster), we used datasets centered on the cluster but cut off at a different radius each time. This allows study of the evolution of the histogram as a function of the volume of matter around the cluster being considered in calculating the effect. In particular, we considered the first four moments of the histogram for Cluster 6 at $`z_l=\mathrm{\hspace{0.17em}0.5}`$; the results of this analysis are shown in Fig. 11. Each radial point corresponds to taking a sphere of material of that radius, centered on the cluster, and using 5000 lines of sight through that sphere to determine the moments of the distribution of $`M_{\mathrm{lens}}/M_{\mathrm{true}}`$. The last data points for each moment, at a radius of $`128h^1`$Mpc (half the box size), corresponds to the histogram for Cluster 6 shown in Fig. 3.
The most striking feature to note is that the mean value of the histogram is reached at comparatively small radii for the dataset. The mean error is driven primarily by material within 10 – 20 Mpc of the cluster. As the radius of the dataset used decreases, the histogram converges towards that driven by the asymmetry of the cluster itself. Also, the shape of the histogram appears to have converged; the skewness and kurtosis of the histogram for material with $`100h^1`$Mpc remains relatively unchanged after considering the effects of material at still larger radii.
The standard deviation of the histogram, on the other hand, appears to still be increasing as the effect of material further and further away from the cluster is considered. One plausible interpretation of this result is as follows. When only the material within a sphere of a given radius is considered, a line of sight through the cluster will produce some lensing mass estimate. Considering a slightly larger sphere of material will slightly change the estimate produced along each line of sight, by an amount dependent upon the overdensity contained within the small additional segment of volume that lies along the line of sight. Thus, the new histogram of this larger sphere can be thought of as the histogram describing the smaller sphere convolved with a function dependent upon the distribution of overdensities expected in these volumes. Therefore, at a large enough radius from the cluster, this component should simply be noise uncorrelated with the cluster itself; the result is to broaden the histogram, resulting in an increasing second moment. This was checked by plotting the mass estimates arising from the material within a given large radius (e.g. $`123h^1`$Mpc, the second–to–last points in radius on Fig. 11) with the change in the mass estimate when all the material (out to $`128h^1`$Mpc, the last point in Fig. 11) is used. The result was no appreciable correlation, with a correlation coefficient of $`r=\mathrm{\hspace{0.17em}0.10}`$.
### 7.3. Comparison With Other Work
Papers by Cen (Cen (1997)), Reblinsky & Bartelmann (RebBart (1999)) and Brainerd et.al. (BWGV (1999)) have previously examined the accuracy of weak lensing mass estimates.
Cen (Cen (1997)) constructed mock surface density maps by simply projecting down the mass in the simulation, subtracting off a constant background since matter at the background density does not contribute to the lensing signal. In the limit of no variation of the lensing kernel in Eq. (5), these approaches should be equivalent. Cen reported substantially smaller positive bias in the lensing mass than we have seen here, typically of only $`5`$$`10\%`$. On the surface, this appears to be discrepant with our result.
However, masses compared by Cen were measured within an aperture of fixed size, rather than an aperture whose size depends on the mass within, as we use here. Furthermore, the magnitude of the bias seen by Cen depended strongly on the size of the aperture used, and increased dramatically between apertures of radii $`1h^1`$Mpc (a median value of just under 14%, by eye from Fig. 19) and $`2h^1`$Mpc (approximately 40%). Cen measured the bias and dispersion of $`M_{lens}/M_{200}`$ using an aperture for each cluster equal to its three–dimensional value of $`r_{200}`$, and found results substantially similar to those for a fixed aperture of $`1h^1`$Mpc. This suggests that $`1h^1`$Mpc is representative of the $`r_{200}`$ values for the 50 clusters in Cen’s sample, which was taken at $`z=\mathrm{\hspace{0.17em}0}`$. The 12 clusters in our sample represent the high–mass tail of the cluster mass function, in a box 8 times as large; the values of $`r_{200}`$ represented at $`z=\mathrm{\hspace{0.17em}0.5}`$ range from $`1.01h^1`$Mpc to $`1.54h^1`$Mpc. The median value for the bias we obtain using a fixed aperture for each cluster equal to that cluster’s 3D value of $`r_{200}`$, similar to Cen, is $`24\%`$; the median using a fixed aperture of $`2h^1`$Mpc is 1.56. We believe the difference in the magnitude of the bias seen by Cen and ourselves lies in the different cluster samples used — Cen’s sample running much further down the mass function — and also in sample variance. With regard to the latter, the medians for the mass ratios obtained from each cluster independently, using a $`2h^1`$Mpc fixed aperture, range from $`1.38`$ to $`1.85`$.
We emphasize again that the dispersion in measured values of the mass is the important quantity from Fig. 5, since any attempt by an estimator to correct for any bias from projected material must still contend with the variance in the amount of projected material along different lines of sight. Fig. 19 of Cen (Cen (1997)) suggests approximately 6% of his cluster lines of sight have mass ratios $`M_{lens}/M_{200}`$ measured within the 3D $`r_{200}`$ with values above 1.58; with our smaller, larger mass sample, we see $`10\%`$ of our lines of sight above this value. For a fixed projection aperture of $`2h^1`$Mpc, Cen sees 10% of his cluster observations yielding mass ratios in excess of approximately 2.0; we see 10% lying above 2.14. Within the limits of sample variance, we do not believe our results on the dispersion are significantly different from Cen. In any case, both our work and Cen (Cen (1997)) imply that large values of the mass ratio are not uncommon.
In Reblinsky & Bartelmann (RebBart (1999)), mock shear maps of simulated clusters were obtained by first projecting the mass into two–dimensions to construct the convergence, then solving the Poisson equation for the 2D lensing potential, Eq. 2, and finally taking the appropriate derivatives to find the complex shear. The tangential shear was then used to find the $`\zeta `$–parameter using Eq. 10. Finally, the system of equations relating $`\zeta (r_1,r_2)`$ (for a range of values of $`r_1`$ out to $`r_2`$) and the appropriate averages of the convergence $`\kappa `$ (see Eq. 9) were solved for the mass profile assuming no convergence in the outermost annulus. These masses were then compared to the 3D mass, using $`r_{3D}=r2=\mathrm{\hspace{0.17em}1.8}h^1`$Mpc. While on the surface their results appear consistent with ours — means, medians and dispersions which are roughly comparable to those presented here — the comparison is in fact difficult to make directly. The mass range of the cluster sample used by Reblinsky & Bartelmann lies a factor of 4–10 lower than that used here. Their positive bias in $`M_{lens}`$ is driven by their lowest-mass cluster; higher mass systems appear to evidence a trend towards underestimating masses. However, their setting the effective convergence to be zero at $`1.8h^1`$Mpc can be interpreted as estimating the typical foreground/background mass contamination and subtracting that off; different mass estimators can be expected to have different means, or degrees of bias. The important comparison to be made is the dispersion in their mass ratios, $`0.34`$, which actually exceeds that in our sample and appears relatively insensitive of the subsample taken. The apparent trend in their sample of decreasing bias with larger mass systems is not seen in our sample, although it was seen in our previous letter (Metzler et al. MWLN (1999)). Given the sample–dependence of this trend in our work, and that the trend seems much less prominent in the dataset of Reblinsky & Bartelmann when restricted to the highest–mass clusters more akin to our ensemble, the reality of this trend is unclear.
In Brainerd et.al. (BWGV (1999)), shear maps were constructed by explicit ray–tracing through the volume of interest. Estimated lensing mass profiles were then derived from the shear maps by assuming that the simulated cluster was a singular isothermal sphere, in which case the cluster velocity dispersion (and thus the mass profile) is a simple function of the average shear over an annulus. Brainerd et.al. found quite good agreement between their estimated lensing masses and the actual cluster masses – the lensing masses typically being $`5`$$`10\%`$ underestimates (cf. the outermost circle–points in their Fig. 9). However, their shear maps were constructed using only the matter on their highest–resolution grid within their clusters’ true, three–dimensional value of $`r_{200}`$; the effect of structure at larger distances from the cluster is not considered at all. In other words, Brainerd et.al. probed primarily the effect of the anisotropic shape of the cluster itself, which we agree (as noted above) has a small effect on mass estimates. However, their study is not sensitive to the effect of the large–scale structure in which the cluster is embedded, examined here.
## 8. Summary
In this paper, we have examined how weak lensing mass estimates of galaxy clusters are affected by the large–scale structure in which the clusters are embedded. We find that cluster masses are typically overestimated, with mean errors of tens of percent for clusters at redshifts $`z\mathrm{\hspace{0.17em}0.5}`$, although the exact value depends on the mass estimator chosen; any mass estimator used on real observations should be calibrated through methods such as described here. These errors are likely worse for clusters at higher redshift ($`z\mathrm{\hspace{0.17em}1.0}`$). We also note that as long as there exists a dispersion in observed masses possible for a given actual mass (e.g. along different lines of sight through the cluster), even an unbiased estimator is likely to produce observed mass estimates which are systematically higher than the actual virial masses of clusters; this is simply because there are more low–mass clusters which can be erroneously assigned a high mass than there are high–mass clusters which can be erroneously assigned a low mass. The magnitude of this effect is crucially dependent on the estimator used and should be considered carefully when implementing a particular estimator. Such approaches as simple projection and aperture densitometry do not appear to perform better than simple virial estimates based on cluster X–ray temperatures alone, although temperature–based estimates suffer from calibration uncertainties that would induce a bias if unresolved. The effects of large–scale structure examined here are not typically resolved through the examination of galaxy redshifts in the viewing field.
The authors would like to thank Chris Kochanek and Ludovic van Waerbeke for useful discussions, Mike Norman for his assistance in using the LCA/MARG X–ray Cluster Archive, and our referee for several valuable suggestions. This research was supported by the National Science Foundation under grant number PHY–0096151.
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# Neutrino-pair emission in a strong magnetic field
## 1 Introduction
It is now well established that the neutron stars which are observed as radio-pulsars posses $`B`$-fields of the order of $`10^{12}`$-$`10^{13}`$ G at the surface. The interior fields are unknown, but can be by several orders of magnitude larger than the ones inferred for the surface. The scalar virial theorem sets an upper limit on the magnetic field strength of a neutron star of the order of $`10^{18}\mathrm{G}`$ (Lai & Shapiro Lai (1991)). Similar conclusion is reached through more sophisticated numerical studies (Bocquet et al. Boc (1995)).
Recent measurements of the spin-down timescales of several soft gamma-ray repeaters, such as SGR 0526-66 (Mazets et al. Maz (1979)), SGR 1806-20 (Murakami et al. Mur (1994)), and SGR 1900+14 (Kouveliotou et al. Kou1 (1998)) with RXTE, ASCA and BeppoSAX have made a strong case for SGRs as being newly born neutron stars that have very large surface magnetic fields (up to $`10^{15}`$ G). The subsequent discoveries of the SGR 1627-41 by BATSE (Woods et al. Woods (1999)) and SGR 1801-23 by Ulysses, BATSE, and KONUS-Wind (Cline et al. Cline (1999)) lent further support to the identification of SGRs with highly magnetized neutron stars. These objects were naturally related to the magnetars, which are thought to be remnants of a supernova explosion which develop high magnetic fields via a dynamo mechanism (Duncan & Thompson Dun (1992), Thompson & Duncan Thom (1995)). The magnetars also serve as a model for the anomalous X-ray pulsars (AXP) (van Paradijs, Taam & van den Heuvel Para (1995)) such as 1E 1841-045 (Kes 73) (Gotthelf, Vasisht, & Dotani Gott (1999)), RX J0720.4-3125 (Haberl et al. Hab (1997)), and 1E 2259+586 (Rho & Petre Rho (1997)).
Neutrino-nucleon interactions in the strong magnetic fields have been studied recently both in the supernova and neutron star contexts. It has been pointed out that the neutrino emission from proto-neutron stars, which is anisotropic in strong $`B`$-fields, could produce the “pulsar kicks” if the fields are in excess of $`10^{16}`$ G (Horowitz & Li Horo (1998); Arras & Lai Arras (1999) and references therein). The strong magnetic fields relax the kinematical constrains on the direct Urca process and hence give rise to finite neutrino emissivity even when the proton fraction is small (Leinson & Perez Leinson (1998), Bandyopadhyay et al. Band (1998)). The effect is most pronounced in the ultra-high magnetic fields when protons and the electrons occupy the lowest Landau levels. The direct Urca process for arbitrary magnetic fields, when the protons and electrons are allowed to occupy many Landau levels, has also been studied (Baiko & Yakovlev Baiko (1999)).
The neutrino emissivities via the one-body processes sensitively depend on the abundances of the various species of baryons and leptons which are controlled by the equation of state (EoS) of the dense matter in strong magnetic fields. The strong magnetic fields lead to an increase of the proton fraction (Broderick, Prakash & Lattimer Bro (2000)). The muon production and pion condensation in strong magnetic softens the EoS of the dense matter (Suh & Mathews Suh (1999)). For the purpose of estimating the magnitude of the neutrino emissivities, we employ in this paper a simple parametrization of the EoS for the $`npe`$-matter in strong magnetic fields.
The main objective of this paper is to show that the strong magnetic fields open a new channel of neutrino emission via one-body neutral current bremsstrahlung, which does not have an analogue in the zero field limit. We also briefly discuss the direct Urca process, which is forbidden in the low-density zero-field limit (as long as the triangular condition $`p_{Fp}+p_{Fe}p_{Fn}`$ is not satisfied), but is allowed in strong magnetic fields because of the relaxation of the kinematical constrains. We compare the emissivities of various reactions using a simple parametrization of the EoS for the $`npe`$ matter in a strong $`B`$-field. As a standard reference for our comparison we use the modified Urca process. The presence of a magnetic field has two different effects on neutrino emissivities: (i) in pure neutron matter it allows for spin-flip transitions where the finite difference of the momenta of neutrons at two different Fermi surfaces enables one to satisfy energy-momentum conservation, (ii) the charged particles occupy Landau levels leading to a smearing of the transverse momenta over an amount $`\sqrt{eB}`$ <sup>1</sup><sup>1</sup>1We use the natural units, $`\mathrm{}=c=k_B=1`$.. As a consequence there are two typical scales of the magnetic field, where effects on the emissivity are expected; first for $`|\mu _B|BT`$ which is relevant in neutrino-pair bremsstrahlung from neutrons, and second $`eBp_F^2`$ relevant for the Urca process.
As well know, the emissivity of any particular reaction can be related to the imaginary part of the polarization function of the medium (Voskresensky & Senatorov VS (1986), Raffelt & Seckel Raffelt (1995), Sedrakian & Dieperink Se1 (1999)). We compute the polarization function of neutrons and protons in strong magnetic fields employing the finite temperature Matsubara Green’s functions technique. For the case of the bremsstrahlung the time-like properties of the polarization function are relevant. The space-like properties of the polarization function, relevant for the neutrino-nucleon scattering, have been studied by Arras & Lai (Arras (1999)) in an equivalent response function formalism.
The plan of this paper is as follows. The bremsstrahlung emissivity is related to the polarization function of the medium in Sect. 2. The neutrino emissivity via neutrino-pair bremsstrahlung from neutrons is discussed in Sect. 3 and that from protons in Sect. 4. The Urca process in strong magnetic fields is briefly discussed Sect. 5. The EoS of $`npe`$ matter in a magnetic field is discussed in Sect. 6. Our numerical results are presented in Sect. 7. Sect. 8 contains our conclusions.
## 2 The bremsstrahlung emissivity
The neutrino emissivity of an infinite medium of interacting hadrons can be expressed in terms of the imaginary part of the finite temperature polarization function $`\mathrm{\Pi }(q,\omega ),`$ where $`q`$ and $`\omega `$ denote the momentum and energy transfer to the leptons. In the single-loop approximation the finite temperature polarization function in a magnetic field is a 2 $`\times `$ 2 matrix in spin space (Mattuck Mat (1992))
$`\mathrm{\Pi }_{s,s^{}}(q,\omega )={\displaystyle \frac{2}{\beta }}{\displaystyle \frac{d^3p}{(2\pi )^3}\underset{i(p+q)}{}G_s^{}(p+q,ip+iq)}`$
$`G_s(p,ip),`$ (1)
where $`\beta `$ is the inverse temperature. The single-particle Green function can be expressed as $`G_s(p,ip)=[ip(E_{p,s}E_F)]^1`$, where $`E_F`$ is the Fermi energy and $`ip`$ is the Matsubara frequency; $`s^{},s=\pm 1`$ specify the initial and final nucleon spins. (We assume the magnetic field along the positive $`z`$axis.) Carrying out the frequency summation and taking the imaginary part one finds the well-known result (Mattuck Mat (1992))
$`\mathrm{Im}\mathrm{\Pi }_{s,s^{}}(q,\omega )=2\pi {\displaystyle \frac{d^3p}{(2\pi )^3}(f(E_{p,s})f(E_{p+q,s^{}}))}`$
$`\delta (E_{p,s}E_{p+q,s^{}}+\omega ),`$ (2)
where $`f(E_{p,s})=[e^{\beta (Ep,sE_F)}+1]^1`$ is the Fermi-distribution function. The emissivity is then given by
$`ϵ_{\nu \overline{\nu }}=3{\displaystyle \underset{ss^{}}{}}|M_{s,s^{}}|^2{\displaystyle \frac{d^3p_\nu }{(2\pi )^3}\frac{d^3p_{\overline{\nu }}}{(2\pi )^3}𝑑\omega d^3q\mathrm{Im}\mathrm{\Pi }_{s,s^{}}(q,\omega )}`$
$`g_B(\omega )\omega \delta (\omega \omega _\nu \omega _{\overline{\nu }})\delta ^3(qp_\nu p_{\overline{\nu }}),`$ (3)
where $`g_B(\omega )=[e^{\beta \omega }1]^1`$ is the Bose distribution function, the factor 3 comes from the sum over the neutrino flavours, and the weak interaction matrix (neglecting lepton momenta) is $`|M_{s,s^{}}|^2=(G_F/2)^2(c_V^2\delta _{s,s^{}}+c_A^2(2\delta _{s,s^{}}+\delta _{s,s^{}}))`$ with $`c_V`$ and $`c_A`$ the vector and axial vector coupling constants and $`G_F`$ the Fermi weak coupling constant (see Appendix B).
## 3 Neutrino-pair bremsstrahlung from neutrons ($`nn+\nu +\overline{\nu }`$)
In the absence of a magnetic field the imaginary part of the polarization function vanishes for time-like processes in the quasi-particle approximation, because energy and momentum cannot be conserved simultaneously. In a pure neutron system a magnetic field $`B`$ will give rise to a difference between the Fermi momenta of the neutrons with spin parallel and spin anti-parallel to the $`B`$-field (see Appendix A)
$$p_{Fn}^s=(E_{Fn}^2m^2sg_neB)^{1/2},$$
where $`\mu _n=g_ne/(2m)`$ is the neutron magnetic moment and $`g_n=1.91`$ is the neutron $`g`$-factor and we assume $`\mu _nBm`$. For $`B0`$ energy-momentum conservation can be satisfied, and as a result one may expect that a field with strength $`|\mu _n|BT`$ leads to a finite spin-flip polarization function whenever $`\omega |\mu _n|B`$.
### 3.1 Polarization function
In the time-like region it is preferable to use the relativistic kinematics. The non-relativistic kinematics does not produce the correct zero-field limit $`\mathrm{\Pi }(q,\omega ,B=0)=0`$, rather a spurious finite contribution $`\mathrm{\Pi }(q,\omega ,B=0)\mathrm{exp}(m/T)`$. To evaluate the angular integral in eq. (2) note that the energy conserving $`\delta `$-function is non-zero if $`|\mathrm{cos}(\theta _{pq})|1`$, where $`\theta _{pq}`$ is the angle between the momentum vector $`p`$ of the neutron and the momentum transfer vector $`q`$; this condition yields the minimal and maximal values of the three-momentum of neutrons ($`p_{\mathrm{min}}`$ and $`p_{\mathrm{max}}`$) for which the imaginary part of the polarization function is finite.
To obtain a real solution for $`p_{\mathrm{min}}`$ and $`p_{\mathrm{max}}`$ using the relativistic energy/momentum relation, $`E_{p,s}^2=m^2+p^2sg_neB`$, the conditions $`a[(4m\mu _nB+\omega ^2q^2)^24(m^2+2m\mu _nB)(\omega ^2q^2)]>0`$ and $`s^{}=s=1`$ should be fulfilled. The result is
$`p_{\mathrm{min}}(q,\omega )={\displaystyle \frac{|(4m\mu _nB\omega ^2+q^2)q\omega \sqrt{a}|}{2(\omega ^2q^2)}},`$ (4)
and
$`p_{\mathrm{max}}(q,\omega )=\{\begin{array}{cc}\frac{[4m\mu _nB\omega ^2+q^2]q+\omega \sqrt{a}}{2(\omega ^2q^2)}& b0\\ \mathrm{}& b<0\end{array}`$ (7)
with $`b2E_{p,s}\omega +4m\mu _nB+\omega ^2q^2`$ (note that $`\mu _n<0`$). Replacing the integral over the absolute value of the momentum $`p`$ by an energy integral $`dE/dp=p/Ep/m`$ yields
$`\mathrm{Im}\mathrm{\Pi }_{s,s^{}}(q,\omega )={\displaystyle \frac{m}{q}}{\displaystyle _{p_{\mathrm{min}}}^{p_{\mathrm{max}}}}{\displaystyle \frac{pdp}{2\pi }}(f(E_{p,s})f(E_{p+q,s^{}}))`$
$`\delta _{s^{},1}\delta _{s,1}={\displaystyle \frac{m^2}{2\pi q\beta }}(\mathrm{ln}{\displaystyle \frac{e^{\beta E_{\mathrm{min}}}+1}{e^{\beta (E_{\mathrm{min}}+\omega )}+1}}`$
$`\mathrm{ln}{\displaystyle \frac{e^{\beta E_{\mathrm{max}}}+1}{e^{\beta (E_{\mathrm{max}}+\omega )}+1}})\delta _{s^{},1}\delta _{s,1}`$ (8)
with $`E_{\mathrm{min}/\mathrm{max}}=(m^2+p_{\mathrm{min}/\mathrm{max}}^2sg_nBe)^{1/2}E_{Fn}`$.
For large $`\beta `$ the rhs of Eq. (8) is non-negligible only if $`E_{\mathrm{min}}<0`$ and $`E_{\mathrm{max}}>0`$. The latter condition is of minor importance, since it is satisfied for almost all $`q`$ and $`\omega `$.
As is illustrated in Fig. 1 for small $`T`$ the region in the $`q`$,$`\omega `$-plane where $`q\mathrm{Im}\mathrm{\Pi }(q,\omega )`$ is finite, is essentially bounded by three straight lines (which become exact limits for $`T0`$); these boundaries are essentially determined by the fact that $`q<\omega `$ and the condition $`p_{\mathrm{min}}p_{Fn}^{}`$ . The latter can also be expressed (neglecting all terms in $`p_{\mathrm{min}}`$ except the leading order terms in $`m`$) as $`\omega h^{},\omega h^+`$ with $`h^\pm (2m|\mu _n|B\pm p_{Fn}^{}q)/(m^2+(p_{Fn}^{})^2)^{1/2}`$.
### 3.2 Emissivity
We have only to consider the case $`s^{}=s=1,`$ in which case $`M_{ss^{}}^2=G_F^2c_A^2/2`$. By integrating over the neutrino momenta in Eq. (3) and introducing the dimensionless parameters $`y=\beta \omega `$ and $`x=\beta q`$, the emissivity can be expressed as
$`ϵ_{\nu \overline{\nu }}={\displaystyle \frac{G_F^2c_A^2m^2}{2(2\pi )^5}}T^7{\displaystyle _0^{\mathrm{}}}𝑑y{\displaystyle \frac{y^4}{e^y1}}`$
$`{\displaystyle _0^y}𝑑x\left(\mathrm{ln}{\displaystyle \frac{e^{\beta E_{\mathrm{min}}}+1}{e^{\beta E_{\mathrm{min}}y}+1}}\mathrm{ln}{\displaystyle \frac{e^{\beta E_{\mathrm{max}}}+1}{e^{\beta E_{\mathrm{max}}y}+1}}\right).`$ (9)
To obtain some insight in the dependence of the emissivity on $`B`$ we distinguish three different regions of $`B`$ (for simplicity we take $`|q|=\omega `$, so that the integral over $`x`$ can be replaced by $`2y/5`$)
* For weak magnetic fields ($`|\mu _n|BT`$) the region in which $`E_{min}<0`$ is proportional to $`\mu _nB/T`$ and peaks around $`y\mu _nB/T`$. For $`y1`$ one obtains
$`ϵ_{\nu \overline{\nu }}{\displaystyle \frac{G_F^2c_A^2m^2}{30(2\pi )^5}}T^7(y_{max}^6y_{min}^6),`$ (10)
where $`y_{max/min}=\left(2\mu _nB/mT\right)(\sqrt{m^2+(p_{Fn}^{})^2}\pm p_{Fn}^{}).`$ Hence for fixed $`T`$, one finds
$$ϵ_{\nu \overline{\nu }}B^6.$$
(11)
* For strong magnetic fields ($`|\mu _n|BT`$) the Bose function in Eq. (9) must be kept and the emissivity becomes
$$ϵ_{\nu \overline{\nu }}\frac{G_F^2c_A^2m^2}{5(2\pi )^5}T^7_{y_{min}}^{y_{max}}𝑑y\frac{y^6}{e^y1}.$$
(12)
The integral peaks around $`|\mu _n|B3T`$ with a width $`6T(p_{Fn}^{}/m)`$. As discussed in section 7 for $`B`$ values in the range $`|\mu _n|BT`$ the emissivity becomes comparable to conventional (modified Urca) process.
* From Eq. (9) we see that for superstrong magnetic fields ($`|\mu _n|BT`$) the emissivity falls off exponentially with the magnetic field for fixed $`T`$.
## 4 Neutrino-pair bremsstrahlung from protons ($`pp+\nu +\overline{\nu }`$)
In a magnetized matter in addition to the spin-magnetic field interaction the charged particles (protons, electrons) are grouped into Landau levels. The proton’s Fermi momentum in a magnetic field for given Landau level number $`N`$ and spin $`s`$ is given by (see Appendix A)
$$p_{Fp}^{s,N}=(E_{Fp}^2m^2(2N+1sg_p)eB)^{1/2},$$
where $`g_p`$ is the proton $`g`$-factor.
The population of Landau levels leads to a smearing of the transverse momentum, $`\mathrm{\Delta }p_{}\sqrt{eB},`$ and as a consequence the condition for energy/momentum conservation is softened. In the special case of a superstrong magnetic field, $`eB>(p_{Fp}^{+0})^2`$, only the lowest ($`N=0`$) Landau level is occupied.
### 4.1 Emissivity
In the present case it is convenient to define a reduced proton polarization function for a specific Landau level $`N=p_{}^2/(2eB)`$
$`\mathrm{Im}\mathrm{\Pi }_{N^{},N,s^{},s}(q_z,\omega _z)={\displaystyle }dp_z[f(E_{pz,N,s})`$
$`f(E_{pz^{},N^{},s^{}})]\delta (E_{pz,N,s}E_{pz^{},N^{},s^{}}+\omega _z+U_{N^{},N}),`$ (13)
where $`\omega _z=(\omega ^2\omega _{}^2)^{1/2}`$ with $`\omega _{}=(q_x^2+q_y^2)^{1/2}`$, $`U_{N^{},N}`$ is the energy difference between the Landau levels $`N,N^{}`$ and the proton energies $`E_{pz,N,s}`$ are defined in Appendix A. In evaluating Eq. (13) the integral over $`p_z`$ is replaced by $`(m/p_{Fp}^{s,N})𝑑E_{pz,N,s},`$ and after integration over $`E_{pz,N,s}`$ one obtains
$`\mathrm{Im}\mathrm{\Pi }_{N^{},N,s^{},s}(q_z,\omega _z)={\displaystyle \frac{m}{p_{Fp}^{s,N}}}[f(\stackrel{~}{E}_a)+f(\stackrel{~}{E}_b)`$
$`f(\stackrel{~}{E}_a+\omega _z+U_{N^{}N})f(\stackrel{~}{E}_b+\omega _z+U_{N^{}N})]`$ (14)
with
$`\stackrel{~}{E}_{a,b}=(m^2+\stackrel{~}{p}_{a,b}^2+(2N+1sg_p)eB)^{1/2},`$ (15)
where $`\stackrel{~}{p}_a`$ and $`\stackrel{~}{p}_b`$ follow from the condition of conservation of $`z`$-momentum and energy. To obtain real solutions for $`\stackrel{~}{p}_a`$ and $`\stackrel{~}{p}_b`$ the conditions $`d(q_z^2\omega _z^2+4m\mu _pB)^24m^2(\omega _z^2q_z^2)>0`$ (neglecting some small terms) and $`s=s^{}=1`$ should be satisfied. The result for $`\stackrel{~}{p}_a`$ and $`\stackrel{~}{p}_b`$ is
$`\stackrel{~}{p}_{a,b}(q_z,\omega _z)={\displaystyle \frac{|(4m\mu _pB+q_z^2\omega _z^2)q_z\pm \omega _z\sqrt{d}|}{2(\omega _z^2q_z^2)}}.`$ (16)
We note that the polarization function essentially vanishes unless $`\stackrel{~}{p}_a`$ and $`\stackrel{~}{p}_b`$ are close to the Fermi momentum $`p_{Fp}^{s,N}=\sqrt{(p_{Fp}^{s,0})^22NeB}`$. In the case of a superstrong magnetic field only the $`N^{}=N=0`$ states are occupied and the contribution to $`\mathrm{Im}\mathrm{\Pi }_{N^{},N,s^{},s}(q_z,\omega _z)`$ comes only from the lines in the $`\omega _z`$,$`q_z`$-plane defined by (neglecting all terms in $`p_a`$ except the leading order terms in $`m`$)
$`\omega _z^\pm {\displaystyle \frac{2m\mu _pB\pm q_zp_{Fp}^{+0}}{\sqrt{m^2+2(1g_p)m\mu _BB+(p_{Fp}^{+0})^2}}}.`$ (17)
For weaker $`B`$-fields a larger space in the $`q_z`$,$`\omega _z`$-plane contributes eventually leading to a situation similar to that for neutrino-pair bremsstrahlung from neutrons.
The emissivity can be written as
$`ϵ_{\nu \overline{\nu }}={\displaystyle \underset{N^{},N,s^{},s}{}}{\displaystyle \frac{6}{4(2\pi )^4}}{\displaystyle 𝑑\omega 𝑑q_z𝑑\omega _zg_B(\omega )\frac{\omega ^4}{6}}`$
$`\mathrm{Im}\mathrm{\Pi }_{N^{},N,s^{},s}(q_z,\omega _z)|M_{N^{},N,s^{},s}|^2,`$ (18)
where
$$|M_{N^{},N,s^{},s}|^2=\underset{R^{}R}{}|_{R^{},R,N^{},N,s^{},s}|^2=\frac{eB}{2\pi }$$
$$\frac{G_F^2}{4}[c_V^2\delta _{s^{},s}+2c_A^2\delta _{s^{},s}+c_A^2\delta _{s^{},s}]I_{N^{},N}^2(v)$$
with $`v=(\omega ^2\omega _z^2)/(2eB)`$, $`R`$ and $`R^{}`$ the guiding center quantum numbers and $`I_{N,N^{}}`$ the associated Laguerre polynomials (see Appendix A). As in the case of neutron bremsstrahlung only one spin configuration contributes ($`s=s^{}=1`$). For strong magnetic fields, $`BT^2/(4m\mu _B)`$, the dominant contribution to the emissivity comes from $`N^{}=N`$ in which case the weak interaction matrix can be simplified in case of $`Nv1`$
$`{\displaystyle \underset{R^{},R}{}}|_{R^{},R,N,N,,+}^2|^2={\displaystyle \frac{G_F^2}{2}}c_A^2{\displaystyle \frac{eB}{2\pi }}I_{N,N}^2(v)`$
$`{\displaystyle \frac{G_F^2}{2}}c_A^2{\displaystyle \frac{eB}{2\pi }}.`$ (19)
Using the fact that $`U_{N^{}N}`$ vanishes for $`N^{}=N`$, in this case the emissivity becomes
$`ϵ_{\nu \overline{\nu }}={\displaystyle \underset{N=0}{\overset{N_{max}}{}}}{\displaystyle \frac{24mc_A^2G_F^2\mu _BBT^7}{4(2\pi )^5}}{\displaystyle 𝑑y\frac{1}{e^y1}\frac{y^4}{6}}`$
$`{\displaystyle _0^y}𝑑y_z{\displaystyle _0^{y_z}}𝑑x_z\mathrm{Im}\mathrm{\Pi }_{N,N,,+}(x_z,y_z),`$ (20)
where $`y=\omega /T`$, $`y_z=\omega _z/T`$, $`x_z=q_z/T`$ and $`N_{max}=(p_{Fp}^{+0})/(4m\mu _BB)`$. In weak magnetic fields when eq. (19) is not a good approximation, the summation over $`N`$ must be restricted to $`(4m\mu _BB)/(36T^2)`$. In general the integral over $`x_z`$ must be carried out numerically. In case of $`\mu _pBT`$ the main contribution comes from $`y_z=y`$, and as a result the emissivity of neutrino-pair bremsstrahlung from protons is very similar to neutrino-pair bremsstrahlung from neutrons. On the other hand for weaker fields the emissivity of neutrino-pair bremsstrahlung from protons is larger due to the smearing of the transverse momenta of the protons.
## 5 Direct Urca process ($`np+e+\overline{\nu }_e`$; $`p+en+\nu _e`$)
It is well known that the direct Urca process can occur only if the Fermi momenta satisfy the inequality
$`p_{Fp}+p_{Fe}>p_{Fn}`$ (21)
(except for a small thermal smearing), i.e. the proton concentration $`x_p=n_p/(n_p+n_n)`$ needs to be larger than 1/9 (Lattimer et al. Lat2 (1991)). Recently it was shown (Leinson & Perez Leinson (1998); Baiko & Yakovlev Baiko (1999)) that the presence of a magnetic field has an effect on the Urca process; in particular it leads to a non-vanishing emission rate in case the triangular condition (21) is not satisfied (the so-called classically forbidden region). This is caused by a smearing of the momenta in the presence of a magnetic field which leads to a softening of the sharp border between the allowed and forbidden regimes. Since the emissivities due to the Urca process in superstrong $`B`$-fields (Leinson & Perez Leinson (1998)) and in arbitrary $`B`$-fields (Baiko & Yakovlev Baiko (1999)) have been derived previously, we provide below a brief discussion for the purpose of completeness.
### 5.1 Emissivity
The emissivity is calculated using the quasi-particle approximation for the polarization function where the electrons and protons occupy the Landau levels $`N_e`$, $`N_p`$, respectively,
$`ϵ_{\nu \overline{\nu }}=2{\displaystyle \underset{N_eN_ps_ns_p}{}}{\displaystyle \frac{1}{(2\pi )^6}}{\displaystyle d^3p_n𝑑p_{ez}d^3p_\nu 𝑑p_{pz}}`$
$`\delta (p_{nz}p_{pz}p_{ez}p_{\nu z}){\displaystyle \underset{R_eR_p}{}}|_{R_e,R_p,N_e,N_p,s_n,s_p}|^2`$
$`\omega _\nu f(E^n)(1f(E^p))(1f(E^e))`$
$`\delta (E^n+V_{np}E^pE^e+\omega _\nu ),`$ (22)
where $`V_{np}=E_{Fp}+E_{Fe}E_{Fn}`$ and the neutron, proton, and electron energies are given in Appendix A and the matrix element $``$ in Appendix B. The factor 2 comes from the contribution of the inverse reaction.
#### 5.1.1 Superstrong magnetic fields
First we consider superstrong magnetic fields where the electrons and protons populate the ground state Landau levels ($`N_e=N_p=0`$) with spin parallel to $`B`$, so that $`|p_{pz}|p_{Fp}^{+0}`$ and $`|p_{ez}|p_{Fe}^0`$. Neglecting the neutrino momentum the matrix element in Eq. (22) simplifies to $`_{R_eR_p}||^2=C_{s_n}\mathrm{exp}(p_n^2/2eB)`$ with $`C_{s_n}=G_F^2[(12c_A+c_A^2)\delta _{s_n,1}+4c_A^2\delta _{s_n,1}]/2,`$ and $`p_n^2=(p_{Fn}^{s_n})^2(p_{pz}+p_{ez})^2`$. Evaluating the energy integrals leads to
$`ϵ_{\nu \overline{\nu }}={\displaystyle \underset{s_n}{}}C_{s_n}{\displaystyle \frac{4(120+6\pi ^2)Be}{(2\pi )^5}}{\displaystyle \frac{m_nm_p}{p_{Fp}^{+0}}}T^6`$
$`(\mathrm{\Theta }(p_{Fn}^{s_n})\mathrm{exp}[(p_{Fn}^{s_n})^2/2eB]+\mathrm{\Theta }(p_{Fn}^{s_n}|p_{Fp}^{+0}+p_{Fe}^0|)`$
$`\mathrm{exp}[((p_{Fn}^{s_n})^2(p_{Fp}^{+0}+p_{Fe}^0)^2)/2eB]).`$ (23)
The $`\mathrm{\Theta }`$ functions correspond to conservation of momentum in the $`z`$-direction; it is worth noting that the triangular condition expressing the momentum conservation in the presence of a superstrong $`B`$-field, $`|p_{Fp}^{+0}+p_{Fe}^0|<|p_{Fn}^{s_n}|`$, is the opposite of the one found for the $`B`$=0 case.
The expression (23) for the emissivity has been obtained previously by Leinson & Perez (Leinson (1998)) and Baiko & Yakovlev (Baiko (1999)) . The factor $`C_+=G_F^2(1c_A)^2/2`$ in Eq. (23) agrees with the result of Baiko & Yakovlev (Baiko (1999)), but differs from the one given by Leinson & Perez (Leinson (1998)).
#### 5.1.2 Weak magnetic fields
In the case of weak magnetic fields, i.e. $`eB<p_{Fp}^2`$, the summation over the Landau levels in Eq. (22) is replaced by an integral<sup>2</sup><sup>2</sup>2In this Sect. we use the definition of the Fermi momenta as in the field free case.. Also the $`I_{NN}`$ functions in the matrix element given by Eq. (74) of Appendix B are replaced by their small-$`B`$ asymptotes
$`2eB{\displaystyle \underset{N_eN_p}{}}I_{N_eN_p}^2(v)`$
$`{\displaystyle \frac{1}{2Be}}{\displaystyle 𝑑p_e^2𝑑p_p^2A(p_p,p_e,B)Ai^2(z)}`$ (24)
with $`Ai(z)`$ being the Airy function with
$$z=\frac{[p_n^2(p_p+p_e)^2](p_p+p_e)^{1/3}}{(2eB)^{2/3}(p_p+p_e)^{4/3}},$$
$`v=p_n^2/2eB`$, and
$$A(p_p,p_e,B)=\frac{(2eB)^{2/3}}{(p_p+p_e)^{2/3}(p_pp_e)^{1/3}}.$$
Neglecting the neutrino momentum in the $`z`$-direction in the delta function in Eq. (22) in comparison with the momenta in the $`z`$-direction of the other particles and performing the integral over $`d\mathrm{cos}(\theta _n)`$, the emissivity can be written as (Baiko & Yakovlev Baiko (1999))
$`ϵ_{\nu \overline{\nu }}={\displaystyle \frac{8(1+3c_A^2)G_F^2(120+6\pi ^2)m_nm_pp_{Fp}p_{Fe}^2}{(2\pi )^5eB}}`$
$`{\displaystyle d\mathrm{cos}(\theta _p)d\mathrm{cos}(\theta _e)A(p_p,p_e,B)Ai^2(z)}`$
$`\delta (p_{Fn}|p_{Fp}\mathrm{cos}(\theta _p)+p_{Fe}\mathrm{cos}(\theta _e)|).`$ (25)
In the classically forbidden domain for the direct Urca process for finite $`B`$ the reaction becomes possible due to the tunnelling mechanism. In the quasi-classical approach the emissivity can be expressed as (Baiko & Yakovlev Baiko (1999))
$`ϵ_{\nu \overline{\nu }}^{forbidden}(B0)=R(x,y)ϵ_{\nu \overline{\nu }}^{allowed}(B=0)`$ (26)
with
$`R(x,y)\sqrt{{\displaystyle \frac{y}{x+12y}}}{\displaystyle \frac{3}{x^{3/2}}}\mathrm{exp}({\displaystyle \frac{x^{3/2}}{3}}),`$ (27)
where $`y=N_{Fp}^{2/3}=(p_{Fp}^2/(2eB))^{2/3}`$ and $`x`$ is a measure of the violation of the triangular condition,
$`x={\displaystyle \frac{p_{Fp}^2(p_{Fp}+p_{Fe})^2}{p_{Fp}^2N_{Fp}^{2/3}}}.`$ (28)
One sees that with increasing $`x`$, the emissivity decreases exponentially, and therefore the effect is important only if $`p_{Fn}`$ does not exceed $`(p_{Fp}+p_{Fe})`$ significantly.
On the other hand in the classically allowed region, where the inequality is satisfied, the $`B`$-field will give rise to small quantum oscillations of the emissivity.
## 6 Equation of state (EoS)
In order to estimate the effect of a magnetic field on the various cooling processes in a neutron star and to compare with the conventional result we employ a simple model EoS. It is assumed that the neutron star matter consists of neutrons, protons and electrons only ($`npe`$-matter) with two conditions imposed: charge neutrality, $`n_p=n_e`$, and $`\beta `$-equilibrium, $`\varphi _n=\varphi _p+\varphi _e`$<sup>3</sup><sup>3</sup>3$`\varphi _i`$ is the chemical potential of a particle; it can be obtained from the relation $`\varphi _i=dE/dn_i`$.. The EoS consists of the energy density as a function of the densities of the particles. The non-relativistic energy density can be decomposed as (Lattimer & Swesty Lattimer (1991); Balberg & Gal Balberg (1997))
$`E=E_{kin}+E_{mag}+E_{mass}+E_{pot}+E_{lep}.`$ (29)
Here the kinetic energy density is the sum of the neutron
$`E_{kin}^n={\displaystyle \frac{3}{5}}{\displaystyle \underset{s_n}{}}{\displaystyle \frac{(p_{Fn}^{s_n})^2}{2m_n}}n_n^{s_n}`$ (30)
and proton contribution
$`E_{kin}^p={\displaystyle \frac{1}{3}}{\displaystyle \underset{s_p}{}}{\displaystyle \frac{(p_{Fp}^{s_p,0})^2}{2m_p}}n_p^{s_p},`$ (31)
where the proton density for spin $`s_p`$ is
$`n_p^{s_p}={\displaystyle \underset{N}{}}{\displaystyle \frac{eB}{2\pi ^2}}\sqrt{(p_{Fp}^{s_p,0})^22NeB},`$ (32)
because for finite $`B`$ the integrals over the transverse momentum of the proton with respect to the magnetic field can be replaced by a summation over the Landau levels. The interaction of the magnetic field with the spin of the neutron and the proton is
$`E_{mag}=\mu _nB{\displaystyle \underset{s_n}{}}s_nn_n^{s_n}\mu _pB{\displaystyle \underset{s_p}{}}s_pn_p^{s_p}.`$ (33)
The $`E_{mass}`$ term contains the masses of the two nucleons
$`E_{mass}=m_n{\displaystyle \underset{s_n}{}}n_n^{s_n}+m_p{\displaystyle \underset{s_p}{}}n_p^{s_p}.`$ (34)
The $`E_{pot}`$ term is the potential energy density, which is parametrized as (Lattimer & Swesty Lattimer (1991))
$`E_{pot}=an^2+bn^{1+d}+{\displaystyle \underset{s_n,s_p}{}}4cn_n^{s_n}n_p^{s_p},`$ (35)
where $`n=n_p+n_n`$ is the total nucleon density. The last term on the rhs of Eq. (35), which corresponds to the symmetry energy, influences to a large extent the proton fraction $`n_p/(n_p+n_n)`$. Finally the energy density of the electrons is
$`E_{lep}=E_{Fe}n_e,`$ (36)
where
$`n_e={\displaystyle \underset{N_e}{}}{\displaystyle \frac{g_{N_e}eB}{2\pi ^2}}\sqrt{(p_{Fe}^0)^22N_eeB}`$ (37)
with $`g_{N_e}=1`$ for $`N_e=0`$, $`g_{N_e}=2`$ for $`N_e>0`$ and $`N_e`$ is limited from above by $`N_e^{max}=(p_{Fe}^0)^2/(2eB)`$.
We obtain the EoS of the $`npe`$-matter in magnetic fields in the standard manner, by assuming a given nucleon density $`n`$ and $`T=0`$ and solving the equations of charge neutrality and $`\beta `$-equilibrium. In two limiting cases the solutions are straightforward.
i) $`B=0`$. The summations over the proton and electron concentration in Eqs. (32) and (37) can be replaced by integrations and the densities $`n_e`$, $`n_p`$ and $`n_n`$ can be calculated in the standard way using $`n_i=p_{Fi}^3/(3\pi ^2)`$. Using the $`\beta `$-equilibrium condition, $`\varphi _e=\varphi _n\varphi _p`$, the chemical potential of the electron is given by
$`\varphi _e={\displaystyle \frac{(3\pi ^2n_n)^{2/3}}{2m_n}}{\displaystyle \frac{(3\pi ^2n_p)^{2/3}}{2m_p}}+4c(n_pn_n)+\mathrm{\Delta }`$ (38)
with $`\mathrm{\Delta }`$ the mass difference between neutron and proton.
ii) Superstrong magnetic fields, $`(p_{Fp}^{+0})^2<(2eB)`$, in which case the protons and electrons are in the ground state Landau level. Then the electron chemical potential is
$`\varphi _e={\displaystyle \frac{1}{2}}{\displaystyle \underset{s_n}{}}{\displaystyle \frac{(6\pi ^2n_n^{s_n})^{2/3}}{2m_n}}{\displaystyle \frac{1}{2m_p}}\left({\displaystyle \frac{2\pi ^2n_p}{eB}}\right)^2`$
$`+{\displaystyle \frac{g_p1}{2m_p}}eB+4c(n_pn_n)+\mathrm{\Delta }.`$ (39)
In this case the proton fraction depends on the magnetic field. In Eq. (35) we take $`d=2`$, $`a=285.1\mathrm{MeV}\mathrm{fm}^3`$, $`b=968\mathrm{MeV}\mathrm{fm}^6`$, $`c=107.1\mathrm{MeV}\mathrm{fm}^3`$ (Lattimer & Swesty Lattimer (1991)).
In Fig. 2 the resulting proton fraction in the absence and in the presence of magnetic fields is plotted. The kinks in the proton fraction at certain densities correspond to the occupation of a next Landau level (see also Suh & Mathews Suh (1999)). For superstrong magnetic fields these kinks strongly influence the proton fraction, but for weaker magnetic fields ($`B10^{17}G`$ and $`nn_0`$ where $`n_0=0.155\mathrm{fm}^3`$ is the saturation density) they do not affect the proton fraction. Our results are in agreement with the previous results for the proton fraction derived from different equations of state (Lai & Shapiro Lai (1991); Suh & Mathews Suh (1999), Broderick, Prakash and Lattimer Bro (2000)).
## 7 Results
The emissivities for the various energy loss processes are compared in Figs. 3, 4 and 5 for $`n=n_0`$ for three different magnetic field strengths ($`10^{16}`$,$`10^{17}`$ and $`2\times 10^{18}`$ G, respectively).
In the first two values of the $`B`$-field the EoS based on $`B=0`$ is used (because in these cases the influence of the magnetic field on the EoS itself is small); for the third value of the $`B`$-field we use the EoS for superstrong magnetic fields.
To enable a comparison with the neutrino processes which are routinely included in the cooling simulations of neutron stars, we show also the emissivity due to the modified Urca process in the zero field limit. The relevant expression for the emissivity of the modified Urca process, without corrections for the magnetic field, and valid for $`m^{}=m`$ is (Friman & Maxwell FM (1979))
$`ϵ_{\nu \overline{\nu }}=1.8\times 10^{21}(n/n_0)^{2/3}T_9^8\mathrm{ergs}\mathrm{cm}^3\mathrm{s}^1`$ (40)
with $`T_9`$ the temperature in units of $`10^9`$ K.
The temperature region where the one-body neutrino-pair bremsstrahlung is important increases with increasing magnetic field (Figs. 3 and 4). The pair bremsstrahlung from neutrons is efficient whenever $`|\mu _n|BT`$, since then the energy involved in the spin-flip is of the same order of magnitude as the thermal smearing of the Fermi surface. The temperature at which neutrino-pair bremsstrahlung from neutrons becomes comparable to the competing processes roughly coincides with this condition. For lower temperatures the emissivity drops exponentially, because the energy transfer becomes larger than the thermal smearing. Neutrino-pair bremsstrahlung from protons is important when $`\mu _pBT`$. The emissivity due to the protons increases faster than the emissivity due to the neutrons with the temperature, as the smearing of the proton transverse momenta provides an additional relaxation on the kinematical constrains. However for temperatures smaller than $`\mu _pBT`$ the emissivity drops just as for neutrons exponentially.
As seen from Figs. 3 and 4 the emissivity of the modified Urca process is larger than that of neutrino-pair bremsstrahlung from neutrons and protons at high temperatures mainly due to the different temperature dependencies of these processes ($`T^7`$ for the one-body bremsstrahlung as compared to $`T^8`$ for the modified Urca). In the case of a superstrong magnetic field the large uncertainty in the transverse momenta of the protons and electrons allows the direct Urca process to occur (see Fig. 5) and its emissivity dominates the emissivity of any other processes.
In Fig. 6 the emissivities are shown for $`n=3n_0`$ and $`B=10^{16}`$ G. At this density the triangle condition $`p_{Fp}+p_{Fe}>p_{Fn}`$ is satisfied, so that the direct Urca process is allowed and dominates the cooling. The emissivities of the other processes are slightly larger than those shown in Fig. 3 due to the fact that the density is larger.
## 8 Conclusion
We have studied the neutrino emissivity of strongly magnetized neutron stars due to the one-body processes driven by the charged and neutral current couplings between the neutrinos and baryons. We have shown that, in addition to the well-known charged current process (the direct Urca reaction), there is a new channel of energy loss - the one-body neutrino pair-bremsstrahlung in a magnetic field. The process does not have an analogue in the zero field limit and competes with the modified (two-body) bremsstrahlung process as the dominant neutral current reaction for fields on the order $`10^{16}10^{17}`$ G and temperatures a few times $`10^9`$ K. For superstrong magnetic fields in excess of $`10^{18}`$ G the direct Urca process takes over.
Our numerical evaluation of the emissivities of several competing reactions, which is based on a simple parametrization of the EOS of $`npe`$-matter in a strong magnetic field, shows that under certain conditions the emissivities of the one-nucleon processes, such as the direct Urca and the one-body bremsstrahlung, are of the same order of magnitude or dominate the standard processes commonly included in the cooling simulations in the zero-field limit.
## Appendix A Electrons, protons and neutrons in a magnetic field
The wave equation for a fermion with charge $`q`$ and mass $`m`$ can be written as (Itzykson & Zuber Itzykson (1980)):
$$(i\partial ̸+q\mathit{}(m\frac{\mathrm{\Delta }g}{2}\mu _B\sigma ^{\mu \nu }F_{\mu \nu })),\mathrm{\Psi }(x)=0,$$
(41)
with $`\mu _B=e/2m`$, $`\partial ̸=\gamma _\mu ^\mu `$, $`\mathit{}=\gamma _\mu A^\mu `$ and $`\mathrm{\Delta }g`$ the anomalous gyromagnetic factor. Here $`\gamma ^\mu `$ is a Dirac matrix, $`A^\mu `$ the vector potential, $`F_{\mu \nu }=_\mu A_\nu _\nu A_\mu `$ and $`\sigma ^{\mu \nu }=\frac{i}{2}[\gamma ^\mu ,\gamma ^\nu ]`$. Or equivalently
$`((i+qA)^2+{\displaystyle \frac{q}{2}}\sigma ^{\mu \nu }F_{\mu \nu }`$
$`(m{\displaystyle \frac{\mathrm{\Delta }g}{2}}\mu _B\sigma ^{\mu \nu }F_{\mu \nu })^2)\mathrm{\Psi }(x)=0.`$ (42)
In particular, if one chooses the Landau gauge $`A^\mu =(0,\frac{By}{2},\frac{Bx}{2},0)`$ with the magnetic field in the $`z`$-direction, one finds
$$((i+qA)^2+sqB(m\mathrm{\Delta }gs\mu _BB)^2)\mathrm{\Psi }(x)=0.$$
(43)
### A.1 Electron
For an electron ($`q=e`$ and $`\mathrm{\Delta }g=0`$) the energy eigenvalues are given by
$`E_{N,s}=(m^2+p_z^2+2NeB)^{1/2},`$ (44)
with $`N`$ denoting the Landau level number. The eigenfunctions are factorized (Sokolov & Ternov ST (1968); Arras & Lai Arras (1999))
$$\psi _e=e^{ip_zziE_{N,s}t}U_e(\rho ,\varphi ),$$
$`U_e(\rho ,\varphi )=\sqrt{{\displaystyle \frac{eB}{2\pi }}}e^{i(NR)\varphi }\left(\begin{array}{c}V_aI_{N1,R}(t)e^{i\varphi }\hfill \\ iV_bI_{N,R}(t)\hfill \\ V_cI_{N1,R}(t)e^{i\varphi }\hfill \\ iV_dI_{N,R}(t)\hfill \end{array}\right)`$ (49)
and
$$I_{N,R}(t)=\sqrt{\frac{R!}{N!}}e^{t/2}t^{(NR)/2}\stackrel{~}{L}_R^{NR}(t),$$
where $`\stackrel{~}{L}_R^M(t)`$
$$=\{\begin{array}{ccc}L_R^M(t)\hfill & \mathrm{if}\hfill & \hfill M0\\ (1)^{|M|}t^{|M|}L_{R|M|}^{|M|}(t)\hfill & \mathrm{if}\hfill & \hfill M<0\end{array}$$
with $`t=\rho ^2eB/2`$, $`V_a=C_+D_+`$, $`V_b=\sigma C_{}D_+`$, $`V_c=\sigma C_+D_{}`$, $`V_d=C_{}D_{}`$,
$$C_\pm =\frac{1}{\sqrt{2}}\left(1\pm \sigma \frac{p_z}{(p_z^2+4m\mu _BBN)^{1/2}}\right)^{1/2},$$
$$D_\pm =\frac{1}{\sqrt{2}}\left(1\pm \frac{m}{E}\right)^{1/2},$$
and $`\sigma `$ is the longitudinal spin projection along $`p+eA`$; $`L_R^M(t)`$ is the generalized Laguerre function. The Landau level number $`N`$ and the guiding center quantum number $`R`$ are positive integers. (Note that in the lowest energy state ($`N=0)`$ the spin $`s`$ can only have the value -1).
In matter in the presence of a magnetic field the Fermi energy is given by $`E_F=(m^2+(p_{Fe}^N)^2+2NeB)^{1/2}`$ so that a magnetic field will give rise to a difference in the Fermi momenta $`p_{Fe}^N`$. The degeneracy is 1 in case of $`N=0`$ and 2 in case of $`N>0`$.
### A.2 Proton
For a proton ($`q=e`$ and $`\mathrm{\Delta }g=g_p1`$ with $`g_p=2.79`$) the energy eigenvalues (neglecting the $`B^2`$-term) are
$`E_{N,s}=(m^2+p_z^2+(2N+1sg_p)eB)^{1/2}.`$ (50)
The non-relativistic eigenfunction of a proton in a magnetic field is
$$\psi _p=e^{ip_zziE_{N,s}t}U_p(\rho ,\varphi ),$$
$$U_p(\rho ,\varphi )=\sqrt{\frac{eB}{2\pi }}e^{i(RN)\varphi }\left(\begin{array}{c}\delta _{s,1}I_{R,N}(t)\hfill \\ \delta _{s,1}I_{R,N}(t)\hfill \\ 0\hfill \\ 0\hfill \end{array}\right).$$
(51)
(Note that the role of $`R`$ and $`N`$ are interchanged compared to the electron case.) In matter the Fermi energy is given by $`E_F=(m^2+(p_{Fp}^{s,N})^2+(2N+1sg_p)eB)^{1/2}`$.
### A.3 Neutron
For a neutron ($`q=0`$ and $`\mathrm{\Delta }g=g_n`$ with $`g_n=1.91`$) in not extremely large magnetic fields the $`B^2`$-term can be neglected; then the energy eigenvalues are
$`E_s=(m^2+p^22sg_nm\mu _BB)^{1/2},`$ (52)
and the eigenfunction are simple plane waves. In neutron matter in thermal equilibrium the Fermi energy is given by $`E_F=(m^2+(p_{Fn}^s)^22sg_nm\mu _BB)^{1/2}`$. Hence the neutrons with spin up (down) occupy two Fermi spheres with Fermi momenta related by $`(p_{Fn}^+)^2=(p_{Fn}^{})^2+4m\mu _nB`$.
## Appendix B The weak interaction matrix elements
### B.1 Neutrino-neutron interaction (neutral current)
The weak interaction matrix for the neutron bremsstrahlung is
$$M_{s,s^{}}=\frac{G_F}{2\sqrt{2}}_V𝑑𝐫\overline{\psi }_{n1}\gamma _\mu (c_Vc_A\gamma _5)\psi _{n2}\overline{\psi }_\nu \gamma ^\mu (1\gamma _5)\psi _{\overline{\nu }}.$$
(53)
Here $`c_V`$ and $`c_A`$ are vector and axial-vector coupling constants. The interaction matrix consists of a hadronic part and a leptonic part
$$|M_{s,s^{}}|^2=\frac{G_F^2}{8}X_{\mu \nu }L^{\mu \nu }$$
(54)
with the leptonic part given by
$$L^{\mu \nu }=\frac{2}{pp^{}}[p^\mu p^\nu g^{\mu \nu }(pp^{})+p^\nu p^\mu +iϵ^{\alpha \mu \beta \nu }p_\alpha p_\beta ^{}],$$
and the hadronic part by
$`X_{\mu \nu }=\left(\begin{array}{cccc}c_V^2\delta _{s,s^{}}& 0& 0& s^{}c_Vc_A\delta _{s,s^{}}\\ 0& c_A^2\delta _{s,s^{}}& ic_A^2s\delta _{s,s^{}}& 0\\ 0& ic_A^2s\delta _{s,s^{}}& c_A^2\delta _{s,s^{}}& 0\\ s^{}c_Vc_A\delta _{s,s^{}}& 0& 0& c_A^2\delta _{s,s^{}}\end{array}\right).`$ (59)
Contracting the hadronic and leptonic tensors and neglecting terms, which after integration over the neutrino momenta vanish one finds
$`|M_{s,s^{}}|^2={\displaystyle \frac{G_F^2}{4}}[(c_V^2+c_A^2)\delta _{s,s^{}}+2c_A^2\delta _{s,s^{}}]`$ (60)
with $`c_V=1`$ and $`c_A=1.26`$.
### B.2 Neutrino-proton interaction (neutral current)
In case of protons the integration over space coordinates requires special attention, because the wave functions of protons are not simple plane waves (Eq. 51). Defining $`\omega _{}=(p_{\nu x}+p_{\overline{\nu }x})\widehat{e}_x+(p_{\nu y}+p_{\overline{\nu }y})\widehat{e}_y`$, $`x_{}=x\widehat{e}_x+y\widehat{e}_y`$, $`v=\omega _{}^2/2eB`$ and carrying out the summations over $`R^{}`$ and $`R`$, leads to
$`{\displaystyle \underset{R^{},R}{}}|_{R^{},R,N^{},N,s^{},s}|^2={\displaystyle \underset{R^{},R}{}}{\displaystyle \frac{eB}{2\pi }}|M_{s^{},s}|^2`$
$`|{\displaystyle _0^{\mathrm{}}}\rho d\rho I_{R^{},N^{}}(t)I_{R,N}(t)`$
$`{\displaystyle _0^{2\pi }}d\varphi e^{i(R^{}N^{})\varphi }e^{i(RN)\varphi }e^{i\omega _{}x_{}}|^2`$
$`=|M_{s^{},s}|^2{\displaystyle \frac{eB}{2\pi }}I_{N^{},N}^2(v)`$ (61)
with $`c_V=0.08`$ and $`c_A=1.26`$.
### B.3 Direct Urca process (charged current)
The interaction matrix is
$`_{R_e,R_p,N_e,N_p,s_n,s_p}={\displaystyle \frac{G_F}{\sqrt{2}}}{\displaystyle _V}𝑑𝐫\overline{\psi }_p\gamma _\mu (c_Vc_A\gamma _5)\psi _n`$
$`\overline{\psi }_e\gamma ^\mu (1\gamma _5)\psi _{\overline{\nu }}.`$ (62)
The eigenfunctions of the electron, proton and neutron are given in Appendix A. The function $`I_{R_p,N_p}(t)`$ with $`t=\rho ^2eB/2`$ can be substituted in the leptonic part. The hadronic part turns out the same as for the neutron bremsstrahlung (see Eq. 54). The space integrals can be calculated in the same way as in Eq. (61) with the result
$`L_{\mu \nu }={\displaystyle \frac{1}{2p}}{\displaystyle \underset{s_e=\pm 1}{}}\mathrm{Tr}[Y_e\gamma _\mu (1\gamma _5)\mathit{}\gamma _\nu (1\gamma _5)\overline{Y_e}]`$
with
$`Y_e=\left(\begin{array}{c}V_aI_{N_e1,N_p}(v)\hfill \\ iV_bI_{N_e,N_p}(v)\hfill \\ V_cI_{N_e1,N_p}(v)\hfill \\ iV_dI_{N_e,N_p}(v)\hfill \end{array}\right),`$ (68)
where $`v=q^2/2eB`$ with $`q=(p_{\nu x}+p_{nx})\widehat{e}_x+(p_{\nu y}+p_{ny})\widehat{e}_y`$. The expression for $`D`$ appearing in the expressions for in $`V_i`$ ($`i=a,b,c`$ and $`d`$) can be approximated by $`D1/\sqrt{2}`$. This leads to the following expression for the leptonic part
$`𝐋^{\mu \nu }=\left(\begin{array}{cccc}J_+(v)& 0& 0& J_{}(v)\\ 0& J_+(v)& iJ_{}(v)& 0\\ 0& iJ_{}(v)& J_+(v)& 0\\ J_{}(v)& 0& 0& J_+(v)\end{array}\right)`$ (73)
with $`J_\pm (v)=I_{N_e,N_p}^2(v)\pm I_{N_e1,N_p}^2(v)`$. As a result the following relation is obtained for the squared norm of the interaction matrix
$`{\displaystyle \underset{R_eR_p}{}}|_{R_p,R_e,N_p,N_e,s_n,s_p}|^2={\displaystyle \frac{G^2}{2}}{\displaystyle \frac{eB}{2\pi }}(\delta _{s_p,s_n}(c_V^2+c_A^2)`$
$`(I_{N_e,N_p}^2(v)+I_{N_e1,N_p}^2(v))`$
$`+2\delta _{s_p,s_n}g_as_p(I_{N_e1,N_p}^2(v)I_{N_e,N_p}^2(v))`$
$`+2\delta _{s_p,s_n}g_a^2(\delta _{s_p,1}I_{N_e,N_p}^2(v)+`$
$`\delta _{s_p,1}I_{N_e1,N_p}^2(v)))`$ (74)
with $`c_V=1`$ and $`c_A=1.26`$.
###### Acknowledgements.
This work has been supported through the Stichting voor Fundamenteel Onderzoek der Materie with financial support from the Nederlandse Organisatie voor Wetenschappelijk Onderzoek. The research of R.G.E. Timmermans was made possible by a fellowship of the Royal Netherlands Academy of Arts and Sciences.
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# Untitled Document
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hep-th/0005003
A Black Hole Farey Tail
Robbert Dijkgraaf, <sup>1</sup> Juan Maldacena, <sup>2</sup> Gregory Moore, <sup>3</sup> and Erik Verlinde<sup>4</sup>
<sup>1</sup> Departments of Physics and Mathematics
University of Amsterdam, 1018 TV Amsterdam
<sup>2</sup> Department of Physics
Harvard University, Cambridge, MA 02138
<sup>3</sup> Department of Physics and Astronomy,
Rutgers University, Piscataway, NJ 08855-0849
<sup>4</sup> Joseph Henry Laboratories,
Princeton University, Princeton NJ 08544
Abstract
We derive an exact expression for the Fourier coefficients of elliptic genera on Calabi-Yau manifolds which is well-suited to studying the AdS/CFT correspondence on $`AdS_3\times S^3`$. The expression also elucidates an $`SL(2,\text{ZZ})`$ invariant phase diagram for the D1/D5 system involving deconfining transitions in the $`k\mathrm{}`$ limit.
1. Introduction and Summary
One of the cornerstones of the AdS/CFT correspondence is the relation between the partition function $`Z_X`$ of a superstring theory on $`AdS\times X`$ and the partition function $`Z_𝒞`$ of a holographically related conformal field theory $`𝒞`$ on the boundary $`(AdS)`$. Roughly speaking we have
$$Z_XZ_𝒞.$$
While the physical basis for this relationship is now well-understood, the precise mathematical formulation and meaning of this equation has not been very deeply explored. This relationship is hard to test since it is difficult to calculate both sides in the same region of parameter space. In this paper we consider the calculation of a protected supersymmetric partition function and we will give an example of a precise and exact version of (1.1). In particular, we will focus on the example of the duality between the IIB string theory on $`AdS_3\times S^3\times K3`$ (arising, say, from the near horizon limit of $`(Q_1,Q_5)`$ (D1,D5) branes) and the dual conformal field theory with target space $`\mathrm{Hilb}^k(K3)`$, the Hilbert scheme of $`k=Q_1Q_5`$ points on $`K3`$. We will analyze the so called “elliptic genus” which is a supersymmetry protected quantity and can therefore be calculated at weak coupling producing a result that is independent of the coupling. We will rewrite it in a form which reflects very strongly the sum over geometries involved in the supergravity side. We will then give an application of this formula to the study of phase transitions in the D1D5 system.
Since the main formulae below are technically rather heavy we will, in this introduction, explain the key mathematical results in a simplified setting, and then draw an analogy to the physics. The mathematical results are based on techniques from analytic number theory, and have their historical roots in the Hardy-Ramanujan formula for the partitions of an integer $`n`$ .
Let us consider a modular form for $`\mathrm{\Gamma }:=SL(2,\text{ZZ})`$ of weight $`w<0`$ with a $`q`$-expansion:
$$f(\tau )=\underset{n0}{}F(n)q^{n+\mathrm{\Delta }}$$
where $`F(0)0`$. In the physical context $`\mathrm{\Delta }=c/24`$, where $`c`$ is the central charge of a conformal field theory, $`w=d/2`$ if there are $`d`$ noncompact bosons in the conformal field theory, and $`F(0)`$ is a ground-state degeneracy. It is well-known to string-theorists and number-theorists alike that the leading asymptotics of $`F(\mathrm{})`$ for large $`\mathrm{}`$ can be obtained á la Hardy-Ramanujan from a saddle-point approximation, and are given by:
$$F(\mathrm{})\frac{1}{\sqrt{2}}F(0)|\mathrm{\Delta }|^{(1/4w/2)}(\mathrm{}+\mathrm{\Delta })^{w/23/4}\mathrm{exp}\left[4\pi \sqrt{|\mathrm{\Delta }|(\mathrm{}+\mathrm{\Delta })}\right]\left(1+𝒪(1/\mathrm{}^{1/2})\right).$$
This estimate is a key mathematical step when accounting for the entropy of extremal supersymmetric five-dimensional black holes in terms of D-brane microstates .
What is perhaps less well-known is that there is an exact version of the formula (1.1), which makes the asymptotics manifest. The Fourier coefficients are given by the expression:
$$\begin{array}{cc}\hfill F(\mathrm{})=2\pi \underset{n+\mathrm{\Delta }<0}{}& \left(\frac{\mathrm{}+\mathrm{\Delta }}{|n+\mathrm{\Delta }|}\right)^{(w1)/2}F(n)\hfill \\ & \underset{c=1}{\overset{\mathrm{}}{}}\frac{1}{c}Kl(\mathrm{}+\mathrm{\Delta },n+\mathrm{\Delta };c)I_{1w}\left(\frac{4\pi }{c}\sqrt{|n+\mathrm{\Delta }|(\mathrm{}+\mathrm{\Delta })}\right).\hfill \end{array}$$
The first sum is over the Fourier coefficients of the “polar part” $`f^{}`$ of $`f`$, defined by
$$f^{}:=\underset{n+\mathrm{\Delta }<0}{}F(n)q^{n+\mathrm{\Delta }}.$$
In the second sum $`I_{1w}`$ is the standard Bessel function and $`Kl(\mathrm{},m;c)`$ is the “Kloosterman sum”
$$Kl(n,m;c):=\underset{d(\text{ZZ}/c\text{ZZ})^{}}{}\mathrm{exp}\left[2\pi i(d\frac{n}{c}+d^1\frac{m}{c})\right].$$
The summation variable “$`c`$” in (1.1) is traditional. We hope it will not be confused with the central charge of a conformal field theory. Because $`I_\nu (z)z^\nu `$ for $`z0`$, the series (1.1) is absolutely convergent for $`w<1/2`$ (see eq. (2.18) below). On the other hand, in view of the asymptotics $`I_\nu (z)\sqrt{\frac{1}{2\pi z}}e^z`$ for $`Re(z)+\mathrm{}`$, (1.1) generalizes (1.1). Finally, to suppress some complications we will assume in this introduction (but not in subsequent sections) that $`\mathrm{\Delta }`$ is a negative integer. <sup>1</sup> The formula (1.1) is due to Rademacher. The relatively trivial estimate (1.1) is usually referred to as the Hardy-Ramanujan formula, but in fact, their full formula is much closer to (1.1). See especially , eqs. 1.71-1.75. See for original papers. For some history see Littlewood’s Miscellany , p. 97, , ch. 5, the review article , and Selberg’s collected works.
The expression (1.1) may be usefully rewritten by introducing the map
$$f(\tau )𝒵_f(\tau ):=\left(q\frac{}{q}\right)^{1w}f$$
We will call this the “ fareytail transform.” Mathematically it is simply a special case of Serre duality, but the physical meaning should be clarified. (We comment on this below.) In any case, it is in terms of this new modular form that formulas look simple. One readily verifies that, for $`w`$ integral, the fareytail transform takes a form of modular weight $`w`$ to a form of modular weight $`2w`$ with Fourier coefficients $`\stackrel{~}{F}(n):=(n+\mathrm{\Delta })^{1w}F(n)`$. Moreover, the transform takes a polar expression to a polar expression:
$$𝒵_f^{}=𝒵_f^{}=\underset{n+\mathrm{\Delta }<0}{}\stackrel{~}{F}(n)q^{n+\mathrm{\Delta }}.$$
Notice that $`f`$ and $`𝒵_f`$ contain the same information except for states with $`n+\mathrm{\Delta }=0`$. Now, using a straightforward application of the Poisson summation formula (see appendix C), one can cast (1.1) into the form of an average over modular transformations:
$$𝒵_f(\tau )=\underset{\mathrm{\Gamma }_{\mathrm{}}\backslash \mathrm{\Gamma }}{}(c\tau +d)^{w2}𝒵_f^{}(\frac{a\tau +b}{c\tau +d}).$$
Here $`\mathrm{\Gamma }_{\mathrm{}}`$ is the subgroup of the modular group $`\mathrm{\Gamma }`$ generated by $`\tau \tau +1`$. It is necessary to average over the quotient $`\mathrm{\Gamma }_{\mathrm{}}\backslash \mathrm{\Gamma }`$ rather than $`\mathrm{\Gamma }`$ to get a finite expression, since $`\mathrm{exp}[2\pi i(n+\mathrm{\Delta })\tau ]`$ is invariant under $`\mathrm{\Gamma }_{\mathrm{}}`$. Note that $`\mathrm{\Gamma }_{\mathrm{}}\backslash \mathrm{\Gamma }`$ can be identified with the set of relatively prime integers $`(c,d)`$ or, equivalently, with $`d/c\text{ }\mathrm{Q}\mathrm{}:=\widehat{\text{ }\mathrm{Q}}`$. <sup>2</sup> Actually, over two copies of $`\widehat{\text{ }\mathrm{Q}}`$, if $`\mathrm{\Gamma }=SL(2,\text{ZZ})`$ and not $`PSL(2,\text{ZZ})`$. This distinction becomes important if the weight $`w`$ is odd. In mathematics such averages over the modular group are called “Poincaré series.”
One final mathematical point is needed to complete the circle of mathematical formulae we will need. Using an integral representation of the Bessel function one can also write (1.1) in the form
$$\stackrel{~}{F}(\mathrm{})=\frac{1}{2\pi i}_{ϵi\mathrm{}}^{ϵ+i\mathrm{}}e^{2\pi \beta (\mathrm{}+\mathrm{\Delta })}\widehat{𝒵}_f(\beta )𝑑\beta $$
where $`ϵ0^+`$ and we have introduced the “truncated sum”
$$\widehat{𝒵}_f(\beta ):=\underset{(\mathrm{\Gamma }_{\mathrm{}}\backslash \mathrm{\Gamma }/\mathrm{\Gamma }_{\mathrm{}})^{}}{}(c\tau +d)^{w2}𝒵_f^{}(\frac{a\tau +b}{c\tau +d}).$$
Here and throughout this paper $`\tau =i\beta `$ in formulae of this type. When we want to emphasize modular aspects we use $`\tau `$, when we want to stress the relation to statistical mechanics we use $`\beta `$. Note that $`\beta `$ is a complex variable with positive real part. The sum in (1.1) is a truncated version of that in (1.1). The prime in the notation $`(\mathrm{\Gamma }_{\mathrm{}}\backslash \mathrm{\Gamma }/\mathrm{\Gamma }_{\mathrm{}})^{}`$ means we omit the class of $`\gamma =1`$. Elements of the double-coset may be identified with the rational numbers $`d/c`$ between $`0`$ and $`1`$. For further details see equations 2.7 - 2.10 below.
We may now describe the physical interpretation of the formulae (1.1) to (1.1). $`f(\tau )`$ will become a conformal field theory partition function. The fareytail transform $`𝒵_f(\tau )`$ will be the dual supergravity “partition function.” The sum over the modular group in (1.1) will be a sum over solutions to supergravity. The fareytail transform is related to the truncated sum by
$$\begin{array}{cc}\hfill 𝒵_f(\tau )& =𝒵_f^{}(\tau )+\underset{\mathrm{}\text{ZZ}}{}\widehat{𝒵}_f(\tau +\mathrm{}).\hfill \end{array}$$
In order to understand this relation, recall that in statistical mechanics a standard maneuver is to relate the canonical and microcanonical ensemble by an inverse Laplace transform:
$$N(E)=\frac{1}{2\pi i}_{ϵi\mathrm{}}^{ϵ+i\mathrm{}}Z(\beta )e^{2\pi \beta E}𝑑\beta .$$
Regarding a modular form such as (1.1) as a partition function the corresponding microcanonical ensemble is given by
$$N(E)=\underset{n\text{ZZ}}{}\delta (En)F(n)$$
and thus we recognize the Rademacher expansion as the standard relation between the microcanonical and canonical ensembles, where the latter is a Poincaré series.
Let us pass now from the simplified version to the true situation. As we discuss in section two, the formulae (1.1) to (1.1) can be considerably generalized. In particular, they can be applied to Fourier coefficients of Jacobi forms of nonpositive weight, and thus can be applied to elliptic genera of Calabi-Yau manifolds. Recall that if $`X`$ is a Calabi-Yau manifold then the elliptic genus may be defined in terms of the associated $`(2,2)`$ CFT trace:
$$\chi (q,y;X):=\mathrm{Tr}_{RR}e^{2\pi i\tau (L_0c/24)}e^{2\pi i\stackrel{~}{\tau }(\stackrel{~}{L}_0c/24)}e^{2\pi izJ_0}(1)^F:=\underset{n0,r}{}c(n,r)q^ny^r.$$
We will let $`q:=e^{2\pi i\tau },y:=e^{2\pi iz}`$, and $`(1)^F=\mathrm{exp}[i\pi (J_0\stackrel{~}{J}_0)]`$. We collect some standard facts about the elliptic genus in section three.
As explained in section four, the analog of the fareytail transformation for a Jacobi form of weight $`w`$ and index $`k`$ will be the map
$$\varphi FT(\varphi ):=\left|q_q\frac{1}{4k}(y_y)^2\right|^{3/2w}\varphi .$$
When $`w`$ is integral we interpret this as a pseudodifferential operator: $`FT(\varphi )=\stackrel{~}{c}(n,\mathrm{})q^ny^{\mathrm{}}`$ with
$$\stackrel{~}{c}(n,\mathrm{}):=|n\mathrm{}^2/4k|^{3/2w}c(n,\mathrm{}).$$
Formal manipulations of pseudo-differential operators suggest that $`FT(\varphi )`$ is a Jacobi form of weight $`3w`$ and the same index $`k`$. However, these formal manipulations lead to a false result, as pointed out to us by D. Zagier. Nevertheless, as we show in section four, it turns out that for $`n\mathrm{}^2/4k>0`$ the coefficients $`\stackrel{~}{c}(n,\mathrm{})`$ can be obtained as Fourier coefficients of a truncated Poincaré series $`\widehat{𝒵}_\varphi `$ defined in equation $`(4.6)`$ below.
Our main result will be a formula for the fareytail transform of the elliptic genus $`\chi `$ for the Calabi-Yau manifold $`X=\mathrm{Hilb}^k(K3)`$. The corresponding truncated Poincaré series takes the form:
$$𝒵_\chi (\beta ,\omega )=2\pi \underset{(\mathrm{\Gamma }_{\mathrm{}}\backslash \mathrm{\Gamma })_0}{}\frac{1}{(c\tau +d)^3}\underset{s}{}𝒟(s)\mathrm{exp}\left[2\pi i\mathrm{\Delta }_s\frac{a\tau +b}{c\tau +d}\right]\mathrm{\Psi }_s(\frac{\omega }{c\tau +d},\frac{a\tau +b}{c\tau +d})$$
The notation is explained in the following paragraph and a more precise version appears in equation $`(5.1)`$ below. In section five we interpret this formula physically. The sum $`(\mathrm{\Gamma }_{\mathrm{}}\backslash \mathrm{\Gamma })_0`$ is the sum over relatively prime pairs $`(c,d)`$ with $`c>0`$ (together with the pair $`(c,d)=(0,1)`$.) We will interpret the average over $`(\mathrm{\Gamma }_{\mathrm{}}\backslash \mathrm{\Gamma })_0`$ as a sum over an $`SL(2,\text{ZZ})`$ family of black hole solutions of supergravity on $`AdS_3\times S^3`$, related to the family discussed in . The sum over $`s`$ is a finite sum over those particle states that do not cause black holes to form. They can be “added” to the black hole background, and the combined system has gravitational action $`𝒟(s)\mathrm{exp}(2\pi i\mathrm{\Delta }_s\tau )`$ where $`𝒟(s)`$ is a degeneracy of states. Finally $`\mathrm{\Psi }_s`$ will be identified with a Chern-Simons wavefunction associated to $`AdS_3`$ supergravity.
In fact, if we introduce the “reduced mass”
$$L_0^{}:=L_0\frac{1}{4k}J_0^2\frac{k}{4}$$
then the polar part $`𝒵_\chi ^{}`$ of the supergravity partition function can be considered as a sum over states for which $`L_0^{}<0`$. The calculations of Cvetic and Larsen show that the area of the horizon of the black hole and therefore its geometric entropy is precisely determined by a combination of the mass and (internal) angular momentum that is identical to $`L_0^{}`$ (one has $`S_{BH}=2\pi \sqrt{kL_0^{}}=\pi \sqrt{4kn\mathrm{}^2}`$ . ) Therefore the truncation of the partition function to states with $`L_0^{}<0`$ describes a thermal gas of supersymmetric particles in an AdS background, truncated to those (ensembles of) particles that do not yet form black holes. It is with this truncated partition function that contact has been made through supergravity computations .
The sum over the quotient $`(\mathrm{\Gamma }_{\mathrm{}}\backslash \mathrm{\Gamma })_0`$ as in (1.1) adds in the black hole solutions. It is very suggestive that the full partition function can be obtained by taking the supergravity AdS thermal gas answer and making it modular invariant by explicitly averaging over the modular group. This sum has an interpretation as a sum over geometries and its seems to point to an application of a principle of spacetime modular invariance.
The relation to Chern-Simons theory makes it particularly clear that in the AdS/CFT correspondence the supergravity partition function is to be regarded as a vector in a Hilbert space, rather like a conformal block. Indeed, the Chern-Simons interpretation of RCFT is a precursor to the AdS/CFT correspondence. This subtlety in the interpretation of supergravity partition functions has also been noted in a different context in . The factor of $`(c\tau +d)^3`$ in (1.1) is perfect for the interpretation of $`Z_\chi `$ as a half-density with respect to the measure $`dzd\tau `$.
To be more precise, the wave-function is a section of a line-bundle $`^k𝒦`$ where $`𝒦`$ is the holomorphic canonical line bundle over the moduli space, and $`k`$ is the level of the CS-supergravity theory. The invariant norm on sections on the line-bundle $`^k𝒦`$ is given by
$$\mathrm{exp}\left(4\pi k\frac{(\mathrm{Im}z)^2}{\mathrm{Im}\tau }\right)|𝒵_\chi (\tau ,z)d\tau dz|^2$$
Assuming that this norm is invariant under modular transformations, one concludes that $`𝒵_\chi (\tau ,z)`$ is a Jacobi form of weight 3 and index $`k.`$
One application of (1.1) is to the study of phase transitions as a function of $`\tau `$ in the $`k\mathrm{}`$ limit. Since there are states with $`\mathrm{\Delta }_sk`$ there will be sharp first order phase transitions as $`\tau `$ crosses regions in an $`SL(2,\text{ZZ})`$ invariant tesselation of the upper half plane. We explain a proof of this phase structure in section six.
Finally, we may explain the title of this paper. In our proof of the result (1.1) (see appendix B) the sum over rational numbers $`d/c`$ is obtained by successive approximations by Farey sequences, a technique skillfully exploited by Rademacher, and going back to Hardy-Ramanujan. Only one term in the sum dominates the entropy of the $`D1D5`$ system, the successive terms in longer Farey sequences constitute a tail of the distribution, but this tail is associated with a family of black holes. This, then, is our Black Hole Farey Tail.
Note added for V3, Dec. 8, 2007: Don Zagier pointed out to us a serious error in versions 1 and 2 of this paper, namely, in those versions it was asserted under equation $`(3.22)`$ that $`𝒪^{3/2w}\varphi `$ is a Jacobi form of weight $`3w`$ and index $`k`$. This turns out to be false. In addition to this, it turns out that when one attempts to convert the truncated Poincaré series $`\widehat{𝒵}_\varphi `$ of section 4 to a full Poincaré series one gets zero, and thus the series which one would expect to reproduce $`𝒪^{3/2}\chi `$ in fact vanishes. As far as we are aware, the central formulae $`(4.5)`$ and $`(4.6)`$, which involve only the truncated Poincaré series are nevertheless correct. Fortunately, the physical interpretation we subsequently explain is based on this truncated series, so our main conclusions are unchanged.
A recent paper has clarified somewhat the use of the Fareytail transform, and presented a regularized Poincaré series for $`\chi `$ rather than $`Z_\chi `$.
2. The Generalized Rademacher Expansion
In this section we give a rather general result on the asymptotics of vector-valued modular forms. It is a slight generalization of results of Rademacher . See also , ch.5, and .
Let us suppose we have a “vector-valued nearly holomorphic modular form,” i.e., a collection of functions $`f_\mu (\tau )`$ which form a finite-dimensional unitary representation of the modular group $`PSL(2,\text{ZZ})`$ of weight $`w`$. Under the standard generators we have
$$\begin{array}{cc}\hfill f_\mu (\tau +1)& =e^{2\pi i\mathrm{\Delta }_\mu }f_\mu (\tau )\hfill \\ \hfill f_\mu (1/\tau )& =(i\tau )^wS_{\mu \nu }f_\nu (\tau )\hfill \end{array}$$
and in general we define:
$$\begin{array}{cc}\hfill f_\mu (\gamma \tau )& :=(i(c\tau +d))^wM(\gamma )_{\mu \nu }f_\nu (\tau )\gamma =\left(\begin{array}{cc}a& b\\ c& d\end{array}\right)\hfill \end{array}$$
where, for $`c>0`$ we choose the principal branch of the logarithm.
We assume the $`f_\mu (\tau )`$ have no singularities for $`\tau `$ in the upper half plane, except at the cusps $`\text{ }\mathrm{Q}i\mathrm{}`$. We may assume they have an absolutely convergent Fourier expansion
$$f_\mu (\tau )=q^{\mathrm{\Delta }_\mu }\underset{m0}{}F_\mu (m)q^m\mu =1,\mathrm{},r$$
with $`F_\mu (0)0`$ and that the $`\mathrm{\Delta }_\mu `$ are real. We choose the branch $`q^{\mathrm{\Delta }_\mu }=e^{2\pi i\tau \mathrm{\Delta }_\mu }`$. We wish to give a formula for the Fourier coefficients $`F_\mu (m)`$.
We will now state in several forms the convergent expansion that gives the Fourier coefficients of the modular forms in terms of data of the modular representation and the polar parts $`f_\mu ^{}`$. We assume that $`w0`$. <sup>3</sup> The arguments in appendices B,C are only valid for $`w<0`$. The extension to $`w=0`$ was already known in the 1930’s. See .
The first way to state the result is
$$F_\nu (n)=\underset{m+\mathrm{\Delta }_\mu <0}{}𝒦_{n,\nu ;m,\mu }F_\mu (m)$$
which holds for all $`\nu ,n`$. The infinite $`\times `$ finite matrix $`𝒦_{n,\nu ;m,\mu }`$ is an infinite sum over the rational numbers in lowest terms $`0d/c<1`$:
$$𝒦_{n,\nu ;m,\mu }=\underset{0d/c<1}{}𝒦_{n,\nu ;m,\mu }(d,c)$$
and for each $`c,d`$ we have:
$$\begin{array}{cc}\hfill 𝒦_{n,\nu ;m,\mu }(d,c):=& i\stackrel{~}{M}(d,c)_{n,\nu ;m,\mu }\hfill \\ \hfill _{1i\mathrm{}}^{1+i\mathrm{}}& d\beta (\beta c)^{w2}\mathrm{exp}\left[2\pi \left(\frac{n+\mathrm{\Delta }_\nu }{c^2}\right)\frac{1}{\beta }2\pi (m+\mathrm{\Delta }_\mu )\beta \right]\hfill \end{array}$$
The matrix $`\stackrel{~}{M}(d,c)_{n,\nu ;m,\mu }`$ is essentially a modular transformation matrix and is defined (in equation $`(2.10)`$ below) as follows.
Let $`\mathrm{\Gamma }_{\mathrm{}}`$ be the subgroup of modular transformations $`\tau \tau +n`$. We may identify the rational numbers $`0d/c<1`$ with the nontrivial elements in the double-coset $`\gamma \mathrm{\Gamma }_{\mathrm{}}\backslash PSL(2,\text{ZZ})/\mathrm{\Gamma }_{\mathrm{}}`$ so the sum on $`d/c`$ in (2.1) is more fundamentally the sum over nontrivial elements $`[\gamma ]`$ in $`\mathrm{\Gamma }_{\mathrm{}}\backslash PSL(2\text{ZZ})/\mathrm{\Gamma }_{\mathrm{}}`$. To be explicit, consider a matrix
$$\left(\begin{array}{cc}a& b\\ c& d\end{array}\right)SL(2,\text{ZZ})$$
where $`c,d`$ are relatively prime integers. Since
$$\begin{array}{cc}\hfill \left(\begin{array}{cc}1& \mathrm{}\\ 0& 1\end{array}\right)\left(\begin{array}{cc}a& b\\ c& d\end{array}\right)& =\left(\begin{array}{cc}a+\mathrm{}c& b+\mathrm{}d\\ c& d\end{array}\right)\hfill \end{array}.$$
the equivalence class in $`\mathrm{\Gamma }_{\mathrm{}}\backslash \mathrm{\Gamma }`$ only depends on $`c,d`$. When $`c0`$ we can take $`0d/c<1`$ because:
$$\begin{array}{cc}\hfill \left(\begin{array}{cc}a& b\\ c& d\end{array}\right)\left(\begin{array}{cc}1& \mathrm{}\\ 0& 1\end{array}\right)& =\left(\begin{array}{cc}a& b+a\mathrm{}\\ c& d+c\mathrm{}\end{array}\right)\hfill \end{array}$$
shifts $`d`$ by multiples of $`c`$. The term $`c=0`$ corresponds to the class of $`[\gamma =1]`$. It follows that
$$\stackrel{~}{M}(d,c)_{n,\nu ;m,\mu }:=e^{2\pi i(n+\mathrm{\Delta }_\nu )(d/c)}M(\gamma )_{\nu \mu }^1e^{2\pi i(m+\mathrm{\Delta }_\mu )(a/c)}$$
only depends on the class of $`[\gamma ]\mathrm{\Gamma }_{\mathrm{}}\backslash PSL(2,\text{ZZ})/\mathrm{\Gamma }_{\mathrm{}}`$ because of (2.1)(2.1). In such expressions where only the equivalence class matters we will sometimes write $`\gamma _{c,d}`$.
Our second formulation is based on the observation that the integral in (2.1) is essentially the standard Bessel function $`I_\rho (z)`$ with integral representation:
$$I_\rho (z)=(\frac{z}{2})^\rho \frac{1}{2\pi i}_{ϵi\mathrm{}}^{ϵ+i\mathrm{}}t^{\rho 1}e^{(t+z^2/(4t))}𝑑t$$
for $`Re(\rho )>0,ϵ>0`$. This function has asymptotics:
$$\begin{array}{cc}\hfill I_\rho (z)& (\frac{z}{2})^\rho \frac{1}{\mathrm{\Gamma }(\rho +1)}z0\hfill \\ \hfill I_\rho (z)& \sqrt{\frac{1}{2\pi z}}e^zRe(z)+\mathrm{}\hfill \end{array}$$
Thus, we can define
$$\stackrel{~}{I}_\rho (z):=(\frac{z}{2})^\rho I_\rho (z)$$
and re-express the formula (2.1) as:
$$\begin{array}{cc}\hfill 𝒦_{n,\nu ;m,\mu }=+2\pi & \underset{0d/c<1}{}c^{w2}\stackrel{~}{M}(d,c)_{n,\nu ;m,\mu }(2\pi |m+\mathrm{\Delta }_\mu |)^{1w}\hfill \\ & \stackrel{~}{I}_{1w}\left[\frac{4\pi }{c}\sqrt{|m+\mathrm{\Delta }_\mu |(n+\mathrm{\Delta }_\nu )}\right]\hfill \end{array}$$
Finally, note that the integral in (2.1) does not depend on $`d`$, so one sometimes separates the summation over $`d`$ defining:
$$K\mathrm{}(n,\nu ,m,\mu ;c):=\underset{0<d<c;(d,c)=1}{}e^{2\pi i(n+\mathrm{\Delta }_\nu )(d/c)}M(\gamma _{c,d})_{\nu \mu }^1e^{2\pi i(m+\mathrm{\Delta }_\mu )(a/c)}$$
for $`c>1`$. We will call this a generalized Kloosterman sum. For $`c=1`$ (the most important case!) we have:
$$K\mathrm{}(n,\nu ,m,\mu ;c=1)=S_{\nu \mu }^1$$
Putting these together we have the third formulation of the Rademacher expansion:
$$\begin{array}{cc}\hfill F_\nu (n)=2\pi \underset{c=1}{\overset{\mathrm{}}{}}\underset{\mu =1}{\overset{r}{}}& c^{w2}K\mathrm{}(n,\nu ,m,\mu ;c)\underset{m+\mathrm{\Delta }_\mu <0}{}F_\mu (m)\hfill \\ \hfill (2\pi |m+\mathrm{\Delta }_\mu |)^{1w}& \stackrel{~}{I}_{1w}\left[\frac{4\pi }{c}\sqrt{|m+\mathrm{\Delta }_\mu |(n+\mathrm{\Delta }_\nu )}\right].\hfill \end{array}$$
The function $`\stackrel{~}{I}_\nu (z)1`$ for $`z0`$. The Kloosterman sum is trivially bounded by $`c`$, so we can immediately conclude that the sum converges for $`w<0`$. (In fact, by a deep result of A. Weil, the Kloosterman sum for the trivial representation of the modular group is bounded by $`c^{1/2}`$.) From the proof in appendix $`B`$ it follows that the series in fact converges to the value of the Fourier coefficient of the modular form.
We will give two proofs of the above results in appendices B and C. The first follows closely the method used by Rademacher . This proof is useful because it illustrates the role played by various modular domains in obtaining the expression and is closely related to the phase transitions discussed in section six below. The second proof, which is also rather elementary, but only applies for $`w`$ integral, establishes a connection with another well-known formula in analytic number theory, namely Petersson’s formula for Fourier coefficients of Poincaré series.
3. Elliptic genera and Jacobi Forms
3.1. Elliptic Genera and superconformal field theory
The elliptic genus for a $`(2,2)`$ CFT is defined to be:
$$\chi (q,y):=\mathrm{Tr}_{RR}e^{2\pi i\tau (L_0c/24)}e^{2\pi i\stackrel{~}{\tau }(\stackrel{~}{L}_0c/24)}e^{2\pi izJ_0}(1)^F:=\underset{n0,r}{}c(n,r)q^ny^r$$
The Ramond sector spectrum of $`J_0,\stackrel{~}{J}_0`$ is integral for $`\widehat{c}`$ even, and half-integral for $`\widehat{c}`$ odd so $`(1)^F=\mathrm{exp}[i\pi (J_0\stackrel{~}{J}_0)]`$ is well-defined. In the path integral we are computing with worldsheet fermionic boundary conditions:
$$e^{2\pi iz}\underset{+}{\text{ }\text{ }\text{}\text{ }\text{ }\text{ }}+\underset{+}{\text{ }\text{ }\text{}\text{ }\text{ }\text{ }}.$$
We will encounter the elliptic genus for unitary $`(4,4)`$ theories. These necessarily have $`\widehat{c}=2k`$ even integral and $`c=3\widehat{c}=6k`$. We choose the $`𝒩=2`$ subalgebra so that $`J_0=2J_0^3`$ has integral spectrum.
General properties of CFT together with representation theory of $`𝒩=2`$ superconformal theory show that $`\chi (\tau ,z)`$ satisfies the following identities. First, modular invariance leads to the transformation laws for $`\gamma SL(2,\text{ZZ})`$:
$$\chi (\frac{a\tau +b}{c\tau +d},\frac{z}{c\tau +d})=e^{2\pi ik\frac{cz^2}{c\tau +d}}\chi (\tau ,z)$$
Second, the phenomenon of spectral flow is encoded in:
$$\chi (\tau ,z+\mathrm{}\tau +m)=e^{2\pi ik(\mathrm{}^2\tau +2\mathrm{}z)}\chi (\tau ,z)\mathrm{},m\text{ZZ}$$
3.2. Jacobi forms
It was pointed out in that the fundamental identities (3.1)(3.1) define what is known in the mathematical literature as a “weak Jacobi form of weight zero and index $`\widehat{c}/2`$.”
Definition . A Jacobi form $`\varphi (\tau ,z)`$ of (integral) weight $`w`$ and index $`k`$ satisfies the identities:
$$\varphi (\frac{a\tau +b}{c\tau +d},\frac{z}{c\tau +d})=(c\tau +d)^we^{2\pi ik\frac{cz^2}{c\tau +d}}\varphi (\tau ,z)\left(\begin{array}{cc}a& b\\ c& d\end{array}\right)SL(2,\text{ZZ})$$
$$\varphi (\tau ,z+\mathrm{}\tau +m)=e^{2\pi ik(\mathrm{}^2\tau +2\mathrm{}z)}\varphi (\tau ,z)\mathrm{},m\text{ZZ}$$
and has a Fourier expansion:
$$\varphi (\tau ,z)=\underset{n\text{ZZ},\mathrm{}\text{ZZ}}{}c(n,\mathrm{})q^ny^{\mathrm{}}$$
where $`c(n,\mathrm{})=0`$ unless $`4nk\mathrm{}^20`$.
Definition . A weak Jacobi form $`\varphi (\tau ,z)`$ of weight $`w`$ and index $`k`$ satisfies the identities (3.1)(3.1) and has a Fourier expansion:
$$\varphi (\tau ,z)=\underset{n\text{ZZ},\mathrm{}\text{ZZ}}{}c(n,\mathrm{})q^ny^{\mathrm{}}$$
where $`c(n,\mathrm{})=0`$ unless $`n0`$.
The notion of weak Jacobi form is defined in , p.104. In physics we must use weak Jacobi forms and not Jacobi forms since $`L_0c/240`$ in the Ramond sector of a unitary theory. In a unitary theory the $`U(1)`$ charge $`|\mathrm{}|\frac{1}{2}\widehat{c}=k`$ for topological states so $`4nk\mathrm{}^2=2\widehat{c}n\mathrm{}^2(\widehat{c}/2)^2`$.
Thanks to (3.1) the coefficients $`c(n,\mathrm{})`$ satisfy
$$c(n,\mathrm{})=c(n+\mathrm{}s_1+ks_1^2,\mathrm{}+2ks_1)$$
where $`s_1`$ is any integer. Therefore, if $`\mathrm{}=\nu +2ks_0`$, with integral $`s_0`$,
$$c(n,\mathrm{})=c(n\frac{\mathrm{}^2\nu ^2}{4k},\nu )=c(n\nu s_0ks_0^2,\nu )$$
Thus we obtain the key point, (, Theorem 2.2), that the expansion coefficients of the elliptic genus as an expansion in two variables $`q,y`$ are in fact given by:
$$c(n,\mathrm{})=c_{\mathrm{}}(2n\widehat{c}\mathrm{}^2)$$
where $`c_{\mathrm{}}(j)`$ is extended to all values $`\mathrm{}=\mu \mathrm{mod}\widehat{c}`$ by $`c_{\mathrm{}}(N)=(1)^\mathrm{}\mu c_\mu (N)`$.
It follows that we can give a theta function decomposition to the function $`\varphi (\tau ,z)`$ ( Theorem 5.1):
$$\varphi (\tau ,z)=\underset{k+1\nu <k}{}\underset{n\text{ZZ}}{}c(n,\nu )q^{n\nu ^2/4k}\theta _{\nu ,k}(z,\tau )$$
where the sum is over integral $`\mu `$ for $`2k`$ even and over half-integral $`\mu `$ for $`2k`$ odd, and where $`\theta _{\mu ,k}(z,\tau )`$, $`\mu =k+1,\mathrm{},k`$ are theta functions:
$$\begin{array}{cc}\hfill \theta _{\mu ,k}(z,\tau )& :=\underset{\mathrm{}\text{ZZ},\mathrm{}=\mu \mathrm{mod}2k}{}q^{\mathrm{}^2/(4k)}y^{\mathrm{}}\hfill \\ & =\underset{n\text{ZZ}}{}q^{k(n+\mu /(2k))^2}y^{(\mu +2kn)}\hfill \end{array}$$
In the case of the elliptic genus we have:
$$\chi (q,y;Z)=\underset{\mu =\widehat{c}/2+1}{\overset{\widehat{c}/2}{}}h_\mu (\tau )\theta _{\mu ,\widehat{c}/2}(z,\tau )$$
Physically, the decomposition (3.1) corresponds to separating out the $`U(1)`$ current $`J`$ and bosonizing it in the standard way $`J=i\sqrt{\widehat{c}}\varphi `$. Then a basis of chiral conformal fields can be taken so that
$$𝒪=𝒪_qe^{iq\varphi /\sqrt{\widehat{c}}}$$
where $`𝒪_q`$ is $`U(1)`$ neutral and has weight $`hq^2/(2\widehat{c})`$. This weight can be negative. The remaining “parafermion” contributions behave like:
$$\begin{array}{cc}\hfill h_\mu (\tau )& =\underset{j=\mu ^2\mathrm{mod}2\widehat{c}}{}c_\mu (j)q^{j/2\widehat{c}}1\widehat{c}/2\mu \widehat{c}/2\hfill \\ & =c_\mu (\mu ^2)q^{\mu ^2/2\widehat{c}}+\mathrm{}\hfill \end{array}$$
where the higher terms in the expansion have higher powers of $`q`$. Equation (3.1) is physically the statement of spectral flow invariance. Recall the spectral flow map :
$$\begin{array}{cc}\hfill G_{n\pm a}^\pm & G_{n\pm (a+\theta )}^\pm \hfill \\ \hfill L_0& L_0+\theta J_0+\theta ^2\frac{\widehat{c}}{2}\hfill \\ \hfill J_0& J_0+\theta \widehat{c}\hfill \end{array}$$
leaves invariant the quantity $`2\widehat{c}L_0J_0^2`$ for all $`\theta `$.
3.3. Digression: Elliptic Genera for arbitrary Calabi-Yau manifolds
We pause to note a corollary of the Rademacher expansion which might prove useful in other problems besides those discussed in this paper.
One of the primary sources of $`(2,2)`$ CFT’s are 2d susy sigma models with CY target. Let $`X`$ be a CY manifold. Let $`\widehat{c}`$ be the complex dimension. The $`𝒩=2`$ SUSY sigma model on $`X`$ has $`c=3\widehat{c}`$. The leading coefficient in the $`q`$-expansion of $`h_\mu `$ in (3.1) has a nice topological meaning :
$$h_\nu =\chi _{\nu +\widehat{c}/2}(X)q^{\nu ^2/2\widehat{c}}+\mathrm{}$$
where
$$\chi _p(X):=\underset{q=0}{\overset{\widehat{c}}{}}(1)^{p+q}h^{p,q}(X)$$
is the holomorphic Euler character.
Applying the Rademacher expansion to the modular forms $`h_\mu (\tau )`$, we observe that the relevant Bessel function $`I_{3/2}(z)`$ is elementary, so we have:
$$\begin{array}{cc}\hfill \stackrel{~}{I}_{1/2}(z)& =\frac{2}{\sqrt{\pi }z^2}T(z)\hfill \\ \hfill T(z)& =e^z(11/z)+e^z(1+1/z)\hfill \end{array}$$
Substituting the above into the general Rademacher series (2.1) we get the formula for the elliptic genus of an arbitrary Calabi-Yau manifold $`X`$ of complex dimension $`\widehat{c}`$: <sup>4</sup> An unfortunate clash of notation leads to three different meanings for “c” in this formula!
$$\begin{array}{cc}\hfill c(n,\mathrm{};X)=\frac{\sqrt{\widehat{c}}}{2\widehat{c}n\mathrm{}^2}& \underset{c=1}{\overset{\mathrm{}}{}}\underset{4km\mu ^2<0}{}\underset{\mu =\widehat{c}/2+1}{\overset{\widehat{c}/2}{}}c^{1/2}K\mathrm{}(n,\nu ,m,\mu ;c)c(2\widehat{c}m\mu ^2;X)\hfill \\ \hfill |2\widehat{c}m\mu ^2|^{1/2}& T\left[\frac{\pi }{c}\frac{1}{(\widehat{c}/2)}\sqrt{(\mu ^22\widehat{c}m)(2\widehat{c}n\mathrm{}^2)}\right]\hfill \end{array}$$
where $`\mathrm{}=\nu \mathrm{mod}\widehat{c}`$. (Since we are dealing with elliptic genera of different manifolds we will use the notation $`c(n,\mathrm{};X)`$ when we wish to emphasize the dependence on the manifold $`X`$.)
Note that combining with (3.1)(3.1) one sees that almost all reference to the variety $`X`$ has disappeared except for a finite number of Chern classes. In fact, the elliptic genus carries no more topological information than the Hodge numbers as long as the only terms in the expansion of $`h_\nu `$ with negative powers of $`q`$ are the leading ones. That holds for
$$2\widehat{c}\left(\frac{\widehat{c}}{2}\right)^20$$
or $`\widehat{c}8`$. However, a priori for CY manifolds of $`\widehat{c}9`$ the elliptic genus will generally depend on other topological data besides the Hodge numbers. <sup>5</sup> We thank V. Gritsenko for pointing out to us that the elliptic genus in general depends on more data than just the Hodge numbers. This statement becomes manifest in view of the Rademacher expansion. See also . Using dimension formulas for the space of Jacobi forms, the above bound has been sharpened in where it has been shown that Hodge numbers of the Calabi-Yau manifold determine the elliptic genus only if $`\widehat{c}<12`$ or $`\widehat{c}=13`$. This paper also contains many explicit computations of the elliptic genus of Calabi-Yau hypersurfaces in toric varieties.
3.4. Derivatives of Jacobi forms and fareytail transforms
We summarize here some formulae which are useful in discussing the fareytail transform of Jacobi forms.
Denote the space of (weak) Jacobi forms of weight $`w`$ and index $`k`$ by $`J_{w,k}`$. Introduce the operator
$$𝒪:=\frac{}{\tau }\frac{1}{8\pi ik}\left(\frac{}{z}\right)^2$$
One then easily checks that if $`\varphi J_{w,k}`$ then
$$\left(𝒪+\frac{(w1/2)}{2i\mathrm{}\tau }\right)\varphi $$
transforms according the the Jacobi transformation laws of weight $`(w+2)`$ and index $`k`$. By composing operators of this type and “normal ordering” one can show that
$$\underset{j=0}{\overset{\mathrm{}}{}}\frac{\mathrm{\Gamma }(n+1)\mathrm{\Gamma }(n+w1/2)}{j!\mathrm{\Gamma }(n+1j)\mathrm{\Gamma }(n+w\frac{1}{2}j)}\left(\frac{1}{2i\mathrm{}\tau }\right)^j𝒪^{nj}$$
maps an element of $`J_{w,k}`$ to a function (in general, nonholomorphic) which transforms according to the Jacobi transformation rules with weight $`w+2n`$ and index $`k`$, at least for $`n`$ integral. On the other hand, for $`w`$ integral and $`n=3/2w`$ the expression above simplifies to a single term $`𝒪^{3/2w}`$, where the latter should be interpreted as a pseudodifferential operator.
Definition (The fareytail transform): We define the fareytail transform $`FT(\varphi )`$ of $`\varphi J_{w,k}`$ to be $`FT(\varphi ):=|𝒪^{3/2w}|\varphi `$. We also use the notation $`\stackrel{~}{\varphi }=FT(\varphi )`$.
Note that if $`\varphi `$ is a weak Jacobi form and we define the polar part of $`\varphi `$ to be:
$$\varphi ^{}:=\underset{4kn\mathrm{}^2<0}{}c(n,\mathrm{})q^ny^{\mathrm{}}$$
then $`(FT(\varphi ))^{}=FT(\varphi ^{})`$.
As pointed out to us by Don Zagier, it turns out that $`FT(\varphi )`$ is not a (weak) Jacobi form. Nevertheless, it is related to a truncated Poincaré series as we explain in the next section.
4. The Rademacher expansion as a formula in statistical mechanics
As we discussed in the introduction, in statistical mechanics the canonical and microcanonical ensemble partition functions are related by an inverse Laplace transform:
$$N(E)=\frac{1}{2\pi i}_{ϵi\mathrm{}}^{ϵ+i\mathrm{}}Z(\beta )e^{2\pi \beta E}𝑑\beta .$$
In this section we cast the Rademacher series into a form closely related to (4.1).
Consider the first formulation, (2.1) to (2.1) for $`(n+\mathrm{\Delta }_\nu )>0`$. We can make the change of variable in (2.1)
$$\beta \frac{n+\mathrm{\Delta }_\nu }{m+\mathrm{\Delta }_\mu }\beta =\frac{n+\mathrm{\Delta }_\nu }{|m+\mathrm{\Delta }_\mu |}\beta $$
which is valid as long as it does not shift the contour through singularities of the integrand.
In the formula below we will find that $`Z(\beta )`$ has a singularity at $`\beta =0`$, so we must have $`\frac{n+\mathrm{\Delta }_\nu }{m+\mathrm{\Delta }_\mu }`$ real and positive. Since $`(m+\mathrm{\Delta }_\mu )<0`$ this means we can only make the change of variable (4.1) for $`(n+\mathrm{\Delta }_\nu )>0`$. The contour deformations are valid in this case (for $`w<2`$) so we can write:
$$(n+\mathrm{\Delta }_\nu )^{1w}F_\nu (n)=\frac{1}{2\pi i}_{ϵ^+i\mathrm{}}^{ϵ^++i\mathrm{}}\widehat{Z_\nu }(\beta )e^{2\pi \beta (n+\mathrm{\Delta }_\nu )}𝑑\beta $$
with
$$\begin{array}{cc}\hfill \widehat{Z_\nu }(\beta )=2\pi \underset{0d/c<1}{}& \underset{m+\mathrm{\Delta }_\mu <0}{}\left(c\beta id\right)^{w2}\hfill \\ \hfill M(\gamma _{c,d})_{\nu \mu }^1e^{2\pi i(m+\mathrm{\Delta }_\mu )(a/c)}|m+\mathrm{\Delta }_\mu |^{1w}F_\mu (m)& \mathrm{exp}\left[(2\pi )\frac{|m+\mathrm{\Delta }_\mu |}{c(c\beta id)}\right]\hfill \end{array}$$
In this equation we can take $`c>0`$ and since $`Re(\beta )>0`$ we can use the principal branch of the logarithm to define $`(c\beta id)^{w2}`$ when $`w`$ is non-integral.
We now use this to derive the “statistical-mechanics” version of the Rademacher formula for weak Jacobi forms. These have an expansion of the form (3.1) so we aim to give a formula of the form:
$$\stackrel{~}{c}(n,\mathrm{})=_0^1𝑑\omega e^{2\pi i\mathrm{}\omega }_{ϵi\mathrm{}}^{ϵ+i\mathrm{}}\frac{d\beta }{2\pi i}e^{2\pi \beta n}\widehat{𝒵}_\varphi (\beta ,\omega )$$
where $`\stackrel{~}{c}`$ are related to $`c`$ by the fareytail transform (1.1). The basic idea of the derivation is to use the decomposition (3.1) and apply the generalized Rademacher series to the vector of modular forms given in (3.1). After some manipulation we find:
$$\begin{array}{cc}\hfill \widehat{𝒵}_\varphi (\beta ,\omega )=2\pi i(1)^{w+1}\underset{0d/c<1}{}& \underset{\mu =k+1}{\overset{k}{}}\underset{m:4km\mu ^2<0}{}\stackrel{~}{c}_\mu (4km\mu ^2)\hfill \\ \hfill \left(c\tau +d\right)^{w3}\mathrm{exp}\left[4\pi |m\frac{\mu ^2}{4k}|\frac{1}{2i}\frac{a\tau +b}{c\tau +d}\right]& \mathrm{exp}[2\pi ik\frac{c\omega ^2}{c\tau +d}]\theta _{\mu ,k}(\frac{\omega }{c\tau +d},\frac{a\tau +b}{c\tau +d})\hfill \end{array}$$
Recall that $`\tau =i\beta `$ in this formula. We will refer to our result (4.1) as the Jacobi-Rademacher formula. The most efficient way to proceed here is to work backwards by evaluating the right-hand-side of (4.1) and comparing to (4.1). The reader should note that the meaning of $`w`$ has changed in this equation, and it now refers to the weight of the Jacobi form: $`w((4.1))=w((4.1))+\frac{1}{2}`$. In particular, for the case of the elliptic genus $`w((4.1))=\frac{1}{2}`$ and $`w((4.1))=0`$. Finally, we must stress that the derivation of equation (4.1) is only valid for $`n\mathrm{}^2/4k>0`$.
It is useful to rewrite (4.1) in terms of the slash operator. In general the slash operator for Jacobi forms of weight $`w`$ and index $`k`$ is defined to be :
$$\left(p|_{w,k}\gamma \right)(\tau ,z):=(c\tau +d)^w\mathrm{exp}\left[2\pi ik\frac{cz^2}{c\tau +d}\right]p(\frac{a\tau +b}{c\tau +d},\frac{z}{c\tau +d})$$
Using this we can write
$$\widehat{𝒵}_\varphi =\underset{(\mathrm{\Gamma }_{\mathrm{}}\backslash \mathrm{\Gamma }/\mathrm{\Gamma }_{\mathrm{}})_0^{}}{}\stackrel{~}{\varphi }^{}|_{3w,k}\gamma $$
where we define the polar part to be
$$\stackrel{~}{\varphi }^{}(\tau ,z):=\underset{4km\mathrm{}^2<0}{}\stackrel{~}{c}_{\mathrm{}}(4km\mathrm{}^2)e^{2\pi im\tau +2\pi i\mathrm{}z}.$$
Here $`\mathrm{\Gamma }=SL(2,\text{ZZ})`$, not $`PSL(2,\text{ZZ})`$, the notation $`(\mathrm{\Gamma }_{\mathrm{}}\backslash \mathrm{\Gamma }/\mathrm{\Gamma }_{\mathrm{}})_0`$ means that $`c0`$, and the prime indicates we omit the class of $`\gamma =1`$.
As with the full Jacobi form $`\varphi `$ we can use spectral flow to decompose the polar part in terms of a finite sum of theta functions:
$$\begin{array}{cc}\hfill \stackrel{~}{\varphi }^{}& :=\underset{\mu =1}{\overset{k}{}}\stackrel{~}{h}_\mu ^{}\mathrm{\Theta }_{\mu ,k}^+\hfill \\ \hfill \stackrel{~}{h}_\mu ^{}& =\underset{m:4km\mu ^2<0}{}\stackrel{~}{c}_\mu (4km\mu ^2)\mathrm{exp}\left[2\pi i(m\frac{\mu ^2}{4k})\tau \right]\hfill \\ \hfill \mathrm{\Theta }_{\mu ,k}^+(z,\tau )& :=\theta _{\mu ,k}(z,\tau )+\theta _{\mu ,k}(z,\tau )1|\mu |<k\hfill \\ \hfill \mathrm{\Theta }_{k,k}^+(z,\tau )& :=\theta _{k,k}|\mu |=k\hfill \end{array}$$
As in equations (1.1) to (1.1) of the introduction the relation between the microcanonical and canonical ensemble differs slightly from the relation between the Fourier coefficients and the truncated Poincaré series $`\widehat{𝒵}_\varphi `$. In order to write the full canonical partition function we extend the sum in (4.1), interpreted as a sum over reduced fractions $`0c/d<1`$ to a sum over all relatively prime pairs of integers $`(c,d)`$ with $`c0`$. (For $`c=0`$ we only have $`d=1`$.) Let us call the result $`𝒵_\varphi `$. In order to produce a truly modular object we must also allow for $`c<0`$, that is, we must sum over $`\mathrm{\Gamma }_{\mathrm{}}\backslash SL(2,\text{ZZ})`$. Extending the sum in this way produces zero, because the summand is odd under $`(c,d)(c,d)`$, and thus we fail to produce a Jacobi form whose Fourier coefficients match those of $`FT(\varphi )`$, for $`n\mathrm{}^2/4k>0`$. This is just as well, since, as pointed out to us by Don Zagier, $`FT(\varphi )`$ is not a Jacobi form.
5. Physical interpretation in terms of IIB string theory on $`AdS_3\times S^3\times K3`$
Let us apply the the Jacobi-Rademacher formula to the elliptic genus $`\chi `$ for $`\mathrm{Sym}^k(K3)`$. In this case $`w=0`$ and (4.1) becomes
$$\begin{array}{cc}\hfill 𝒵_\chi (\beta ,\omega )=2\pi i\underset{(c,d)=1,c0}{}& \underset{\mu =1}{\overset{k}{}}\underset{4km\mu ^2<0}{}\stackrel{~}{c}_\mu (4km\mu ^2;\mathrm{Sym}^k(K3))\hfill \\ \hfill \left(c\tau +d\right)^3\mathrm{exp}\left[2\pi i\left(m\frac{\mu ^2}{4k}\right)\frac{a\tau +b}{c\tau +d}\right]& \mathrm{exp}[2\pi ik\frac{c\omega ^2}{c\tau +d}]\mathrm{\Theta }_{\mu ,k}^+(\frac{\omega }{c\tau +d},\frac{a\tau +b}{c\tau +d})\hfill \end{array}$$
We claim that (5.1) has the interpretation as a sum over Euclidean geometries in the effective supergravity obtained by reducing IIB string on $`AdS_3\times S^3\times K3`$. The reasoning is the following: We begin with the trace for the $`(4,4)`$ CFT with target space $`\mathrm{Sym}^k(K3)`$:
$$Z_{RR}(\tau ,\stackrel{~}{\tau },\omega ,\stackrel{~}{\omega })=\mathrm{Tr}_{RR}e^{2\pi i\tau (L_0c/24)}e^{2\pi i\stackrel{~}{\tau }(\stackrel{~}{L}_0c/24)}e^{2\pi i\omega J_0}e^{2\pi i\stackrel{~}{\omega }\stackrel{~}{J}_0}(1)^F$$
As is standard, this trace can be represented as a partition function of the $`(4,4)`$ CFT on the torus. $`\tau `$ specifies the conformal structure of the torus relative to a choice of homology basis for space and time, while the fermion boundary conditions relative to this basis are
$$e^{2\pi i\omega }\underset{+}{\text{ }\text{ }\text{}\text{ }\text{ }\text{ }}e^{2\pi i\stackrel{~}{\omega }}\underset{+}{\text{ }\text{ }\text{}\text{ }\text{ }\text{ }}$$
By spectral flow $`\omega \omega +\tau /2`$ we may relate this to $`Z_{NSNS}`$ with boundary conditions
$$e^{2\pi i\omega }\underset{}{\text{ }\text{ }\text{}\text{ }\text{ }\text{ }}e^{2\pi i\stackrel{~}{\omega }}\underset{}{\text{ }\text{ }\text{}\text{ }\text{ }\text{ }}$$
the precise relation being
$$Z_{RR}(\tau ,\omega ;\stackrel{~}{\tau },\stackrel{~}{\omega })=(q\overline{q})^{k/4}y^k\stackrel{~}{y}^kZ_{NSNS}(\tau ,\omega +\frac{1}{2}\tau ;\stackrel{~}{\tau },\stackrel{~}{\omega }+\frac{1}{2}\stackrel{~}{\tau })$$
where $`Z_{NSNS}`$ is defined as in (5.1) in the NSNS sector<sup>6</sup> Note that a complex $`\omega `$ in (5.1) is equivalent to inserting a phase $`e^{2\pi i\omega _1}`$ in the vertical direction and a phase $`e^{2\pi i\omega _2}`$ in the horizontal direction with $`\omega =\omega _1+\tau \omega _2`$, where $`\omega _1,\omega _2`$ are real. In other words $`e^{2\pi i\omega }\underset{+}{\text{ }\text{ }\text{}\text{ }\text{ }\text{ }}=e^{2\pi i\omega _1}\underset{e^{2\pi i\omega _2}}{\text{ }\text{ }\text{}\text{ }\text{ }\text{ }}`$. Note that $`\omega `$ is inserted relative to $`(1)^F`$.
Now we use the AdS/CFT correspondence . The conformal field theory partition function is identified with a IIB superstring partition function. The reduction on $`AdS_3\times S^3\times K3`$ leads to an infinite tower of massive propagating particles and a “topological multiplet” of extended $`AdS_3`$ supergravity . The latter is described by a super-Chern-Simons theory , in the present case based on the supergroup $`SU(2|1,1)_L\times SU(2|1,1)_R`$ . The modular parameter $`\tau `$ and the twists in (5.1) are specified in the supergravity partition function through the boundary conditions on the fields in the super Chern-Simons theory. These involve the metric, the $`SU(2)_L\times SU(2)_R`$ gauge fields, and the gravitini. The boundary conditions are as follows:
1. The path integral over 3d metrics will involve a sum over asymptotically hyperbolic geometries which bound the torus of conformal structure $`\tau \mathrm{mod}SL(2,\text{ZZ})`$. Thus, we sum over Euclidean 3-metrics with a conformal boundary at $`r=\mathrm{}`$ and
$$ds^2\frac{dr^2}{r^2}+r^2g_{ij}dx^idx^j,$$
where $`g_{ij}`$ is in the conformal class of a torus with modular parameter $`\tau `$, and $`r`$ is a radial coordinate near the conformal boundary.
2. Using the known relation between $`SU(2)`$ Chern-Simons theory and boundary current algebra , in particular, using the evaluation of the wavefunction on the torus given in , we see that the CFT trace with and insertion of $`\mathrm{exp}[2\pi i\omega J_0]`$ entails boundary conditions on $`Asu(2)_L`$:
$$A_udu\frac{\pi }{2\mathrm{}\tau }\omega \sigma ^3du$$
Note that in Chern-Simons theory we specify boundary conditions on $`A_u`$, but leave $`A_{\overline{u}}`$ undetermined. Similarly, we have:
$$\stackrel{~}{A}_{\overline{u}}d\overline{u}\frac{\pi }{2\mathrm{}\tau }\stackrel{~}{\omega }\sigma ^3d\overline{u}$$
3. Finally we must choose boundary conditions for the spinors, in particular for the gravitini in the fermionic part of the $`SU(2|1,1)_L\times SU(2|1,1)_R`$ connection. (These become the supercurrents in the boundary CFT.) Since these fermions are coupled to the $`SU(2)_L\times SU(2)_R`$ gauge fields the fermion conditions can be shifted by turning on a flat connection. If the boundary conditions on the gauge fields are given by (5.1)(5.1) and we wish to compute $`Z_{RR}`$, then the fermion boundary conditions should be as in (5.1), but since we wish to specialize to the elliptic genus then we must put $`\stackrel{~}{\omega }=0`$ in (5.1), leaving us with
$$e^{2\pi i\omega }\underset{+}{\text{ }\text{ }\text{}\text{ }\text{ }\text{ }}+\underset{+}{\text{ }\text{ }\text{}\text{ }\text{ }\text{ }}.$$
There are many geometries that contribute to this partition function. Let us first start by discussing the simplest ones. The simplest of these geometries are the ones which can be obtained as solutions of the $`SU(2|1,1)^2`$ Chern Simons theory. This Chern Simons theory is a consistent truncation of the six dimensional supergravity theory. So a solution of the Chern Simons theory will also be a solution of the six dimensional theory. These solutions correspond to choosing a way to fill in the torus. This corresponds to picking a primitive one cycle $`\gamma _r`$ and filling in the torus so that $`\gamma _r`$ is contractible. The $`U(1)_L`$ gauge connection is flat; in a suitable gauge it just a given by constant $`A_u`$ and $`A_{\overline{u}}`$. As we said above the constant value of $`A_u`$ corresponds to the parameter $`\omega `$ in the partition function through (5.1). In the classical solution $`A_{\overline{u}}`$ is determined by demanding that the full configuration is non-singular. This translates into the condition that the Wilson line for a unit charge particle around the contractible cycle is minus one, in other words
$$e^{i_{\gamma _r}A}=1.$$
This ensures that we will have a non-singular solution because the particles that carry odd charge are fermions which in the absence of a Wilson line were periodic around $`\gamma _r`$. With this particular value of the Wilson line they are anti-periodic, but this is precisely what we need since the geometry near the region where $`\gamma _r`$ shrinks to zero size looks like the origin of the plane. All that we have said for the $`U(1)_L`$ gauge field should be repeated for the $`U(1)_R`$ gauge field. Since there are fermions that carry charges $`(1,0)`$ or $`(0,1)`$ we get the condition (5.1) for both $`U(1)_{L,R}`$ connections. In this way we resolve the paradox that the $`(++)`$ spin structure in (5.1) cannot be filled in. For more details on these solutions in the Lorentzian context, see . Note that there is an infinite family of solutions that solves (5.1) since we can always add a suitable integer to $`A_{\overline{u}}`$. This corresponds to doing integral units of spectral flow. For the purposes of this discussion we can take the $`k\mathrm{}`$ limit, and in this limit one can examine the classical equations, and hence specify the values of both $`A_u`$ and $`A_{\overline{u}}`$. Note that the final effective boundary conditions of the supergravity fields depends on both $`A_u`$ and $`A_{\overline{u}}`$. In particular, they are not purely given in terms of the field theory boundary conditions (which is the information contained in $`A_u`$).<sup>7</sup> Note that this geometry is basically Euclidean $`AdS_3\times S^3`$ with an identifiction in the time direction. This is sometimes loosely refered to as the “NS vacuum”. Nevertheless it also corresponds to a particular RR vacuum, the one with maximal angular momentum . From the boundary field theory point of view we know that the NS sector and the RR sector are related by a simple spectral flow transformation that only changes the $`U(1)`$ charge of the state. The bosonic field corresponding to the bosonized $`N=2`$ U(1) currrent on the boundary is a singleton living on the boundary of $`AdS`$. So configurations in the boundary theory which only differ by the charge under this $`U(1)`$ are identical in the interior of $`AdS`$. The final boundary conditions for the fermions in the supergravity theory depend also on the particular state that we are considering. The simple solutions that we have been discussing correspond to the $`m=0`$ and $`\mu =k`$ term in (5.1). The sum over all possible contractible cycles corresponds to the sum over $`c,d`$ in (5.1). And the sum over integer values of spectral flow corresponds to the different terms in the sum over integers in the theta function in (5.1). Note that from the point of view of an observer in the interior all these solutions are equivalent, (up to a coordinate transformation), to Euclidean $`(AdS_3\times S^3)/\text{ZZ}`$. There is, however, nontrivial information in this sum since we saw that it is crucial for recovering the full partition function of the theory.
Now that we have discussed the simpest solutions we can ask about all the other terms, i.e. about the sum over $`m,\mu `$ in (5.1). These correspond to adding particles to the solutions described in the above paragraph. These particles are not contained in the Chern Simons theory. The six dimensional theory, reduced on $`S^3`$ gives a tower of KK fields that propagate on $`AdS_3`$. If we compute the elliptic genus for them only a very small subset contributes. From the point of view of the Chern Simons theory adding these particles is like adding Wilson lines for the $`U(1)`$ connection . <sup>8</sup> Note that the Chern Simons description only makes sense for distances much larger than the $`AdS`$ radius since some of the particles in question have compton wavelengths of the order of the AdS radius. In this case we do not have the relation (5.1) near the boundary. This is not a problem since the connection is not flat any longer in the full spacetime. It is possible to find complete non-singular six (or ten) dimensional solutions which correspond to various combinations of $`RR`$ ground states .
In the next several sections we discuss the physical interpretation of various aspects of the formula (5.1) to justify the claim that (5.1) takes exactly the form expected from an evaluation of the partition function of type IIB string theory on $`AdS_3\times S^3\times K3`$.
5.1. Interpreting the sum over $`d/c`$
We interpret the sum over relatively prime integers $`(c,d)`$ as a sum over the “$`SL(2,\text{ZZ})`$ family of black holes” discussed by Maldacena and Strominger in . Since this subject is apt to cause confusion we will be somewhat pedantic in this section, where we explain why we sum over $`(c,d)`$ and not all of $`SL(2,\text{ZZ})`$.
Recall that we can identify Euclidean $`AdS_3`$, denoted by $`\mathrm{IH}`$, as the space of Hermitian matrices
$$𝐗=\mathrm{}^1\left(\begin{array}{cc}T_1+X_1& X_2+iT_2\\ X_2iT_2& T_1X_1\end{array}\right)$$
with $`X_i,T_i`$ real and $`det𝐗=1`$. Here $`\mathrm{}`$ is the $`AdS`$ radius, for simplicity we usually choose units where $`\mathrm{}=1`$.
We introduce global variables on $`\mathrm{IH}`$ via the Gauss decomposition
$$𝐗=\left(\begin{array}{cc}h+w\overline{w}/h& w/h\\ \overline{w}/h& 1/h\end{array}\right)=\left(\begin{array}{cc}1& w\\ 0& 1\end{array}\right)\left(\begin{array}{cc}h& 0\\ 0& h^1\end{array}\right)\left(\begin{array}{cc}1& 0\\ \overline{w}& 1\end{array}\right)$$
Here $`h0`$, and $`\overline{w}\text{ }\mathrm{C}`$ the complex conjugate of $`w`$. Since $`(T_1\pm X_1)0`$ we can always solve for $`h,w,\overline{w}`$ so these coordinates cover $`\mathrm{IH}`$ once. There are two connected components of $`\mathrm{IH}`$ and we restrict attention to the connected component defined by $`h>0`$. The metric becomes:
$$ds^2=\frac{1}{h^2}(dwd\overline{w}+dh^2)$$
which is the standard model of hyperbolic space.
We now study the BTZ group action . Abstractly, this is just an action of the additive group ZZ on $`\mathrm{IH}`$. A generator acts as
$$𝐗\left(\begin{array}{cc}e^{i\pi \tau }& 0\\ 0& e^{i\pi \tau }\end{array}\right)𝐗\left(\begin{array}{cc}e^{i\pi \overline{\tau }}& 0\\ 0& e^{i\pi \overline{\tau }}\end{array}\right):=\rho (\tau )𝐗\rho (\tau )^{}$$
where we must choose $`\mathrm{}\tau >0`$ for a properly discontinuous action. The BTZ group acts as isometries in the hyperbolic metric. In the coordinates (5.1) the BTZ group action (5.1) is
$$\begin{array}{cc}\hfill wqw& he^{2\pi (\mathrm{}\tau )}h\hfill \end{array}$$
From (5.1) it is now clear that the group action is not properly discontinuous at $`w=0,h=0`$. Therefore, we restrict to the domain $`\mathrm{IH}^{}`$ defined by $`h>0`$ and $`h=0,w0`$ and take the quotient by ZZ. The quotient space $`\mathrm{IH}^{}/\text{ZZ}`$ is a solid torus with a boundary two-torus: The identification $`wqw`$ in $`\text{ }\mathrm{C}^{}`$ defines a torus, then $`h>0`$ fills it in.
We claim the the modular parameter of the torus at the conformal boundary $`h=0`$ is naturally given by $`\tau `$, up to an ambiguity $`\tau \tau +\text{ZZ}`$. Recall that the modular parameter of a torus is only defined up to a $`PSL(2,\text{ZZ})`$ transformation until one chooses an oriented homology basis. Once we choose $`a`$ and $`b`$-cycles (in that order!) we can define $`\tau :=_b\omega /_a\omega `$ where $`\omega `$ is a globally nonvanishing holomorphic 1-form. When we are presented with a solid torus then there is a unique primitive contractible cycle. We take this to be the $`a`$-cycle. There is no unique noncontractible primitive cycle; any two differ by an integral multiple of the $`a`$-cycle. These different choices are related by diffeomorphisms of the solid torus which become Dehn twists about the $`a`$-cycle on the boundary. Thus, a choice of filling in the torus to a solid torus defines a modular parameter up to $`\tau \tau +\text{ZZ}`$. Now consider the quotient geometry $`\mathrm{IH}^{}/\text{ZZ}`$. From (5.1) the unique primitive contractible cycle is $`w(s)=w_0e^{2\pi is}`$, $`h(s)=h_0`$. (Note that by making $`h_0`$ large we can make the length arbitrarily small.) One choice of noncontractible cycle is $`w(s)=\mathrm{exp}[2\pi i\tau s]w_0`$, joining $`w_0`$ to $`q^1w_0`$. With this choice of b-cycle the modular parameter is $`\tau `$.
Now we would like to make a connection to the physics of black holes and thermal AdS. To begin we use the decomposition
$$\begin{array}{cc}\hfill 𝐗& =\left(\begin{array}{cc}e^u& 0\\ 0& e^u\end{array}\right)\left(\begin{array}{cc}\mathrm{cosh}\rho & \mathrm{sinh}\rho \\ \mathrm{sinh}\rho & \mathrm{cosh}\rho \end{array}\right)\left(\begin{array}{cc}e^{\overline{u}}& 0\\ 0& e^{\overline{u}}\end{array}\right)\hfill \end{array}$$
where $`\rho 0`$ and $`u\text{ }\mathrm{C}`$. Comparing to (5.1) we have $`w=e^{2u}\mathrm{tanh}\rho `$. In these coordinates the metric takes the form
$$ds^2=\mathrm{sinh}^2\rho (dud\overline{u})^2+\mathrm{cosh}^2\rho (du+d\overline{u})^2+d\rho ^2$$
These coordinates cover $`\mathrm{IH}^{}`$ once, and therefore give global coordinates if we identify
$$2u2u+2\pi inn\text{ZZ}$$
By the above remarks, $`u(s)=i\pi s`$, $`0s1`$ is the unique contractible primitive cycle. On the other hand, the BTZ group action identifies
$$2u2u+2\pi in\tau n\text{ZZ}$$
and defines one (of many) primitive noncontractible cycles. We will refer to (5.1) as the “BTZ cycle.” The metric at $`\rho \mathrm{}`$ is $`ds^2e^{2\rho }|du|^2+(d\rho )^2`$ and, with respect to the homology basis (contractible cycle, BTZ cycle) the modular parameter is $`\tau `$.
So far we have only done geometry and no physics. The physics comes in when we introduce coordinates we want to call “space” and “time.” There is a unique complete, smooth, infinite volume hyperbolic 3-manifold with conformal boundary a single torus with Teichmüller parameter $`\tau `$ . Nevertheless, for physics we must identify space and time, and physical quantities such as the gravitational action discussed in section 5.3 below are not invariant under global diffeomorphisms.
Suppose we define
$$2u=i(\varphi +it_E)$$
with $`\varphi ,t_E`$ real. The notation suggests that $`\varphi `$ is a spatial angular coordinate and $`t_E`$ is a Euclidean time. The identification (5.1) becomes
$$\begin{array}{cc}\hfill \varphi & \varphi +2\pi n,\hfill \\ \hfill t_E& t_E,n\text{ZZ}\hfill \end{array}$$
The BTZ group action (5.1) becomes the identification of Euclidean time with a spatial twist:
$$\begin{array}{cc}\hfill \varphi & \varphi +2\pi n\tau _1,\hfill \\ \hfill t_E& t_E+2\pi n\tau _2,n\text{ZZ}\hfill \end{array}$$
The spatial ($`\varphi `$) cycle (5.1) is the unique primitive contractible cycle. Substituting (5.1) into (5.1) we recognize the Euclidean thermal AdS.
On the other hand, we could instead define coordinates on $`\mathrm{IH}^{}/\text{ZZ}`$ using (5.1):
$$2u:=(\tau _2\varphi +\tau _1t_E)+i(\tau _1\varphi \tau _2t_E)=+i\tau (\varphi +it_E)$$
In these coordinates the identification (5.1) is equivalent to
$$\begin{array}{cc}\hfill \varphi & \varphi +2\pi \mathrm{}(1/\tau )n\hfill \\ \hfill t_E& t_E+2\pi \mathrm{}(1/\tau )nn\text{ZZ}\hfill \end{array}$$
This defines the unique primitive contractible cycle in the solid torus. We call it the time cycle. The BTZ action (5.1) becomes
$$\begin{array}{cc}\hfill \varphi & \varphi +2\pi n,\hfill \\ \hfill t_E& t_E,n\text{ZZ}\hfill \end{array}$$
This defines a choice of noncontractible cycle within the handlebody. We call it the “space cycle.” Note that it is the spatial cycle (5.1) which is a noncontractible cycle: Thus we have a black hole since we have a hole in space. Indeed, identifying $`t_E`$ as Euclidean time and $`\varphi `$ as an angular coordinate we can define the Schwarzschild coordinate $`r`$ via
$$\mathrm{sinh}^2\rho =\frac{r^2\tau _2^2}{|\tau |^2}$$
with $`r\tau _2`$ to get the familiar Euclidean BTZ black hole in Schwarzschild coordinates:
$$\begin{array}{cc}\hfill ds^2& =N^2(r)dt_E^2+N^2(r)dr^2+r^2(d\varphi +N^\varphi (r)dt_E)^2\hfill \\ \hfill N^2(r)& =\frac{(r^2\tau _2^2)(r^2+\tau _1^2)}{r^2}\hfill \\ \hfill N^\varphi & =+\frac{\tau _1\tau _2}{r^2}.\hfill \end{array}$$
Note that, in the second description, if we choose as oriented homology basis (space cycle, time cycle) then the modular parameter is $`1/\tau `$. In this way thermal AdS is related to the BTZ black hole by a modular transformation.
The general story is the following (we are switching here from a passive to an active viewpoint): We wish to find a complete hyperbolic 3-geometry with
1. $`ds^2r^2|d\varphi +idt|^2+\frac{dr^2}{r^2}`$ at $`r\mathrm{}`$.
2. Periodicities $`(\varphi +it)(\varphi +it)+2\pi (n+m\tau )`$, $`n,m\text{ZZ}`$.
3. The unique primitive contractible cycle is defined by $`\mathrm{\Delta }(\varphi +it)=c\tau +d`$, where $`(c,d)=1`$. <sup>9</sup> One must include the special cases $`(c=0,d=1)`$, $`(c=1,d=0)`$.
The solution is to take the BTZ group action with $`\rho (\frac{a\tau +b}{c\tau +d})`$ in (5.1), where
$$\left(\begin{array}{cc}a& b\\ c& d\end{array}\right)SL(2,\text{ZZ}),$$
and to define coordinates
$$2u=\frac{i}{c\tau +d}(\varphi +it)$$
Then the contractible cycle is $`\mathrm{\Delta }(\varphi +it)=2\pi (c\tau +d)`$ and the BTZ cycle is $`\mathrm{\Delta }(\varphi +it)=2\pi (a\tau +b)`$ so, with respect to the homology basis (contractible cycle, BTZ cycle) the modular parameter is $`\frac{a\tau +b}{c\tau +d}`$. The metric is (5.1). Substituting (5.1) into (5.1) we may bring the metric to the BTZ form (5.1) with $`\tau \tau ^{\prime \prime }`$ where
$$\begin{array}{cc}\hfill r^2& =\frac{(c\tau _1+d)^2\mathrm{sinh}^2\rho +(c\tau _2)^2\mathrm{cosh}^2\rho }{|c\tau +d|^4}\hfill \\ \hfill \tau ^{\prime \prime }& =\pm \frac{1}{c\tau +d}\hfill \end{array}$$
where the sign in the second line is determined by $`\mathrm{}\tau ^{\prime \prime }>0`$.
Finally, we may attempt to interpret the constraint $`c0`$ as follows: Modular transformations with $`(c,d)`$ and $`(c,d)`$ differ by the transformation $`\gamma =1`$. While this is an orientation preserving transformation of the boundary, it can only be extended as a diffeomorphism of the handlebody if it is extended as an orientation reversing diffeomorphism. For some reason, which should be more clearly explained, we only sum over bounding geometries with fixed induced orientation.
The above construction of the “$`SL(2,\text{ZZ})`$ family of black holes” of shows that the family is perhaps more accurately described as a $`(\mathrm{\Gamma }_{\mathrm{}}\backslash \mathrm{\Gamma })_0`$ family of choices of contractible cycle for the torus at infinity. (The subscript $`0`$ indicates we only keep $`c0`$.) The geometries are really labelled by a pair of relatively prime integers $`(c,d)`$ telling which cycle of the torus at infinity should be considered to be the contractible cycle.
5.2. Interpreting the sum on $`\mu ,m`$
We now come to the physical interpretation of the sum over quantum numbers $`(m,\mu )`$ with $`4km\mu ^2<0`$. We will interpret the sum on $`\mu `$ as arising from black holes which are spinning in the internal $`S^3`$ directions.
5.2.1.CFT description
First, let us clarify the meaning of the sum on $`(m,\mu )`$ from the CFT viewpoint. It is useful to look at these quantum numbers in both the NS and R sectors. The two descriptions are related, of course, by spectral flow.
Fig. 1: The shaded region contains the points $`(m,\mathrm{})`$ contributing to the Jacobi-Rademacher formula. There are several points in this region.
Fig. 2: The shaded region is the NS sector particle region. It is obtained from fig. 1 by spectral flow by $`\theta =+\frac{1}{2}`$. The straight line describes the left chiral primary states, and all other states of the theory lie above this line. The parabola describes the cosmic censorship bound for black holes rotating in the $`S^3`$ directions. All black holes lie on or above the parabola. There is an extremal black hole state that is also a chiral primary with angular momentum $`J_0=k`$.
In the Ramond sector we plot $`m=L_0k/4`$ against $`\mathrm{}`$ in fig. 1. The key region is: $`m0,|\mathrm{}|k`$, $`k^24km\mathrm{}^2<0`$, and we will refer to this as the “Ramond sector particle region,” for reasons which will become clear in a moment. Physical states correspond to integral values of $`m,\mathrm{}`$. All the topological states with $`m=0`$ contribute, except for $`(m=0,\mathrm{}=0)`$. From the $`𝒩=4`$ character formulae of one can check that other states besides just the $`𝒩=4`$ descendents of topological states at $`m=0`$ will contribute to the elliptic genus.
Now let us compare things in the NS sector. Recall $`4kL_0J_0^2`$ is a spectral flow invariant. One should be careful to distinguish $`m`$ from $`L_0`$ since they differ by $`m=L_0k/4`$ so that
$$4km\mathrm{}^2=4kL_0J_0^2k^2.$$
The region in the NS sector is obtained by spectral flow and is illustrated in fig. 2. For flow by $`\theta =+\frac{1}{2}`$ we get:
$$\begin{array}{cc}\hfill 04kL_0^{NS}(J_0^{NS})^2<k^2& \\ \hfill 0J_0^{NS}2k& \end{array}$$
Physical states satisfy $`(J_0,L_0)\text{ZZ}\times \frac{1}{2}\text{ZZ}_+`$ with $`L_0\frac{1}{2}J_0\text{ZZ}_+`$.
It is interesting to see which chiral primary points $`(J_0,L_0)`$ contribute to the sum in the Jacobi-Rademacher series. For a chiral primary $`L_0=J_0/2`$ so the spectral flow invariant (5.1) becomes $`(J_0k)^2`$. Thus, all but the middle $`𝒩=2`$ chiral primaries with $`J_0=k`$ contribute. The point $`(J_0,L_0)=(k,\frac{1}{2}k)`$ is a distinguished point. These are the quantum numbers of a state which is both a chiral primary and - as we will discuss - a black hole. It does not contribute to the Rademacher sum because the restriction on the sum in (5.1) is given by a strict inequality. This is also the value of $`J_0`$ at which the number of chiral primaries is a maximum. For an antichiral primary the spectral flow invariant is $`(J_0+k)^2`$ and a similar discussion applies.
Fig. 3: A more symmetric presentation of the NS particle region. By integer spectral flow (3.1) with $`\theta =1`$ we can map the upper region in fig. 2 to the left, producing a domain symmetric about the $`L_0`$ axis.
5.2.2.Supergravity interpretation
Now let us turn to the supergravity solutions which should contribute in the ADS/CFT correspondence. The Jacobi-Rademacher series involves a sum over quantum numbers of the $`SU(2)_L`$ part of the $`SU(2|1,1)`$ AdS algebra. In supergravity these quantum numbers are associated with the $`SU(2)_L`$ Kaluza-Klein gauge theory from isometries of $`S^3=SU(2)`$ in the 6d geometry $`AdS_3\times S^3`$. Therefore, we should study supergravity solutions which are locally $`AdS_3\times S^3`$ and associated to spinning black holes. These have been discussed by Cvetic and Larsen , and their solution may be summarized as follows. The Lorentz-signature geometry is given by a metric of the form
$$ds^2=ds_{BTZ}^2+A^aA^b(K^a,K^b)+A^aK_a+K_aA^a+ds_{S^3}^2$$
where $`a`$ is an adjoint $`so(4)`$ index and $`K^a`$ are $`so(4)`$ Killing vectors for the round metric $`ds_{S^3}^2`$ and $`K_a`$ are the dual one-forms. Explicitly, we write the metric on $`S^3`$ as
$$ds_{S^3}^2=d\varphi ^2+d\psi ^2+d\theta ^2+2\mathrm{cos}\theta d\varphi d\psi $$
in terms of the standard <sup>10</sup> Warning: uses the same notation for angles which are not Euler angles. We have $`\psi ^{C.L.}=\frac{1}{2}(\psi +\varphi ),\varphi ^{C.L.}=\frac{1}{2}(\psi \varphi ),\theta ^{C.L.}=\frac{1}{2}\theta `$. Euler angle parametrization of $`gSU(2)`$:
$$g(\varphi ,\theta ,\psi ):=\mathrm{exp}[i\frac{1}{2}\varphi \sigma ^3]\mathrm{exp}[i\frac{1}{2}\theta \sigma ^1]\mathrm{exp}[i\frac{1}{2}\psi \sigma ^3],0\psi 4\pi ,0\varphi 2\pi ,0\theta \pi .$$
In these coordinates, $`K_{3,L}=d\psi +\mathrm{cos}\theta d\varphi ,K_{3,R}=d\varphi +\mathrm{cos}\theta d\psi `$, are dual to $`K^{3,L}=\frac{}{\psi },K^{3,R}=\frac{}{\varphi }`$, respectively. $`ds_{BTZ}^2`$ is the standard Lorentz-signature BTZ black hole with coordinates $`t,r,\varphi _b`$, $`rr_+`$, $`\varphi _b\varphi _b+2\pi `$. In these coordinates the Kaluza-Klein gauge fields are given by
$$\begin{array}{cc}\hfill A_L^a& =4\delta ^{a,3}\frac{j_L}{k}(dt+d\varphi _b)\hfill \\ \hfill A_R^a& =4\delta ^{a,3}\frac{j_R}{k}(dtd\varphi _b)\hfill \end{array}$$
Notice that $`A_L,A_R`$ are left- and right-chiral flat gauge fields on the family of tori at fixed $`r`$ foliating the BTZ black hole. They have nontrivial monodromy around the spatial cycle but, because there is a hole in space, there is no singularity in the geometry. Moreover, they can be removed by an improper gauge transformation on the $`S^3=SU(2)`$ coordinate $`g(\varphi ,\theta ,\psi )`$ by:
$$g\stackrel{~}{g}:=e^{i\frac{j_L}{k}(t+\varphi _b)\sigma ^3}ge^{i\frac{j_R}{k}(t\varphi _b)\sigma ^3}$$
This is not a good gauge transformation in general since it is not periodic in $`\varphi _b`$. The spins $`j_L\pm j_R`$ are integrally quantized $`so(4)`$ spins in the quantum theory. This transformation brings the metric to the standard $`AdS_3\times S^3`$ form and allows us to complete the solution of the 6d (0,2) supergravity by writing the $`3`$-form fieldstrength (for one of the 5 self-dual $`H`$ fields of the $`(0,2)`$ supergravity from IIB on K3) as:
$$H=dtdrrd\varphi _b+\frac{1}{12\pi }\mathrm{Tr}(\stackrel{~}{g}^1d\stackrel{~}{g})^3$$
Note that when expanded using (5.1) the $`H`$ field will contain terms proportional to $`dt\pm d\varphi _b`$.
In the AdS/CFT correspondence the above geometries correspond to semiclassical states with $`J_0=2j_L,\stackrel{~}{J}_0=2j_R`$. In it is shown that the cosmic censorship bound translates into the inequalities
$$4kL_0J_0^204k\stackrel{~}{L}_0\stackrel{~}{J}_0^20$$
We thus interpret the lattice points $`(\mu ,m)`$ in the particle region of fig. 2 as quantum numbers of particles which are not sufficiently massive to form black holes. The sum over the particle region in the Jacobi-Rademacher formula will thus involve a sum over these particles.
Now let us turn to the analytic continuation of the Cvetic-Larsen solutions. It is important to bear in mind that these represent saddle points in a thermal ensemble, and are not semiclassical descriptions of states with well-defined mass and spin in a quantum gravity Hilbert space. The Euclidean continuation of the BTZ geometry is $`tit_E,\varphi _b\varphi _b,rr,r_+\tau _2,r_{}i\tau _1`$, producing the geometry (5.1). We also continue $`j_L\omega _L,j_R\omega _R`$ where $`\omega _L,\omega _R`$ are complex spin fugacities. The resulting Euclidean solution has several interesting features.
First, the gauge fields are complex. Moreover, after Euclidean continuation the time coordinate $`t_E`$ becomes periodic and the circle of time is contractible in the solid torus topology of (5.1). Thus the flat gauge fields have Wilson-line singularities at the “center” of the solid torus $`r=\tau _2`$, namely $`F_L^a\delta ^{a,3}\omega _L\delta ^{(2)}(t_E,\varphi )`$. Similarly, $`H`$ picks up a singularity, indicating the presence of a string at the Wilson line. The flat gauge fields
$$\begin{array}{cc}\hfill A_L^3& =\omega _L(d\varphi +idt_E)\hfill \\ \hfill A_R^3& =\omega _R(d\varphi idt_E)\hfill \end{array}$$
are precisely of the right form to agree with the boundary conditions on the Euclidean path integral (5.1)(5.1) appropriate for evaluation of the $`SU(2)_L\times SU(2)_R`$ Chern-Simons path integral.
Thus, we propose that the Cvetic-Larsen solutions are saddle point approximations to the geometries that contribute in the AdS path integral dual to the elliptic genus. We incorporate the sum over lattice points $`(m,\mathrm{})`$ in the particle regions of fig. 1, fig. 2, fig. 3 as follows.
In the full theory there are (presumably smooth) 6d or (at shorter distances) 10d geometries which involve particles propagating along “worldlines” $`\gamma `$. At long distances the metric is locally $`AdS_3`$ and best described by a Chern-Simons gauge field $`𝐀`$ of an $`SU(2|1,1)_L\times SU(2|1,1)_R`$ Chern-Simons theory. The particles with worldline $`\gamma `$ are described by the Wilson line $`\mathrm{Tr}P\mathrm{exp}[_\gamma 𝐀]`$. It would be very interesting to find explicit smooth solutions of the 6d $`(0,2)`$ supergravity equations corresponding to these particles. Consistency of this picture demands that we should only sum over particles which themselves do not form black holes. Accordingly, we should include Wilson lines for the representations corresponding to the quantum numbers $`(m,\mathrm{})`$ which are lattice points in the particle region of fig. 2.
Remarks
1. Notice that when we perform the fareytail transform we omit the state with $`(m,\mathrm{})=(0,0)`$. This state is special because it is the unique state that is both a black hole and a chiral primary. From this point of view it seems natural that one should remove it from the partition function so that we get a simple expresion such as (1.1)(5.1).
2. As we have stressed above, the interpretation of the geometries as having an insertion of a Wilson line resolves a paradox regarding the continuation into three dimensions of the odd spin structure on the rightmovers required for computation of the elliptic genus.
3. The physical interpretation of the “worldline” $`\gamma `$ depends on the physical interpretation of the solid torus geometry. If the geometry is that of Euclidean thermal AdS then $`\gamma `$ is indeed a worldline. However, in a black hole geometry, $`\gamma `$ is a spatial cycle at a fixed Euclidean time. Thus the Wilson line is associated with the virtual particles associated with Hawking radiation from the black hole. Indeed, in this interpretation of the spatial Wilson lines they represent a sequence of pair creation processes of the Hawking particles that surround the black hole like a virtual cloud. The contribution of these particles is included through a multi-particle generalization of the Schwinger calculation, and, just as for the original Schwinger calculation, give us information about the probability of pair creation in the gravitational field of the black hole. The fact that the Wilson lines are non-contractible makes clear that the processes involve particle-antiparticle pairs that, in the Euclidean world, go once or more times around the black hole before they again annihilate. The quantum mechanical probabilty of such a process is exponentially suppressed with an exponent that is proportional to the length of this euclidean path, which for the BTZ-black hole is (an integer multiple of) $`\mathrm{Im}\left(1/\tau \right).`$ In this interpretation the black hole Farey tail represents the trace of the density matrix of Hawking particles outside a black hole. Only, just as for the thermal AdS, the trace is again truncated to the subset of those ensembles of Hawking particles which themselves do not form a black hole.
5.2.3.Remark on the particle degeneracies $`c(m,\mathrm{})`$.
Notice that the only remnant of the fact that we have compactified the underlying microscopic superstring theory on a $`K3`$ surface $`X`$ is in the degeneracies $`c(4km\mathrm{}^2;\mathrm{Sym}^kX)`$. The question arises as to whether these degeneracies themselves can be deduced purely from supergravity. In it is shown that, at least for the lattice points of fig. 3 with $`L_0^{NS}\frac{k}{4}`$, the degeneracies can indeed be obtained from Kaluza-Klein reduction of $`IIB`$ supergravity on $`AdS_3\times S^3\times X`$. Extending this result to the full region of fig. 3 is an interesting open problem.
It is also worth stressing that the degeneracies $`c_{\mathrm{}}(4km\mathrm{}^2;\mathrm{Sym}^kX)`$ can be quite large. They can be extracted from the formula
$$\underset{k=0}{\overset{\mathrm{}}{}}p^k\chi (\mathrm{Sym}^kX;q,y)=\underset{n>0,m0,r}{}\frac{1}{(1p^nq^my^r)^{c(nm,r)}}.$$
In particular note that by taking $`q0`$ we get the well-known result of
$$\underset{k=0}{\overset{\mathrm{}}{}}\underset{\mathrm{}=0}{\overset{2k}{}}\chi _{\mathrm{}}(\mathrm{Sym}^kX)p^ky^\mathrm{}k=\underset{n=1}{\overset{\mathrm{}}{}}\frac{1}{(1p^ny^1)^2(1p^n)^{20}(1p^ny^{+1})^2}$$
where $`\chi _{\mathrm{}}(M):=_s(1)^{s+\mathrm{}}h^{s,\mathrm{}}(M)`$ for a manifold $`M`$. Using (5.1) we can obtain degeneracies at $`m=0`$. As we scan $`\mu `$ from $`k`$ to $`0`$ at $`m=0`$ the degeneracies increase from $`c(k^2;\mathrm{Sym}^kX)=k+1`$ to $`\mathrm{exp}[4\pi \sqrt{k}]`$ near $`\mu 0`$. Expressed in terms of the geometry of the D1D5 system, this degeneracy near $`\mu 0`$ is of order $`\mathrm{exp}[4\pi \sqrt{r_1r_5}/g_{str}]`$, in the notation of . In particular, there is a nonperturbatively large “ground state” degeneracy.
5.3. Interpreting the gravitational factor
We now propose that the factor
$$\left(c\tau +d\right)^3\mathrm{exp}\left[2\pi i\left(m\frac{\mu ^2}{4k}\right)\frac{a\tau +b}{c\tau +d}\right]$$
is the contribution of $`SL(2,\text{ }\mathrm{C})`$ Chern-Simons gravity.
Note first that the contribution of the $`SU(2|1,1)`$ Chern-Simons path integral defines a wavefunction on the universal elliptic curve, parametrized by $`(\tau ,\omega )`$. This should be a modular invariant half-density $`Z(\tau ,\omega )d\omega d\tau `$, so the modular transformation law given by $`\left(c\tau +d\right)^3`$ is just right.
We now interpret the remaining exponential as the holomorphic part of the Euclidean gravitational action
$$S=\frac{1}{16\pi G}\left[_Md^3x\sqrt{g}(2\mathrm{\Lambda })+2_MK\right]$$
for a BTZ black hole.
A straightforward computation shows the following. Paying due attention to the identification of space and time with $`a`$,$`b`$-cycles we conclude that if we define the gravitational action of $`BTZ(\tau )`$ (where $`\tau `$ is defined with $`a`$-cycle = contractible cycle) relative to an AdS background <sup>11</sup> The action (5.1) is infinite, even including the boundary term. Thus one actually computes differences of actions for pairs of geometries with diffeomorphic asymptotics. then in fact the gravitational action is:
$$\frac{\pi \mathrm{}}{4G}\mathrm{}(1/\tau ).$$
Using $`\mathrm{}/4G=k`$, the generalization of this result to the $`SL(2,\text{ZZ})`$ family gives the gravitational action
$$\mathrm{exp}[2\pi i\tau ^{}h2\pi i\overline{\tau }^{}\stackrel{~}{h}]$$
where $`\tau ^{}=(a\tau +b)/(c\tau +d)`$. In Cvetić and Larsen show that extremal rotating black holes have $`\stackrel{~}{h}=0`$ and $`h=m\mu ^2/4k`$ so we obtain the expression in (5.1).
5.4. Interpreting the $`SU(2)`$ factor
Finally we interpret the factor
$$\mathrm{exp}[2\pi ik\frac{c\omega ^2}{c\tau +d}]\mathrm{\Theta }_{\mu ,k}^+(\frac{\omega }{c\tau +d},\frac{a\tau +b}{c\tau +d})$$
in (5.1) as the contribution of the $`SU(2)_L`$ Chern-Simons theory to the path integral.
The functions $`\mathrm{\Theta }_{\mu ,k}^+(z,\tau )`$ are closely related to the wavefunctions for $`SU(2)`$ Chern-Simons theory. It follows from the general reasoning of that the $`SU(2)`$ level $`k`$ Chern-Simons path integral on a solid torus may be expanded (as a function of $`z`$) in terms of these functions. This was carried out more explicitly in . One basis for the level $`k`$ $`SU(2)`$ Chern-Simons wavefunctions is given by the characters of affine Lie algebras:
$$\begin{array}{cc}\hfill \mathrm{\Psi }_{\mu ,k}^{CS}(z,\tau )& =\mathrm{exp}\left(\pi k\frac{z^2}{\mathrm{}\tau }\right)\frac{\mathrm{\Theta }_{\mu +1,k+2}(z,\tau )\mathrm{\Theta }_{\mu 1,k+2}(z,\tau )}{\mathrm{\Theta }_{1,2}(z,\tau )\mathrm{\Theta }_{1,2}(z,\tau )}\hfill \end{array}$$
This basis diagonalizes the Verlinde operators and is naturally associated with the path integral on the solid torus with a Wilson line in the spin $`j=\mu /2`$ representation labeling the $`b`$-cycle.
The space of wavefunctions (as functions of $`z`$) spanned by (5.1) is the same as the space spanned by even level $`k`$ theta functions because of the identity <sup>12</sup> The “parafermion” terms $`c_{\mu ,\mu ^{}}(\tau )`$ may themselves be written in terms of higher level thetanullwherte.
$$\frac{\mathrm{\Theta }_{\mu +1,k+2}(z,\tau )\mathrm{\Theta }_{\mu 1,k+2}(z,\tau )}{\mathrm{\Theta }_{1,2}(z,\tau )\mathrm{\Theta }_{1,2}(z,\tau )}=\underset{\mu ^{}=0}{\overset{k}{}}c_{\mu ,\mu ^{}}(\tau )\mathrm{\Theta }_{\mu ^{},k}^+(z,\tau )$$
Now consider the exponential prefactor in (5.1). Take the Chern-Simons wavefunction
$$\mathrm{exp}\left(\pi k\frac{\omega ^2}{\mathrm{}\tau }\right)\mathrm{\Theta }_{\mu ,k}^+(\omega ,\tau )$$
and substitute
$$\omega \frac{\omega }{c\tau +d}\tau \frac{a\tau +b}{c\tau +d}.$$
In the full elliptic genus only rightmoving BPS states contribute. Therefore we can take $`\tau ,\overline{\tau }`$ to be independent and only the term surviving the limit $`\overline{\tau }i\mathrm{}`$ can contribute to the elliptic genus. This limit gives the expression in (5.1):
$$\mathrm{exp}[2\pi ik\frac{c\omega ^2}{c\tau +d}]\mathrm{\Theta }_{\mu ,k}^+(\frac{\omega }{c\tau +d},\frac{a\tau +b}{c\tau +d}).$$
Note that the basis of $`SU(2)`$ Chern-Simons wavefunctions $`\mathrm{\Theta }^+`$ is preferred over the character basis (5.1). The character basis is usually thought of as the preferred basis because it diagonalizes the Verlinde operators. The function $`\mathrm{\Theta }^+`$ sums states at definite values of $`J_{0,L}^3`$ in the current algebra, while (5.1) sums states at definite values of the Casimir, $`j(j+1)`$. From the view of the sum over geometries, the $`\mathrm{\Theta }^+`$ basis is preferred because the geometries are at definite values of $`J_{0,L}^3`$.
5.5. Comparison to previous approaches to the quantum gravity partition function and the Hartle-Hawking wavefunction
It is interesting to compare the above result for the supergravity partition function on the solid torus with the results of more traditional approaches to quantum gravity. The standard approaches, in the context of 3-dimensional gravity are described in .
The elliptic genus is a sum over states. By the AdS/CFT correspondendence these states can be identified with states in the supergravity theory on $`AdS`$, with the $`AdS`$ time defining Hamiltonian evolution. In particular, the quantum gravity has a well-defined Hilbert space!
When time is made Euclidean and periodic it is traditional to replace the sum over states by a sum over Euclidean geometries. What has never been very clear is what class of geometries and topologies one should sum over. In the case of Euclidean geometries bounding a torus this question has been explicitly addressed by Carlip in . In the case of a negative cosmological constant there are finite volume hyperbolic geometries which bound the torus (see, e.g., ). These are hyperbolic three-manifolds with a cusp, i.e. a boundary at $`r=\mathrm{}`$ where the metric behaves as
$$ds^2\frac{1}{r^2}(dr^2+g_{ij}dx^idx^j),$$
This is the opposite behaviour of the one considered in the AdS/CFT correspondence as induced by the D-branes.<sup>13</sup> It would be very interesting to find the appropriate interpretation (if any) of these cusps in the AdS/CFT correspondence. There are no uniqueness theorems for manifolds with this boundary behaviour. The entropy of these geometries overwhelms the action, making the Hartle-Hawking wavefunction ill-defined. In the AdS/CFT formulation of quantum gravity these geometries are eliminated by the boundary condition. The gravitational action of the infinite volume hyperbolic geometry must be regulated, but once this is done the sum over topologies (i.e. the sum over $`(c,d)`$) is well-defined and convergent.
5.6. Puzzles
It will be clear, to the thoughtful reader, that the physical interpretation we have offered for the formula (5.1) is not complete. We record here several puzzles raised by the above discussion.
1. It would be nice to understand more clearly the hypothetical smooth six-dimensional geometries corresponding to “adding particles to black holes.” Related to this, it would be nice to go beyond the asymptotic topological field theory and understand more fully the $`SU(2)_L\times SU(2)_R`$ gauge theory that arises in $`(0,2)`$ supergravity on $`AdS_3\times S^3`$. For some preliminary remarks see .
2. The procedure of taking $`\overline{\tau }i\mathrm{}`$ in (5.1) is ad hoc. Clearing up this point requires a careful discussion of the inner product of wavefunctions in the coherent state quantization of the full $`SU(2|1,1)`$ Chern-Simons theory.
3. It would also be interesting to understand more precisely the physical meaning of the fareytail transform. From the fact that the partition function becomes a wave function it seems reasonable to think that it corresponds to extracting some singleton degrees of freedom that live at the boundary of $`AdS`$. Another hint is that the fareytail transform is just Serre duality, from the mathematical perspective. This is reminiscent of the fact that in the AdS/CFT correspondence supergravity modes and CFT operators are not equal, but rather in duality.
6. Large $`k`$ phase transitions
In this section we will derive the $`SL(2,\text{ZZ})`$ invariant phase structure at large $`k`$ as a function of $`\tau `$. <sup>14</sup> The phase structure of the D1D5 system has been discussed in a different way in .
We begin with the form (4.1)(4.1) of the Jacobi-Rademacher expansion. We go to the NS sector by spectral flow: $`Z_{NS,R}(\tau ,0)=(1)^ke^{2\pi i\tau k/4}Z_{R,R}(\tau ,\omega =\tau /2)`$. The net result for $`Z_{NS,R}(\tau ,0)`$ is
$$e^{i\pi k/2}\underset{(c,d)=1,c0}{}(c\tau +d)^3e^{2\pi ik\frac{c(\tau /2)^2}{(c\tau +d)}}\underset{4km\mathrm{}^2<0}{}\stackrel{~}{c}_{\mathrm{}}(4km\mathrm{}^2)e^{2\pi im\frac{a\tau +b}{c\tau +d}+2\pi i\mathrm{}\frac{\tau /2}{c\tau +d}}$$
We will estimate the magnitude of the various terms in the sum (6.1). In order to do this we need the following identities (valid for $`c0`$):
$$\begin{array}{cc}\hfill \frac{a\tau +b}{c\tau +d}& =\frac{a}{c}+\frac{1}{c(c\tau +d)}\hfill \\ \hfill \frac{\tau /2}{c\tau +d}& =\frac{1}{2c}+\frac{d}{2}\frac{1}{c(c\tau +d)}\hfill \\ \hfill \frac{c(\tau /2)^2}{(c\tau +d)}& =\frac{\tau }{4}\frac{d}{4c}(\frac{d}{2})^2\frac{1}{c(c\tau +d)}\hfill \end{array}$$
Using these identities one can evaluate the absolute norm of the terms in the sum (6.1). We find the norm:
$$\frac{1}{|c\tau +d|^3}|\stackrel{~}{c}(4km\mathrm{}^2)|\mathrm{exp}\left[2\pi \mathrm{}(\frac{a\tau +b}{c\tau +d})\left(k(\frac{d}{2})^2+m+\mathrm{}\frac{d}{2}\right)\right]$$
We will show that the sum (on $`m,\mathrm{}`$) is bounded by a constant for large values of $`c,d`$. Then the sum over $`(c,d)`$ is absolutely convergent, because of the factor $`(c\tau +d)^3`$. Therefore, to study the large $`k`$ limit we can study the terms for fixed $`(c,d)`$ separately. For fixed $`(c,d)`$ we now analyze which terms in the sum over $`(m,\mathrm{})`$ dominate in the large $`k`$ limit. The sum over $`(m,\mathrm{})`$ is over lattice points between the parabolas $`4km\mathrm{}^2=0`$ and $`4km\mathrm{}^2=k^2`$. Since $`\mathrm{}(\frac{a\tau +b}{c\tau +d})>0`$, we minimize as a function of $`m`$ for $`m=\frac{\mathrm{}^2}{4k}\frac{k}{4}`$. Next we minimize with respect to $`\mathrm{}`$. The minimum is taken at $`\mathrm{}_{}=kd`$, $`m_{}=k(d^21)/4`$. (In order to guarantee that this is an integer we take the limit $`k\mathrm{}`$ with $`k`$ divisible by $`4`$.) Noting that $`|\stackrel{~}{c}(4km\mathrm{}^2)|`$ is bounded by a constant depending only on $`k`$, we conclude that the dominant term for fixed $`(c,d)`$ has magnitude:
$$\mathrm{exp}\left[2\pi \frac{k}{4}\frac{\mathrm{Im}\tau }{|c\tau +d|^2}\right]$$
and all other terms in the sum on $`m,\mathrm{}`$ are exponentially smaller. This statement also holds for the case $`(c=1,d=0)`$. If we now consider the sum over $`(c,d)`$ we see that in each region of an $`SL(2,\text{ZZ})`$ invariant tesselation of the upper half plane (corresponding to the keyhole region and its modular images) there is a unique $`(c,d)`$ which dominates. The reason is that the keyhole region has the property that the modular image of any point $`\tau `$ has an imaginary part $`\mathrm{Im}\tau ^{}=\mathrm{Im}\tau /|c\tau +d|^2\mathrm{Im}\tau `$. Thus the phase transitions are located at the boundary of the region $`\mathrm{\Gamma }_{\mathrm{}}`$ and its images under $`SL(2,\text{ZZ})`$.
Thus we conclude that $`\mathrm{log}Z_{NS}`$ is a piecewise continuous function with discontinuous derivatives across the boundaries of the standard $`SL(2,\text{ZZ})`$ invariant tesselation of the upper half plane: There are first order phase transitions across the boundaries of the $`SL(2,\text{ZZ})`$ invariant tesselation.
Fig. 4: The free energy computed from $`Z_{NS}`$ in the $`k\mathrm{}`$ limit, as a function of inverse temperature $`\beta `$. The dashed line indicates a typical finite $`k`$ result.
In order to understand the physics of the phase transitions more clearly let us focus on the phase transition for along the imaginary $`\tau `$ axis, $`\mathrm{}(\tau )=0`$. There is a phase transition as $`\mathrm{}\tau `$ crosses from $`1ϵ`$ to $`1+ϵ`$, and the derivative of the free energy exhibits a discontinuity as shown in fig. 4. The free energy is defined to be $`F:=\frac{1}{\beta }\mathrm{log}Z_{NSNS}(\tau =\frac{i\beta }{2\pi })`$. At low temperatures the contribution of the leftmovers to the free energy is:
$$F=\frac{c}{24}=\frac{k}{4}$$
while at high temperatures the contribution of the leftmovers to the free energy is
$$F=\frac{k}{4}\frac{4\pi ^2}{\beta ^2}.$$
We have done the calculation for the elliptic genus with $`(NS,R)`$ boundary conditions. If we want both left and rightmovers to have NS boundary conditions the formulae (6.1)(6.1) get multiplied by 2.
We now give an heuristic argument which explains the physical nature of this phase transition. Consider $`IIB`$ theory on $`AdS_3\times S^3\times X`$ where $`X`$ is a $`K3`$ surface (or a torus $`T^4`$). At the orbifold point, a CFT with target space $`\mathrm{Sym}^k(X)`$ is equivalent to a gas of strings with total winding number $`k`$ moving on $`X`$ . We are interested in putting this conformal field theory on a circle with antiperiodic (NS) boundary conditions for the fermions. There is a unique ground state where all strings are singly wound and in their ground states on $`X`$. The lowest energy state is when they are singly wound because the twist field that multiply winds them has positive conformal weight, of order $`\mathrm{\Delta }w/4`$. The energy of this NS vacuum state is (6.1). We can excite the system by putting oscillations on the strings or by multiply winding them. Since we have to symmetrize the state we could think of these excitations as creating second quantized string states in a multiple string hilbert space . The number of such states is independent of $`k`$ at low energies $`Ek`$. The energies of these states are of order one. They will not contribute very much to the free energy at temperatures of order one. Another set of states can be obtained by multiply winding the strings. If we multiply wind a string $`w`$ times we have to supply an energy of the order of $`w/4`$ but we decrease the energy gap of the system which is now of the order of $`1/w`$ . <sup>15</sup> The analysis in considered the system in the Ramond sector where strings can be multiply wound at no energy cost. Then we can have an entropy of the order of $`S=2\pi ^2w/\beta `$ coming from the oscillations of the string. Notice that we can apply the large temperature approximation for calculating the entropy for large $`w`$, when the gap is very small. Taking into account the energy of the oscillations and the energy necessary to multiply wind it we see that the contribution of these states to the free energy is $`F=ETSw/4(14\pi ^2/\beta ^2)`$ so that it becomes convenient to produce them above a critical temperature, $`\beta <2\pi `$. The maximum winding number is $`k`$ and we see that then the free energy becomes (6.1) (accounting for the factor of two as noted above.) On the other hand, approaching the phase transition from the low temperature side we see a Hagedorn density of string states, with a Hagedorn temperature $`T=1/(2\pi )`$ (see below), so as long as the temperature is smaller than this, the contribution of these states to the free energy is finite and independent of $`k`$ and therefore subleading compared to (6.1). This Hagedorn density of states appears only at the orbifold point and it is not seen in supergravity. It appears from the supergravity analysis that most of these states get large masses.
From the supergravity point of view this is the usual Hawking-Page transition between thermal AdS and a black hole background as descibed in . Actually we need to be more precise since we are considering only the left movers and we are considering the R ground states on the right. If we start in the (NS,NS) vacuum, then the R ground states on the right correspond to chiral primaries. So we need to understand which black holes are chiral primaries on the right. Here again we use the cosmic censorship bound of . As we have discussed, this bound implies $`\stackrel{~}{L}_0\stackrel{~}{J}_0^2/4k`$ with a similiar bound for $`L_0`$ and $`J_0`$. This bound is in general stronger than the chiral primary bound, except for $`\stackrel{~}{J}_0=k`$ when they coincide (see fig. 2.). So the black hole will have these right-moving quantum numbers. The left moving part of this black hole has essentially the same free energy as the BTZ solution (we take $`J_L=0`$ in the absence of chemical potentials for $`J_L`$). So that the free energy is $`F^{sugra}=\frac{1}{4}\frac{4\pi ^2}{\beta ^2}`$.
The smallest value of $`L_0`$ for a black hole consistent with cosmic censorship is $`L_0=k/4`$. This naturally “explains” why de Boer found agreement with supergravity up to this stage; at this point black holes start contributing to the elliptic genus. Beyond this point we only seem to find agreement in the asymptotic form of the sugra and CFT elliptic genus. In fact, beyond this point the CFT form of the elliptic genus and the gravity form for it continue to agree to leading order in $`k`$, they both show an exponentially large (Hagedorn) number of states $`e^{2\pi \sqrt{kh}}`$ where $`h=L_0`$ is the energy in the NS sector relative to the NS ground state. Notice that our results indicate that if we include all black hole contributions and all particles around them that do not form black holes then we also find agreement.
Similarly notice that the extremal rotating black hole with $`\frac{1}{2}J_0=\frac{1}{2}\stackrel{~}{J}_0=L_0=\stackrel{~}{L}_0=k/2`$ is a (chiral, chiral) primary. This gives a reason for expecting that disagreement between supergravity and CFT spectra of (chiral, chiral) appears when $`J_0=\stackrel{~}{J}_0=k`$. Indeed this is the point where the “exclusion principle” becomes operational .
Remarks
1. There is an interesting analogy between the phase transitions discussed here and those in the four-dimensional $`U(N)`$ case discussed by Witten . The analogy is that the permutation symmetry is analogous to the gauge group, i.e. $`S_k`$ is analogous to $`U(N)`$. In the low temperature phase all oscillations of different strings have to be symmetrized (i.e., made gauge invariant) and this reduces the number of independent excitations, which becomes independent of $`k`$. On the other hand in the high temperature regime, it is as if all strings are distinct and one can put independent excitations on each of the strings. So in this high temperature phase the permutation symmetry is “deconfined.” Of course what is making this possible is the multiple winding since the whole configuration should be gauge invariant.
2. $`SL(2,\text{ZZ})`$ invariant phase diagrams have appeared before in different contexts. In four-dimensional abelian lattice gauge theory one finds such transitions as a function of $`\tau =\theta +i/e^2`$ . Also, in the dissipative Hofstadter model one finds an $`SL(2,\text{ZZ})`$ invariant phase diagram as a function of $`\tau =B+i\eta `$ where $`B`$ is a magnetic field and $`\eta `$ is the dissipative parameter of the Caldeira-Leggett model. See . The phase boundaries in these models are Ford circles (see appendix B), which are modular equivalent to $`\mathrm{}\tau =1`$. In our example, as we have explained, the phase boundaries are at the boundary of the region $`\mathrm{\Gamma }_{\mathrm{}}`$ and its images under $`SL(2,\text{ZZ})`$.
7. Conclusions and Future Directions
In this paper we have applied some techniques and results of analytic number theory to the study of supersymmetric black holes. This has lead to a formula (5.1) for the elliptic genus. Using this formula in (6.1) we were able to derive an $`SL(2,\text{ZZ})`$ invariant phase diagram. We have also offered some physical interpretations of these formulae. It should be stressed that if it turns out that there are flaws in these interpretations this would not invalidate the basic formula (5.1), nor the derivation of the phase diagram in section six. There are several interesting avenues for further research and possible applications of these results. Among them are:
1. The Jacobi-Rademacher series gives a useful way of controlling subleading terms in the exact entropy formula for black hole degeneracy provided by the elliptic genus. For this reason the result (5.1) might help in proving or disproving some of the conjectures of relating black hole entropy to some issues in analytic number theory.
2. It is interesting to compare with Witten’s discussion of the partition function of $`d=4`$ $`U(N)`$ gauge theory via the AdS/CFT correspondence in . There are only two obvious ways to fill in $`S^{n1}\times S^1`$ topologically for $`n>2`$, but in our case, with $`n=2`$, there are infinitely many ways. Note that the right-moving odd spin structure of the elliptic genus at first sight suggests that we cannot fill in the torus with a solid torus at all. This did not in fact kill the sum over instantons because of the the Wilson line defects. Thus, this example raises the question of whether similar things might also happen in higher dimensions, i.e., whether there might be other terms in the Euclidean partition sum besides the geometries $`X_1,X_2`$ considered in the calculation of Witten.
Another lesson for higher dimensional calculations is that other boundary geometries with nontrivial diffeomorphism groups (such as $`T^4`$) will probably lead to interesting infinite sums over instanton contributions. It would be quite interesting to reproduce, for example, the formulae of Vafa and Witten from the ADS/CFT correspondence .
3. Notice that the exact result for the elliptic genus turns out to depend very little on most of the data one needs to define the full partition function on $`AdS_3\times S^3`$. For example, we did not need to specify the boundary conditions for the massive fields. In general the full partition function will depend on these boundary conditions, it is only for a semi-topological quantity like the elliptic genus that these do not enter.
4. There are several variations on the above results which would be interesting to investigate. It should be straightforward to extend the above discussion for $`K3`$ to the case of $`T^4`$. This will involve a $`\stackrel{~}{J}_0^2`$ insertion in the path integral, as in . One can also ask about higher genus partition functions, as well as about extensions to nonholomorphic quantities such as the NS-NS partition function at $`\omega =\stackrel{~}{\omega }=0`$.
5. It would be interesting to see if similar formulae apply to the other AdS $`(p,q)`$ supergravities of .
Acknowledgments
This paper has had a somewhat extended gestation. For two of us (JM and GM) it began in collaboration with A. Strominger at Aspen in August 1997. We thank A. Strominger for collaboration at that time and for several important discussions since then. We also thank S. Miller for collaboration on the mathematical status of the Rademacher expansion for the case of $`w=0`$ and for comments on the manuscript. We would also like to thank R. Borcherds, J. de Boer, M. Flohr, V. Gritsenko, J. Harvey, F. Larsen, E. Martinec, C. McMullen, N. Read, N. Seiberg, E. Witten, and D. Zagier for discussions and remarks. JM and GM would like to acknowledge the hospitality of the Aspen Center for Physics, the Amsterdam Summer Workshop on String Theory and Black Holes and the Institute for Advanced Study. RD would like to thank the Yale Physics Department and the Institute for Theoretical Physics, Santa Barbara for hospitality. GM was supported by DOE grant DE-FG02-92ER40704 at Yale, and is now supported by DOE grant DE-FG02-96ER40949. JM is supported in part by DOE grant DE-FG02-91ER40654 and by the Sloan and Packard foundations.
Version 3 of this paper was stimulated by an important observation of Don Zagier, as explained in the introduction.
Appendix A. Notation $`\&`$ Conventions
$`A,\stackrel{~}{A}`$ $`SU(2)\times SU(2)`$ gauge fields from KK reduction of 6d gravity on $`AdS_3\times S^3`$.
$`\beta `$ Inverse temperature. Also, the analytic continuation of $`\beta `$. It might be complex.
$`c`$ A central charge. We use $`c=6k`$ instead to avoid confusion with integers in $`SL(2,Z)`$ matrices.
$`c,d`$ Relatively prime integers. Often entries in an $`SL(2,\text{ZZ})`$ matrix $`\gamma `$.
$`\widehat{c}`$ The superVirasoro level of an $`𝒩=2`$ superconformal algebra.
$`e(x)`$ $`\mathrm{exp}(2\pi ix)`$.
$`G`$ 3D Newton constant. Has dimensions of length.
$`\mathrm{\Gamma }`$ $`SL(2,\text{ZZ})`$.
$`\mathrm{\Gamma }_{\mathrm{}}`$ The subgroup of $`\mathrm{\Gamma }`$ stabilizing $`\tau =i\mathrm{}`$.
$`j`$ An $`SU(2)`$ spin. $`j\frac{1}{2}\text{ZZ}_+`$. Associated with harmonics of $`S^3`$.
$`J`$ 2+1 black hole spin on $`AdS_3`$.
$`J(z)`$ Leftmoving $`U(1)`$ current in a $`d=2,𝒩=2`$ superconformal algebra.
$`\stackrel{~}{J}(z)`$ Rightmoving $`U(1)`$ current in a $`d=2,𝒩=2`$ superconformal algebra.
$`J_0`$ The zeromode of the leftmoving current $`J(z)`$. For $`𝒩=4`$ reps $`J_0=2J_0^3`$ has integral eigenvalues.
$`\stackrel{~}{J}_0`$ The zeromode of the rightmoving current $`\stackrel{~}{J}(z)`$.
$`J_0^3`$ $`\frac{1}{2}`$-integer moded. From the $`d=2,𝒩=4`$ superconformal algebra.
$`k`$ The level $`k=Q_1Q_5`$ in the D1 D5 system. Positive integral.
$`\mathrm{}`$ The radius of curvature of $`AdS_3`$. and its quotients. $`\mathrm{\Lambda }=1/\mathrm{}^2`$. In the $`D1D5`$ system $`\mathrm{}^2=g_6k`$.
$`\mathrm{}`$ Also, a nonnegative integral eigenvalue of $`J_0`$ in the CFT with target $`\mathrm{Sym}^kX`$.
$`L_0,\stackrel{~}{L}_0`$ Left, right Virasoro generators. These are dimensionless.
$`q`$ $`q=\mathrm{exp}[2\pi i\tau ]`$.
$`Q_1,Q_5`$ Positive integer numbers of $`D1,D5`$ branes.
$`\omega ,\stackrel{~}{\omega }`$ Fugacities for $`SU(2)_L\times SU(2)_R`$ spins. These are complex.
$`X`$ A Calabi-Yau manifold.
$`y`$ $`y=e^{2\pi iz}`$ in the context of Jacobi forms and $`y=e^{2\pi i\omega }`$ in the context of black hole statistical mechanics.
$`𝒵_f,𝒵_\varphi `$ Fareytail transform of a modular form $`f`$ or Jacobi form $`\varphi `$.
$`Z_{NS},Z_R`$ Partition functions.
Appendix B. First proof of the Rademacher expansions
B.1. Preliminaries: Ford circles, Farey fractions, and Rademacher paths
Before proving the above result we need to give a few preliminary definitions and results.
Fig. 5: The Rademacher path for $`N=1`$ goes from $`A`$ to $`B`$ to $`C`$.
Fig. 6: Ford circles used to construct the Rademacher path for $`N=3`$
Fig. 7: Ford circles used in the Rademacher path for $`N=5`$
Fig. 8: Path of integration for $`z`$. Let $`\beta =1/z`$, then the path is vertical, parallel to the imaginary $`z`$-axis.
Definition: The Ford circle $`𝒞(d,c)`$ is defined for $`d/c`$ in lowest terms to be the circle of radius $`1/(2c^2)`$ tangent to the $`x`$-axis at $`d/c`$. It is given analytically by:
$$\tau (\theta ):=\frac{d}{c}+\frac{i}{c^2}z(\theta )=\frac{d}{c}+\frac{i}{c^2}(\frac{1+e^{i\theta }}{2})$$
Note that $`z`$ runs over a circle of radius $`1/2`$ centered on $`1/2`$ shown in fig. 8:
$$z(\theta ):=\frac{1+e^{i\theta }}{2}=\mathrm{cos}(\theta /2)e^{i\theta /2}$$
Definition:. The Farey numbers $`_N`$ are the fractions in lowest terms between $`0`$ and $`1`$ (inclusive) with denominator $`N`$.
We will now need some facts about Ford circles and Farey numbers. These can all be found in , ch. 5, and in . First, two Ford circles are always disjoint or tangent at exactly one point. Moreover, two Ford circles $`𝒞(d_1,c_1)`$ and $`𝒞(d,c)`$ are tangent iff $`d_1/c_1<d/c`$ are consecutive numbers in some Farey series (, Theorem 5.6). If $`d/c_N`$ then denote the neighboring entries in the Farey series $`_N`$ by $`d_1/c_1<d/c<d_2/c_2`$. Call the intersection points of the Ford circle $`𝒞(d,c)`$ with the neighboring Ford circles $`\alpha _{}(d,c;N),\alpha _+(d,c;N)`$. Explicit formulae for $`\alpha _\pm (d,c;N)`$, are ( , Thm. 5.7):
$$\begin{array}{cc}\hfill \alpha _{}(d,c;N)& =\frac{d}{c}\frac{c_1}{c(c^2+c_1^2)}+\frac{i}{c^2+c_1^2}\hfill \\ \hfill \alpha _+(d,c;N)& =\frac{d}{c}+\frac{c_2}{c(c^2+c_2^2)}+\frac{i}{c^2+c_2^2}\hfill \end{array}$$
In mapping to the $`z`$-plane by (B.1) we get
$$\begin{array}{cc}\hfill z_{}(d,c;N)& =\frac{c^2}{(c^2+c_1^2)}+\frac{icc_1}{c^2+c_1^2}\hfill \\ \hfill z_+(d,c;N)& =\frac{c^2}{(c^2+c_2^2)}\frac{icc_2}{c^2+c_2^2}\hfill \end{array}$$
A key property used in the estimates below is that if $`z`$ is on the chord joining $`z_{}(d,c;N)`$ to $`z_+(d,c;N)`$ then ( , Thm. 5.9):
$$|z|<\frac{\sqrt{2}c}{N}$$
Definition: The Rademacher path $`𝒫(N)`$ is
$$𝒫(N)=_{d/c_N}\gamma _{d,c}^{(N)}$$
where $`\gamma _{d,c}^{(N)}`$ is the arc of $`𝒞(d,c)`$ above $`d/c`$ which lies between the intersection with the Ford circles of the adjacent Farey fractions in $`_N`$. Call the intersection points $`\alpha _{}(d,c;N),\alpha _+(d,c;N)`$ as above. We orient the path from $`\alpha _{}`$ to $`\alpha _+`$.
Qualitatively, as $`N\mathrm{}`$ the Rademacher path approaches more and more closely an integration around the complete Ford circles associated with all the rational numbers in $`[0,1)`$. The arcs associated with $`𝒞(0,1),𝒞(1,1)`$ require special treatment, since the integration path is only over a half-arc. However, by translating $`𝒞(1,1)`$ under $`\tau \tau 1`$ these two arcs become a good approximation to the integral over the full Ford circle $`𝒞(0,1)`$.
B.1.1.Modular transformations of Ford circles
We will make modular transformations on the Ford circles to what we call the “standard circle.” This is the circle:
$$\tau (\theta )=iz(\theta )=i\frac{1+e^{i\theta }}{2}=i\mathrm{cos}(\theta /2)e^{i\theta /2}.$$
Under the modular transformation $`\tau 1/\tau `$ the standard circle maps to a line parallel to the $`x`$-axis:
$$1/\tau (\theta )=\mathrm{tan}(\theta /2)+i$$
It is also very useful to introduce the parameter
$$\beta (\theta ):=1/z(\theta )=1i\mathrm{tan}(\theta /2)$$
We see from the above that the modular transformation $`\tau 1/\tau `$ takes the Ford circle $`𝒞(0,1)`$ to the line $`\mathrm{}\tau =1`$. In fact, any Ford circle $`𝒞(d,c)`$ can be mapped to the line $`\mathrm{}\tau =1`$ by a transformation of the form
$$\gamma _{c,d}=\left(\begin{array}{cc}a& b\\ c& d\end{array}\right)adbc=1$$
$`\gamma _{c,d}`$ is well-defined up to left-multiplication by $`\mathrm{\Gamma }_{\mathrm{}}`$. See (2.1).
B.2. Proof of the theorem
We now give the proof of (2.1)(2.1)(2.1). Using (2.1) we have
$$F_\nu (n)=_\gamma 𝑑\tau e^{2\pi i(n+\mathrm{\Delta }_\nu )\tau }f_\nu (\tau ),$$
which holds for any path $`\gamma `$ in the upper half plane with $`\gamma (1)=\gamma (0)+1`$. In particular, we may we take the Rademacher path $`𝒫(N)`$:
$$F_\nu (n)=\underset{d/c_N}{}_{\gamma ^{(N)}(d,c)}𝑑\tau e^{2\pi i(n+\mathrm{\Delta }_\nu )\tau }f_\nu (\tau )$$
Written out explicitly this is:
$$\begin{array}{cc}\hfill F_\nu (n)=_{\alpha _{}(1,1;N)1}^{\alpha _+(0,1;N)}& d\tau e^{2\pi i(n+\mathrm{\Delta }_\nu )\tau }f_\nu (\tau )\hfill \\ \hfill +\underset{d/c_N,0<d/c<1}{}_{\alpha _{}(d,c;N)}^{\alpha _+(d,c;N)}& d\tau e^{2\pi i(n+\mathrm{\Delta }_\nu )\tau }f_\nu (\tau )\hfill \end{array}$$
In the case $`d/c=0/1,1/1`$ we should translate the arc above $`𝒞(1,1)`$ by $`\tau \tau 1`$ to get a single arc above $`𝒞(0,1)`$. Denote the integrals in (B.1) over the arc $`\gamma ^{(N)}(d,c)`$ by $`_\nu (d,c;N)`$.
Now for each of the integrals in the Ford circles we make a modular transformation of the form (B.1) which maximizes the imaginary part of the top of the Ford circle. <sup>16</sup> Under modular transformations the maximal imaginary part of the image of the top of a Ford circle is achieved by the transformations (B.1): We wish to maximize $`\frac{\mathrm{}\tau }{|c^{}\tau +d^{}|^2}`$ for $`\tau =\frac{d}{c}+\frac{i}{d^2}z`$ for $`z1`$. Clearly we can minimize the denominator by taking $`\gamma _{c^{},d^{}}`$ with $`c^{}=c,d^{}=d`$. This brings the Ford circle to a standard circle, which we can take to be the $`z`$-circle, centered on $`z=1/2`$, or the “circle” given by $`i/z`$ which is the line $`\mathrm{}\tau =1`$:
$$\begin{array}{cc}\hfill \tau & =d/c+iz/c^2\hfill \\ \hfill \tau ^{}& =\gamma _{c,d}\tau =a/c+i/z=a/c+\mathrm{tan}(\theta /2)+i\hfill \end{array}$$
So, using the modular transformation law for $`f_\mu `$ the resulting integral for this arc is
$$\begin{array}{cc}\hfill _\nu (d,c;N)=& c^{w2}e^{2\pi i(n+\mathrm{\Delta }_\nu )(d/c)}M_{\nu \mu }^1(\gamma _{c,d})\hfill \\ & i_{z_{}(d,c;N)}^{z_+(d,c;N)}𝑑zz^we^{2\pi (n+\mathrm{\Delta }_\nu )z/c^2}f_\mu (a/c+i/z)\hfill \end{array}$$
with the integral on $`z`$ over a circle of radius 1/2 shown in fig. 8, with the orientation given by integrating from $`\theta +\pi ϵ`$ to $`\theta \pi +ϵ`$. For $`c>0`$ and $`w`$ half-integral we use the principal branch of the logarithm.
We now split the Fourier sum for $`f_\mu `$ into its polar and nonpolar pieces
$$\begin{array}{cc}\hfill f_\mu (\tau )& =f_\mu ^{}(\tau )+f_\mu ^+(\tau )\hfill \\ \hfill f_\mu ^{}(\tau )& :=\underset{m+\mathrm{\Delta }_\mu <0}{}F_\mu (m)e^{2\pi i(m+\mathrm{\Delta }_\mu )\tau }\hfill \\ \hfill f_\mu ^+(\tau )& :=\underset{m+\mathrm{\Delta }_\mu 0}{}F_\mu (m)e^{2\pi i(m+\mathrm{\Delta }_\mu )\tau }\hfill \end{array}$$
and similarly define $`_\nu ^\pm `$ such that $`_\nu (d,c;N)=_\nu (d,c;N)^{}+_\nu (d,c;N)^+`$.
The integral $`_\nu (d,c;N)^{}`$ will become the sum of $`I`$-Bessel functions for $`N\mathrm{}`$. We will show that $`_{d/c_N}_\nu (d,c;N)^+`$ goes to zero for $`N+\mathrm{}`$.
Fig. 9: Contours for estimates in the Rademacher series. If $`(m+\mathrm{\Delta }_\mu )0`$ we can deform the contour in $`\beta (\theta )`$ into the right half-plane and obtain zero in the $`N\mathrm{}`$ limit.
The basic integral we need to estimate is:
$$_{z_{}(d,c;N)}^{z_+(d,c;N)}𝑑zz^we^{2\pi (n+\mathrm{\Delta }_\nu )z/c^2}e^{2\pi (m+\mathrm{\Delta }_\mu )/z}$$
The integral is over the circular contour in fig. 9, oriented from $`z_{}`$ to $`z_+`$. Already saddle point techniques show that the behavior of the integral is very different depending on the sign of $`(m+\mathrm{\Delta }_\mu )`$.
If $`(m+\mathrm{\Delta }_\mu )0`$ then we deform in integral along the arc $`z(\theta )`$ to an integral along the chord joining $`z_{}(d,c;N)`$ to $`z_+(d,c;N)`$ shown in fig. 9. More fundamentally, in terms of $`\beta (\theta )`$, we can deform the contour into the right half-plane. As $`N\mathrm{}`$, $`z_\pm (d,c;N)0`$. Therefore, the chord is near zero. Along the chord if we write $`z=ϵe^{i\varphi }`$ then $`\mathrm{}(1/z)=(1/ϵ)\mathrm{cos}(\varphi )`$ can get very large. Therefore this contour deformation will only be useful for $`(m+\mathrm{\Delta }_\mu )0`$. In this case, the minimal value of $`\mathrm{}(1/z)`$ is taken by the points on the Ford circle, so for $`z`$ on the chord:
$$\mathrm{}(1/z)Min[\mathrm{}(1/z_+),\mathrm{}(1/z_{})]=1$$
Therefore, a crude estimate of (B.1) is
$$\begin{array}{cc}\hfill \left|_{z_{}(d,c;N)}^{z_+(d,c;N)}𝑑zz^we^{2\pi (n+\mathrm{\Delta }_\nu )z/c^2}e^{2\pi (m+\mathrm{\Delta }_\mu )/z}\right|& |z_+(d,c;N)z_{}(d,c;N)|\hfill \\ \hfill (\mathrm{Max}_{\mathrm{chord}}|z|^w)(\mathrm{Max}_{\mathrm{chord}}|e^{2\pi /c^2(n+\mathrm{\Delta }_\nu )z}|)& e^{2\pi (m+\mathrm{\Delta }_\mu )}(m+\mathrm{\Delta }_\mu )0\hfill \end{array}$$
Using (B.1) ( , Thm 5.9 ) we have $`|z|\sqrt{2}c/N`$ along the chord. Therefore
$$\mathrm{Max}_{\mathrm{chord}}|e^{2\pi /c^2(n+\mathrm{\Delta }_\nu )z}|=\mathrm{Max}_{\mathrm{chord}}e^{2\pi /c^2(n+\mathrm{\Delta }_\nu )Re(z)}\mathrm{Max}[1,e^{2\pi (n+\mathrm{\Delta }_\nu )\sqrt{2}/(Nc)}]$$
To estimate the other factors in (B.1) we now take $`w0`$ and use (B.1) so:
$$\begin{array}{cc}\hfill \left|_{z_{}(d,c;N)}^{z_+(d,c;N)}𝑑zz^we^{2\pi /c^2(n+\mathrm{\Delta }_\nu )z}e^{2\pi (m+\mathrm{\Delta }_\mu )/z}\right|& \hfill \\ \hfill 2\left(\frac{\sqrt{2}c}{N}\right)^{1w}\mathrm{Max}[1,e^{2\pi (n+\mathrm{\Delta }_\nu )\sqrt{2}/(Nc)}]& e^{2\pi (m+\mathrm{\Delta }_\mu )}(m+\mathrm{\Delta }_\mu )0\hfill \end{array}$$
Using the absolute convergence of $`F_\nu (\tau =i)`$ we see that the sum on $`m`$ in $`f^+`$ gives an $`N`$-independent constant and we need to estimate:
$$\begin{array}{cc}\hfill \left|\underset{d/c_N}{}_\nu (d,c;N)^+\right|& \underset{\mu }{}\underset{d/c_N}{}|M_{\nu \mu }^1(\gamma _{c,d})|c^{w2}\hfill \\ & 2\left(\frac{\sqrt{2}c}{N}\right)^{1w}e^{2\pi |n+\mathrm{\Delta }_\nu |\sqrt{2}/(Nc)}|f_\mu ^+(\tau =i)|\hfill \end{array}$$
We can now estimate the error from (B.1) as follows:
1. The sum on $`d`$ has $`\varphi (c)c`$ terms.
2. $`|M_{\mu \nu }^1(\gamma _{c,d})|1`$ because $`M_{\mu \nu }`$ are unitary matrices
3. The sum on $`c`$ has $`N`$ terms.
Thus we get an upper bound of
$$\left|\underset{d/c_N}{}_\nu (d,c;N)^+\right|N^wr2^{(3w)/2}\mathrm{max}_\mu |f_\mu ^+(\tau =i)|e^{2\pi |n+\mathrm{\Delta }_\nu |\sqrt{2}/N}$$
For $`w<0`$ this goes to zero for $`N\mathrm{}`$.
Now we come to the finite number of terms with $`(m+\mathrm{\Delta }_\mu )<0`$. In (B.1) we write
$$\begin{array}{cc}\hfill _{z_{}(d,c;N)}^{z_+(d,c;N)}𝑑zz^we^{2\pi /c^2(n+\mathrm{\Delta }_\nu )z}e^{2\pi (m+\mathrm{\Delta }_\mu )/z}& =\hfill \\ \hfill _0^{z_+(d,c;N)}𝑑zz^w& e^{2\pi /c^2(n+\mathrm{\Delta }_\nu )z}e^{2\pi (m+\mathrm{\Delta }_\mu )/z}\hfill \\ \hfill +_{z_{}(d,c;N)}^0𝑑zz^we^{2\pi /c^2(n+\mathrm{\Delta }_\nu )z}e^{2\pi (m+\mathrm{\Delta }_\mu )/z}& +𝑑zz^we^{2\pi /c^2(n+\mathrm{\Delta }_\nu )z}e^{2\pi (m+\mathrm{\Delta }_\mu )/z}\hfill \end{array}$$
The last integral is essentially the Bessel function of the theorem. All integrals are along the Ford circle. However, along the circle $`\mathrm{}(1/z)=\mathrm{}(1i\mathrm{tan}(\theta /2))=1`$, while
$$\mathrm{}(z)\mathrm{}(z_+)|z_+|=\frac{c}{\sqrt{c^2+c_2^2}}$$
so once again we use (B.1) to get the estimate on the error
$$\begin{array}{cc}\hfill \left|_0^{z_+(d,c;N)}𝑑zz^we^{2\pi /c^2(n+\mathrm{\Delta }_\nu )z}e^{2\pi (m+\mathrm{\Delta }_\mu )/z}\right|& \pi |z_+(d,c;N)|\hfill \\ \hfill (\mathrm{Max}_{\mathrm{arc}}|z|^w)\left(\mathrm{Max}[1,e^{2\pi (n+\mathrm{\Delta }_\nu )\sqrt{2}/(Nc)}]\right)& e^{2\pi (m+\mathrm{\Delta }_\mu )}\hfill \\ \hfill \pi \left(\frac{\sqrt{2}c}{N}\right)^{1w}& e^{2\pi |n+\mathrm{\Delta }_\nu |\sqrt{2}/(Nc)}e^{2\pi (m+\mathrm{\Delta }_\mu )}\hfill \end{array}$$
So again, as in (B.1), the error in dropping these terms is $`N^w`$. Similar remarks apply to the integral from $`0`$ to $`z_{}`$. This leaves the integral
$$𝑑zz^we^{2\pi /c^2(n+\mathrm{\Delta }_\nu )z}e^{2\pi (m+\mathrm{\Delta }_\mu )/z}=_{1i\mathrm{}}^{1+i\mathrm{}}𝑑\beta \beta ^{w2}\mathrm{exp}\left[\frac{2\pi }{c^2}\frac{n+\mathrm{\Delta }_\nu }{\beta }+2\pi |m+\mathrm{\Delta }_\mu |\beta \right]$$
which can be expressed in terms of the $`I`$-Bessel function. Note
$$\beta =\frac{1}{z}=1i\mathrm{tan}(\theta /2)$$
The above argument can be extended to $`w=0`$. See .
Appendix C. An elementary proof of the Rademacher expansion
In this appendix we give a much simpler proof of the Rademacher expansion, making use of the mathematical transformation that appears when relating the conformal field theory and supergravity partition functions.
For simplicity we take the case of a one-dimensional representation of $`SL(2,\text{ZZ})`$ without multiplier system and with integral weight $`w<0`$. The proof is simply the following:
1. Observe that $`(q\frac{}{q})^{1w}f`$ transforms with modular weight $`2w>2`$.
2. Note that $`(q\frac{}{q})^{1w}f`$ has no constant term and is orthogonal to all the cusp forms in $`M_{2w}`$. (We will prove this below.)
3. Therefore $`F_\mu :=(q\frac{}{q})^{1w}f_\mu `$ is fully determined by applying the Poincaré series operation to the polar part (negative powers of $`q`$) $`F_\mu ^{}`$, since the difference of two such would be a Poincare series defining an ordinary modular form in $`M_{2w}`$, that is, a cusp form. The Poincaré series will converge absolutely for $`w<0`$. Note that
$$F_\mu ^{}=(q\frac{}{q})^{1w}f_\mu ^{}$$
Now that we have weight $`2w>2`$ and can represent $`F_\mu `$ as an Poincaré series we can apply the Petersson formula for Fourier coefficients of Poincaré series. This gives exactly the Rademacher formula.
Proof of step 2: We will show that the Petersson inner product is
$$_{}\frac{dxdy}{y^2}y^{2w}(q\frac{}{q})^{1w}f(\tau )\overline{g}(\overline{\tau })=0$$
for cusp forms $`gM_{2w}`$. Since $`f`$ has a polar part the integral is understood in the usual sense of cutting off $`\mathrm{}\tau <\mathrm{\Lambda }`$ and then taking $`\mathrm{\Lambda }\mathrm{}`$. We can justify this using integration by parts with an operator similar to (3.1), namely, $`_W=(\frac{}{\tau }+\frac{W2}{2iy})`$ which takes modular forms of weight $`W2`$ to forms of weight $`W`$. We have:
$$_{}\frac{dxdy}{y^2}y^W(_{W2}f(\tau ))\overline{g}(\overline{\tau })=0$$
simply by integration by parts. Note we need $`f(\tau )\overline{g}(\overline{\tau })`$ to have no constant term. Now, for $`w<0`$ we have
$$\left(2\pi iq\frac{}{q}\right)^{1w}f(\tau )=_{2w}_w\mathrm{}_{w+2}_wf(\tau )$$
and now step 2 follows. $`\mathrm{}`$
The point of this derivation is that the proof of Petersson’s formula (we recall it below) is more elementary and straightforward than Rademacher’s method based on Farey series and Ford circles. Note also that it is consistent with Lemma 9.1 of .
C.1. Petersson’s formula
Here we recall a standard formula from analytic number theory. See, for examples, texts by Iwaniec or Sarnak for further discussion. We let $`w>0`$ be a positive weight. Consider the Poincaré series:
$$f_p(\tau ):=\underset{\mathrm{\Gamma }_{\mathrm{}}\backslash \mathrm{\Gamma }}{}(c\tau +d)^wp(\gamma \tau )$$
This is well-defined if $`p(\tau +1)=p(\tau )`$. Unless $`w`$ is even integral we must fix $`c>0`$. We will specialize to $`p(\tau )=e^{2\pi im\tau }`$, $`m\text{ZZ}`$. If $`w>2`$ the series is absolutely convergent. Then $`f_p(\tau )`$ is a modular form, although for $`m<0`$ we allow poles at the cusps. (This is usually excluded, e.g. in one takes $`m0`$ but we want $`m<0`$ for our application. The sign of $`m`$ does not change the convergence properties. )
Petersson’s formula gives an expression for the Fourier coefficients in
$$f_p(\tau )=\underset{\mathrm{}\text{ZZ}}{}F(\mathrm{})q^{\mathrm{}}$$
The derivation is elementary. We write
$$\begin{array}{cc}\hfill f_p(\tau )& =p(\tau )+\underset{(\mathrm{\Gamma }_{\mathrm{}}\backslash \mathrm{\Gamma }/\mathrm{\Gamma }_{\mathrm{}})^{}}{}\underset{\mathrm{}\text{ZZ}}{}\left[c(\tau +\mathrm{})+d\right]^wp(\frac{a(\tau +\mathrm{})+b}{c(\tau +\mathrm{})+d})\hfill \\ & =p(\tau )+\underset{(\mathrm{\Gamma }_{\mathrm{}}\backslash \mathrm{\Gamma }/\mathrm{\Gamma }_{\mathrm{}})^{}}{}\underset{\widehat{\mathrm{}}\text{ZZ}}{}_{\mathrm{}}^+\mathrm{}e^{2\pi i\widehat{\mathrm{}}t}\left[c(\tau +t)+d\right]^wp(\frac{a(\tau +t)+b}{c(\tau +t)+d})𝑑t\hfill \end{array}$$
where we used the Poisson summation formula. Now we specialize again to $`p(\tau )=e(m\tau )`$. By a simple change of variables the integral in (C.1) becomes
$$e(\widehat{\mathrm{}}\tau +\widehat{\mathrm{}}d/c+ma/c)c^1_{\mathrm{}+icy}^{+\mathrm{}+icy}e(\widehat{\mathrm{}}v/cm/(cv))v^w𝑑v$$
where we use the standard notation $`e(x):=\mathrm{exp}[2\pi ix]`$. The contour integral does not depend on $`y`$ by Cauchy’s theorem, and for $`\widehat{\mathrm{}}0`$ we can close the contour in the upper halfplane and get zero. (For $`\widehat{\mathrm{}}=0`$ we must have $`w>1`$ for this.) For $`\widehat{\mathrm{}}>0`$ we close in the lower half-plane and the countour becomes a Hankel contour surrounding the lower imaginary axis. This gives the standard result in terms of the Bessel function $`J_{w1}`$ for $`m>0,\widehat{\mathrm{}}>0`$:
$$F(\mathrm{})=2\pi i^w\underset{c=1}{\overset{\mathrm{}}{}}\frac{1}{c}Kl(\mathrm{},m;c)(\frac{\mathrm{}}{m})^{(w1)/2}J_{w1}(\frac{4\pi }{c}\sqrt{m\mathrm{}})$$
where $`Kl(\mathrm{},m;c)`$ is the Kloosterman sum:
$$Kl(\mathrm{},m;c):=\underset{d(\text{ZZ}/c\text{ZZ})^{}}{}e(\mathrm{}d/c)e(md^1/c)$$
We can also do the contour integral if $`m<0,\mathrm{}>0`$. In this case we get an $`I`$-Bessel function. One quick way to see this is to use the relation between J- and I- Bessel functions. (See, e.g., Gradshteyn and Ryzhik, GR 8.406):
$$J_\nu (e^{i\pi /2}z)=e^{i\frac{\pi }{2}\nu }I_\nu (z).$$
Doing the integral we get (for $`p(\tau )=e(m\tau ),m<0`$):
$$F(\mathrm{})=\underset{c=1}{\overset{\mathrm{}}{}}\frac{2\pi }{c}Kl(\mathrm{},m;c)\left(\frac{\mathrm{}}{|m|}\right)^{(w1)/2}I_{w1}\left(\frac{4\pi }{c}\sqrt{|m|\mathrm{}}\right).$$
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# LIGHT AS CAUSED NEITHER BY BOUND STATES NOR BY NEUTRINOSaafootnote aSubmitted in October 1999 to: Valeri V. Dvoeglazov, editor, Lorentz Group, CPT, and Neutrinos (World Scientific, Singapore, 1999 or 2000).
## 1 The Desired Gauge Symmetry
A topic of this workshop has been the Neutrino Theory of Light; its history and present problems have been reviewed by Perkins $`^\mathrm{?}`$ thoroughly. Others such as Bjorken $`^\mathrm{?}`$ and Wightman $`^\mathrm{?}`$ have abandoned it, mainly because they could not attain $`^\mathrm{?}`$ gauge invariance. This important symmetry poses a serious problem as follows. In the usual theory, Dirac’s field $`\mathrm{\Psi }`$ and Maxwell’s potential $`A_\mu `$ are basically independent; hence their gauge transformations can be postulated separately. However, when photons are expected as bound states of basic fermions, should one not $`\mathrm{𝑑𝑒𝑟𝑖𝑣𝑒}`$ the gauge transformation of $`A_\mu `$ from that of $`\mathrm{\Psi }`$ ? In the Neutrino Theory, this question is not even mentioned.
The problem has been solved as a by-product of QI, a version of Quantum Field Theory where we prevent $`^\mathrm{?}`$ the familiar $`^\mathrm{?}`$ divergencies. Since such an unconventional theory cannot be explained briefly, either of the following $`\mathrm{𝑠𝑖𝑚𝑝𝑙𝑖𝑓𝑖𝑐𝑎𝑡𝑖𝑜𝑛𝑠}`$ must here be adopted:
(a) We can treat a mathematical theory similar to QI. Then such restrictions may be imposed that we can prove simple results which formally resemble those of QI.
(b) We can explain some results of QI itself completely, but then most proofs must be omitted for brevity.
Having shown an example of (a) at another $`^\mathrm{?}`$ place, we find (b) more suitable for comparing QI with the Neutrino Theory.
In Section 2 we review the postulates of QI and the basic fields entering there. No further postulate is needed, however, for $`\mathrm{𝑑𝑒𝑟𝑖𝑣𝑖𝑛𝑔}`$ the perfect gauge invariance in Section 3. The composite Bose fields $`^P`$ of QI and their gauge covariant derivatives are in Section 4 distinguished from any bound state. Further extensions mentioned in Section 5 go beyond the expectations from the Neutrino Theory $`^\mathrm{?}`$ of Light, but fail to satisfy its old desires. Thus we are reminded of Quantum Mechanics, which has explained much more than Bohr’s theory of ‘planetary’ atoms did, but still cannot yield the ‘electron orbits’ envisioned there.
## 2 Fields of Quantum Induction
With a basically simple, but unorthodox action, we could start from Feynman’s path integral. For a faster introduction to QI, we (with the hermitian conjugate $`\mathrm{\Psi }^{}`$ and the transpose $`\mathrm{\Psi }^T`$ of the Dirac spinor $`\mathrm{\Psi }`$ ) $`\mathrm{𝑝𝑜𝑠𝑡𝑢𝑙𝑎𝑡𝑒}`$ the anti-commutators
$`[\mathrm{\Psi }(x),\mathrm{\Psi }(0)^{}]_+\delta (x_0)=\delta (x),[\mathrm{\Psi }(x),\mathrm{\Psi }(0)^T]_+\delta (x_0)=0`$
(1)
$`\text{and Dirac’s equation}(i\overline{)})\mathrm{\Psi }=\mathrm{\hspace{0.17em}0}.`$
In order to be useful for physics, $`\mathrm{\Psi }`$ must contain the F=24 four-component spinors $`\psi _f`$ of all leptons and quarks, although one of these $`\psi _f`$ suffices for mathematical $`^\mathrm{?}`$ models. The Bose field $``$ in (1) is a member of Dirac’s Clifford algebra $`𝒞\mathrm{}_D`$, but also a (non-canonical) quantum $`^\mathrm{?}`$ field. Hence it can with a suitable basis of $`𝒞\mathrm{}_D`$ be written
$$=S^++i\gamma _5S^{}+\gamma ^\mu V_\mu ^++\gamma ^\mu \gamma _5V_\mu ^{}+\sigma ^{\mu \nu }𝒯_{\mu \nu },$$
(2)
where $`S^\pm `$, $`V_\mu ^\pm `$ and $`𝒯_{\mu \nu }`$ act only on the flavors and colors of $`\mathrm{\Psi }`$.
In (2) the ‘tensor potential’ $`𝒯_{\mu \nu }=𝒯_{\nu \mu }`$ must strictly $`^\mathrm{?}`$ be absent. Hence we must impose
$$𝒯_{\mu \nu }=\mathrm{\hspace{0.17em}0},\text{so that}=S+\gamma ^\mu V_\mu $$
(3)
(where $`S`$, $`V_\mu `$ are obvious combinations of $`S^\pm `$, $`V_\mu ^\pm `$ and $`\gamma _5`$). In other words, $``$ is not spanned by all 16 basis elements of Dirac’s Clifford algebra $`𝒞\mathrm{}_D`$, but only by those ten that couple Dirac’s $`\mathrm{\Psi }`$ with $`S`$ and $`V_\mu `$ (which contain the observed Higgs and Yang-Mills fields).
This total absence of Pauli terms $`\sigma ^{\mu \nu }𝒯_{\nu \mu }`$ from (2) is necessary whenever postulates similar to (1) are maintained. Hence (3) holds as well in the mathematical theory $`^\mathrm{?}`$ of heat kernels, but not necessarily in the usual ‘effective’ $`^\mathrm{?}`$ theory, where the infinite renormalizations make (1) invalid. The connections of tensor potentials $`𝒯_{\mu \nu }\mathrm{\hspace{0.17em}0}`$ with themselves have been investigated $`^\mathrm{?}`$ extensively. In the literature we cannot find, however, any hint about their interactions with Dirac’s $`\mathrm{\Psi }`$. If a tensor potential directly couples only to itself (and perhaps to other Bose fields), we evidently cannot reach the conclusion (3); but how could that hypothetical $`𝒯_{\mu \nu }\mathrm{\hspace{0.17em}0}`$ be observed ?
## 3 Implied Gauge Invariance
Whenever Dirac’s $`\mathrm{\Psi }`$ satifies (1) with any Bose field $``$ (even if (3) is violated), this $``$ can be $`\mathrm{𝑟𝑒𝑐𝑜𝑣𝑒𝑟𝑒𝑑}`$ from a time ordered, bilocal field as the local limit
$`(x)=8\pi ^2\gamma ^\mu \underset{z0}{lim}T\mathrm{\Psi }(xz)\stackrel{}{_\mu ^x}\overline{\mathrm{\Psi }}(x+z)\overline{)}z^3.`$ (4)
Under the restriction to any non-quantized Bose field, its representation (4) can be derived $`^\mathrm{?}`$ easily. For clarity, however, we totally exclude those ‘purely classical’ fields $``$ from QI. Hence the proof of (4) requires precautions not explainable briefly; but its technical aspects remain the same as for non-quantized $``$. Another local limit, which follows more directly than (4), but also breaks down $`^\mathrm{?}`$ under infinite renormalizations, is
$`\underset{z0}{lim}\overline{)}z^3b(x,z)=i\text{with}b(x,z):=(4\pi )^2T\mathrm{\Psi }(x+z)\overline{\mathrm{\Psi }}(xz).`$ (5)
Here and in (4), $`z=0`$ can be approached on any path which does not touch the cone $`z^2=0`$.
For any member of Dirac’s Clifford algebra $`𝒞\mathrm{}_D`$, we must now define $`^\mathrm{?}`$ the adjoint
$`\overline{\mathrm{\Gamma }}:=\gamma _0\mathrm{\Gamma }^{}\gamma _0\text{for every}\mathrm{\Gamma }𝒞\mathrm{}_D.`$ (6)
From (4) and (5), one easily concludes then that the gauge transformation
$`\mathrm{\Psi }e^{i\omega }\mathrm{\Psi }(\text{hence}\overline{\mathrm{\Psi }}\overline{\mathrm{\Psi }}e^{i\overline{\omega }})`$ (7)
$`\text{implies}e^{i\overline{\omega }}(i\overline{)})e^{i\omega }.`$ (8)
Here $`\omega `$ is a non-quantized matrix, which contains $`\gamma _5`$ but no other Dirac matrix (hence $`\omega `$ acts on flavors, colors and chiralities, but not on spins or helicities). We admit $`\gamma _5:=i\gamma ^0\gamma ^1\gamma ^2\gamma ^3`$ in order to include chiral transformations; but we make $`\omega `$ hermitian in order to exclude conformal mappings (hence the $`\overline{\omega }`$ obeying $`\gamma ^\mu \overline{\omega }=\omega \gamma ^\mu `$ simply equals $`\omega `$ with $`\gamma _5\gamma _5`$). From (8) it is also evident that the gauge transformations (7) are in general non-abelian and depend on time and space. For some readers, (8) will be more familiar when by (3) it is split into
$`Se^{i\overline{\omega }}Se^{i\omega }\text{and}V_\mu e^{i\omega }(V_\mu i_\mu )e^{i\omega }.`$ (9)
or even $`\mathrm{𝑙𝑖𝑛𝑒𝑎𝑟𝑖𝑧𝑒𝑑}`$ in an ‘infinitesimal’ $`\omega `$.
We have presented (8) for two reasons:
(a) Its derivation from (7) by means of (4) and (5) is $`\mathrm{𝑒𝑎𝑠𝑖𝑒𝑟}`$ than any other proof. Hence it can be left to the reader (just insert (7) in (4) and apply the product rule of differentiations; the result (8) follows when (4) and (5) are used).
(b) That proof of (8) not only demonstrates the implied gauge invariance of (1), but also why this symmetry has not been achieved with composite photons. In fact, (4) does not involve any forces or form factors and not even adjustable constants.
## 4 Composite Fields versus States
The strongest contrast between (4) and any physical ‘composite’ lies in the following distinction. For particles to form bound states, they must first exist themselves. Hence their own states must be created by operators such as
$`\mathrm{\Psi }_f:=f(x)𝑑x\mathrm{\Psi }(x)\text{with}f𝒟,`$ (10)
obtained by smearing an operator valued distribution $`^\mathrm{?}`$ with an $`f`$ from a space $`𝒟`$ of smooth test functions. The sharp limit (4), however, produces first another local field $`(x)`$, only $`\mathrm{𝑎𝑓𝑡𝑒𝑟𝑤𝑎𝑟𝑑𝑠}`$ to be smeared into operators $`f(x)𝑑x(x)`$ which create bosons.
Further consequences of (1) are Dirac induced equations for the Higgs and Yang-Mills fields contained in (9). They show that QI prevents the familiar divergencies very $`\mathrm{𝑑𝑖𝑓𝑓𝑒𝑟𝑒𝑛𝑡𝑙𝑦}`$ for Dirac’s $`\mathrm{\Psi }`$ and the basic Bose fields in $``$, namely as follows. Due to (5), the ‘coincident’ product $`\mathrm{\Psi }(x)\overline{\mathrm{\Psi }}(x)`$ does not exist; but it is never needed. The components of $``$, however, must form products $`^P(x)^Q(y)`$ which exist (as operator valued distributions) even for $`xy`$. Therefore, the quantum fields in $``$ must be non-canonical, just in order to keep $`\mathrm{\Psi }`$ forever canonical. Even without proofs, these complete results cannot be explained briefly.
Splitting (4) as in (3), we also get $`S`$ and $`V_\mu `$ as such local limits. They can be inserted into
$`S_\mu :=S_{,\mu }+i\left(\overline{V}_\mu SSV_\mu \right)\text{and}V_{\mu \nu }:=V_{\mu ,\nu }V_{\nu ,\mu }+i[V_\mu ,V_\nu ].`$ (11)
These are called gauge covariant derivatives because they transform under (9) homogeneously as $`S`$ (in contrast to $`V_\mu `$) does. Then highly complicated expressions by $`\mathrm{\Psi }`$ are obtained, involving second derivatives of $`\mathrm{\Psi }`$, $`\overline{\mathrm{\Psi }}`$ and terms with $`\mathrm{\Psi }\overline{\mathrm{\Psi }}\mathrm{\Psi }\overline{\mathrm{\Psi }}`$.
Very surprisingly, however, there are alternative representations of (11) in which not even $`\mathrm{\Psi }_{,\mu }`$ occurs. Instead, every component of (11) can ( with a specific constant $`c_\mu ^F`$ ) be written
$`F(x)=\underset{z0}{lim}z^\mu T\overline{\mathrm{\Psi }}(xz)c_\mu ^F\mathrm{\Psi }(x+z)_{z^2}.`$ (12)
Here $`\mathrm{}_{z^2}`$ denotes the Lorentz invariant average over the direction of z, while the matrix $`c_\mu ^F`$ acts on the flavors, colors, chiralities and helicities of $`\mathrm{\Psi }`$. Thus (12) evidently is not more complicated than (4), but even much simpler $`\mathrm{𝑙𝑜𝑔𝑖𝑐𝑎𝑙𝑙𝑦}`$.
## 5 Observable Boson States
Let $`\psi _f`$ describe a single lepton or quark of the electric charge $`e_f`$. Then the Maxwell component of (12) is
$`F_{\nu \rho }(x)=const{\displaystyle \underset{f}{}}e_f\underset{z0}{lim}z^\mu T\overline{\psi }_f(xz)\gamma _{\mu \nu \rho }\psi _f(x+z)_{z^2}`$ (13)
with the ‘axial’ $`\gamma _{\mu \nu \rho }:=\gamma _{[\mu }\gamma _\nu \gamma _{\rho ]}𝒞\mathrm{}_D`$. Hence the state of a single photon, created with the test function $`t^{\nu \rho }=t^{\rho \nu }𝒟`$, becomes
$`|t=t^{\nu \rho }(x)dx{\displaystyle \underset{f}{}}e_f\underset{z0}{lim}z^\mu T\overline{\psi }_f(xz)\gamma _{\mu \nu \rho }\psi _f(x+z)_{z^2}|.`$ (14)
Here we have used the fact that Maxwell’s potential $`A_\mu `$ is not needed $`^\mathrm{?}`$ for $`\mathrm{𝑜𝑏𝑠𝑒𝑟𝑣𝑎𝑏𝑙𝑒}`$ photons, although it remains indispensible for electromagnetic forces $`^\mathrm{?}`$ and Coulomb $`^\mathrm{?}`$ clouds. Every pure state with at least one photon follows from (14), when the Poincare invariant vacuum $`|`$ is replaced by the most general state in the Hilbert space.
In order to generalize (14) to any state with at least one observable boson, we need only replace (13) by other components (12) of (11). Not only all Bose fields and their states are thus recovered, but the Dirac induced field equations of QI also determine all their interactions (which for hypothetically composite photons are never mentioned). Thus QI has achieved much more than one expected from the Neutrino Theory (even a minimal extension to gravity), but not what there had been desired orginally. For instance, the gauge bosons are clearly not bound states, because neither forces nor form factors occur in (14) or in its extensions to other bosons. Whenever a state contains an additional photon, however, this involves due to (14) all basic Dirac components $`\psi _f`$ $`\mathrm{𝑒𝑥𝑐𝑒𝑝𝑡}`$ those of neutrinos.
## Acknowledgments
For comments we are thankful to A. Borowiec, W. Stoeger, E. Sucipto and J. Thevenot. This work is partially supported by el Consejo Nacional de Ciencia y Tecnología (CONACyT) de México, grant # 27670 E (1999-2000). Zbigniew Oziewicz is a member of Sistema Nacional de Investigadores de México.
## References
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# Computational Complexity and Phase Transitions (extended abstract11footnote 1an extended version will be available shortly as [1]. )
## 1 Introduction
Which combinatorial problems have “hard” instances? Computational Complexity is the main theory that attempts to provide answers to this question. But it is not the only one. While the concept of NP-complete problem, as a paradigm for “problem with hard instances”, has permeated a wide range of fields, from Computational Biology to Economics, it is not usually considered extremely relevant by practitioners. This happens because NP-completeness is an overly pessimistic, worst-case, concept, and in fact if we’re not really careful about the random model, “most” instances of many NP-complete problems turn out to be “easy”.
Much insight in locating the regions “where the really hard instances are” has come from an analogy with Statistical Mechanics, in the context of phase transitions in combinatorial problems. Recent studies have shown that a certain type of phase transitions (called first-order phase transitions) is responsible for the exponential slowdown of many natural algorithms when run on instances at the transition point.
A natural, and early stated question is whether there exists any connection between computational complexity and the existence of a phase transition. Obtaining an answer to this question is further complicated by the fact that the physicists’ and computer scientists’ concepts of phase transitions are different: the former pertains to combinatorial optimization, and is called order-disorder phase transition, while the latter applies to decision problems and is called threshold property, more specifically a restricted form of threshold property called sharp threshold<sup>2</sup><sup>2</sup>2see definition 3.. It is this type of phase transitions we’re primarily interested in this paper.
The above question has been asked for both types of phase transitions: Fu argued that there should be no connection between worst-case computational complexity and the existence of an order–disorder phase transition, by showing that an NP-complete problem, number partition, has no order-disorder phase transition (however see that argues that number partition has an order-disorder phase transition under a different random model). The case of decision problems is even more spectacular: in a paper that proved very influential in the Artificial Intelligence community , Cheeseman, Kanefsky and Taylor conjectured that roughly the difference between tractable and intractable problems, specifically between problems in $`P`$ and NP-complete problems is that:
1. NP-complete problems have a phase transition (sharp threshold) with respect to “some” order parameter.
2. in contrast, problems in P lack such a threshold.
Their conjecture was at best wishful thinking. First, they did not make it precise enough, by specifying what an order parameter is. Second, they had no evidence supporting such a radical statement. In fact, examples of problems in P that do have a sharp threshold with respect to a “reasonable” order parameter had already long been known (for instance the probability that a random graph has a connected component of at least, say, $`n^{3/4}`$ vertices, by the classical results of Erdős and Rényi ).
A natural question is whether there is any connection at all between computational complexity and the existence of a sharp threshold at least for problems that possess some “canonical” order parameter. One restriction that entails the existence of a canonical order parameter is the very one which was used in defining threshold properties: monotonicity . Clearly the above-mentioned example shatters the hope of obtaining a version of (2) even for monotonic problems. A quick argument shows that even (1) should fail: in any polynomial degree there exist both monotone problems that have (or do not have) sharp thresholds. The intuitive reason is that the existence of a sharp threshold is a statistical property, that is not affected by modifying a given problem on a set of instances that has zero measure. On the other hand worst-case complexity is sensitive to such changes. The result is formally stated as Proposition 5.1 in the Appendix.
Given the above argument it would seem that the question has been answered, and that no whatsoever connection exists between the two concepts. However the examples constructed in Proposition 5.1 are rather artificial, and the overall proof is reminiscent of Ladner’s result on the structure of polynomial degrees: we can construct a set of the desired complexity by starting with a certain base set and “tuning-up” its worst-case complexity on a set that is “small enough” so that this does not affect the other desirable property of the base set, having a sharp/coarse threshold. The question still remains whether the result remains true if we only consider problems with a certain “natural” structure. After all, this is true in the case of computational complexity: Schaefer , showed that, when restricted to the class of generalized satisfiability problems, the rich structure of polynomial m-degrees derived from Ladner’s results simplifies to only two degrees, P and the degree of NP-complete problems, and obtained a full characterization of such problems.
###### Definition 1
Let $`S=\{R_1,\mathrm{},R_p\}`$, $`R_i\{0,1\}^{r_i}`$, be a finite set of relations. An $`S`$-formula in $`n`$ variables is a finite conjunction of clauses, i.e. expressions of the type $`R_j(x_{j,1},\mathrm{},x_{j,r_j})`$, with the variables $`x_j`$ chosen from a fixed set of $`n`$ variables $`x_1,\mathrm{},x_n`$. $`SAT(S)`$ is the problem of deciding whether an arbitrary $`S`$-formula has a satisfying assignment $`x_1\mathrm{}x_n`$ (one that makes each clause true).
A pleasant feature of Schaefer’s framework is that every problem $`SAT(S)`$ is monotonic. Clearly, an analog of (2) fails in this case as well: the density result Proposition 5.1 is still true for one of the two polynomial degrees, P, as 2-SAT has a sharp threshold , while e.g. at-most-$`2`$-HORN-SAT has a coarse threshold . On the other hand there exists some evidence that some notion of computational intractability implies the existence of a sharp threshold: in his celebrated result on sharp thresholds for 3-SAT Friedgut gives an example of a NP-complete graph problem having a coarse threshold: the property of containing either a triangle or a “large” clique. From a probabilistic standpoint the second part is “not important”. Moreover, his characterization theorem implies that any graph theoretic property that fails to have a sharp threshold can be well “approximated” by a tractable property, the property of containing a copy of a fixed graph. Finally, there is an altogether different reasons for a rigorous study of sharp thresholds in satisfiability problems: in this case the notion of a first-order phase transition (that, as mentioned does have significant algorithmic implications) has a nice combinatorial interpretation, as a “sudden jump” in the relative size of a combinatorial parameter called backbone (see e.g. for definition and discussion). It is easy to show (this is an argument implicitly made in , that will be presented in the full version of the paper) that the discontinuity of the backbone implies the existence of a sharp threshold. Therefore studying problems with sharp thresholds is a useful first step towards identifying all satisfiability problems having a first order phase transition.
It is, perhaps, tempting to conjecture that, when restricted to Schaefer’s framework an analogue of (1) holds:
###### Hypothesis 1
Every generalized satisfiability problem $`SAT(S)`$ that Schaefer’s dichotomy theorem identifies as NP-complete has a sharp threshold.
We further restrict our framework to the case when all constraints in $`S`$ have a special, clausal form. In this case we obtain a complete characterization of all sets of constraints $`S`$ for which $`SAT(S)`$ has a sharp threshold. In a preliminary version of this paper we claimed that for clausal constraints NP-completeness implies the existence of a sharp threshold. Unfortunately this is not true, as the revised version of our result shows. On the other hand, as displayed by Corollary 1, the class of counterexamples is rather limited: they are those NP-complete problems for which satisfiability of a random instance $`\mathrm{\Phi }`$ can be predicted with significant success by a very trivial heuristic: if neither $`0^n`$ or $`1^n`$ are satisfying assignments then return “unsatisfiable”. So the lack of a sharp threshold does have algorithmic implications, albeit in a probabilistic sense.
## 2 Preliminaries
We will work in the context of NP–decision problems, a standard concept in Complexity Theory. For a precise definition see, e.g., .
###### Definition 2
The NP-decision problem $`P`$ is monotonically decreasing if for every instance $`x`$ of $`P`$ and every witness $`y`$ for $`x`$, $`y`$ is a witness for every instance $`z`$ obtained by turning some bits of $`x`$ from 1 to 0. Monotonically increasing problems are defined similarly.
The three main random model from random graph theory, the so-called constant probability model, the counting and multiset model extend directly to NP-decision problems, and are interchangeable under quite liberal conditions. For technical convenience we will use the constant probability model when proving sharp thresholds and the multiset models when dealing with coarse thresholds. The following is a brief review. The multiset model, denoted $`\mathrm{\Omega }(n,m)`$, and which has two integer parameters $`n,m`$. A random sample from $`\mathrm{\Omega }(n,m)`$ is obtained by starting with the string $`z=0^n`$, choosing (uniformly at random and with repetition) $`m`$ bits of $`z`$, and flipping these bits to one. When $`n`$ is known, we use $`\mu _m(A)`$ to refer to the measure of a set $`A`$ under this random model. The constant probability model denoted $`\mathrm{\Omega }_p(n)`$ has two parameters, an integer $`n`$ and a real number $`p[0,1]`$. A random sample from $`\mathrm{\Omega }_p(n)`$ is obtained by starting with the string $`z=0^n`$ and then flipping the bits of $`z`$ to one independently with probability $`p`$.
###### Definition 3
Let $`P`$ be any monotonically decreasing decision problem under the constant probability model $`\mathrm{\Omega }_p(n)`$. A function $`\overline{\theta }`$ is a threshold function for $`P`$ if for every function $`m`$, defined on the set of admissible instances and taking real values, we have
1. if $`p(n)=o(\overline{\theta }(n))`$ then $`lim_n\mathrm{}\mathrm{Pr}_{x\mathrm{\Omega }_p(n)}[xP]=1`$, and
2. if $`p(n)=\omega (\overline{\theta }(n))`$ then $`lim_n\mathrm{}\mathrm{Pr}_{x\mathrm{\Omega }_p(n)}[xP]=0`$.
$`P`$ has a sharp threshold if in addition the following property holds:
3. For every $`ϵ>0`$ define the functions $`p_ϵ(n),p_{1/2}(n),p_{1ϵ}(n)`$ by
$$\mathrm{Pr}_{x\mathrm{\Omega }_{p_ϵ}(n)}[xP]=ϵ,$$
$$\mathrm{Pr}_{x\mathrm{\Omega }_{p_{1/2}}(n)}[xP]=1/2\},$$
$$\mathrm{Pr}_{x\mathrm{\Omega }_{p_{1ϵ}}(n)}[xP]=1ϵ$$
Then we have
$$lim_n\mathrm{}\frac{p_{1ϵ}(n)p_ϵ(n)}{p_{1/2}(n)}=0.$$
If, on the other hand, for some $`ϵ>0`$ the amount $`\frac{p_{1ϵ}(n)p_ϵ(n)}{p_{1/2}(n)}`$ is bounded away from 0 as $`n\mathrm{}`$, $`P`$ has a coarse threshold. These two cases are not exhaustive as the above quantity could in principle oscillate with $`n`$. Nevertheless they are so for most “natural” problems.
Let $`f:𝐍𝐑`$. Define $`QEMPTY(f)`$ to be the probability that the following queuing chain:
$$\{\begin{array}{c}Q_0=1,\hfill \\ Q_{i+1}=Q_i1+\mathrm{\Xi }_{i+1}.\hfill \end{array}$$
(where the $`\mathrm{\Xi }_t`$’s are independent Poisson variables with parameter $`f(t)`$) ever remains without customers.
###### Definition 4
Let $`(a,b)𝐍\times 𝐍(0,0)`$. Define $`C_{a,b}=\overline{x}_1\mathrm{}\overline{x}_ax_{a+1}\mathrm{}x_{a+b}`$. Such a relation is called clausal constraint.
For a set $`S`$ as in definition 1 let $`k`$ be the maximum arity of a relation in $`S`$. To avoid trivial cases, we assume that $`k2`$. For $`i=\overline{1,k}`$ let $`p_i`$ be 1 if clause $`\overline{x}_1\mathrm{}\overline{x}_{i1}x_iS`$ and 0 otherwise, and let $`n_i`$ be 1 if clause $`\overline{x}_1\mathrm{}\overline{x}_iS`$ and 0 otherwise. Define polynomials $`P_i(c)=_{ji}\left(\genfrac{}{}{0pt}{}{c}{ji}\right)p_j`$ and $`Q_i(c)=_{ji}\left(\genfrac{}{}{0pt}{}{c}{ji}\right)n_j`$. Let $`\delta _k=kp_k+n_k`$, $`N_S=\left(\genfrac{}{}{0pt}{}{n}{k}\right)\delta _k`$, and $`\alpha =m/N_S`$. Finally, let
$$a_0=\mathrm{max}\{0\}\{a:C_{a,0}S\},$$
$$a_1=\mathrm{max}\{0\}\{a:C_{a,b}S,b1\}.$$
$`b_0`$ and $`b_1`$ are defined similarly with respect to the second component.
## 3 Main result
Recall that a relation is called 0-valid (1-valid) if it is satisfied by the assignment “all zeros” (“all ones”) and Horn (negated Horn) if it is equivalent to a Horn (negated Horn) CNF-formula. When $`S`$ is Horn the number of clauses in $`S`$ over $`n`$ variables is $`N_S(1+o(1))`$. For a property $`T`$ we will use “$`S`$ is $`T`$” as a substitute for “every relation in $`S`$ is $`T`$”.
Our main result is
###### Theorem 3.1
Let $`S`$ be a finite set of clausal constraints.
a. If $`S`$ is 0-valid or $`S`$ is 1-valid then the decision problem $`SAT(S)`$ is trivial.
b. If $`S`$ is (Horn $``$ 0-valid) or $`S`$ is (negated Horn $``$ 1-valid) then $`SAT(S)`$ has a coarse threshold.
c. Suppose cases $`a`$. and $`b`$. do not apply. If
$$(a_1<a_0b_0)(b_1<b_0a_0)$$
$$(a_0=b_0=\mathrm{min}\{a_1,b_1\})$$
then $`SAT(S)`$ has a sharp threshold, otherwise $`SAT(S)`$ has a coarse threshold.
For reasons of space we can do little but present a rather sketchy outline of the proof of Theorem 3.1. A full version will be given in . The following corollary (of the preceding result and its proof) summarizes the intuition that all NP-complete problems with coarse thresholds are “rather trivial”.
###### Corollary 1
Suppose $`S`$ is a finite set of clausal constraints. Then $`SAT(S)`$ has a coarse threshold exactly when at least one of the following (non-exclusive) conditions applies.
1. $`S`$ is Horn.
2. $`S`$ is negated Horn.
3. $`SAT(S)`$ is NP-complete and has the same threshold function as the property “$`0^n`$ satisfies $`\mathrm{\Phi }`$”.
4. $`SAT(S)`$ is NP-complete and has the same threshold function as the property “$`1^n`$ satisfies $`\mathrm{\Phi }`$”.
Indeed, in the cases 3 and 4 there exists a single trivial algorithm, that declares the formula unsatisfiable if it is not satisfied by any of the two assignments $`0^n`$ and $`1^n`$, and which is correct with a constant probability $`ϵ`$ over the whole range of the parameter $`p`$ (in the constant probability model).
###### Observation 1
In the general case there are other (non-clausal) examples of satisfiability problems with a coarse threshold. Let $`R(x,y)`$ be the relation $`{}_{}{}^{\prime \prime }xy^{\prime \prime }`$. Then $`SAT(\{R\})`$ is essentially the 2-coloring problem, which has a coarse threshold.
## 4 Proof sketch
b. This part of the proof is constructive. When $`\mathrm{\Phi }`$ is Horn we explicitly determine the probability that a random formula $`\mathrm{\Phi }`$ is satisfiable, and then use it to argue that the corresponding (Horn $``$ 0-valid) cases also have a coarse threshold. The analysis of the Horn cases is similar to the one when $`S`$ consists of all Horn clauses of length at most $`k`$, that was settled in , and is accomplished by analyzing PUR, a natural implementation of positive unit resolution, which is complete for Horn satisfiability.
We regard PUR as working in stages, indexed by the number of variables still left unassigned; thus, the stage number decreases as PUR moves on. We say that formula $`\mathrm{\Phi }`$ survives Stage $`t`$ if PUR on input $`\mathrm{\Phi }`$ does not halt at Stage $`t`$ or earlier. Let $`\mathrm{\Phi }_i`$ be the formula at the beginning of stage $`i`$, and let $`N_i`$ denote the number of its clauses. We will also denote by $`P_{i,t}(N_{i,t})`$, the number of clauses of $`\mathrm{\Phi }_t`$ of size $`i`$ and containing one (no) positive literal. Define $`\mathrm{\Phi }_{i,t}^P`$ ($`\mathrm{\Phi }_{i,t}^N`$) to be the subformula of $`\mathrm{\Phi }_t`$ containing the clauses counted by $`P_{i,t}(N_{i,t})`$. The analysis proceeds by showing that we can characterize the evolution of PUR on a random formula by a Markov chain, and is based on the following “Uniformity Lemma” from , valid in our context as well:
###### Lemma 4.1
Suppose that $`\mathrm{\Phi }`$ survives up to stage $`t`$. Then, conditional on the values $`(P_{1,t},N_{1,t},\mathrm{},P_{k,t},N_{k,t})`$, the clauses in $`\mathrm{\Phi }_{1,t}^P,\mathrm{\Phi }_{1,t}^N,\mathrm{},\mathrm{\Phi }_{k,t}^P,\mathrm{\Phi }_{k,t}^N`$ are chosen uniformly at random and are independent. Also, conditional on the fact that $`\mathrm{\Phi }`$ survives stage $`t`$ as well, the following recurrences hold:
$$\{\begin{array}{c}P_{1,t1}=P_{1,t}1\mathrm{\Delta }_{01,t}^P+\mathrm{\Delta }_{12,t}^P,\hfill \\ N_{1,t1}=N_{1,t}+\mathrm{\Delta }_{12,t}^N,\hfill \end{array}$$
and, for $`i=\overline{2,k}`$,
$$\{\begin{array}{c}P_{i,t1}=P_{i,t}\mathrm{\Delta }_{0i,t}^P\mathrm{\Delta }_{(i1)i,t}^P+\mathrm{\Delta }_{i(i+1),t}^P,\hfill \\ N_{i,t1}=N_{i,t}\mathrm{\Delta }_{(i1)i,t}^N+\mathrm{\Delta }_{i(i+1),t}^N,\hfill \end{array}$$
where
$$\{\begin{array}{c}\mathrm{\Delta }_{01,t}^P=B(P_{1,t}1,1/t),\hfill \\ \mathrm{\Delta }_{(i1)i,t}^P=B(P_{i,t},(i1)/t),\hfill \\ \mathrm{\Delta }_{0i,t}^P=B(P_{i,t}\mathrm{\Delta }_{(i1)i,t}^P,1/t),\hfill \\ \mathrm{\Delta }_{(i1)i,t}^N=B(N_{i,t},i/t),\hfill \\ \mathrm{\Delta }_{k(k+1),t}^P=\mathrm{\Delta }_{k(k+1),t}^N=0.\hfill \end{array}$$
The main intuition for the proof is that with high probability the binomial expressions in the previous formulas are close to their expected values. The proof of this very intuitive statement is conceptually simple, but technically somewhat involved, and mirrors the proof in . So all it remains is to characterize the mean values of $`P_{i,t}`$, $`N_{i,t}`$. We only outline the main steps of this computation in the sequel, assuming that the above mentioned concentration results hold. Define $`x_{i,t},y_{i,t}`$ by
$$\{\begin{array}{c}E[P_{i,t}]=i\left(\genfrac{}{}{0pt}{}{t}{i}\right)x_{i,t},\hfill \\ E[N_{i,t}]=\left(\genfrac{}{}{0pt}{}{t}{i}\right)y_{i,t}.\hfill \end{array}$$
Then it is easy to see that sequences $`x_{i,t},y_{i,t}`$, $`i2`$ verify the recurrences:
$$\{\begin{array}{c}x_{i,t1}=x_{i,t}+x_{i+1,t},\hfill \\ y_{i,t1}=y_{i,t}+y_{i+1,t}.\hfill \end{array}$$
Define the vector sequence $`(Z_t)_{t0}𝐑^{k1}`$ by $`Z_{t+1}=AZ_t`$, with $`A=(a_{i,j})`$,
$$a_{i,j}=\{\begin{array}{cc}1,\hfill & \text{ if }j=i+1,\hfill \\ 0,\hfill & \text{ otherwise.}\hfill \end{array}$$
It is easy to see that both sequences $`(x_{i,t})_t`$ and $`(y_{i,t})_t`$ satisfy the same recurrence as $`Z_t`$. A simple computation shows that $`A_{i,j}^k=\left(\genfrac{}{}{0pt}{}{k}{ji}\right)`$ (where, for $`t<0`$, $`\left(\genfrac{}{}{0pt}{}{k}{t}\right)=0`$). Therefore $`Z_{i,t}=_{ji}\left(\genfrac{}{}{0pt}{}{t}{ji}\right)Z_{i,0}`$. Since $`x_{i,n}=\alpha p_i(1+o(1))`$, we have that for every constant $`c>0`$, $`x_{i,nc}=\alpha P_i(c)(1+o(1))`$ for every $`i2`$. In the same way $`y_{i,nc}=\alpha Q_i(c)(1+o(1))`$.
Computing $`x_{1,t},y_{1,t}`$ (or equivalently $`P_{1,t},N_{1,t}`$) needs some care, and this is where several forms of the threshold result are obtained.
Case 1: $`j_1,j_22`$, $`p_{j_1}=n_{j_2}=1`$. The following is the result in this case:
###### Theorem 4.2
Let $`c>0`$, and let $`m=cn^{k1}`$. Then the probability that PUR accepts $`\mathrm{\Phi }`$ is equal to $`QEMPTY(c\frac{k!}{\delta _k}P_2(j))`$.
The proof of the theorem goes along the following lines:
1. as long as $`P_{1,t}`$ is “small” (sublinear) $`P_{1,t1}P_{1,t}1+Po(tx_{2,t})`$. This is particularly true in the first $`\theta (1)`$ stages, when $`P_{1,t}`$ can be approximated by a queue with arrival distribution $`Po(c\frac{k!}{\delta _k}P_2(nt))`$. This explains the form of the limit probability.
2. Also, in the first $`\theta (1)`$ stages $`P_{1,t},N_{1,t}`$ are “small” (approximately constant), so that w.h.p. PUR does not reject.
3. The probability that PUR accepts after the first $`\theta (1)`$ stages is small, since, after these stages $`P_{1,t}`$ will be large enough to make a decrement to $`0`$ unlikely.
4. At the stages $`c=n\theta (\sqrt{n})`$, $`P_{1,t},N_{1,t}`$ are large enough to guarantee the existence, with nonnegligible probability of a variable that appears both as a positive and a negative unit clause.
Let $`S`$ be now (Horn $``$ 0-valid), $`S_H=SHORN`$, let $`\mathrm{\Phi }`$ be a random formula and $`\mathrm{\Phi }_H`$ be its “Horn part”. That $`SAT(S)`$ has the same (coarse) threshold as $`SAT(S_H)`$ follows easily from the following set of inequalities:
$$\mathrm{Pr}[\mathrm{\Phi }\text{ has no positive unit clauses }]$$
$$\mathrm{Pr}[\mathrm{\Phi }SAT]\mathrm{Pr}[\mathrm{\Phi }_HSAT].$$
Case 2: $`j_12`$, $`p_{j_1}=1`$ but $`j2:n_j=0`$. Then the following holds:
###### Theorem 4.3
Let $`c>0`$, and let $`m=cn^{k1}`$. Then the probability that PUR accepts $`\mathrm{\Phi }`$ is equal to
$$e^{c\frac{k!}{\delta _k}}+(1e^{c\frac{k!}{\delta _k}})QEMPTY(c\frac{k!}{\delta _k}P_2(j)).$$
The outline is quite similar to the one of the previous case, with a couple of differences.
1. Now $`N_{1,t}`$ no longer grows, but remains equal to $`N_{1,n}`$ for as long as the algorithm does not halt. There exist a nonnegligible (and asymptotically equal to $`e^{c\frac{k!}{\delta _k}}`$) probability that $`N_{1,n}=0`$. In this case $`11\mathrm{}11`$ is a satisfying assignment.
2. In the opposite case the structure of the proof (and conclusion) is similar to the one from the Case 1, except that, since $`N_{1,t}`$ no longer grows, we have to look up to $`\theta (n)`$ stages to be sure that the algorithm has a nonnegligible probability to reject. In this case the term $`\mathrm{\Delta }_{01,t}^P`$ can no longer be taken to be approximately zero. One can, however, get by, by noticing that, at those stages where $`P_{1,t}`$ is $`\theta (n)`$, the probability that there exists a positive unit clause opposite to the negative unit clause guaranteed by the condition $`N_{1,n}>0`$ is approximately constant. Iterating this over a small but unbounded number of steps allows us to conclude that for every $`ϵ>0`$ with probability $`1o(1)`$ the formula becomes unsatisfiable in one of the first $`ϵn`$ stages. Taking $`ϵ`$ small enough so that $`P_{1,t}`$ is still nonzero after $`ϵn`$ stages (if PUR hasn’t already stopped by this time) allows us to derive the same form of the limit probability as in case 1.
The analysis of the (Horn $``$ 0-valid) case is similar to the previous one.
Case 3: $`j_22`$ $`n_{j_2}=1`$ but $`j2:p_j=0`$.
In this case the threshold result is
###### Theorem 4.4
Let $`c>0`$, and let $`m=cn^{k1+\frac{1}{k+1}}`$. Then the probability that PUR accepts $`\mathrm{\Phi }`$ is equal to
$$e^{c^{k+1}(k!)^k}+o(1).$$
The main steps of the analysis are:
1. In this case $`P_{1,t}`$ is decreasing, but the special form of the threshold makes sure that $`\mathrm{\Delta }_{01,t}^P`$ can be neglected, so $`P_{1,t1}P_{1,t}1`$, and $`P_{1,t}P_{1,n}(nt)`$.
2. On the other hand $`N_{1,t}`$ increases and approximately satisfies the following recurrence $`N_{1,t1}N_{1,t}+(t1)y_{2,t}`$, where $`y_{2,t}`$ can be computed as outlined before.
3. The probability that the positive literal chosen at stage $`t`$ occurs both in positive and negative unit form is approximately $`1e^{\frac{N_{1,t}}{t}}`$.
4. The threshold interval is obtained when the probability that the algorithm rejects in the last $`\theta (1)`$ stages becomes roughly constant (so that the events “PUR accepts” and “PUR rejects” compete).
5. A recursive computation yields the final form of the limit probability.
An interesting thing happens when considering the corresponding (Horn $``$ 0-valid) case: the threshold interval is no longer the one from the corresponding Horn case, but rather mirrors the one in Cases 1 and 2. The underlying reason is simple: the lower bound is the same as in Cases 1 and 2, the probability that $`\mathrm{\Phi }`$ contains no positive unit clause. To show an upper bound less than one, consider applying $`\mathrm{PUR}`$ (which is no longer complete) to our formula. With some positive probability $`\mathrm{PUR}`$ will exhaust all the positive unit literals (including those created on the way) before accepting. Since $`S`$ is not Horn, it contains a clause template with $`b2`$ positive literals.
Such clauses will result, when the positive unit clauses are exhausted, into an at least linear number of clauses of the type $`C_{0,b}`$. Together with the “all negative” clauses these will ensure that w.h.p. (at least for a big enough constant $`c`$) the remaining formula is unsatisfiable. Thus the probability that $`\mathrm{\Phi }`$ is satisfiable is less than $`1\mathrm{Pr}[\mathrm{PUR}\text{ exhausts all its positive unit clauses}]o(1)`$. The only case left uncovered by this argument is when the only type of “all negative” clauses are the unit clauses, but in this case one can apply a similar reasoning by setting the variables appearing in negative unit clauses too.
c. The argument is based on Friedgut’s proof of the fact that 3-SAT has a sharp threshold, and we assume familiarity with the concepts and the methods in this paper. He first shows a general result that roughly states that graph (and hypergraph) problems that have coarse thresholds have a simple approximation at the threshold point. Here is a general and cleaner version of this result from J. Bourgain’s appendix:
###### Proposition 4.5
Let $`A\{0,1\}^n`$ be a monotone property, and assume say
$$ϵ\mu _p(A)1ϵ$$
$$p\frac{d\mu _p(A)}{dp}<C$$
for some $`p=o(1)`$ and $`C>0`$<sup>3</sup><sup>3</sup>3such $`p`$ and $`C`$ exist, assuming that the sharp threshold condition for $`A`$ fails with respect to $`ϵ>0`$. Then there is $`\delta =\delta (C)`$ such that either
$$\mu _p(\{x\{0,1\}^n|xx^{}A,|x^{}|10C)>\delta $$
(1)
or there exists $`x^{}A`$ of size $`|x^{}|10C`$ such that the conditional probability
$$\mu _p(xA|xx^{})>\frac{1}{2}+\delta .$$
(2)
As a sanity check, let us see how this theorem applies to the three cases of HORN-SAT we have just analyzed. The set $`A`$ is taken to be $`\overline{SAT(S)}`$.
* In the first two cases condition 2 applies, and the “magical” formula $`x^{}`$ is simply a fixed unit clause.
* In the last case condition 2 applies. The “forbidden formula” $`x^{}`$ consists of $`k`$ different unit clauses $`x_1,\mathrm{},x_k`$, together with the clause $`\overline{x}_1\mathrm{}\overline{x}_k`$. An unexpected outcome of the analysis is that the satisfiability probability of a random formula $`\mathrm{\Phi }`$ coincides within $`o(1)`$ with the probability that $`\mathrm{\Phi }`$ contains no isomorphic copy of $`x^{}`$.
Suppose $`S`$ is neither (Horn $``$ 0-valid) nor (negated Horn $``$ 1-valid)
Then $`S`$ contains the clauses $`C_{a_0,0}`$ and $`C_{0,b_0}`$ and $`a_0,b_02`$. Assume w.l.o.g. that $`b_0a_0`$. According to another theorem of Friedgut (that is rederived by Bourgain as Corollary 3), there exists $`\gamma 𝐐`$ such that the value $`p`$ from Proposition 4.5 is $`\theta (n^\gamma )`$. Therefore the expected number of copies of the clause $`C_{0,b_0}`$ in a random SAT(S) formula is $`\theta (n^{\gamma _1})`$, for some rational number $`\gamma _1`$. It is easy to see that $`\gamma _10`$. Indeed, suppose otherwise. Then the expected number of copies of $`C_{0,b_0}`$ in $`\mathrm{\Phi }`$ is $`o(1)`$, so with probability $`1o(1)`$ $`\mathrm{\Phi }`$ contains no clauses consisting of positive literals only. Therefore with probability $`1o(1)`$ the assignment $`0^n`$ satisfies $`\mathrm{\Phi }`$, which is a contradiction.
Case 1: Suppose $`b_1<b_0`$.
In this case we want to show that $`SAT(S)`$ has a sharp threshold. A first observation is that $`\gamma _1>0`$. Indeed, suppose $`\gamma _1=0`$ and consider the formula $`\mathrm{\Xi }`$ obtained from $`\mathrm{\Phi }`$ in the following manner: delete from each clause of $`\mathrm{\Phi }`$ of length at least $`b_0`$ (with probability $`1o(1)`$ all clauses of $`\mathrm{\Phi }`$ are like that) $`b_01`$ literals chosen as follows:
* If the clause has at most $`b_01`$ positive literals delete them all; then delete a number of random negative literals, so that in the end we delete $`b_01`$ literals.
* Otherwise delete all but one of the $`b_0`$ positive literals, chosen uniformly at random.
It is easy to see that $`\mathrm{\Xi }SAT\mathrm{\Phi }SAT`$. $`\mathrm{\Xi }`$ is a Horn formula, falling in the third category (since, by the assumption $`b_1<b_0`$ no positive remaining clause has length greater than 1). The formula is not a uniform one (since clauses of the same length are not do not have the same probability of occurrence). However it can be made so, while increasing the satisfaction probability, by keeping only a fraction of the clauses that occur with probability higher than the minimum one among clauses of the same length. From b. Case 3 it follows that with probability $`1o(1)`$ $`\mathrm{\Xi }`$ (therefore $`\mathrm{\Phi }`$) is satisfiable, contradiction.
We are now in position to outline how to mimic Friedgut’s argument to show a sharp threshold in our case. Friedgut deals directly with the monotone set $`A`$ of k-DNF formulas that are tautologies, and first shows that, assuming that this set does not have a sharp threshold it is the alternative 2 that holds. This is evident for K-SAT, but not in our case. Fortunately, we can use some of his argument: assuming that the other alternative holds, the critical value would be $`p=\theta (n^{v/c})`$, deriving from an unsatisfiable formula $`F`$ with $`v`$ variables and $`c`$ clauses. To give this threshold, $`F`$ is also balanced, that is, has ratio clauses/variables higher than any of its induced subformulas. Since $`F`$ is unsatisfiable it immediately follows that $`v<c`$. But this cannot happen, since a first moment method easily shows that in our case $`p=o(1/n)`$.
He then proceeds to show that for k-SAT there cannot exist a “magical” formula $`x^{}`$ with the properties guaranteed by Proposition 4.5. The proof follows the following outline (the quotes below refer to statements in )
1. the nonexistence of a sharp threshold implies the existence of a small “magical” formula $`F`$, which is not itself a tautology, and which boosts the probability that a random formula $`\mathrm{\Phi }`$ is a tautology, if we condition on $`\mathrm{\Phi }`$ containing a fixed copy of $`F`$ by a non-negligible ($`\mathrm{\Omega }(1)`$) amount.
2. the existence of such a formula implies that adding a constant number of random clauses of size 1 to a random formula also boosts the probability of obtaining a tautology by a positive amount.
3. finally, a contradiction is obtained by showing that were the conclusion of the previous step true, then adding instead an arbitrarily small (but unbounded) number of clauses of size $`k`$ would also be enough to boost the probability of obtaining a tautology. But such a statement can be refuted directly (Lemma 5.6).
The heart of Friedgut’s proof is Step 3, a geometric argument, Lemma 5.7 in his paper. This is where the special syntactical nature of k-SAT (or rather, dually, k-DNF-TAUTOLOGY) appears: according to Lemma 5.7, the probability that an arbitrary subset of the hypercube $`\{0,1\}^n`$ can be covered with a small (but nonconstant) number of hyperplanes of codimension $`k`$ (corresponding to DNF-clauses of length exactly $`k`$) is asymptotically no smaller than the probability that it can be covered with a constant number of hyperplanes of codimension 1, whose existence is implied by Proposition 4.5 via the process outlined in steps 1,2,3. The clausal structure of $`kSAT`$ is reflected by the correspondence between clauses of size $`k`$ and hyperplanes of codimension $`k`$, and this correspondence will extend in our more general case. The argument in Lemma 5.7 is not specific to $`kSAT`$, but works in some other cases, if we replace, of course, hyperplanes of codimension $`k`$ by the corresponding type of hyperplanes and make sure that the geometric argument still works. For instance one can mimic the proof to show that $`SAT(S_0)`$, where $`S_0=\{C_{a_0,0},C_{0,b_0}\}`$ has a sharp threshold. A minor technical nuisance is that now we need to consider two types of hyperplanes of codimension larger than one, corresponding to both types of clauses, but this does not influence the overall reasoning.
The idea of our argument is now rather transparent: the rest of the steps in Friedgut’s argument extend more or less in a straightforward fashion, and it is only the analog of Lemma 5.7 where we need to see how the proof extends. In our case we have a “large” (non-constant) number of copies of $`C_{a_0,0},C_{0,b_0}`$ in a random $`SAT(S)`$ formula at the critical value of $`p`$. They are used to “cover a finite number of unit clauses”. But this property does not depend on the other types of clauses in $`S`$, as long as we can make sure that we have a non-constant number of copies of $`C_{a_0,0},C_{0,b_0}`$ (this is where $`\gamma _1>0`$ comes into play).
These two types of clauses act as a “$`SAT(S_0)`$” core of the formula $`\mathrm{\Phi }`$, that is enough to ensure that a the geometric argument used to prove that $`SAT(S_0)`$ has a sharp threshold holds for $`SAT(S)`$ as well. The structure of the proof in this case is similar, at a very high level, with the one of Schaefer’s dichotomy theorem: in this latter case the canonical problem is 3-SAT and NP-completeness follows from the ability to “simulate” all clauses of length 3. For sharp/coarse thresholds, the canonical problem is $`SAT(S_0)`$, and the existence of a sharp threshold follows from the ability to “simulate” both clauses in $`S_0`$. Case 2: Suppose $`a_0=b_0=b_1a_1`$.
The ideea is similar to the one in Case 1: we show first that the expected number of copies of $`C_{a_0,0}`$ and $`C_{0,b_0}`$ is not constant in the critical region, and use Friedgut’s argument for $`S_0`$. The deletion process is almost identical to the one of the previous section, except that, in order to avoid creating “all negative” clauses of length greater than 1, we do not delete the last positive literal, in a clause with less than $`b_0`$ positive literals, but a random negative literal.
Case 3.
Assume that we are not into either Case 1 or Case 2 because of the similar inequality for $`a_0`$. In this case we want to show that $`SAT(S)`$ has a coarse threshold, occurring for $`p`$ such that the expected number of copies of $`C_{0,b_0}`$ is a constant $`c`$. We have already seen that the probability that a random formula $`\mathrm{\Phi }`$ is satisfiable is lower bounded by the probability that it contains no copies of $`C_{0,b_0}`$. So we only need to argue that the satisfaction probability is strictly less than 1, for some high enough value of the constant in the definition of $`p`$.
The main ingredient of this proof, presented in full in the final version of the paper, is the claim that resolution will create the empty clause (thus certifying that the formula is unsatisfiable) with probability bounded away from 0. This is easy to see if $`a_0>b_0`$ and $`b_1>b_0`$: consider first the set of all variables that appear in a copy of $`C_{0,b_0}`$ in $`\mathrm{\Phi }`$ (the number of such clauses has a Poisson distribution). The variables in these clauses are different with probability $`1o(1)`$. A satisfying assignment (if it exists) must satisfy at least one such variable from each clause. Choose one variable from each such clause (there are, on the average, a constant number of ways to do this) and replace each clause by the positive unit clause consisting of the chosen variable. If the original formula was satisfiable then the new one is too, for at least one choice, corresponding to a satisfying assignment.
Let us consider the clauses of type $`C_{a,b_1}`$ (with $`a1`$ minimal) whose negative literals involve chosen variables only, and whose positive literals do not appear in the copies of $`C_{0,b_0}`$. When the number of copies of $`C_{0,b_0}`$ is at least $`a`$ (which happens with probability bounded away from zero) resolution, applied to the new formula, will create a number of copies of $`C_{0,b_1}`$ with average $`\mathrm{\Omega }(n)`$ (since $`b_1>b_0`$). W.h.p. the number of such clauses is close to its expected value. Consider now the new clauses of type $`C_{0,b_1}`$ together with the initial clauses of type $`C_{a_0,0}`$. With probability $`1o(1)`$ (if the constant in the $`\theta (1)`$ factor in $`p`$ is large enough) this formula is unsatisfiable. Thus resolution will succeed with probability bounded away from zero. A similar argument (but working with both positive and negative variables) works for the case $`a_0=b_0<\mathrm{min}\{a_1,b_1\}`$.
The only other remaining case is $`b_1=b_0<a_0`$. Its analysis is slightly more involved, but relies on the same idea: we create a linear number of copies of $`C_{0,b_0}`$ by resolving all negative literals from copies of $`C_{a,b_1}`$. The number of copies of $`C_{0,b_0}`$ at each phase is stochastically larger than the number of customers in a queuing chain with more clients arriving at each stage than those that are served, hence with constant probability it becomes linear. Moreover, since only $`a`$ of the chosen literals can appear negatively, the growth is substantially faster than the one of the corresponding queuing chain, in particular the number of copies of $`C_{0,b_0}`$ becomes liniar after at most $`n^{o(1)}`$ iterations of the process. In this case the resulting formula is also unsatisfiable with probability $`1o(1)`$. So the conclusion is the same, that the satisfaction probability of a random formula is (for large enough $`c`$) strictly less than one.
$`\mathrm{}`$
## 5 Conclusions
We have investigated the connection between worst-case complexity and the existence of phase transitions. Our result shows that some
connection between the two concepts exists after all: while it is not as clean as the one hoped for in , the lack of a phase transition has significant computational implications: such problems are either computationally tractable, or well-predicted by a single, trivial algorithm.
Several open problems remain: a first one is to extend our result to the whole class of generalized satisfiability problems. We believe that obtaining such a characterization is interesting even though the motivating conjecture isn’t true. Another question is whether we can extend apply our techniques to constraint programming problems (i.e satisfiability over non-binary domains). Obtaining a complete version of Schaefer’s dichotomy theorem in this case is still open; however we believe that some of our results should carry over.
A third, perhaps the most interesting, open question is to elucidate the connection between computational complexity and the “physical” concept of first-order phase transition. As we have mentioned, the class of problems with such phase transitions is a subset of the class of problems with sharp thresholds. For clausal generalized satisfiability problems the inclusion is strict: Bollobás et al. have shown that the phase transition in 2-SAT is of second-order. The proof can perhaps be adapted for any (nontrivial) clausal version of 2-SAT. It is tempting to conjecture that at least in the clausal case these are all such examples. The non-clausal case is bound to be substantially more complex: work in progress suggests that there exists a (non-clausal) NP-complete generalized satisfiability problem with the same width of the scaling window (and order of the phase transition) as 2-SAT. Obtaining any further results is an interesting challenge.
## Appendix
###### Proposition 5.1
For every polynomial time degree $`𝒟`$ there exist monotone NP-decision problems $`A,B𝒟`$ such that
* $`A`$ has a coarse threshold.
* $`B`$ has a sharp threshold.
Proof sketch: Start with two problems $`C,DP`$ that have a coarse (sharp) threshold, for concreteness the property that a graph contains a triangle and 2-UNSAT, respectively). Let $`E𝒟`$. Encode $`E`$ into a monotonically increasing set $`F`$ such that $`E_m^PF`$ and $`\mu _p(F)1`$ as $`n\mathrm{}`$ for every $`p`$ in the “critical region” of $`C`$. Define the set $`A`$ to be the set $`CF=\{xy|xC,yF,|x|=|y|\}`$. It is easy too see that $`\mu _p(A)=\mu _p(C)(1+o(1))`$, so $`A`$ has a coarse threshold. Moreover $`A𝒟`$. Set $`B`$ is constructed in a similar fashion. $`\mathrm{}`$
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# Holographic Duality, Supersymmetry, and Painlevé equation
## 1 Introduction
The evidence for the holographic principle (see for a review) goes far beyond the (superconformal) Maldacena conjecture. Certain Quantum Field Theories (QFT) apparently allow the dual description in terms of the effective gravity theories in higher dimensions. It is, however, not clear where does the holographic correspondence apply and why does it exist at all?
We give a new (different from the standard AdS/CFT) example of the holographic correspondence between 2d, N=2 supersymmetric QFT and classical 4d, N=2 supergravity theories, by identifying the geometrical constraints on the target space geometry of the 4d Non-Linear Sigma-Models (NLSM), in the N=2 supergravity background, with the RG flow equations in the 2d, N=2 QFT. For simplicity, we restrict ourselves to the four-dimensional NLSM target spaces, by considering a single NLSM hypermultiplet only. This limited class of the 4d, N=2 NLSM describes intergrable deformations of the 2d, N=2 Superconformal Field Theories (SCFT). The exact RG flow is highly constrained by N=2 supersymmetry, being described by the effective regular (Tod-Hitchin) metrics governed by the exact solutions to the Painlevé VI equation .
The N=2 scalar (hypermultiplet) couplings in the 2d, N=2 supergravity are well-known to be described by the NLSM with the quaternionic-Kähler target spaces of negative scalar curvature . The four-dimensional quaternionic-Kähler target space is (Weyl) Anti-Self-Dual (ASD) and Einstein, i.e.
$$W_{abcd}^+=0\mathrm{and}R_{ab}=\frac{1}{2}\mathrm{\Lambda }g_{ab},\mathrm{\Lambda }=24\kappa ^2,$$
$`(1)`$
where $`W=W^{}+W^+`$ is the Weyl tensor, $`R_{ab}`$ is the Ricci tensor, $`a,b,c,d=1,2,3,4`$, and $`\kappa `$ is the gravitational coupling constant.
The R-symmetry of N=2 supersymmetry implies the $`SU(2)`$ isometry of the NLSM metric. The (non-degenerate) action of this isometry in four internal dimensions leads to the three-dimensional orbits that can be parametrized by the ‘radial’ coordinate $`(t)`$ to be identified with the RG parameter of the dual QFT in 2d. The $`SU(2)`$-invariant metrics are most conveniently described in the Bianchi IX formalism of general relaitivity, having manifest $`SU(2)`$ symmetry. Given a ‘radial’ coordinate $`r`$ and ‘Euler angles’ $`(\theta ,\psi ,\varphi )`$, the $`SU(2)`$-covariant one-forms are $`\sigma _1=\frac{1}{2}(\mathrm{sin}\psi d\theta \mathrm{sin}\theta \mathrm{cos}\psi d\varphi )`$, $`\sigma _2=\frac{1}{2}(\mathrm{cos}\psi d\theta +\mathrm{sin}\theta \mathrm{sin}\psi d\varphi )`$ and $`\sigma _3=\frac{1}{2}(d\psi +\mathrm{cos}\theta d\varphi )`$, being subject to the relation $`\sigma _i\sigma _j=\frac{1}{2}\epsilon _{ijk}d\sigma _k`$.
The simplest symmetric quaternionic space, which is relevant for our purposes, is given by the coset $`SU(2,1)/U(2)`$ whose natural metric is dual to the standard Fubini-Study metric,
$$ds^2=\frac{dr^2}{(1r^2)^2}+\frac{r^2}{(1r^2)^2}\sigma _2^2+\frac{r^2}{(1r^2)}(\sigma _1^2+\sigma _3^2).$$
$`(2)`$
Note that the coefficient at $`\sigma _2^2`$ decays faster than the coefficients at $`\sigma _1^2`$ and $`\sigma _3^2`$. The conformal structure associated with the metric (2) inside the unit ball in $`𝐂^2`$ survives on the two-dimensional subspace of the boundary of $`𝐂^2`$ that is annihilated by $`\sigma _2`$.
The metric (2) can be identified with the Zamolodchikov metric of certain 2d, N=2 SCFT . It is not difficult to identify the corresponding SCFT since the coset $`SU(2,1)/U(2)`$ appears in the Kazama-Suzuki coset construction list (see ref. for a review). In fact, there is even 2d, N=4 supersymmetry in the 2d SCFT associated with this coset .
## 2 Weyl self-duality and RG flow
The (Weyl) ASD equations can be put into an equivalent form of the first-order system of Ordinary Differential Equations (ODE) that are going to be identified with the RG flow equations in 2d QFT. We are thus led to a study of the $`SU(2)`$-invariant deformations of the metric (2) subject to the constraints (1). This well-defined mathematical problem was already addressed by Tod and Nitchin . A generic $`SU(2)`$ invariant metric in the Bianchi IX formalism reads
$$ds^2=w_1w_2w_3dt^2+\frac{w_2w_3}{w_1}\sigma _1^2+\frac{w_3w_1}{w_2}\sigma _2^2+\frac{w_1w_2}{w_3}\sigma _3^2.$$
$`(3)`$
Being applied to eq. (3), the Weyl ASD conditions of eq. (1) give rise to the ODE system
$$\underset{1}{\overset{_{{}_{}{}^{}}}{A}}=A_2A_3+A_1(A_2+A_3),\mathrm{and}\mathrm{cyclic}\mathrm{permutations},$$
$`(4)`$
where the dot means differentiation with respect to $`t`$, while $`A_i`$, $`i=1,2,3`$, are defined from the auxiliary ODE system
$$\underset{1}{\overset{_{{}_{}{}^{}}}{w}}=w_2w_3+w_1(A_2+A_3),\mathrm{and}\mathrm{cyclic}\mathrm{permutations}.$$
$`(5)`$
The metric (2) corresponds to the case when all $`A_i`$ vanish. The Einstein condition in eq. (1) can be easlily satisfied by conformal rescaling of the (Weyl) ASD metric (see below). Having solved eq. (4), its solution can be substituted into eq. (5). To solve the last equations, it is convenient to change variables as
$$w_1=\frac{\mathrm{\Omega }_1\stackrel{_{{}_{}{}^{}}}{x}}{\sqrt{x(1x)}},w_2=\frac{\mathrm{\Omega }_2\stackrel{_{{}_{}{}^{}}}{x}}{\sqrt{x^2(1x)}},w_3=\frac{\mathrm{\Omega }_3\stackrel{_{{}_{}{}^{}}}{x}}{\sqrt{x(1x)^2}},$$
$`(6)`$
where $`\mathrm{\Omega }_i`$ are constrained by the algebaric relation
$$\mathrm{\Omega }_2^2+\mathrm{\Omega }_3^2\mathrm{\Omega }_1^2=\frac{1}{4}.$$
$`(7)`$
Equation (5) then takes the form
$$\mathrm{\Omega }_1^{}=\frac{\mathrm{\Omega }_2\mathrm{\Omega }_3}{x(1x)},\mathrm{\Omega }_2^{}=\frac{\mathrm{\Omega }_3\mathrm{\Omega }_1}{x},\mathrm{\Omega }_3^{}=\frac{\mathrm{\Omega }_1\mathrm{\Omega }_2}{1x},$$
$`(8)`$
where the prime denotes differentiation with respect to $`x`$. The constraint (7) is preserved under eq. (8), so that the transformation (6) is consistent. In terms of the new variables $`(x,\mathrm{\Omega }_i)`$, the Einstein condition of eq. (1) on the metric in terms of the new variables,
$$ds^2=e^{2u}\left[\frac{dx^2}{x(1x)}+\frac{\sigma _1^2}{\mathrm{\Omega }_1^2}+\frac{(1x)\sigma _2^2}{\mathrm{\Omega }_2^2}+\frac{x\sigma _3^2}{\mathrm{\Omega }_3^2}\right],$$
$`(9)`$
amounts to the algebaric relation
$$96\kappa ^2e^{2u}=\frac{8x\mathrm{\Omega }_1^2\mathrm{\Omega }_2^2\mathrm{\Omega }_3^2+2\mathrm{\Omega }_1\mathrm{\Omega }_2\mathrm{\Omega }_3(x(\mathrm{\Omega }_1^2+\mathrm{\Omega }_2^2)(14\mathrm{\Omega }_3^2)(\mathrm{\Omega }_2^2(1x)\mathrm{\Omega }_1^2))}{(x\mathrm{\Omega }_1\mathrm{\Omega }_2+2\mathrm{\Omega }_3(\mathrm{\Omega }_2^2(1x)\mathrm{\Omega }_1^2))^2}.$$
$`(10)`$
The ODE system (4), $`\underset{i}{\overset{_{{}_{}{}^{}}}{A}}=C_i^{jk}A_jA_k`$, can be naturally interpreted as the RG flow equations in the dual 2d QFT originating from the 2d SCFT in its UV-fixed point. The Kähler nature of this 2d QFT implies that it should be N=2 supersymmetric. The universal coefficients $`C_i^{jk}`$ can be identified with the (normalized) OPE coefficients of the 2d, N=2 SCFT.
The exact solutions to the ODE system (4) are known to be dictated by the particular Painlevé VI equation, whose parameters are all fixed by the quaternionic-Kähler property of the metric ,
| $`y^{\prime \prime }=`$ | $`{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{1}{y}}+{\displaystyle \frac{1}{y1}}+{\displaystyle \frac{1}{yx}}\right)(y^{})^2\left({\displaystyle \frac{1}{x}}+{\displaystyle \frac{1}{x1}}+{\displaystyle \frac{1}{yx}}\right)y^{}`$ |
| --- | --- |
| | $`+{\displaystyle \frac{y(y1)(yx)}{x^2(x1)^2}}\left[{\displaystyle \frac{1}{8}}{\displaystyle \frac{x}{8y^2}}+{\displaystyle \frac{x1}{8(y1)^2}}+{\displaystyle \frac{3x(x1)}{8(yx)^2}}\right],`$ |
$`(11)`$
where $`y=y(x)`$, and the primes denote differentiation with respect to $`x`$.
The equivalence between eqs. (4) and (11) is established via eq. (8) and the relations
| $`\mathrm{\Omega }_1^2=`$ | $`{\displaystyle \frac{(yx)^2y(y1)}{x(1x)}}\left(v{\displaystyle \frac{1}{2(y1)}}\right)\left(v{\displaystyle \frac{1}{2y}}\right),`$ |
| --- | --- |
| $`\mathrm{\Omega }_2^2=`$ | $`{\displaystyle \frac{(yx)y^2(y1)}{x}}\left(v{\displaystyle \frac{1}{2(yx)}}\right)\left(v{\displaystyle \frac{1}{2(y1)}}\right),`$ |
| $`\mathrm{\Omega }_3^2=`$ | $`{\displaystyle \frac{(yx)y(y1)^2}{(1x)}}\left(v{\displaystyle \frac{1}{2y}}\right)\left(v{\displaystyle \frac{1}{2(yx)}}\right),`$ |
$`(12)`$
where the auxiliary variable $`v`$ is defined by the auxiliary equation
$$y^{}=\frac{y(y1)(yx)}{x(x1)}\left(2v\frac{1}{2y}\frac{1}{2(y1)}+\frac{1}{2(yx)}\right).$$
$`(13)`$
An exact solution to eq. (11), leading to a complete (regular) metric, is known to be unique, while it can be expressed in terms of the standard theta-functions $`\vartheta _\alpha (z|\tau )`$, $`\alpha =1,2,3,4`$. In order to write down the solution $`y(x)`$ explicitly, the theta-function arguments should be related by $`z=\frac{1}{2}(\tau k)`$, where $`k`$ is considered to be an arbitrary (real and positive) parameter. Their relation to $`x`$ is defined by $`x=\vartheta _3^4(0)/\vartheta _4^4(0)`$, where the value of $`z`$ is explicitly indicated, as usual. The relevant exact solution to the Painlevé VI equation reads
| $`y(x)=`$ | $`{\displaystyle \frac{\vartheta _1^{\prime \prime \prime }(0)}{3\pi ^2\vartheta _4^4(0)\vartheta _1^{}(0)}}+{\displaystyle \frac{1}{3}}\left[1+{\displaystyle \frac{\vartheta _3^4(0)}{\vartheta _4^4(0)}}\right]`$ |
| --- | --- |
| | $`+{\displaystyle \frac{\vartheta _1^{\prime \prime \prime }(z)\vartheta _1(z)2\vartheta _1^{\prime \prime }(z)\vartheta _1^{}(z)+2\pi i(\vartheta _1^{\prime \prime }(z)\vartheta _1(z)\vartheta _1^{}{}_{}{}^{2}(z))}{2\pi ^2\vartheta _4^4(0)\vartheta _1(z)(\vartheta _1^{}(z)+\pi i\vartheta _1(z))}}.`$ |
$`(14)`$
The parameter $`k>0`$ describes the monodromy of the solution (14) around its essential singularities (branch points) $`x=0,1,\mathrm{}`$. This (non-abelian) monodromy is generated by the matrices (with the eigenvalues $`\pm i`$)
$$M_1=\left(\begin{array}{cc}0& i\\ i& 0\end{array}\right),M_2=\left(\begin{array}{cc}0& i^{1k}\\ i^{1+k}& 0\end{array}\right),M_3=\left(\begin{array}{cc}0& i^k\\ i^k& 0\end{array}\right).$$
$`(15)`$
The function (14) is meromorphic outside $`x=0,1,\mathrm{}`$, with the simple poles at $`\overline{x}_1,\overline{x}_2,\mathrm{}`$, where $`\overline{x}_n(x_n,x_{n+1})`$ and $`x_n=x(ik/(2n1))`$ for each positive integer $`n`$. Accordingly, the metric is well-defined (complete) for $`x(\overline{x}_n,x_{n+1}]`$, i.e. in the unit ball with the origin at $`x=x_{n+1}`$ and the boundary at $`x=\overline{x}_n`$ . Near the boundary the metric (9) has the asymptotical behaviour
| $`ds^2=`$ | $`{\displaystyle \frac{dx^2}{(1x)^2}}+{\displaystyle \frac{4}{(1x)\mathrm{cosh}^2(\pi k/2)}}\sigma _1^2`$ |
| --- | --- |
| | $`+{\displaystyle \frac{16}{(1x)^2\mathrm{sinh}^2(\pi k/2)\mathrm{cosh}^2(\pi k/2)}}\sigma _2^2`$ |
| | $`+{\displaystyle \frac{4}{(1x)\mathrm{sinh}^2(\pi k/2)}}\sigma _3^2+\mathrm{regular}\mathrm{terms}.`$ |
$`(16)`$
It is clear from eq. (16) that the coefficient at $`\sigma _2^2`$ vanishes faster than the others, like in eq. (2), so that there is the natural conformal structure,
$$\mathrm{sinh}^2(\pi k/2)\sigma _1^2+\mathrm{cosh}^2(\pi k/2)\sigma _3^2,$$
$`(17)`$
on the two-dimensional boundary annihilated by $`\sigma _2`$. The only relevant parameter $`\mathrm{tanh}^2(\pi k/2)`$ in eq. (17) represents the central charge of the 2d CFT on the boundary. In the interior of the ball we have the spectral flow with the mononotically decreasing ‘effective’ central charge (called $`c`$-function), in accordance with the c-theorem . The RG evolution ends at another (IR) fixed point where the solution (14) has a removable pole.
## 3 Conclusion
Local 4d, N=2 supersymmetry appears to be the sole source of the constraints (1) on the effective metric. The regular $`SU(2)`$-invariant metric solutions are also unique, being parametrized by the CFT central charge describing the monodromy of the ‘master’ solution to the underlying Painlevé equation. Our geometrical description of the RG flow by eq. (1) is manifestly covariant with respect to arbitrary reparametrizations of the 2d QFT coupling constants. In our explicit example of the holographic correspondence, the RG flow in a 2d, N=2 QFT is described by the ODE system (4) whose coefficients are the universal (normalized) OPE coeffients of the underlying CFT at the UV-fixed point of the QFT. Unlike the 2d, N=2 supersymmetric RG flow solutions found by Cecotti and Vafa , our RG flow has an IR fixed point and, therefore, it can be interpreted as a domain-wall solution.
Acknowledgements. I would like to thank the Organizers of the Fradkin Memorial Conference for the nice meeting and the opportunity to contribute a talk. I am grateful to Dmitry Alekseevsky, Luis Alvarez-Gaumé, Hermann Nicolai, Paul Tod and Galliano Valent for useful discussions. I also thank the Laboratoire de Physique Theorique et Hautes Energies in Paris VI, the Max-Planck-Institut für Gravitationsphysik in Golm, and the Max-Planck-Institut für Mathematik in Bonn, for kind hospitality extended to me during a preparation of this paper.
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# 1 Introduction
## 1 Introduction
The past few years have seen a tremendous increase in our understanding of the dynamics of superstring theory. In particular it has become apparent that the five ten-dimensional theories, together with an eleven-dimensional theory (M-theory), are different limits in moduli space of some unifying description. A crucial ingredient in understanding the relation between the different perturbative descriptions has been the realisation that the solitonic objects that define the relevant degrees of freedom at strong coupling are Dirichlet-branes that have an alternative description in terms of open string theory .
The D-branes that were first analysed were BPS states that break half the (spacetime) supersymmetry. It has now been realised, however, that because of their description in terms of open strings, D-branes can be constructed and analysed in much more general situations. In fact, D-branes are essentially described by a boundary conformal field theory (see also for earlier work in this direction), the consistency conditions of which are not related to spacetime supersymmetry (for an earlier non-supersymmetric orientifold construction see also ). In an independent development, D-branes that break supersymmetry have been constructed in terms of bound states of branes and anti-branes by Sen (see also for a good review). This beautiful construction has been interpreted in terms of K-theory by Witten , and this has opened the way for a more mathematical treatment of D-branes . It has also led the way to new insights into the nature of the instability that is described by the open string tachyon .
The motivation for studying D-branes that do not preserve spacetime supersymmetry (and that are therefore sometimes called non-BPS D-branes) is at least four-fold. First, in order to understand the strong/weak coupling dualities of supersymmetric string theories in more detail, it is important to analyse how these dualities act on states that are not BPS saturated. After all, the behaviour of the BPS states at arbitrary coupling is essentially determined by spacetime supersymmetry (provided that it remains unbroken for all values of the coupling constant), and thus one is not really probing the underlying string theory unless one also understands how non-BPS states behave at strong coupling. The dualities typically map perturbative states to non-perturbative (D-brane type) states, and thus one will naturally encounter non-BPS D-branes in these considerations.
The second motivation is related to the question of whether string duality should intrinsically only apply to supersymmetric string theories, or whether also non-supersymmetric theories should be related by duality. This is certainly, a priori, an open question<sup>1</sup><sup>1</sup>1Recently, some suggestive proposals have however been made .: it is conceivable that spacetime supersymmetry is a crucial ingredient without which there is no reason to believe that these dualities should exist, but it is also conceivable that spacetime supersymmetry is just a convenient tool that allows one to use sophisticated arguments and techniques to verify conjectures that are otherwise difficult to check. Dirichlet branes play a central rôle in the understanding of string dualities, and if one wants to make progress on this question, it is important to develop techniques to analyse and describe Dirichlet branes without reference to spacetime supersymmetry.
Thirdly, one of the interesting implications of the Maldacena conjecture is that one can obtain non-trivial predictions about field theory from string theory. In the original formulation this was applied to supersymmetric string and field theories, but it is very tempting to believe that similar insights may be gained for non-supersymmetric theories. This line of thought has been developed recently, starting with a series of papers by Klebanov & Tseytlin .
Finally, non-BPS D-branes offer the intriguing possibility of string compactifications in which supersymmetry is preserved in the bulk but broken on the brane. Various orientifold models involving branes and anti-branes have been constructed recently , but it is presumably also possible to construct interesting models involving non-BPS D-branes. (Non-BPS D-branes in Type II theories have recently been considered in .) The fact that at specific points in the moduli space their spectrum is Bose-Fermi degenerate may be of significance in this context .
The main aim of these lectures is to explain the boundary state approach to D-branes, and to give some applications of it, in particular to the construction of non-BPS D-branes. The structure of the lectures is as follows. In section 2 we explain carefully the underpinnings of the boundary state approach and apply it to the simplest case, Type IIA/IIB and Type 0A/0B. In section 3 we use the techniques that we have developed to construct one of the simplest non-BPS D-branes — the non-BPS D-particle of the orbifold of Type IIB by $`(1)^{F_L}_4`$ — in detail. If we compactify this theory on a 4-torus, it is T-dual to Type IIA at the orbifold point of K3, which in turn is S-dual to the heterotic string on $`T^4`$. This connection (and in particular the various non-BPS states in this duality) are analysed in detail in section 4.
## 2 The boundary state approach
Suppose we are given a closed string theory. We can ask the question whether it is possible to add to this theory additional open string sectors in such a way that the resulting open- and closed theory is consistent. The different open string sectors that we can add are characterised by the boundary conditions that we impose on the end-points of the open strings. Conventional open strings have Neumann boundary conditions at either end; if we denote by $`X^\mu (t,s)`$ the coordinate field, where $`t\mathrm{I}\mathrm{R}`$ and $`s[0,\pi ]`$ are the time and space coordinates on the world-sheet of the open string, then this is the condition that
$$_sX^\mu (t,0)=_sX^\mu (t,\pi )=0.$$
(2.1)
We can also consider open strings whose boundary condition at one or both ends is of Dirichlet type, i.e.
$$X^\nu (t,0)=a^\nu ,$$
(2.2)
where $`a^\nu `$ is a constant. Finally, we can consider open strings that satisfy Neumann boundary conditions for some of the $`X^\mu `$, and Dirichlet boundary conditions for the others
$$\begin{array}{cccc}\hfill _sX^\mu (t,0)& =& 0\hfill & \mu =0,\mathrm{},p\hfill \\ \hfill X^\nu (t,0)& =& a^\nu \hfill & \nu =p+1,\mathrm{},9.\hfill \end{array}$$
(2.3)
The endpoint of such an open string is then constrained to lie on a submanifold (a hyperplane of dimension $`p+1`$), whose position in the ambient space is described by $`a^\nu `$; this submanifold is then called the Dirichlet $`p`$-brane or $`Dp`$-brane for short. The different boundary conditions of the open string are in one-to-one correspondence with the different D-branes. We can therefore rephrase the above question as the question of which D-branes can be consistently defined in a given closed string theory.
The idea of the boundary state approach to D-branes is to represent a D-brane as a coherent (boundary) state of the underlying closed string theory. The key ingredient in this approach is world-sheet duality that allows one to rewrite the above conditions (that are defined in terms of the coordinate function of the open string) in terms of the coordinate function of the closed string. At first, the coordinate functions of the open and the closed string theory are not related at all: the world-sheet of the open string is an infinite strip, whilst the world-sheet of the closed string has the topology of a cylinder. For definiteness, let us parametrise the closed string world-sheet by $`\tau `$ and $`\sigma `$, where $`\tau \mathrm{I}\mathrm{R}`$ is the time variable, and $`\sigma `$ is a periodic space-variable $`\sigma [0,2\pi ]`$ (where $`\sigma =0`$ is identified with $`\sigma =2\pi `$).
Suppose now that we consider an open string that has definite boundary conditions at either end (and can therefore be thought of as stretching between two not necessarily different D-branes). If we determine the 1-loop partition function of this open string, we have to identify the time coordinate periodically (and integrate over all periodicities). The open-string world-sheet has then the topology of a cylinder, where the periodic variable is $`t`$, and $`s`$ takes values in a finite interval (from $`s=0`$ to $`s=\pi `$). Because of world-sheet duality, we can re-interpret this world-sheet as being a closed string world-sheet if we identify $`t`$ with $`\sigma `$ (up to normalisation) and $`s`$ with $`\tau `$. From the point of view of the closed string, the diagram then corresponds to a tree-diagram between two external states; this describes the processes, where closed string states are emitted by one external state and absorbed by the other.
$`\tau `$
The boundary condition on the ends of the open string become now conditions that must be satisfied by the external states; since we exchange $`(t,s)`$ with $`(\sigma ,\tau )`$ these conditions are then
$$\begin{array}{cccc}\hfill _\tau X^\mu (\sigma ,0)|Dp& =& 0\hfill & \mu =0,\mathrm{},p\hfill \\ \hfill X^\nu (\sigma ,0)|Dp& =& a^\nu |Dp\hfill & \nu =p+1,\mathrm{},9,\hfill \end{array}$$
(2.4)
and a similar relation for $`s=\tau =\pi `$. Here we have assumed that the boundary condition at $`s=\tau =0`$ corresponds to those of a $`Dp`$-brane.
It is useful to rewrite these conditions in terms of the modes of the closed string theory. To this end, let us recall that the coordinate field in the closed string theory can be written as
$$X^\mu (\tau ,\sigma )=X_L^\mu (\tau +\sigma )+X_R^\mu (\tau \sigma ),$$
(2.5)
where in terms of modes,
$`X_L^\mu `$ $`=`$ $`{\displaystyle \frac{1}{2}}x^\mu +{\displaystyle \frac{1}{2}}p^\mu (\tau +\sigma )+{\displaystyle \frac{i}{2}}{\displaystyle \underset{n0}{}}{\displaystyle \frac{1}{n}}\alpha _n^\mu e^{in(\tau +\sigma )}`$ (2.6)
$`X_R^\mu `$ $`=`$ $`{\displaystyle \frac{1}{2}}x^\mu +{\displaystyle \frac{1}{2}}p^\mu (\tau \sigma )+{\displaystyle \frac{i}{2}}{\displaystyle \underset{n0}{}}{\displaystyle \frac{1}{n}}\stackrel{~}{\alpha }_n^\mu e^{in(\tau \sigma )}.`$ (2.7)
These modes satisfy the commutation relations
$$\begin{array}{ccc}\hfill [\alpha _m^\mu ,\alpha _n^\nu ]& =& m\delta ^{\mu \nu }\delta _{m,n}\hfill \\ \hfill [\alpha _m^\mu ,\stackrel{~}{\alpha }_n^\nu ]& =& 0\hfill \\ \hfill [\stackrel{~}{\alpha }_m^\mu ,\stackrel{~}{\alpha }_n^\nu ]& =& m\delta ^{\mu \nu }\delta _{m,n}.\hfill \end{array}$$
(2.8)
In terms of modes the conditions (2.4) then become
$$\begin{array}{cccc}\hfill p^\mu |Dp& =& 0\hfill & \mu =0,\mathrm{},p\hfill \\ \hfill \left(\alpha _n^\mu +\stackrel{~}{\alpha }_n^\mu \right)|Dp& =& 0\hfill & \mu =0,\mathrm{},p\hfill \\ \hfill \left(\alpha _n^\nu \stackrel{~}{\alpha }_n^\nu \right)|Dp& =& 0\hfill & \nu =p+1,\mathrm{},9\hfill \\ \hfill x^\nu |Dp& =& a^\nu |Dp\hfill & \nu =p+1,\mathrm{},9.\hfill \end{array}$$
(2.9)
The boundary conditions for the fermions are more difficult to establish. Ultimately they are determined by the condition that the closed string tree diagram reproduces, upon world-sheet duality, the open string loop diagram (see (2.31) – (2.34) below). In order to formulate the appropriate condition, it is necessary to introduce an additional parameter $`\eta `$ (that corresponds to the different spin structures), and the relevant equations are then
$$\begin{array}{cccc}\hfill \left(\psi _r^\mu +i\eta \stackrel{~}{\psi }_r^\mu \right)|Bp,\eta & =& 0\hfill & \mu =0,\mathrm{},p\hfill \\ \hfill \left(\psi _r^\nu i\eta \stackrel{~}{\psi }_r^\nu \right)|Bp,\eta & =& 0\hfill & \nu =p+1,\mathrm{},9.\hfill \end{array}$$
(2.10)
The actual D-brane state $`|Dp`$ is then a linear combination of the boundary states $`|Bp,\eta `$ with $`\eta =\pm `$. It is also worth pointing out that the equations can be solved separately for the different closed string sectors of the theory (i.e. the NS-NS and the R-R sector, as well as the corresponding twisted sectors if we are dealing with an orbifold theory). We shall therefore, in the following, usually denote by $`|Bp,\eta `$ the solution in a specific sector of the theory; the D-brane state is then a certain linear combination of the boundary states in the different sectors and with $`\eta =\pm `$.
In the following we shall always work in the NS-R formalism; we shall also, for simplicity, work in light-cone gauge, and we shall always choose the two light-cone directions to be $`\mu =0,1`$.<sup>2</sup><sup>2</sup>2For a good introduction to the covariant approach see the lecture notes by Di Vecchia and Liccardo . The boundary conditions in both light-cone directions will be taken to be Dirichlet; the boundary states we describe are therefore really D-instantons (i.e. they satisfy a Dirichlet boundary condition in the time direction). However, by means of a double Wick rotation, these states can be transformed into states whose boundary conditions are specified as above . In these conventions we necessarily restrict ourselves to D-branes with at least two Dirichlet directions; thus we can only describe $`Dp`$-branes with $`1p7`$. Also, since the two light-cone directions are always Dirichlet, only $`p2`$ of the transverse directions satisfy a Dirichlet boundary condition in order for the state to describe the Wick rotate of a $`Dp`$-brane; thus in these conventions the boundary states that combine to define a $`Dp`$-brane are characterised by the following conditions
$$\begin{array}{cccc}\hfill p^\mu |Bp,\eta & =& 0\hfill & \mu =2,\mathrm{},p+2\hfill \\ \hfill \left(\alpha _n^\mu +\stackrel{~}{\alpha }_n^\mu \right)|Bp,\eta & =& 0\hfill & \mu =2,\mathrm{},p+2\hfill \\ \hfill \left(\alpha _n^\nu \stackrel{~}{\alpha }_n^\nu \right)|Bp,\eta & =& 0\hfill & \nu =p+3,\mathrm{},9\hfill \\ \hfill x^\nu |Bp,\eta & =& a^\nu |Bp,\eta \hfill & \nu =0,1,p+3,\mathrm{},9\hfill \\ \hfill \left(\psi _r^\mu +i\eta \stackrel{~}{\psi }_r^\mu \right)|Bp,\eta & =& 0\hfill & \mu =2,\mathrm{},p+2\hfill \\ \hfill \left(\psi _r^\nu i\eta \stackrel{~}{\psi }_r^\nu \right)|Bp,\eta & =& 0\hfill & \nu =p+3,\mathrm{},9.\hfill \end{array}$$
(2.11)
It is actually not difficult to describe the solution to these equations. In each (left-right-symmetric) sector of the theory, and for each choice of $`\eta `$, the unique solution is of the form
$$|Bp,𝐚,\eta =𝒩\underset{\nu =0,1,p+3,\mathrm{},9}{}dk^\nu e^{ik^\nu a^\nu }\widehat{|Bp,𝐤,\eta },$$
(2.12)
where $`𝒩`$ is a normalisation constant that will be determined further below, and $`\widehat{|Bp,𝐤,\eta }`$ is the coherent state
$`\widehat{|Bp,𝐤,\eta }`$ $`=`$ $`\mathrm{exp}\{{\displaystyle \underset{n>0}{}}[{\displaystyle \frac{1}{n}}{\displaystyle \underset{\mu =2}{\overset{p+2}{}}}\alpha _n^\mu \stackrel{~}{\alpha }_n^\mu +{\displaystyle \frac{1}{n}}{\displaystyle \underset{\nu =p+3}{\overset{9}{}}}\alpha _n^\nu \stackrel{~}{\alpha }_n^\nu ]`$
$`+i\eta {\displaystyle \underset{r>0}{}}[{\displaystyle \underset{\mu =2}{\overset{p+2}{}}}\psi _r^\mu \stackrel{~}{\psi }_r^\mu +{\displaystyle \underset{\nu =p+3}{\overset{9}{}}}\psi _r^\nu \stackrel{~}{\psi }_r^\nu ]\}|Bp,𝐤,\eta ^{(0)}.`$
The ground state is a momentum eigenstate with eigenvalue $`𝐤`$, where $`k^\mu =0`$ for $`\mu =2,\mathrm{},p+2`$; in the NS-NS sector, it is the unique tachyonic ground state, whereas in the R-R sector, it is determined by the condition (2.10) with $`r=0`$, i.e.
$$\begin{array}{cccc}\left(\psi _0^\mu +i\eta \stackrel{~}{\psi }_0^\mu \right)|Bp,𝐤,\eta _{\text{R-R}}^{(0)}\hfill & =& 0\hfill & \mu =2,\mathrm{},p+2\hfill \\ \left(\psi _0^\nu i\eta \stackrel{~}{\psi }_0^\nu \right)|Bp,𝐤,\eta _{\text{R-R}}^{(0)}\hfill & =& 0\hfill & \nu =p+3,\mathrm{},9.\hfill \end{array}$$
(2.14)
If the theory under consideration is an orbifold theory (such as the theory we shall discuss later), there are also similar boundary states in the corresponding twisted sectors. The actual D-brane state is then a certain linear combination of these states in the different sectors of the theory and for both values of $`\eta `$; it is characterised by three properties :
* The boundary state only couples to the physical sector of the closed string theory, i.e. it is GSO-invariant, and invariant under orbifold and orientifold projections where appropriate.
* The open string amplitude obtained by world-sheet duality from the closed string exchange between any two boundary states constitutes an open string partition function, i.e. it corresponds to a trace over a set of open string states of the open string time-evolution operator.
* The open strings that are introduced in this way have consistent string field interactions with the original closed strings.
One is usually also interested in D-branes that are stable; a necessary condition for this is that the spectrum of open strings that begin and end on the same D-brane is free of tachyons. If the underlying theory is supersymmetric, one may sometimes also want to impose the condition that the D-branes preserve some part of the supersymmetry, and that they are therefore BPS saturated; this requires that the spectrum of open strings beginning and ending on the D-brane is supersymmetric. However, there exist interesting D-branes in supersymmetric theories that are stable but not BPS ; some examples of these will be described later.
The first condition is usually relatively easy to check, although it requires care in all sectors that have fermionic zero modes. (We shall describe the relevant subtleties in some detail for the case of Type IIA and Type IIB in subsection 2.2.) The second condition is in essence equivalent to the statement that world-sheet duality holds. It is a very powerful constraint that determines the normalisations of the different boundary states (as we shall show in the next subsection). This condition can be formulated in terms of the conformal field theory and is sometimes referred to as Cardy’s condition (see also subsection 2.4). The third condition is very difficult to check in detail; as far as I am aware, there is only one example (namely the two Type 0 theories) for which it seems to imply constraints that go beyond (i) and (ii).
The set of boundary states which satisfies these conditions forms a lattice. This follows from the fact that if the set of boundary states $`𝒮=\{|D_1,|D_2,\mathrm{}\}`$ satisfies these conditions, then so will the set of boundary states that contains in addition to the elements of $`𝒮`$ any integer-valued linear combination of $`|D_1,|D_2,\mathrm{}`$. When we talk about the D-branes of a theory, what we really mean are the basis vectors of this lattice, from which every D-brane of the theory can be obtained as an integer-valued linear combination; this is what we shall determine in the following.
In general, a given theory can have different lattices of mutually consistent boundary states that are not consistent relative to each other. In this case, condition (iii) presumably selects the correct lattice of boundary states. (This is at least what happens in the case of the Type 0 theories.)
Finally, it should be stressed that the above conditions are intrinsic consistency conditions of an interacting string (field) theory; in particular, they are more fundamental than spacetime supersymmetry, and also apply in cases where spacetime supersymmetry is broken or absent.
### 2.1 World-sheet duality
Before describing some examples in detail, it is useful to illustrate the condition of world-sheet duality more quantitatively (since the same calculation will be needed for essentially all models). The closed string tree diagram that is represented in Figure 1 is described by
$$_0^{\mathrm{}}𝑑lDq|e^{lH_c}|Dp,$$
(2.15)
where $`H_c`$ is the closed string Hamiltonian in light cone gauge,
$$H_c=\pi 𝐤^2+2\pi \underset{\mu =2,\mathrm{},9}{}\left[\underset{n=1}{\overset{\mathrm{}}{}}(\alpha _n^\mu \alpha _n^\mu +\stackrel{~}{\alpha }_n^\mu \stackrel{~}{\alpha }_n^\mu )+\underset{r>0}{}r(\psi _r^\mu \psi _r^\mu +\stackrel{~}{\psi }_r^\mu \stackrel{~}{\psi }_r^\mu )\right]+2\pi C_c.$$
(2.16)
The constant $`C_c`$ takes the value $`1`$ in the NS-NS, and $`0`$ in the R-R sector. Under the substitution $`t=1/2l`$, this integral should become the open string one-loop amplitude that is given by
$$_0^{\mathrm{}}\frac{dt}{2t}\text{Tr}(e^{2tH_o}𝒫),$$
(2.17)
where $`𝒫`$ is an appropriate projection operator, and $`H_o`$ is the open string Hamiltonian given as
$$H_o=\pi \stackrel{}{p}^2+\frac{1}{4\pi }\stackrel{}{w}^2+\pi \underset{\mu =2,\mathrm{},9}{}[\underset{n=1}{\overset{\mathrm{}}{}}\alpha _n^\mu \alpha _n^\mu +\underset{r>0}{}r\psi _r^\mu \psi _r^\mu ]+\pi C_o.$$
(2.18)
Here $`\stackrel{}{p}`$ denotes the open string momentum along the directions for which the string has Neumann (N) boundary conditions at both ends, $`\stackrel{}{w}`$ is the difference between the two end-points of the open string, and $`\alpha _n^\mu `$ and $`\psi _r^\mu `$ are the bosonic and fermionic open string oscillators, respectively; they satisfy the commutation relations
$$[\alpha _m^\mu ,\alpha _n^\nu ]=m\delta ^{\mu \nu }\delta _{m,n},\{\psi _r^\mu ,\psi _s^\nu \}=\delta ^{\mu \nu }\delta _{r,s}.$$
(2.19)
For coordinates satisfying the same boundary condition at both ends of the open string (i.e. both Neumann (N) or both Dirichlet (D)) $`n`$ always takes integer values, whereas $`r`$ takes integer (integer + $`\frac{1}{2}`$) values in the R (NS) sector. On the other hand, for coordinates satisfying different boundary conditions at the two ends of the open string (one D and one N) $`n`$ takes integer+$`\frac{1}{2}`$ values and $`r`$ takes integer +$`\frac{1}{2}`$ (integer) values in the R (NS) sector. The normal ordering constant $`C_o`$ vanishes in the R-sector and is equal to $`\frac{1}{2}+\frac{s}{8}`$ in the NS sector (in $`\alpha ^{}=1`$ units) where $`s`$ denotes the number of coordinates satisfying D-N boundary conditions. The trace, denoted by Tr, is taken over the full Fock space of the open string, and also includes an integral over the various momenta.
The calculation (2.15) can be performed separately for the different boundary states in the different components since the overlap between states from different sectors vanishes. For definiteness let us consider one specific example in some detail, the tree exchange between two $`Dp`$-brane boundary states in the NS-NS sector. (The result for the other sectors will be given below.) Thus we want to consider the amplitude
$$_0^{\mathrm{}}𝑑lBp,𝐚_\mathrm{𝟏},\eta |e^{lH_c}|Bp,𝐚_2,\eta _{\text{NS-NS}},$$
(2.20)
where $`|Bp,𝐚,\eta _{\text{NS-NS}}`$ is the coherent state in the NS-NS sector given in (2.12). The momentum integral gives a Gaussian integral that can be performed, and the amplitude becomes<sup>3</sup><sup>3</sup>3The amplitude is bilinear in the external states, and the prefactor is therefore $`𝒩^2`$ rather than $`𝒩\overline{𝒩}`$. On momentum eigenstates the amplitude satisfies $`k_1|k_2=\delta (k_1+k_2)`$.
$$𝒩_{\text{NS-NS}}^2_0^{\mathrm{}}𝑑ll^{\frac{9p}{2}}e^{\frac{(𝐚_1𝐚_2)^2}{4\pi l}}\widehat{Bp,\mathrm{𝟎},\eta }|e^{lH_c}|\widehat{Bp,\mathrm{𝟎},\eta }_{\text{NS-NS}}.$$
(2.21)
In order to determine the overlap between the two coherent states, we observe that the states of the form
$$\underset{i}{}\frac{1}{l_i!}\left(\frac{1}{n_i}\alpha _{n_i}^{\mu _i}\stackrel{~}{\alpha }_{n_i}^{\mu _i}\right)^{l_i}|0,$$
(2.22)
where $`n_in_{i+1}`$ and if $`n_i=n_{i+1}`$ then $`\mu _i<\mu _{i+1}`$, form an orthonormal basis for the space generated by the modes $`\alpha _n^\mu \stackrel{~}{\alpha }_n^\mu `$ and similarly for
$$\underset{i}{}\frac{1}{l_i!}\left(i\eta \psi _{r_i}^{\mu _i}\stackrel{~}{\psi }_{r_i}^{\mu _i}\right)^{l_i}|0.$$
(2.23)
Here we have used that the bilinear inner product is defined by the relation
$$\alpha _n^\mu \varphi |\chi =\varphi |\alpha _n^\mu \chi ,\psi _n^\mu \varphi |\chi =i\varphi |\psi _n^\mu \chi ,$$
(2.24)
and similarly for $`\stackrel{~}{\alpha }_n^\mu `$ and $`\stackrel{~}{\psi }_r^\mu `$ together with the normalisation
$$|0||0=1.$$
(2.25)
It is then easy to see that the above amplitude becomes
$$𝒩_{\text{NS-NS}}^2_0^{\mathrm{}}𝑑ll^{\frac{9p}{2}}e^{\frac{(𝐚_1𝐚_2)^2}{4\pi l}}\frac{f_3^8(q)}{f_1^8(q)},$$
(2.26)
where $`q=e^{2\pi l}`$, and the functions $`f_i`$ are defined as in
$`f_1(q)`$ $`=`$ $`q^{\frac{1}{12}}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}(1q^{2n}),`$
$`f_2(q)`$ $`=`$ $`\sqrt{2}q^{\frac{1}{12}}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}(1+q^{2n}),`$
$`f_3(q)`$ $`=`$ $`q^{\frac{1}{24}}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}(1+q^{2n1}),`$
$`f_4(q)`$ $`=`$ $`q^{\frac{1}{24}}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}(1q^{2n1}).`$ (2.27)
Next we substitute $`t=1/2l`$, and using the transformation properties of the $`f_i`$ functions,
$$\begin{array}{cccccc}\hfill f_1(e^{\pi /t})& =& \sqrt{t}f_1(e^{\pi t}),\hfill & \hfill f_2(e^{\pi /t})& =& f_4(e^{\pi t}),\hfill \\ \hfill f_3(e^{\pi /t})& =& f_3(e^{\pi t}),\hfill & \hfill f_4(e^{\pi /t})& =& f_2(e^{\pi t}),\hfill \end{array}$$
(2.28)
the above integral becomes
$$𝒩_{\text{NS-NS}}^22^{\frac{9p}{2}}_0^{\mathrm{}}\frac{dt}{2t}t^{\frac{(p+1)}{2}}e^{\frac{(𝐚_1𝐚_2)^2}{2\pi }t}\frac{f_3^8(\stackrel{~}{q})}{f_1^8(\stackrel{~}{q})},$$
(2.29)
where $`\stackrel{~}{q}=e^{\pi t}`$. This is to be compared with the open string one-loop amplitude
$$_0^{\mathrm{}}\frac{dt}{2t}\text{Tr}_{\text{NS}}(e^{2tH_o})=\frac{V_{p+1}}{(2\pi )^{p+1}}_0^{\mathrm{}}\frac{dt}{2t}(2t)^{\frac{(p+1)}{2}}e^{\frac{(𝐚_1𝐚_2)^2}{2\pi }t}\frac{f_3^8(\stackrel{~}{q})}{f_1^8(\stackrel{~}{q})},$$
(2.30)
where $`V_{p+1}`$ is the world-volume of the brane, which together with the factor of $`(2t)^{\frac{(p+1)}{2}}`$ comes from the momentum integration. Thus we find that
$$𝑑lBp,\eta |e^{lH_c}|Bp,\eta _{\text{NS-NS}}=𝒩_{\text{NS-NS}}^2\frac{32(2\pi )^{p+1}}{V_{p+1}}\frac{dt}{2t}\text{Tr}_{\text{NS}}\left[e^{tH_o}\right].$$
(2.31)
Similarly we have
$$𝑑lBp,\eta |e^{lH_c}|Bp,\eta _{\text{NS-NS}}=𝒩_{\text{NS-NS}}^2\frac{32(2\pi )^{p+1}}{V_{p+1}}\frac{dt}{2t}\text{Tr}_\text{R}\left[e^{tH_o}\right],$$
(2.32)
$$𝑑lBp,\eta |e^{lH_c}|Bp,\eta _{\text{R-R}}=\frac{𝒩_{\text{R-R}}^2}{16}\frac{32(2\pi )^{p+1}}{V_{p+1}}\frac{dt}{2t}\text{Tr}_{\text{NS}}\left[(1)^Fe^{tH_o}\right],$$
(2.33)
and
$$𝑑lBp,\eta |e^{lH_c}|Bp,\eta _{\text{R-R}}=0=\frac{𝒩_{\text{R-R}}^2}{16}\frac{32(2\pi )^{p+1}}{V_{p+1}}\frac{dt}{2t}\text{Tr}_\text{R}\left[(1)^Fe^{tH_o}\right].$$
(2.34)
We learn from this that we can satisfy world-sheet duality provided we include appropriate combinations of boundary states and choose their normalisations correctly. We have now assembled the necessary ingredients to work out some examples in detail.
### 2.2 A first example: Type IIA and IIB
Let us first consider the familiar case of the Type IIA and Type IIB theories. The spectra of these theories is given by
$$\begin{array}{cc}\mathrm{𝐈𝐈𝐀}:\hfill & (\text{NS}+,\text{NS}+)(\text{R}+,\text{R})(\text{NS}+,\text{R})(\text{R}+,\text{NS}+)\hfill \\ \mathrm{𝐈𝐈𝐁}:\hfill & (\text{NS}+,\text{NS}+)(\text{R}+,\text{R}+)(\text{NS}+,\text{R}+)(\text{R}+,\text{NS}+),\hfill \end{array}$$
(2.35)
where the signs refer to the eigenvalues of $`(1)^F`$ and $`(1)^{\stackrel{~}{F}}`$, respectively. In particular, the NS-NS sector is the same for the two theories, and consists of those states for which both $`(1)^F`$ and $`(1)^{\stackrel{~}{F}}`$ have eigenvalue $`+1`$. Given that the tachyonic ground state has eigenvalue $`1`$ under both $`(1)^F`$ and $`(1)^{\stackrel{~}{F}}`$, the boundary state given by (2.12) and (2) transforms as
$`(1)^F|Bp,𝐚,\eta _{\text{NS-NS}}`$ $`=`$ $`|Bp,𝐚,\eta _{\text{NS-NS}}`$
$`(1)^{\stackrel{~}{F}}|Bp,𝐚,\eta _{\text{NS-NS}}`$ $`=`$ $`|Bp,𝐚,\eta _{\text{NS-NS}}.`$
Thus
$$|Bp,𝐚_{\text{NS-NS}}=\left(|Bp,𝐚,+\text{NS-NS}|Bp,𝐚,\text{NS-NS}\right)$$
(2.36)
is a GSO-invariant state for all $`p`$. It follows from (2.31) and (2.32) that this state does not describe a stable D-brane by itself since the open string that begins and ends on $`|Bp,𝐚_{\text{NS-NS}}`$ consists of an unprojected NS and R sector, and therefore contains a tachyon in its spectrum. In fact (2.36) with
$$𝒩_{\text{NS-NS}}^2(\widehat{Dp})=\frac{1}{64}\frac{V_{p+1}}{(2\pi )^{p+1}}$$
(2.37)
describes the unstable $`\widehat{Dp}`$-brane for $`p`$ odd (even) in Type IIA (IIB) that was considered by Sen in his construction of non-BPS D-branes ; the unstable $`\widehat{D9}`$-brane of Type IIA was also used by Hořava in his discussion of the K-theory of Type IIA .
In order to obtain a stable D-brane, we have to add to (2.36) a boundary state in the R-R sector; since the R-R sector involves fermionic zero modes, the discussion of GSO-invariance is somewhat delicate, and we need to introduce a little bit of notation. Let us define the modes
$$\psi _\pm ^\mu =\frac{1}{\sqrt{2}}\left(\psi _0^\mu \pm i\stackrel{~}{\psi }_0^\mu \right),$$
(2.38)
which satisfy the anti-commutation relations
$$\{\psi _\pm ^\mu ,\psi _\pm ^\nu \}=0,\{\psi _+^\mu ,\psi _{}^\nu \}=\delta ^{\mu \nu },$$
(2.39)
as follows from the fact that both the left- and right-moving fermion modes satisfy the Clifford algebras,
$$\begin{array}{ccc}\hfill \{\psi _r^\mu ,\psi _s^\nu \}& =& \delta ^{\mu \nu }\delta _{r,s}\hfill \\ \hfill \{\psi _r^\mu ,\stackrel{~}{\psi }_s^\nu \}& =& 0\hfill \\ \hfill \{\stackrel{~}{\psi }_r^\mu ,\stackrel{~}{\psi }_s^\nu \}& =& \delta ^{\mu \nu }\delta _{r,s}.\hfill \end{array}$$
(2.40)
In terms of $`\psi _\pm ^\mu `$, (2.14) can be rewritten as
$$\begin{array}{cccc}\psi _\eta ^\mu |Bp,𝐤,\eta _{\text{R-R}}^{(0)}\hfill & =& 0\hfill & \mu =2,\mathrm{},p+2\hfill \\ \psi _\eta ^\nu |Bp,𝐤,\eta _{\text{R-R}}^{(0)}\hfill & =& 0\hfill & \nu =p+3,\mathrm{},9.\hfill \end{array}$$
(2.41)
Because of the anti-commutation relations (2.39) we can define
$$|Bp,𝐤,+_{\text{R-R}}^{(0)}=\underset{\mu =2}{\overset{p+2}{}}\psi _+^\mu \underset{\nu =p+3}{\overset{9}{}}\psi _{}^\nu |Bp,𝐤,_{\text{R-R}}^{(0)},$$
(2.42)
and then it follows that
$$|Bp,𝐤,_{\text{R-R}}^{(0)}=\underset{\mu =2}{\overset{p+2}{}}\psi _{}^\mu \underset{\nu =p+3}{\overset{9}{}}\psi _+^\nu |Bp,𝐤,+_{\text{R-R}}^{(0)}.$$
(2.43)
On the ground states the GSO-operators take the form
$$(1)^F=\underset{\mu =2}{\overset{9}{}}(\sqrt{2}\psi _0^\mu )=\underset{\mu =2}{\overset{9}{}}(\psi _+^\mu +\psi _{}^\mu ),$$
(2.44)
and
$$(1)^{\stackrel{~}{F}}=\underset{\mu =2}{\overset{9}{}}(\sqrt{2}\stackrel{~}{\psi }_0^\mu )=\underset{\mu =2}{\overset{9}{}}(\psi _+^\mu \psi _{}^\mu ).$$
(2.45)
Taking these equations together we then find that
$`(1)^F|Bp,𝐤,\eta _{\text{R-R}}^{(0)}`$ $`=`$ $`|Bp,𝐤,\eta _{\text{R-R}}^{(0)}`$ (2.46)
$`(1)^{\stackrel{~}{F}}|Bp,𝐤,\eta _{\text{R-R}}^{(0)}`$ $`=`$ $`(1)^{p+1}|Bp,𝐤,\eta _{\text{R-R}}^{(0)}.`$ (2.47)
The action on the non-zero modes is as before, and therefore the action of the GSO-operators on the whole boundary states is given by
$`(1)^F|Bp,𝐚,\eta _{\text{R-R}}`$ $`=`$ $`|Bp,𝐚,\eta _{\text{R-R}}`$ (2.48)
$`(1)^{\stackrel{~}{F}}|Bp,𝐚,\eta _{\text{R-R}}`$ $`=`$ $`(1)^{p+1}|Bp,𝐚,\eta _{\text{R-R}}.`$ (2.49)
It follows from the first equation that the only potentially GSO-invariant boundary state is of the form
$$|Bp,𝐚_{\text{R-R}}=\left(|Bp,𝐚,+_{\text{R-R}}+|Bp,𝐚,_{\text{R-R}}\right),$$
(2.50)
and the second equation implies that it is actually GSO-invariant if $`p`$ is even (odd) in the case of Type IIA (IIB). In this case we can find a GSO-invariant boundary state
$$|Dp,𝐚=|Bp,𝐚_{\text{NS-NS}}+|Bp,𝐚_{\text{R-R}}.$$
(2.51)
This state satisfies world-sheet duality provided we choose
$$𝒩_{\text{NS-NS}}^2(Dp)=\frac{1}{128}\frac{V_{p+1}}{(2\pi )^{p+1}}𝒩_{\text{R-R}}^2(Dp)=\frac{1}{8}\frac{V_{p+1}}{(2\pi )^{p+1}}.$$
(2.52)
This gives rise to an open string consisting of a GSO-projected NS and R sector; in particular, the GSO-projection removes the open string tachyon from the NS sector, and the D-brane is stable. The D-brane is also BPS since the open string spectrum is supersymmetric.
Actually the condition of world-sheet duality does not specify the relative sign between the NS-NS and the R-R component in (2.51) since only the square of the normalisation constant enters the calculation.<sup>4</sup><sup>4</sup>4It also, obviously, does not specify the overall sign, but this is just the familiar ambiguity in the definition of quantum mechanical states. The opposite choice of the sign defines the anti-brane that is also BPS by itself; however, the combination of a brane and an anti-brane breaks supersymmetry since the two states preserve disjoint sets of supercharges. This can also be seen from the present point of view: the open string that stretches between a brane and an anti-brane consists of a NS and a R-sector whose GSO-projection is opposite to that of the brane-brane or anti-brane-anti-brane open string . In particular, the open string tachyon from the NS sector survives the projection; the system is therefore unstable, and certainly does not preserve supersymmetry. It is also possible to analyse the action of the supercharges on the boundary states directly .
We have seen so far that the Type IIA (IIB) has stable BPS D-branes for $`p`$ even (odd); we have also seen that the theory has unstable D-branes for all values of $`p`$. However, these unstable $`\widehat{Dp}`$-branes are only independent states if $`p`$ is odd in IIA (and $`p`$ is even in IIB). In order to see this, we observe that the normalisation of the NS-NS boundary state in (2.37) is only correct if $`p`$ is odd (even) in IIA (IIB). Indeed, if (2.37) also held for $`p`$ even (odd) in IIA (IIB), the tree-diagram involving the unstable $`\widehat{Dp}`$-brane and the BPS $`Dp`$-brane would give rise to an open string that consists of
$$\frac{1}{\sqrt{2}}\left(\text{NS - R}\right)$$
(2.53)
and therefore violates (ii) above. The actual normalisation of (2.37) for $`p`$ even (odd) in IIA (IIB) is therefore
$$𝒩_{\text{NS-NS}}^2(\widehat{Dp})=\frac{1}{32}\frac{V_{p+1}}{(2\pi )^{p+1}}.$$
(2.54)
This implies that the boundary state of the unstable $`\widehat{Dp}`$-brane is the sum of the boundary states of the BPS $`Dp`$-brane and the BPS anti-$`Dp`$-brane; it therefore does not define an additional basis vector of the lattice of D-brane states.
Finally, we should like to stress that the above analysis shows not only that Type IIA and Type IIB has BPS $`Dp`$-branes for the appropriate values of $`p`$, but also that these are the only stable D-branes of Type IIA and Type IIB. This is not necessarily the case — as we shall see below, some theories possess stable D-branes that are not BPS.
### 2.3 A second example: Type 0A and 0B
As a second example let us examine the D-brane spectrum of Type 0A and Type 0B . These theories can be obtained from Type IIA and IIB as an orbifold by $`(1)^{F^s}`$, where $`F^s`$ is the spacetime fermion number. The effect of $`(1)^{F^s}`$ in the untwisted sector is to retain the bosons (i.e. the states in the NS-NS and R-R sectors) and to remove the fermions (i.e. the states in the NS-R and R-NS sectors). In the two remaining sectors, the GSO projection acts in the usual way
$$\begin{array}{cc}\text{NS-NS:}\hfill & P_{GSO,U}=\frac{1}{4}\left(1+(1)^F\right)\left(1+(1)^{\stackrel{~}{F}}\right)\hfill \\ \text{R-R:}\hfill & P_{GSO,U}=\frac{1}{4}\left(1+(1)^F\right)\left(1\pm (1)^{\stackrel{~}{F}}\right),\hfill \end{array}$$
(2.55)
where the $`+`$ sign corresponds to Type IIB, and the $``$ sign to Type IIA. In the twisted sector, the effect of $`(1)^{F^s}`$ is to reverse the GSO projection for both left and right-moving sectors. In addition only the states invariant under $`(1)^{F^s}`$ (i.e. the bosons) are retained. Thus the states in the twisted sector are again in the NS-NS and the R-R sector, but their GSO projection is now
$$\begin{array}{cc}\text{NS-NS:}\hfill & P_{GSO,T}=\frac{1}{4}\left(1(1)^F\right)\left(1(1)^{\stackrel{~}{F}}\right)\hfill \\ \text{R-R:}\hfill & P_{GSO,T}=\frac{1}{4}\left(1(1)^F\right)\left(1(1)^{\stackrel{~}{F}}\right),\hfill \end{array}$$
(2.56)
where now the $``$ sign corresponds to Type IIB, and the $`+`$ sign to Type IIA. Taking (2.55) and (2.56) together, we can describe the spectrum of Type 0A and Type 0B more compactly as the subspaces of the NS-NS and R-R sectors that are invariant under the GSO-projection
$$\begin{array}{cc}\text{NS-NS:}\hfill & P_{GSO}=\frac{1}{2}\left(1+(1)^{F+\stackrel{~}{F}}\right)\hfill \\ \text{R-R:}\hfill & P_{GSO}=\frac{1}{2}\left(1\pm (1)^{F+\stackrel{~}{F}}\right).\hfill \end{array}$$
(2.57)
The resulting spectrum is thus given by
$$\begin{array}{cc}\mathrm{𝟎}𝐀:\hfill & (\text{NS}+,\text{NS}+)(\text{NS},\text{NS})(\text{R}+,\text{R})(\text{R},\text{R}+)\hfill \\ \mathrm{𝟎}𝐁:\hfill & (\text{NS}+,\text{NS}+)(\text{NS},\text{NS})(\text{R}+,\text{R}+)(\text{R},\text{R}).\hfill \end{array}$$
(2.58)
The NS-NS sector is the same for the two theories: in particular, the low lying states consist of the ground state tachyon (that is invariant under (2.57) since it is invariant under (2.56)), and the bosonic part of the supergravity multiplet, i.e. the graviton, Kalb-Ramond 2-form, and dilaton. On the other hand, the R-R sector is different for the two theories (as is familiar from Type IIA and Type IIB). There are no tachyonic states, and the massless states transform as
$$\begin{array}{cc}\mathrm{𝟎}𝐀:\hfill & (\mathrm{𝟖}_𝐬\mathrm{𝟖}_𝐜)(\mathrm{𝟖}_𝐜\mathrm{𝟖}_𝐬)=2\mathrm{𝟖}_𝐯+2\mathrm{𝟓𝟔},\hfill \\ \mathrm{𝟎}𝐁:\hfill & (\mathrm{𝟖}_𝐬\mathrm{𝟖}_𝐬)(\mathrm{𝟖}_𝐜\mathrm{𝟖}_𝐜)=2\mathrm{𝟏}+2\mathrm{𝟐𝟖}+\mathrm{𝟕𝟎}.\hfill \end{array}$$
(2.59)
In the case of Type 0A, the theory has two 1-forms and two 3-forms in the R-R sector, whereas Type 0B has two scalars, two 2-forms, and a 4-form (with an unrestricted 5-form field strength). The states in the R-R sector of Type 0A and Type 0B are therefore doubled compared to those in Type IIA and Type IIB. One may therefore expect that the D-brane spectrum of these theories is also doubled.
In the NS-NS sector, each boundary state $`|Bp,𝐚,\eta `$ is by itself GSO-invariant; the most general GSO-invariant boundary state in the NS-NS sector is therefore
$$|Bp,𝐚_{\text{NS-NS}}=\alpha _+|Bp,𝐚,+_{\text{NS-NS}}+\alpha _{}|Bp,𝐚,_{\text{NS-NS}}.$$
(2.60)
If $`\alpha _+\alpha _{}0`$, it follows from (2.32) that the open string that begins and ends on the same boundary state contains spacetime fermions. Since the closed string sector only consists of bosons, this presumably means that the open-closed vertex of the string field theory cannot be consistently defined; thus condition (iii) suggests that we have to have $`\alpha _+\alpha _{}=0`$.<sup>5</sup><sup>5</sup>5If the theory actually possesses one brane with $`\alpha _+\alpha _{}0`$, so that the open string is NS-R with the GSO-projection $`\frac{1}{2}(1+(1)^F)`$, the (mutually consistent) lattice of boundary states containing this boundary state has only one stable brane (and anti-brane) for each allowed value of $`p`$; this would also seem to be in conflict with the doubled R-R spectrum of the theory. Thus there are two consistent NS-NS boundary states, and they are given by $`|Bp,𝐚,+_{\text{NS-NS}}`$ and $`|Bp,𝐚,_{\text{NS-NS}}`$. As before, neither of them is stable since the open string that begins and ends on this state has a tachyon from the unprojected open string NS sector. In oder to stabilise the brane, we have to add a boundary state in the R-R sector, but as before, these are only GSO-invariant provided that $`p`$ is even (odd) for Type 0A (0B). For each such $`p`$ we are then left with four different D-brane states (together with their anti-branes)
$$|Dp,𝐚,\eta ,\eta ^{}=|Bp,𝐚,\eta _{\text{NS-NS}}+|Bp,𝐚,\eta ^{}_{\text{R-R}},$$
(2.61)
where
$$𝒩_{\text{NS-NS}}^2(Dp^0)=\frac{1}{64}\frac{V_{p+1}}{(2\pi )^{p+1}},𝒩_{\text{R-R}}^2(Dp^0)=\frac{1}{4}\frac{V_{p+1}}{(2\pi )^{p+1}}.$$
(2.62)
However not all of these branes are mutually consistent: the open string between the boundary state $`|Dp,𝐚,+,+`$ and $`|Dp,𝐛,,+`$ consists of a R-sector together with a NS-sector with a $`(1)^F`$ insertion, and likewise for $`|Dp,𝐚,,`$ and $`|Dp,𝐛,+,`$. Thus there are only two mutually consistent D-brane states for each allowed value of $`p`$ which we can take to be
$$|Dp,𝐚,+,+\text{and}|Dp,𝐚,,.$$
(2.63)
These D-branes have played an important role in recent attempts to extend the Maldacena conjecture to certain backgrounds of Type 0B string theory .
### 2.4 More abstract point of view: Conformal field theory with boundaries
The construction of D-branes in terms of boundary states that we have described above can be understood, from a more abstract point of view, as the construction of a conformal field theory on a world-sheet with a boundary . Given a conformal field theory that is defined on closed world-sheets (i.e. on closed Riemann surfaces), we can ask the question whether we can extend the definition of this conformal field theory to world-sheets that have boundaries. The prototype geometry of such a world-sheet is an infinite strip that we take to be parametrised by $`(t,s)`$, where $`0s\pi `$ and $`t\mathrm{I}\mathrm{R}`$.
As before, we can then consider the situation where the strip is made periodic in the $`t`$-direction with period $`2\pi T`$. The manifold is then topologically an annulus, and the relevant partition function becomes
$$Z_{\alpha \beta }(\stackrel{~}{q})=\text{Tr}\stackrel{~}{q}^{H_{\alpha \beta }},$$
(2.64)
where $`\stackrel{~}{q}=e^{2\pi T}`$, $`\alpha `$ and $`\beta `$ label the boundary conditions at either end of the strip, and $`H_{\alpha \beta }`$ is the corresponding Hamiltonian. This partition function can be expressed in terms of the representations of the chiral algebra of the conformal field theory (see for example for an introduction to these matters),
$$Z_{\alpha \beta }(\stackrel{~}{q})=\underset{i}{}n_{\alpha \beta }^i\chi _i(\stackrel{~}{q}),$$
(2.65)
where $`\chi _i(\stackrel{~}{q})`$ is the character of the representation labelled by $`i`$,
$$\chi _i(\stackrel{~}{q})=\stackrel{~}{q}^{\frac{c}{24}}\text{Tr}_i\stackrel{~}{q}^{L_0},$$
(2.66)
and $`c`$ is the central charge of the corresponding Virasoro algebra.
Under world-sheet duality, i.e. the modular transformation $`T1/T`$, each character transforms as
$$\chi _i(\stackrel{~}{q})=\underset{j}{}S_i^j\chi _j(q),$$
(2.67)
where $`q=e^{2\pi /T}`$, and thus (2.65) becomes
$$Z_{\alpha \beta }(\stackrel{~}{q})=\underset{ij}{}n_{\alpha \beta }^iS_i^j\chi _j(q).$$
(2.68)
This should then again be interpreted as the cylinder diagram between external (boundary) states of the original bulk conformal field theory. The closed string trace will give rise to a character of the chiral algebra provided that each boundary state satisfies the condition
$$\left(S_n(1)^{h_S}\overline{S}_n\right)|B\alpha =0,$$
(2.69)
where $`S`$ is an arbitrary (quasi-primary) field of the chiral algebra, and $`h_S`$ is its conformal weight. In particular, choosing $`L=S`$, we have the condition
$$\left(L_n\overline{L}_n\right)|B\alpha =0$$
(2.70)
which is just the condition that the boundary preserves the conformal invariance. A solution to these conditions has been constructed by Ishibashi and Onogi and Ishibashi , and the corresponding coherent states are sometimes called Ishibashi states. The actual boundary states are linear combinations of these Ishibashi states, where the (relative) normalisations are determined by the condition that the numbers $`n_{\alpha \beta }^i`$ in (2.65) are non-negative integers for all choices of $`\alpha `$ and $`\beta `$. For left-right symmetric rational conformal field theories (for which the chiral algebra has only finitely many irreducible representations), explicit solutions to these constraints have been found by Cardy . Finally, the string field theory condition (iii) is related to the condition that the sewing relations of the conformal field theory are satisfied .
For the examples of free theories (such as the bosonic Veneziano model),<sup>6</sup><sup>6</sup>6This theory is obviously not rational, and thus Cardy’s solution does not directly apply; see however . the condition (2.69) for $`S=X^\mu `$ (where $`h_S=1`$) is just the condition that the boundary state represents a spacetime spanning D-brane; the different boundary states (that are labelled by $`\alpha `$ in the above) are then the different position eigenstates (labelled by $`𝐚`$).
In order to describe boundary states that correspond to D-branes other than spacetime spanning D-branes, the above analysis has to be generalised slightly. In fact, it is actually not necessary to demand that (2.69) holds, but it is sufficient to impose
$$\left(S_n(1)^{h_S}\rho (\overline{S}_n)\right)|B\alpha =0,$$
(2.71)
where $`\rho `$ is an automorphism of the chiral algebra that leaves the conformal field $`L`$ invariant (so that (2.70) is not modified). With this modification, the abstract approach accounts for all D-branes in the above model. However, it can also be generalised to theories on curved spaces that do not possess free bosons (and for which the definition of a Neumann or Dirichlet boundary condition is somewhat ambiguous). In particular, this analysis has been performed for the Gepner models and the WZW theories .
It should be stressed though, that the conformal field theory analysis that we have just sketched usually applies to the whole conformal field theory spectrum. For theories with world-sheet supersymmetry on the other hand, the spectrum that is relevant for string theory consists only of a certain subspace of the conformal field theory spectrum, namely of those states that are invariant under the GSO-projection. Thus the conformal field theory approach has to be slightly modified to take this into account. More significantly, the sewing conditions of the conformal field theory only guarantee a consistent definition of the various amplitudes for the full conformal field theory, but it is a priori not clear whether they are sufficient to guarantee the consistency on the GSO-invariant subspace of string theory, i.e. the string field theoretic consistency conditions (see (iii) above).<sup>7</sup><sup>7</sup>7This was, by the way, already pointed out in . At any rate, at least for the free theories that we are considering in these lectures, most of the subtleties concern the nature of the GSO-projection, and therefore go beyond at least the naive conformal field theory analysis.
## 3 The non-BPS D-particle in IIB$`/(1)^{F_L}_4`$
Up to now we have described a general construction of D-branes that does not rely on spacetime supersymmetry. We want to apply this technique now to the construction of stable non-BPS D-branes. From the point of view that is presented in these lectures, the simplest stable non-BPS D-brane is presumably the D-particle of a certain orbifold of Type IIB (see also ); this shall be the topic of this section.
As was pointed out by Sen some time ago , duality symmetries in string theory sometimes predict the existence of solitonic states which are not BPS, but are stable due to the fact that they are the lightest states carrying a given set of charge quantum numbers. One example Sen considered concerns the orientifold of Type IIB by $`\mathrm{\Omega }_4`$ where $`_4`$ is the inversion of four coordinates. This theory is dual to the orbifold of Type IIB by $`(1)^{F_L}_4`$, where $`F_L`$ is the left-moving spacetime fermion number. As we shall explain below, the spectrum of the orbifold contains in the twisted sector a massless vector multiplet of $`𝒩=(1,1)`$ supersymmetry in $`D=6`$, and this implies that the orbifold fixed-plane corresponds, in the dual orientifold theory, to a (mirror) pair of D5-branes on top of an orientifold 5-plane . Because of the orientifold projection, the massless states of the string stretching between the two D5-branes is removed, and the gauge group is reduced from $`U(2)`$ to $`SO(2)`$. The lightest state that is charged under the $`SO(2)`$ is then the first excited open string state of the string stretching between the two D5-branes: in the open string NS-sector the first excited states are
$$\begin{array}{cc}\hfill \psi _{3/2}^\mu |0& \text{8 states}\hfill \\ \hfill \alpha _1^\mu \psi _{1/2}^\nu |0& 88=64\text{ states}\hfill \\ \hfill \psi _{1/2}^\mu \psi _{1/2}^\nu \psi _{1/2}^\rho |0& \left(\genfrac{}{}{0pt}{}{8}{3}\right)=56\text{ states}\hfill \end{array}$$
(3.1)
and in the R-sector the relevant states are
$$\begin{array}{cc}\hfill \alpha _1^\mu |\mathrm{𝟖}_𝐬& 88=64\text{ states}\hfill \\ \hfill \psi _1^\mu |\mathrm{𝟖}_𝐜& 88=64\text{ states}.\hfill \end{array}$$
(3.2)
Thus there are altogether $`128`$ bosons and $`128`$ fermions which form a long (non-BPS) multiplet of the $`𝒩=(1,1)`$ $`D=6`$ supersymmetry algebra.
Since these states are stable, one should expect that the dual (orbifold) theory also contains a stable multiplet of states that is charged under this $`SO(2)`$. However, these states are not BPS, and the corresponding states in the dual theory therefore cannot be BPS D-branes; in fact, as we shall show below, the orbifold theory possesses a stable non-BPS D-particle that is stuck to the orbifold fixed plane and that has all the above properties.
### 3.1 The spectrum of the orbifold
Let us first describe the orbifold of the Type IIB theory in some detail. For simplicity we shall consider the uncompactified theory, i.e. the orbifold of $`R^{9,1}/(1)^{F_L}_4`$. Let us choose the convention that $`_4`$ inverts the four spatial coordinates, $`x^6,\mathrm{},x^9`$. The fixed points under $`_4`$ form a 5-plane at $`x^6=x^7=x^8=x^9=0`$, which extends along the coordinates $`x^2,\mathrm{},x^5`$, as well as the light-cone coordinates $`x^0,x^1`$. In light-cone gauge, type IIB string theory has 16 dynamical supersymmetries and 16 kinematical supersymmetries. The former transform under the transverse $`SO(8)`$ as
$$Q\mathrm{𝟖}_s,\stackrel{~}{Q}\mathrm{𝟖}_s.$$
(3.3)
The orbifold breaks the transverse $`SO(8)`$ into $`SO(4)_S\times SO(4)_R`$, where the $`SO(4)_S`$ factor corresponds to rotations of $`(x^2,\mathrm{},x^5)`$, and the $`SO(4)_R`$ factor to rotations of $`(x^6,\mathrm{},x^9)`$. The above supercharges therefore decompose as
$$\mathrm{𝟖}_𝐬((\mathrm{𝟐},\mathrm{𝟏}),(\mathrm{𝟐},\mathrm{𝟏}))+((\mathrm{𝟏},\mathrm{𝟐}),(\mathrm{𝟏},\mathrm{𝟐})),$$
(3.4)
where we have written the representations of $`SO(4)`$ in terms of $`SO(4)SU(2)\times SU(2)`$. The operator $`_4`$ reverses the sign of the vector representation of $`SO(4)_R`$ (the $`(\mathrm{𝟐},\mathrm{𝟐})`$), and we therefore choose its action on the $`SO(4)_R`$ spinors as
$$_4:\{\begin{array}{ccc}\hfill (\mathrm{𝟐},\mathrm{𝟏})& & \hfill (\mathrm{𝟐},\mathrm{𝟏})\\ \hfill (\mathrm{𝟏},\mathrm{𝟐})& & \hfill (\mathrm{𝟏},\mathrm{𝟐})\end{array}.$$
(3.5)
The action of $`(1)^{F_L}`$ is simply
$$(1)^{F_L}:QQ,\stackrel{~}{Q}\stackrel{~}{Q},$$
(3.6)
and the surviving supersymmetries thus transform as
$$Q((\mathrm{𝟐},\mathrm{𝟏}),(\mathrm{𝟐},\mathrm{𝟏})),\stackrel{~}{Q}((\mathrm{𝟏},\mathrm{𝟐}),(\mathrm{𝟏},\mathrm{𝟐})).$$
(3.7)
From the point of view of the 5-plane world-volume this is (dynamical, light-cone) $`𝒩=(1,1)`$ supersymmetry<sup>8</sup><sup>8</sup>8The same orbifold of type IIA would yield $`𝒩=(2,0)`$ supersymmetry..
The unbroken supersymmetry of these models can also be determined by analysing which states in the (untwisted) sector are invariant under the orbifold projection. The NS-NS sector is the same for both IIA and IIB, and it consists in ten dimensions of a graviton $`g_{MN}`$ (35 physical degrees of freedom), a Kalb-Ramond 2-form $`B_{MN}`$ (28) and a dilaton $`\varphi `$ (1). In six dimensions, the graviton gives rise to a 6d graviton $`g_{\mu \nu }`$ (9), four vectors $`g_{\mu i}`$ (16) and ten scalars $`g_{ij}`$ (10). The Kalb-Ramond 2-form gives rise to a 6d 2-form $`B_{\mu \nu }`$ (6), four vectors $`B_{\mu i}`$ (16), and six scalars $`B_{ij}`$ (6). Under $`_4(1)^{F_L}`$ (or $`_4`$), the vectors are all removed, and we retain a 6d graviton, a 6d 2-form and 17 scalars.
The R-R sector of Type IIB in ten dimensions consists of a 4-form with a self-dual 5-form field strength (35), a 2-form (28) and a scalar (1). In six dimensions, the 4-form becomes one scalar (1), four vectors (16) and three 2-forms (18); the 2-form becomes a 2-form (6), four vectors (16) and six scalars (6), whilst the scalar remains a scalar. If we orbifold by $`_4(1)^{F_L}`$, we retain the eight vectors, and remove the scalars and the 2-forms; thus we have a graviton, a 2-form, four vectors and one scalar (which combine into a supergravity multiplet of $`𝒩=(1,1)`$) together with 4 vectors and 16 scalars (which combine into four vector multiplets of $`𝒩=(1,1)`$).<sup>9</sup><sup>9</sup>9A convenient summary of the various supermultiplets can be found in .
On the other hand, if we orbifold by $`_4`$, we retain the four 2-forms and eight additional scalars. Thus we have a graviton and 5 2-forms with self-dual 3-form field strengths (that combine into a supergravity multiplet of $`𝒩=(2,0)`$) together with 5 2-forms with anti-self-dual 3-form field strengths and 25 scalars (which combine into five tensor multiplets of $`𝒩=(2,0)`$).
The analysis for Type IIA is analogous. The R-R sector in ten dimensions consists of a 3-form (56) and a 1-form (8). In six dimensions, the 3-form becomes seven vectors (28), four 2-forms (24) and four scalars (4), whilst the 1-form becomes a vector (4) and four scalars (4). If we orbifold by $`_4(1)^{F_L}`$, we retain the four 2-forms and the eight scalars, and therefore have the same massless states as in the IIB orbifold by $`_4`$ giving $`𝒩=(2,0)`$ supersymmetry; if we orbifold by $`_4`$, we retain the eight vectors, and thus obtain the same massless states as in the IIB orbifold by $`_4(1)^{F_L}`$ giving $`𝒩=(1,1)`$ supersymmetry.
In addition to the untwisted sectors, the theory also contains a twisted sector that is localised at the 5-plane. In the twisted sector the various oscillators are moded as
$`\text{twisted NS}:`$ $`n\{\begin{array}{cc}𝖹𝖹\hfill & \mu =2,\mathrm{},5\hfill \\ 𝖹𝖹+1/2\hfill & \mu =6,\mathrm{},9\hfill \end{array}r\{\begin{array}{cc}𝖹𝖹+1/2\hfill & \mu =2,\mathrm{},5\hfill \\ 𝖹𝖹\hfill & \mu =6,\mathrm{},9\hfill \end{array}`$ (3.12)
$`\text{twisted R}:`$ $`n\{\begin{array}{cc}𝖹𝖹\hfill & \mu =2,\mathrm{},5\hfill \\ 𝖹𝖹+1/2\hfill & \mu =6,\mathrm{},9\hfill \end{array}r\{\begin{array}{cc}𝖹𝖹\hfill & \mu =2,\mathrm{},5\hfill \\ 𝖹𝖹+1/2\hfill & \mu =6,\mathrm{},9.\hfill \end{array}`$ (3.17)
The ground state energy vanishes in both the R and NS sectors, and they both contain four fermionic zero modes that transform in the vector representation of $`SO(4)_S`$ and $`SO(4)_R`$, respectively. Consequently the twisted NS-NS and R-R ground states transform as
$$\left((\mathrm{𝟐},\mathrm{𝟏})+(\mathrm{𝟏},\mathrm{𝟐})\right)\left((\mathrm{𝟐},\mathrm{𝟏})+(\mathrm{𝟏},\mathrm{𝟐})\right),$$
(3.18)
where the charges correspond to $`SO(4)_S`$ ($`SO(4)_R`$) in the twisted R-R (NS-NS) sector. The unique massless representation of $`D=6`$ $`𝒩=(1,1)`$ supersymmetry (other than the gravity multiplet) is the vector multiplet
$$((\mathrm{𝟐},\mathrm{𝟐}),(\mathrm{𝟏},\mathrm{𝟏}))+((\mathrm{𝟏},\mathrm{𝟏}),(\mathrm{𝟐},\mathrm{𝟐}))+\text{fermions}.$$
(3.19)
In order to preserve supersymmetry, we therefore have to choose the GSO-projections in all twisted sectors to be of the form
$$P_{GSO,T}=\frac{1}{4}\left(1(1)^F\right)\left(1+(1)^{\stackrel{~}{F}}\right).$$
(3.20)
This agrees with what we would have expected from standard orbifold techniques, namely that the effect of $`(1)^{F_L}`$ is to change the left-GSO projection in the twisted sector. In addition, the spectrum of the twisted sector must be projected onto a subspace with either $`(1)^{F_L}_4=+1`$ or $`(1)^{F_L}_4=1`$ (in the untwisted sector only $`+1`$ is allowed). Since twisted NS-NS (R-R) states are even (odd) under $`(1)^{F_L}`$, and $`_4`$ reverses the sign of the vector of $`SO(4)_R`$ (and leaves the vector of $`SO(4)_S`$ invariant), we conclude that in the present case the twisted sector states are odd under $`(1)^{F_L}_4`$.
Having described the spectrum and the GSO projections of the various sectors in some detail, we can now analyse whether a D-brane boundary state with the appropriate properties exists. Since the non-BPS state in the orientifold theory is localised at the orientifold plane, one would expect that the corresponding non-BPS D-brane should be a $`\widehat{D0}`$-brane that is stuck to the orbifold fixed plane; we shall therefore analyse in the following whether such a D-brane state exists. For definiteness we shall assume that the $`\widehat{D0}`$-brane is oriented in such a way that it satisfies a Neumann boundary condition along the $`x^2`$ direction.
In the (untwisted) NS-NS sector the action of $`(1)^{F_L}`$ is trivial, and $`_4`$ acts on the boundary state given in (2.36) as
$$_4|Bp,𝐚_{\text{NS-NS}}=|Bp,_4𝐚_{\text{NS-NS}},$$
(3.21)
since $`_4`$ acts in the same way on left- and right-movers. If $`𝐚=𝐚_\mathrm{𝟎}`$ lies on the fixed plane, $`_4𝐚_\mathrm{𝟎}=𝐚_\mathrm{𝟎}`$, and the boundary state is invariant. Thus we have a physical $`p=0`$ NS-NS boundary state
$$|U0,𝐚_\mathrm{𝟎}=|B0,𝐚_\mathrm{𝟎}_{\text{NS-NS}}.$$
(3.22)
On the other hand the $`p=0`$ R-R boundary state is not physical since, as we saw in section 2.2, it is not invariant under the GSO-projection.<sup>10</sup><sup>10</sup>10This boundary state is actually also not invariant under $`(1)^{F_L}_4`$, as follows from the analysis of .
In the twisted sector, the boundary state is of the same form as described before, except that now the moding of the different fields is as described in (3.17). Since there are only bosonic zero modes for $`\mu =0,1,2,3,4,5`$, and since $`x^2`$ is a Neumann direction, the position of the $`\widehat{D0}`$-brane boundary state is described by a 5-dimensional vector $`𝐛`$ that can be identified with $`𝐚_\mathrm{𝟎}`$. Both the twisted NS-NS and the twisted R-R sector contain fermionic zero modes, and the ground state of the $`\widehat{D0}`$-brane boundary state therefore has to satisfy
$$\psi _\eta ^\nu |B0,𝐚_\mathrm{𝟎},\eta _{\text{NS-NS,T}}^{(0)}=0\text{for }\nu =6,7,8,9\text{,}$$
(3.23)
in the twisted NS-NS sector, and
$$\begin{array}{cccc}\psi _\eta ^2|B0,\eta _{\text{R-R,T}}^{(0)}\hfill & =& 0\hfill & \\ \psi _\eta ^\nu |B0,\eta _{\text{R-R,T}}^{(0)}\hfill & =& 0\hfill & \text{for }\nu =3,4,5\text{,}\hfill \end{array}$$
(3.24)
in the twisted R-R sector. On the ground states, the GSO operators act as
$$\begin{array}{ccc}\hfill \text{twisted NS-NS :}& (1)^F=_{\mu =6}^9(\sqrt{2}\psi _0^\mu ),& (1)^{\stackrel{~}{F}}=_{\mu =6}^9(\sqrt{2}\stackrel{~}{\psi }_0^\mu )\\ \hfill \text{twisted R-R :}& (1)^F=_{\mu =2}^5(\sqrt{2}\psi _0^\mu ),& (1)^{\stackrel{~}{F}}=_{\mu =2}^5(\sqrt{2}\stackrel{~}{\psi }_0^\mu ).\end{array}$$
(3.25)
Using the same arguments as before in section 2.2 we then find
$`(1)^F|B0,𝐚_\mathrm{𝟎},\eta _{\text{NS-NS,T}}`$ $`=`$ $`|B0,𝐚_\mathrm{𝟎},\eta _{\text{NS-NS,T}},`$
$`(1)^{\stackrel{~}{F}}|B0,𝐚_\mathrm{𝟎},\eta _{\text{NS-NS,T}}`$ $`=`$ $`+|B0,𝐚_\mathrm{𝟎},\eta _{\text{NS-NS,T}},`$ (3.26)
and
$`(1)^F|B0,𝐚_\mathrm{𝟎},\eta _{\text{R-R,T}}`$ $`=`$ $`|B0,𝐚_\mathrm{𝟎},\eta _{\text{R-R,T}},`$
$`(1)^{\stackrel{~}{F}}|B0,𝐚_\mathrm{𝟎},\eta _{\text{R-R,T}}`$ $`=`$ $`|B0,𝐚_\mathrm{𝟎},\eta _{\text{R-R,T}}.`$ (3.27)
Because of (3.20) it then follows that only the combination
$$|T0,𝐚_\mathrm{𝟎}=\left(|B0,𝐚_\mathrm{𝟎},+_{\text{R-R,T}}|B0,𝐚_\mathrm{𝟎},_{\text{R-R,T}}\right),$$
(3.28)
in the twisted R-R sector survives the GSO-projection, and that no combination of twisted NS-NS sector boundary states is GSO invariant. In addition, the ground states of the twisted R-R sector boundary state are odd under $`(1)^{F_L}_4`$, as they are precisely the vector states of $`SO(4)_S`$ that arise in the twisted sector. We therefore have one further physical boundary state, and the total D-particle state is of the form
$$|\widehat{D0},𝐚_\mathrm{𝟎}=|U0,𝐚_\mathrm{𝟎}+|T0,𝐚_\mathrm{𝟎}.$$
(3.29)
We can then determine the cylinder diagram for a closed string that begins and ends on the D-particle, and we find that
$$_0^{\mathrm{}}𝑑l\widehat{D0},𝐚_\mathrm{𝟎}|e^{lH_c}|\widehat{D0},𝐚_\mathrm{𝟎}$$
$$=_0^{\mathrm{}}\frac{dt}{t^{3/2}}\left\{2^{9/2}𝒩_{\text{NS-NS}}^2\frac{f_3^8(\stackrel{~}{q})f_2^8(\stackrel{~}{q})}{f_1^8(\stackrel{~}{q})}+2^{1/2}𝒩_{\text{R-R;T}}^2\frac{f_3^4(\stackrel{~}{q})f_4^4(\stackrel{~}{q})}{f_1^4(\stackrel{~}{q})f_2^4(\stackrel{~}{q})}\right\},$$
(3.30)
where $`f_i`$ is defined as in (2.1). Thus if we choose
$$𝒩_{\text{NS-NS}}^2(\widehat{D0})=\frac{1}{128}\frac{V_1}{(2\pi )},𝒩_{\text{R-R;T}}^2(\widehat{D0})=\frac{1}{2}\frac{V_1}{(2\pi )},$$
(3.31)
we obtain (compare )
$$𝑑l\widehat{D0},𝐚_\mathrm{𝟎}|e^{lH_c}|\widehat{D0},𝐚_\mathrm{𝟎}=\frac{V_1}{2\pi }\frac{dt}{2t}\text{Tr}_{\text{NS-R}}\left[\frac{1}{2}(1+(1)^F_4)e^{2tH_o}\right].$$
(3.32)
The open string spectrum thus consists of a NS and a R sector, and both are projected by $`\frac{1}{2}(1+(1)^F_4)`$. The tachyon of the NS sector is even under $`_4`$ but odd under $`(1)^F`$, and is therefore removed from the spectrum. This indicates that the D-particle is stable.
In addition, 4 massless states are removed from the NS sector, leaving 4 massless bosons, and the R sector contains 8 massless fermions. Including the zero modes in the light-cone directions,<sup>11</sup><sup>11</sup>11When counting the zero modes of a D-brane one must include the light-cone directions as well as the physical (transverse) massless states of the open string. See for example for a discussion of the type IIB D-string. this gives the D-particle 5 bosonic zero modes and 16 fermionic zero modes. The former reflect the fact that the D-particle is restricted to move within the 5-plane, and the latter give rise to a long ($`2^8=256`$-dimensional) representation of the six-dimensional $`𝒩=(1,1)`$ supersymmetry algebra. Finally, the D-particle is charged under the vector field in the twisted R-R sector. We have therefore managed to construct a boundary state that possesses all the properties that we expected to find from the S-dual description.
Sen has proposed a different realisation for this state as the ground state of a D-string anti-D-string system . In order to describe this construction, it is useful to consider the theory where at least one of the four circles that are inverted by the action of $`_4`$ is compact. (This will serve as a preparation for the following section where we consider the T-dual of the configuration where all four circles are compactified.) Let us then consider a D1-brane anti-D1-brane pair that wraps around this compact circle, $`x^6`$, say. In the reduced space, the branes stretch from the fixed point at $`x^6=0`$ to the fixed point at $`x^6=\pi R^6`$.
As we have seen before, the ground state of the open string between the brane and the anti-brane is a tachyon; this indicates that the system is unstable to decay into the vacuum. However, we can consider the configuration where we switch on a $`𝖹𝖹_2`$ Wilson line on either the brane or the anti-brane. This implies that the tachyon changes sign as we go around the circle, and thus the ground state energy of the open string is given by
$$m^2=\frac{1}{2}+\frac{1}{R_6^2}.$$
(3.33)
In particular, the ground state of the open string is only tachyonic if $`R_6>\sqrt{2}`$; on the other hand, for $`R_6<\sqrt{2}`$ the ground state of the open string is massive, and the brane anti-brane system is stable.
As we shall see in the next section, the non-trivial $`𝖹𝖹_2`$ Wilson line implies that the twisted R-R charge at the endpoints of the D1-brane have opposite sign. Thus the combined system of the brane anti-brane pair only carries twisted R-R charge at one end (but not the other); it also does not carry any untwisted R-R charge, and therefore has the same charges as the non-BPS D-particle that we have just discussed (see Figure 2).
This suggests that the brane anti-brane pair decays into the D-particle if $`R_6>\sqrt{2}`$. This interpretation is further supported by the fact that for $`R_6<\sqrt{2}`$, the open string that begins and ends on the D-particle contains a tachyon, and thus indicates that the D-particle is not the stable state. Indeed, the projection $`\frac{1}{2}(1+(1)^F_4)`$ removes the tachyon with winding number $`0`$, but the anti-symmetric combination of winding number $`w=\pm 1`$ is contained in the spectrum; this state has mass
$$m^2=\frac{1}{2}+\left(\frac{R_6}{2}\right)^2$$
(3.34)
and thus becomes tachyonic if $`R_6<\sqrt{2}`$. One can also compare the mass and the R-R charge of the two states, and they agree indeed (for $`R_6=\sqrt{2}`$).
## 4 Non-BPS states in Heterotic – Type II duality
If we consider the compactification of the above IIB orbifold on a 4-torus (on which $`_4`$ acts) then the theory is T-dual to
$$\text{IIB on }T^4/(1)^{F_L}_4\stackrel{\text{T}}{}\text{IIA on }T^4/_4.$$
(4.1)
The orbifold of $`T^4/_4`$ describes a special point in the moduli space of K3 surfaces, the so-called orbifold point. On the other hand, Type IIA on K3 is known to be S-dual to the heterotic string on $`T^4`$ .
Under T-duality, the stable non-BPS $`\widehat{D0}`$-brane of the Type IIB orbifold becomes a stable non-BPS $`\widehat{D1}`$-brane of Type IIA on K3; it is then natural to ask whether one can identify the corresponding non-BPS state in the heterotic theory. This is actually an interesting problem in its own right since both theories of the dual pair are quantitatively under control, and one can make detailed comparisons. The following discussion, except for section 4.3.2 that has not been discussed before, follows closely (see also ).
### 4.1 The setup
Let us first explain the conventions of the orbifold of the Type IIA theory. In the untwisted sector, the GSO-projections are given as in (2.35). If we denote the compact coordinates along which $`_4`$ acts by $`x^6,\mathrm{},x^9`$, the moding of the fields in the twisted sectors is as in (3.17). Furthermore, the GSO-projections in the relevant twisted sectors are given by
twisted NS-NS $`{\displaystyle \frac{1}{4}}\left(1(1)^F\right)\left(1(1)^{\stackrel{~}{F}}\right),`$ (4.2)
twisted R-R $`{\displaystyle \frac{1}{4}}\left(1(1)^F\right)\left(1+(1)^{\stackrel{~}{F}}\right)`$ (4.3)
Since the theory has $`D=6`$ $`𝒩=(1,1)`$ supersymmetry, the states in the massless R-R sector must form a vector, and thus the GSO-projection must be the same as for the T-dual IIB/$`(1)^{F_L}_4`$ orbifold. Consistency with the operator product expansion, in particular the OPE
$$\text{R-R}\times \text{R-R;T}=\text{NS-NS;T}$$
(4.4)
then determines the GSO-projection in the twisted NS-NS sector; in fact, since the GSO-projection of Type IIA and Type IIB are opposite in the untwisted R-R sector, the same must hold in the twisted NS-NS sector.<sup>12</sup><sup>12</sup>12For a recent discussion of the subtleties associated with the choice of the GSO-projections in the twisted sectors see .
Next let us recall the precise relation between type IIA at the orbifold point of K3 and the heterotic string on $`T^4`$; the following discussion follows closely . Let us denote the radii of the compactified coordinates by $`R_{Ai}`$ and $`R_{hi}`$ for Type IIA and the heterotic string, respectively. The sequence of dualities relating the two theories is given by
$$\text{het}T^4\stackrel{S}{}\text{I}T^4\stackrel{T^4}{}\text{IIB}T^4/𝖹𝖹_2^{}\stackrel{S}{}\text{IIB}T^4/𝖹𝖹_2^{\prime \prime }\stackrel{T}{}\text{IIA}T^4/𝖹𝖹_2,$$
(4.5)
where the various $`𝖹𝖹_2`$ groups are
$$𝖹𝖹_2^{}=(1,\mathrm{\Omega }_4)𝖹𝖹_2^{\prime \prime }=(1,(1)^{F_L}_4)𝖹𝖹_2=(1,_4).$$
(4.6)
Here $`_4`$ reflects all four compact directions, $`\mathrm{\Omega }`$ reverses world-sheet parity, and $`F_L`$ is the left-moving part of the spacetime fermion number. The first step is ten-dimensional S-duality between the ($`SO(32)`$) heterotic string and the type I string , which relates the (ten-dimensional) couplings and radii as<sup>13</sup><sup>13</sup>13Numerical factors are omitted until the last step.
$$g_Ig_h^1R_{Ij}g_h^{1/2}R_{hj}.$$
(4.7)
The second step consists of four T-duality transformations on the four circles, resulting in the new parameters
$$\begin{array}{ccccc}g^{}\hfill & =& V_I^1g_I\hfill & & V_h^1g_h\hfill \\ R_j^{}\hfill & =& R_{Ij}^1\hfill & & g_h^{1/2}R_{hj}^1,\hfill \end{array}$$
(4.8)
where $`V_I=_jR_{Ij}`$ and $`V_h=_jR_{hj}`$ denote the volumes (divided by $`(2\pi )^4`$) of the $`T^4`$ in the type I and heterotic strings, respectively. This theory has $`16`$ orientifold fixed points. In order for the dilaton to be a constant, the R-R charges have to be canceled locally, i.e. one pair of D5-branes has to be situated at each orientifold 5-plane. In terms of the original heterotic theory, this means that suitable Wilson lines must be switched on to break $`SO(32)`$ (or $`E_8\times E_8`$) to $`U(1)^{16}`$; this will be further discussed below. The third step is S-duality of type IIB. The new parameters are given by
$$\begin{array}{ccccc}g^{\prime \prime }\hfill & =& g^1\hfill & & V_hg_h^1\hfill \\ R_j^{\prime \prime }\hfill & =& g^{1/2}R_j^{}\hfill & & V_h^{1/2}R_{hj}^1.\hfill \end{array}$$
(4.9)
Finally, the fourth step is T-duality along one of the compact directions, say $`x^6`$. The resulting theory is type IIA on a K3 in the orbifold limit. The coupling constants and radii are given by
$$\begin{array}{ccccc}g_A\hfill & =& g^{\prime \prime }(R_6^{\prime \prime })^1\hfill & =& g_h^1R_{h6}V_h^{1/2}\hfill \\ R_{Aj}\hfill & =& R_j^{\prime \prime }\hfill & =& 2V_h^{1/2}R_{hj}^1\text{for }j6\hfill \\ R_{A6}\hfill & =& (R_6^{\prime \prime })^1\hfill & =& 2^1V_h^{1/2}R_{h6},\hfill \end{array}$$
(4.10)
where we have now included the numerical factors (that will be shown below to reproduce the correct masses for the BPS-states).<sup>14</sup><sup>14</sup>14In our conventions $`\alpha _h^{}=1/2`$, $`\alpha _A^{}=1`$. In addition, the metrics in the low energy effective theories are related as
$$G_{\mu \nu }^A=V_hg_h^2G_{\mu \nu }^h.$$
(4.11)
The corresponding point in the moduli space of the heterotic theory has $`B=0`$ and Wilson lines that can be determined in analogy with the duality between the heterotic string on $`S^1`$ and type IIA on $`S^1/\mathrm{\Omega }_1`$ (type IA). A constant dilaton background for the latter requires the Wilson line $`A=((\frac{1}{2})^8,0^8)`$ in the former , resulting in the gauge group $`SO(16)\times SO(16)`$. The sixteen entries in the Wilson line describe the positions of the D8-branes along the interval in type IA. This suggests that the four Wilson lines in our case should be
$`A^9`$ $`=`$ $`(\left({\displaystyle \frac{1}{2}}\right)^8,0^8)`$
$`A^8`$ $`=`$ $`(\left({\displaystyle \frac{1}{2}}\right)^4,0^4,\left({\displaystyle \frac{1}{2}}\right)^4,0^4)`$
$`A^7`$ $`=`$ $`(\left({\displaystyle \frac{1}{2}}\right)^2,0^2,\left({\displaystyle \frac{1}{2}}\right)^2,0^2,\left({\displaystyle \frac{1}{2}}\right)^2,0^2,\left({\displaystyle \frac{1}{2}}\right)^2,0^2)`$
$`A^6`$ $`=`$ $`({\displaystyle \frac{1}{2}},0,{\displaystyle \frac{1}{2}},0,{\displaystyle \frac{1}{2}},0,{\displaystyle \frac{1}{2}},0,{\displaystyle \frac{1}{2}},0,{\displaystyle \frac{1}{2}},0,{\displaystyle \frac{1}{2}},0,{\displaystyle \frac{1}{2}},0),`$ (4.12)
so that there is precisely one pair of D-branes at each of the sixteen orientifold planes. Indeed, this configuration of Wilson lines breaks the gauge group $`SO(32)`$ to $`SO(2)^{16}U(1)^{16}`$, and there are no other massless gauge particles that are charged under the Cartan subalgebra of $`SO(32)`$. To see this, recall that the momenta of the compactified heterotic string are given as
$$\begin{array}{ccccc}𝐏_L\hfill & =& (P_L,p_L)\hfill & =& (V_K+A_K^iw_i,\frac{p^i}{2R_i}+w^iR_i)\hfill \\ 𝐏_R\hfill & =& p_R\hfill & =& \left(\frac{p^i}{2R_i}w^iR_i\right),\hfill \end{array}$$
(4.13)
where $`p^i`$ is the physical momentum in the compact directions
$$p^i=n^i+B^{ij}w_jV^KA_K^i\frac{1}{2}A_K^iA_K^jw_j,$$
(4.14)
$`w_i,n_i𝖹𝖹`$ are elements of the compactification lattice $`\mathrm{\Gamma }^{4,4}`$, and $`V^K`$ is an element of the internal lattice $`\mathrm{\Gamma }^{16}`$. For a given momentum $`(𝐏_L,𝐏_R)`$, a physical state can exist provided the level matching condition
$$\frac{1}{2}𝐏_L^2+N_L1=\frac{1}{2}𝐏_R^2+N_Rc_R$$
(4.15)
is satisfied, where $`N_L`$ and $`N_R`$ are the left- and right-moving excitation numbers, and $`c_R=1/2`$ ($`c_R=0`$) for the right-moving NS (R) sector. The state is BPS if $`N_R=c_R`$ , and its mass is given by
$$\frac{1}{4}m_h^2=\left(\frac{1}{2}𝐏_L^2+N_L1\right)+\left(\frac{1}{2}𝐏_R^2+N_Rc_R\right)=𝐏_R^2+2(N_Rc_R).$$
(4.16)
The massless states of the gravity multiplet and the Cartan subalgebra have $`N_L=1`$ and $`𝐏_L=𝐏_R=0`$. Additional massless gauge bosons would have to have $`N_L=0`$, and therefore $`𝐏_L^2=2`$. If $`w_i=0`$ for all $`i`$, this requires $`V^2=2`$ and $`p_i=0`$. The possible choices for $`V`$ are then simply the roots of $`SO(32)`$, and it is easy to see that for each root at least one of the inner products $`V^KA_K^i`$ is half-integer; thus $`p^i𝖹𝖹+1/2`$ cannot vanish, and the state is massive. On the other hand, if $`w_i0`$ for at least one $`i`$, the above requires $`(V+Aw)^2<2`$, and it follows that $`V+Aw=0`$, i.e. that the massless gauge particle is not charged under the Cartan subalgebra of $`SO(32)`$.
### 4.2 BPS states
In order to test the above identification further, it is useful to relate some of the perturbative BPS states of the heterotic string to D-brane states in IIA on $`T^4/𝖹𝖹_2`$, and to compare their masses. Let us start with the simplest case – a bulk D-particle. This state is charged only under the bulk $`U(1)`$ corresponding to the ten-dimensional R-R one-form $`C_{RR}^{(1)}`$. It can be described by the boundary state
$`|D0;𝐚,𝐛,ϵ_1`$ $`=`$ $`\left(|B0;𝐚,𝐛_{\text{NS-NS}}+ϵ_1|B0;𝐚,𝐛_{\text{R-R}}\right)`$ (4.17)
$`+\left(|B0;𝐚,𝐛_{\text{NS-NS}}+ϵ_1|B0;𝐚,𝐛_{\text{R-R}}\right),`$
where $`𝐚`$ denotes the position along the uncompactified directions for which the D-brane has Dirichlet boundary conditions, i.e. $`x^0,x^1,x^3,x^4,x^5`$, and $`𝐛`$ denotes the position along the compacitified directions, $`x^6,\mathrm{},x^9`$. Since the directions $`x^6,\mathrm{},x^9`$ are compact, the corresponding momenta are quantised, $`k^i=m_i/R_{Ai}`$, and the momentum integrals are replaced by sums; thus the boundary state becomes
$$|B0,𝐚,𝐛,\eta =𝒩\underset{\nu =0,1,3,\mathrm{},5}{}dk^\nu e^{ik^\nu a^\nu }\left(\underset{i=6}{\overset{9}{}}\underset{m_i𝖹𝖹}{}e^{im_ib^i/R_{Ai}}\right)\widehat{|B0,𝐤,𝐦,\eta },$$
(4.18)
where $`|B0,𝐤,𝐦,\eta `$ is given by the same formula as in (2). The GSO-invariant boundary state $`|B0;𝐚,𝐛`$ is then again given as in (2.36) and (2.50). (Since we are dealing with the untwisted sector of a Type IIA orbifold, the R-R sector boundary state with $`p`$ even is GSO invariant.) The state in (4.17) is manifestly also invariant under the orbifold operator $`_4`$ since it is the symmetric combination of a D0-brane state together with its image under $`_4`$.
In order to determine the correct normalisation of the different boundary states we have to perform a similar calculation as before in the case of the uncompactified Type IIA and Type IIB theory. There are, however, two minor modifications. Firstly, since the momenta along the four compact directions are quantised, one cannot simply do the Gaussian integral; instead, one is left with a momentum sum that can be transformed, using the Poisson resummation,
$$\underset{m𝖹𝖹}{}e^{\pi l(m/R)^2}=\frac{R}{\sqrt{l}}\underset{n𝖹𝖹}{}e^{2t\pi (nR)^2},$$
(4.19)
into a winding sum which in turn appears in the open string trace.<sup>15</sup><sup>15</sup>15More details on this can be found in and . Secondly, the open string that one obtains from (4.17) will have four sectors (depending on whether each end of the string is at $`(𝐚,𝐛)`$ or at $`(𝐚,𝐛)`$), each of which consists of
$$\text{[NS - R]}\frac{1}{2}\left(1+(1)^F\right).$$
(4.20)
However, under the action of $`_4`$, the four sectors are pairwise identified, and therefore only half as many open string states survive. Taking this into account, the normalisation of the boundary states in (4.17) turn out to be
$$R_{A6}R_{A7}R_{A8}R_{A9}𝒩_{\text{NS-NS}}^2(D0)=\frac{1}{2}\frac{1}{128}\frac{V_1}{(2\pi )},R_{A6}R_{A7}R_{A8}R_{A9}𝒩_{\text{R-R}}^2(D0)=\frac{1}{2}\frac{1}{8}\frac{V_1}{(2\pi )}.$$
(4.21)
As before, $`ϵ_1=\pm 1`$ differentiates a D-particle from an anti-D-particle.
The mass of the D-particle in the Type IIA theory is given by $`m_A(D0)=1/g_A`$. Using (4.10) and (4.11), the mass of the corresponding state in the heterotic theory is therefore
$$m_h(D0)=V_h^{\frac{1}{2}}g_h^1m_A(D0)=V_h^{\frac{1}{2}}g_h^1\frac{1}{g_A}=\frac{1}{R_{h6}}.$$
(4.22)
This implies that the corresponding heterotic state has trivial winding ($`w_i=0`$) and momentum ($`V=0`$, $`p^i=0`$), except for $`p_6=ϵ_1`$. Level matching then requires that $`N_L=1`$, and therefore the state is a Kaluza-Klein excitation of either the gravity multiplet or one of the vector multiplets in the Cartan subalgebra.
Next we consider the D-particle that is stuck at one of the fixed planes (which we may assume to be the fixed plane with $`𝐛=0`$). The mass and the bulk R-R charge of this D-particle is precisely half of that of the bulk D-particle that we discussed above; it is therefore sometimes called a ‘fractional’ D-particle . It also carries unit charge with respect to the twisted R-R $`U(1)`$ at the fixed plane. The corresponding boundary state is then
$$|D0_f,𝐚;ϵ_1,ϵ_2=|B0;𝐚_{\text{NS-NS}}+ϵ_1|B0;𝐚_{\text{R-R}}+ϵ_2|B0;𝐚_{\text{NS-NS;T}}+ϵ_1ϵ_2|B0;𝐚_{\text{R-R;T}}.$$
(4.23)
As we have seen above, the boundary states in the untwisted sector are GSO- and orbifold-invariant. As regards the boundary states in the twisted sectors, the analysis is completely analogous to the analysis of the previous section, the only difference being that the GSO-projection in the twisted NS-NS sector is now opposite to what it was there; as a consequence the D0-brane boundary state is also GSO-invariant in that sector.
The normalisation of the boundary states in the untwisted sector is as for the case of the bulk D0-brane above,
$$R_{A6}R_{A7}R_{A8}R_{A9}𝒩_{\text{NS-NS}}^2(D0_f)=\frac{1}{2}\frac{1}{128}\frac{V_1}{(2\pi )},R_{A6}R_{A7}R_{A8}R_{A9}𝒩_{\text{R-R}}^2(D0_f)=\frac{1}{2}\frac{1}{8}\frac{V_1}{(2\pi )},$$
(4.24)
and in the twisted sectors it is
$$𝒩_{\text{NS-NS;T}}^2(D0_f)=\frac{1}{4}\frac{V_1}{(2\pi )},𝒩_{\text{R-R;T}}^2(D0_f)=\frac{1}{4}\frac{V_1}{(2\pi )}.$$
(4.25)
With these normalisations, the open string between two such D-particles is given by
$$\text{[NS - R]}\frac{1}{4}\left(1+ϵ_1ϵ_1^{}(1)^F\right)\left(1+ϵ_2ϵ_2^{}_4\right).$$
(4.26)
If we consider the limit of the bulk D0-brane state as $`𝐛0`$, i.e. as the bulk D-particle approaches the fixed plane, the normalisation of the boundary states of the bulk brane is indeed twice that of the corresponding components of the fractional brane. This demonstrates explicitly that the mass and the untwisted R-R charge of the bulk brane is indeed twice that of the fractional brane.
As before, $`ϵ_1=\pm 1`$ and $`ϵ_1ϵ_2=\pm 1`$ determine the sign of the bulk and the twisted charges of the fractional brane, respectively. In the blow up of the orbifold to a smooth K3, the fractional D-particle corresponds to a D2-brane which wraps a supersymmetric cycle . In the orbifold limit the area of this cycle vanishes, but the corresponding state is not massless, since the two-form field $`B^{(2)}`$ has a non-vanishing integral around the cycle . In fact $`B=1/2`$, and the resulting state carries one unit of twisted charge coming from the membrane itself, and one half unit of bulk charge coming from the D2-brane world-volume action term $`d^3\sigma C_{RR}^{(1)}(F^{(2)}+B^{(2)})`$. At each fixed point there are four such states, corresponding to the two possible orientations of the membrane, and the possibility of having $`F=0`$ or $`F=\pm 1`$ (as $`F`$ must be integral, the state always has a non-vanishing bulk charge). These are the four possible fractional D-particles of (4.23). Since there are sixteen orbifold fixed planes, there are a total of $`64`$ such states.
In the heterotic string these correspond to states with internal weight vectors of the form
$$V=ϵ_1ϵ_2(0^{2n},1,\pm 1,0^{142n})(n=0,\mathrm{},7),$$
(4.27)
and vanishing winding and internal momentum, except for $`p_6=ϵ_1/2`$. The sixteen twisted $`U(1)`$ charges in the IIA picture correspond to symmetric and anti-symmetric combinations of the $`(2n+1)`$’st and $`(2n+2)`$’nd Cartan $`U(1)`$ charges in the heterotic picture. It follows from the heterotic mass formula (4.16) that the mass of these states is
$$m_h(D0_f)=\frac{1}{2R_{h6}}.$$
(4.28)
As before, this corresponds to the mass
$$m_A(D0_f)=V_h^{1/2}g_hm_h(D0_f)=\frac{1}{2g_A},$$
(4.29)
in the orbifold of type IIA, and is thus in complete agreement with the mass of a fractional D-particle.
Additional BPS states are obtained by wrapping D2-branes around non-vanishing supersymmetric 2-cycles, and by wrapping D4-branes around the entire compact space. One can compute the mass of each of these states, and thus find the corresponding state in the heterotic string. Let us briefly summarise the results:
* A D2-brane that wraps the cycle $`(x^i,x^j)`$ where $`ij`$ and $`i,j\{7,8,9\}`$ has mass $`m_A=R_{Ai}R_{Aj}/(2g_A)`$; in heterotic units this corresponds to $`m_h=2R_{hk}`$, where $`k\{7,8,9\}`$ is not equal to either $`i`$ or $`j`$. The corresponding heterotic state has $`w_k=\pm 1`$, $`p^l=0`$, $`(V\pm A_k)^2=2`$, and $`N_L=0`$.
* A D2-brane that wraps the cycle $`(x^i,x^6)`$, where $`i`$ is either $`7,8`$ or $`9`$, has mass $`m_A=R_{Ai}R_{A6}/(2g_A)`$; in heterotic units this corresponds to $`m_h=1/(2R_{hi})`$. The corresponding heterotic state therefore has $`p^i=\pm 1/2`$, $`w^j=0`$, $`V^2=2`$, and $`N_L=0`$.
* A D4-brane wrapping the entire compact space has mass $`m_A=_iR_{Ai}/(2g_A)`$; in heterotic units this corresponds to $`m_h=2R_{h6}`$. The corresponding heterotic state therefore has $`w_6=\pm 1`$, $`p^l=0`$, $`(V\pm A_4)^2=2`$, and $`N_L=0`$.
### 4.3 Non-BPS states
The heterotic string also contains non-BPS states that are stable in certain domains of the moduli space. One should therefore expect that these states can also be seen in the dual type IIA theory, and that they correspond to non-BPS branes. Of course, since non-BPS states are not protected by supersymmetry against quantum corrections to their mass, the analysis below will only hold for $`g_h1`$ and $`g_A1`$ in the heterotic and type IIA theory, respectively.
#### 4.3.1 Non-BPS D-string
The simplest examples of this kind are the heterotic states with vanishing winding and momenta ($`w_i=p_i=0`$), and weight vectors given by
$$\begin{array}{ccc}V\hfill & =& (0^m,\pm 2,0^{15m})\hfill \\ V^{}\hfill & =& (0^{2m},\pm 1,\pm 1,0^{2n},\pm 1,\pm 1,0^{122n2m}).\hfill \end{array}$$
(4.30)
The results of the previous section indicate that these states are charged under precisely two $`U(1)`$’s associated with two fixed points in IIA, and are uncharged with respect to any of the other $`U(1)`$’s. There are four states for each pair of $`U(1)`$’s, carrying $`\pm 1`$ charges with respect to the two $`U(1)`$’s. In all cases $`V^2=4`$, and we must choose $`N_R=c_R+1`$ to satisfy level-matching. These states are therefore not BPS, and transform in long multiplets of the $`D=6`$ $`𝒩=(1,1)`$ supersymmetry algebra. Their mass is given by
$$m_h=2\sqrt{2},$$
(4.31)
as follows from (4.16); in particular, the mass is independent of the radii.
On the other hand, these states carry the same charges as two BPS states of the form discussed in the previous section (where the charge with respect to the spacetime $`U(1)`$’s is chosen to be opposite for the two states), and they might therefore decay into them. Whether or not the decay is kinematically possible depends on the values of the radii (since the masses of the BPS states are radius-dependent). In particular, the first state in (4.30) carries the same charges as the two BPS states with $`p_6=\pm 1/2`$, and weight vectors of the form
$`V_1`$ $`=`$ $`(0^{2n},1,1,0^{142n})`$
$`V_2`$ $`=`$ $`(0^{2n},1,1,0^{142n}),`$ (4.32)
where we have assumed that $`m`$ is even and written $`m=2n`$; if $`m`$ is odd, the two weight vectors are
$`V_1`$ $`=`$ $`(0^{2n},1,1,0^{142n})`$
$`V_2`$ $`=`$ $`(0^{2n},1,1,0^{142n}),`$ (4.33)
where $`m=2n+1`$. The mass of each of these states is $`1/(2R_{h6})`$, and the decay is therefore kinematically forbidden when
$$R_{h6}<\frac{1}{2\sqrt{2}}.$$
(4.34)
More generally, the above non-BPS state has the same charges as two BPS states with $`w_i=0`$, and internal weight vectors
$`V_1`$ $`=`$ $`\pm (0^m,1,0^k,1,0^{14mk})`$
$`V_2`$ $`=`$ $`\pm (0^m,1,0^k,1,0^{14mk}),`$ (4.35)
where again the non-vanishing internal momenta are chosen to be opposite for the two states. The lightest states of this form have a single non-vanishing momentum, $`p_i=\pm 1/2`$ for one of $`i=6,7,8,9`$, and their mass is $`1/(2R_{hi})`$. Provided that
$$R_{hi}<\frac{1}{2\sqrt{2}}i=6,7,8,9,$$
(4.36)
the non-BPS state cannot decay into any of these pairs of BPS states, and it should therefore be stable. Similar statements also hold for the non-BPS states of the second kind in (4.30).
We should therefore expect that the IIA theory possesses a non-BPS D-brane that has the appropriate charges and multiplicities. This state is easily constructed: it is a non-BPS D-string that stretches between the two fixed planes into whose fractional D-particles it can potentially decay. Let us for simplicity consider the state that stretches along $`x^6`$ from the origin to the fixed plane with coordinates $`(\pi R_{A6},0,0,0)`$, and let us denote the transverse position by $`𝐜`$ (where $`𝐜`$ has non-trivial coordinates along $`x^0,x^1,x^3,x^4,x^5`$). Then the boundary state is given as
$$|\widehat{D1},𝐜;\theta ,ϵ=|B1,𝐜;\theta _{\text{NS-NS}}+ϵ\left(|B1,𝐜;\mathrm{𝟎}_{\text{R-R;T}}+e^{i\theta }|B1,𝐜;(\pi R_{A6},0,0,0)_{\text{R-R;T}}\right),$$
(4.37)
where $`\theta `$ denotes a Wilson line which originates from the fact that the $`x^6`$ direction is compact so that the NS-NS vacuum can be characterised by a winding number $`w_6`$.<sup>16</sup><sup>16</sup>16The relevant closed string Hamiltonian contains then also an additional term $`v^2/(4\pi )`$, where $`v`$ is the winding length. In fact, the boundary state $`|B1,𝐜;\theta _{\text{NS-NS}}`$ is defined by
$$|B1,𝐜;\theta _{\text{NS-NS}}=\underset{w_6}{}e^{i\theta w_6}|B1,𝐜;w_6_{\text{NS-NS}},$$
(4.38)
where $`|B1,𝐜;w_6_{\text{NS-NS}}`$ is given by (2.36), (4.18) and (2) except that $`|B1,𝐤,\eta ^{(0)}`$ in (2) is now replaced by
$$|B1,𝐤,w_6,\eta ^{(0)}.$$
(4.39)
This tachyonic ground state has winding number $`w_6`$ along the $`x^6`$ direction, and momentum equal to $`k^i`$ for $`i6`$. Because it describes a $`\widehat{D1}`$-brane with a Neumann direction along $`x^2`$, we also have that $`k^2=0`$; furthermore the momenta $`k^i`$ for $`i=7,8,9`$ are again quantised. This boundary state is (as before) obviously invariant under the GSO-projection; invariance under the orbifold projection requires that $`\theta =0`$ or $`\theta =\pi `$ (since $`_4`$ maps $`w_6w_6`$.) The correct normalisation will turn out to be
$$R_{A7}R_{A8}R_{A9}𝒩_{\text{NS-NS}}^2(\widehat{D1})=\frac{1}{64}\frac{V_2}{(2\pi )^2},$$
(4.40)
where $`V_2=\pi R_{A6}V_1`$, with $`V_1`$ being the volume along the $`x^2`$-direction along which the D1-brane has a Neumann boundary condition.
The two boundary states in the twisted R-R sector are localised at different fixed planes, and are otherwise standard boundary states. Since the twisted R-R sector does not have any fermionic zero modes in the $`x^6`$ direction, the ground state satisfies the same zero mode condition as the D0-brane boundary state discussed above; this also implies that it is GSO-invariant. The parameter $`ϵ`$ takes the values $`\pm 1`$, and determines the sign of the twisted R-R charge at one end of the $`\widehat{D1}`$-brane. The correct normalisation will turn out to be
$$𝒩_{\text{R-R;T}}^2(\widehat{D1})=\frac{1}{4}\frac{V_1}{(2\pi )},$$
(4.41)
where $`V_1`$ is the world-volume along the $`x^2`$ direction.
In order to describe the corresponding open string it is convenient to use a different description for the orbifold . Let us denote, as before, by $`_4`$ the reflection of the four coordinates $`x^6,\mathrm{},x^9`$, and let $`_4^{}`$ be defined by
$$_4^{}:\{\begin{array}{cc}x^ix^i\hfill & \text{if }i6,\hfill \\ x^62\pi R_{A6}x^6.\hfill & \end{array}$$
(4.42)
Let us consider the compactification where initially the radius of the sixth circle is $`2R_{A6}`$. The $`𝖹𝖹_2\times 𝖹𝖹_2`$ orbifold of this theory that is generated by $`_4`$ and $`_4^{}`$ is then equivalent to the above orbifold. In order to see this we observe that $`_4`$ and $`_4^{}`$ commute with each other, and that both are of order two. The $`𝖹𝖹_2\times 𝖹𝖹_2`$ orbifold can therefore equivalently be described as the $`_4`$-orbifold of the $`_4^{}_4`$-orbifold; however, $`_4_4^{}`$ is the translation $`x^6x^6+2\pi R_{A6}`$, and its effect is simply to reduce the radius from $`2R_{A6}`$ to $`R_{A6}`$.
For the above choice of normalisation constants, the spectrum of open strings that begin and end on the above D-string is then given as
$$\text{[NS - R ]}\frac{1}{4}\left(1+(1)^F_4\right)\left(1+(1)^F_4^{}\right),$$
(4.43)
where the terms that involve $`_4`$ come from the twisted R-R sector localised at $`\mathrm{𝟎}`$, the terms involving $`_4^{}`$ come from the twisted R-R sector localised at $`(\pi R_{A6},0,0,0)`$, and the remaining terms arise from the untwisted NS-NS sector. (More specifically, the term with the unit operator corresponds to the contribution where $`w_6`$ is even, whereas the term $`1/4(1)^F_4(1)^F_4^{}=1/4(x^6x^6+2\pi R_{A6})`$ comes from the terms with $`w_6`$ odd.)
Since $`\theta `$ and $`ϵ`$ can only take two different values each, there are four different D-strings for each pair of orbifold points. These four D-strings are only charged under the two twisted sector $`U(1)`$s associated to the two fixed planes, and the four different configurations correspond to the four different sign combinations for the two charges. These charges are of the same magnitude as those of the fractional D-particles, since the ground state of twisted R-R sector contribution satisfies the same zero-mode condition, and has the same normalisation (compare (4.25) and (4.41)). Furthermore, it follows from (4.43) that the D-strings have sixteen (rather than eight) fermionic zero modes, and therefore transform in long multiplets of the $`D=6`$, $`𝒩=(1,1)`$ supersymmetry algebra. These states therefore have exactly the correct properties to correspond to the above non-BPS states of the heterotic theory.
The open string NS sector in (4.43) contains a tachyon. However, since the tachyon is $`(1)^F`$-odd, and since $`_4`$ reverses the sign of the momentum along the D-string, the zero-momentum component of the tachyon field on the D-string is projected out. Furthermore, since $`_4_4^{}`$ acts as $`x^6x^6+2\pi R_{A6}`$, the half-odd-integer momentum components are also removed, leaving a lowest mode of unit momentum. As a consequence, the mass of the tachyon is shifted to
$$m_T^2=\frac{1}{2}+\frac{1}{R_{A6}^2}.$$
(4.44)
For $`R_{A6}<\sqrt{2}`$ the tachyon is actually massive, and thus the non-BPS $`\widehat{D1}`$-brane is stable. On the other hand, for $`R_{A6}>\sqrt{2}`$ the configuration is unstable and decays into the configuration of two D-particles that sit at either end of the interval. These D-particles carry opposite untwisted R-R charge, and their twisted R-R charge is determined in terms of the twisted R-R charge of the D-string at either end.
One can also understand this instability from the point of view of the two fractional BPS D-particles. Since they carry opposite untwisted R-R charge, the open string between them consists of
$$\text{[NS - R]}\frac{1}{4}\left(1(1)^F\right)\left(1\pm _4\right).$$
(4.45)
The ground state of the open string NS sector therefore has a mass
$$m^2=\frac{1}{2}+\left(\pi R_{A6}T_0\right)^2=\frac{1}{2}+\left(\frac{R_{A6}}{2}\right)^2,$$
(4.46)
and so becomes tachyonic for $`R_{A6}<\sqrt{2}`$, indicating an instability to decay into the non-BPS D-string. The D-string can therefore be thought of as a bound state of two fractional BPS D-particles located at different fixed planes. This is also confirmed by the fact that the classical mass of the D-string (4.51) is smaller than that of two fractional D-particles (4.29) when
$$R_{A6}<\sqrt{2},$$
(4.47)
and thus the D-string is stable against decay into two fractional D-particles in this regime (see Figure 3). In terms of the heterotic string, this decay channel corresponds to (4.32). Given the duality relation (4.10), the domain of stability of the non-BPS D-string (4.47) becomes in terms of the heterotic moduli
$$V_h^{1/2}R_{h6}<2\sqrt{2}.$$
(4.48)
Thus the D-string is stable provided that $`R_{h6}`$ is sufficiently small; this agrees qualitatively with the regime of stability in the heterotic theory (4.34). (Since we are dealing with non-BPS states, one should not expect that these regimes of stability match precisely.)
Other decay channels become available to the D-string when the other distances $`R_{Ai}`$ ($`i=7,8,9`$) become small. In particular, the D-string along $`x^6`$ can decay into a pair of D2-branes carrying opposite bulk charges, i.e. a D2-brane and an anti-D2-brane, that wrap the $`(x^i,x^6)`$ cycle.
Since the mass of each D2-brane in the orbifold metric is $`R_{Ai}R_{A6}/(2g_A)`$, the D-string is stable in this channel when
$$R_{Ai}>\frac{1}{\sqrt{2}}(i=7,8,9).$$
(4.49)
The D-string can therefore also be thought of as a bound state of two BPS D2-branes. This decay channel can also be understood from the appearance of a tachyon on the D-string carrying one unit of winding in the $`x^i`$ direction, when $`R_{Ai}<1/\sqrt{2}`$ , or alternatively from the appearance of a tachyon between the two D2-branes when $`R_{Ai}>1/\sqrt{2}`$. In terms of the heterotic string, these decay channels are described by (4.35). Using the duality relation (4.10) as before, (4.49) then becomes
$$V_h^{1/2}R_{hj}<2\sqrt{2}\text{for }j6.$$
(4.50)
Thus the D-string is stable against this decay provided that $`R_{hj}`$ is sufficiently small, and this agrees again qualitatively with the heterotic domain of stability (4.36). A similar analysis can also be performed for D-strings that stretch between any two fixed points.
One can also compare the mass of the non-BPS $`\widehat{D1}`$-brane with that of the dual heterotic state. As we mentioned before, one should not expect that these are related exactly by the duality map since for non-BPS states the masses are not protected from quantum corrections. Indeed, the classical mass of the above non-BPS $`\widehat{D1}`$-brane is given by
$$m_A(\widehat{D1})=\frac{R_{A6}}{\sqrt{2}g_A},$$
(4.51)
where the factor of $`\sqrt{2}`$ comes from the fact that the normalisation of the untwisted NS-NS component (4.40) is by a factor of $`\sqrt{2}`$ larger than that of the standard BPS D-brane of Type II (2.52). In heterotic units, this mass is $`1/V_h`$, and therefore does not agree with (4.31).
In the blow up of the orbifold to a smooth K3, the non-BPS D-strings correspond to membranes wrapping pairs of shrinking 2-cycles. Since such curves do not have holomorphic representatives, the states are non-BPS. For each pair of 2-cycles there are four states, associated with the different orientations of the membrane; the membrane can wrap both cycles with the same orientation, or with opposite orientation. In either case the net bulk charge due to $`B=1/2`$ can be made to vanish by turning on an appropriate world-volume gauge field strength ($`F=\pm 1`$ in the first case, and $`F=0`$ in the second). The decay of the non-BPS D-string into a pair of fractional BPS D-particles is described in this picture as the decay of this membrane into two separate membranes, that wrap individually around the two 2-cycles. It would be interesting to understand in more detail how non-BPS branes behave away from the orbifold point; first steps in this direction have recently been taken in .
Finally, the entire discussion also has a parallel in the T-dual theory that we analysed in the previous section. The non-BPS D-string that stretches along $`x^6`$ is mapped under T-duality to the non-BPS D-particle of the IIB orbifold. (The two different values $`\theta =0,\pi `$ correspond to the two possible positions, and $`ϵ`$ to the sign of the charge of the D-particle.) The non-BPS D-string can be formed as a bound state of a fractional D-particle and a fractional anti-D-particle (see Figure 3). Under T-duality, the D-particle anti-D-particle pair becomes a pair of a BPS D-string and an anti-D-string of the IIB theory that stretch along the $`x^6`$ direction; since the D-particles sit on different fixed planes, the BPS D-strings have a relative Wilson line. Thus the non-BPS D-particle can be understood as the bound state of a D1-brane anti-D1-brane pair with a relative Wilson line; this reproduces precisely the construction of Sen . By T-duality it follows that the D-particle is stable provided that<sup>17</sup><sup>17</sup>17 In the previous section we considered the uncompactified theory where all radii are infinite; in this regime the D-particle is stable.
$$R_i\frac{1}{\sqrt{2}}i=6,7,8,9\text{.}$$
(4.52)
Similarly the other decay channels can also be related to decay channels considered by Sen.
#### 4.3.2 Non-BPS $`\widehat{D3}`$-brane
In addition to the non-BPS $`\widehat{D1}`$-brane, the IIA theory also has a non-BPS $`\widehat{D3}`$-brane for which an analogous analysis applies. The corresponding boundary state has a component in the untwisted NS-NS sector, and a component in each of the eight twisted R-R sectors that are localised at the vertices of the cube along which the $`\widehat{D3}`$-brane stretches. The $`\widehat{D3}`$-brane is characterised by three $`𝖹𝖹_2`$ Wilson lines (that determine the relative signs of the twisted R-R charge at the different end-points), and one additional sign (that determines the overall sign of the twisted R-R charges). The states in the twisted R-R sector are again GSO-invariant, since their ground state satisfies the same fermionic zero mode conditions as the D0-brane state. Furthermore, a careful analysis of the boundary state reveals that the non-BPS $`\widehat{D3}`$-brane carries at each corner precisely one half of the twisted R-R sector charge of a fractional D0-brane. This normalisation is consistent with the decay process of the non-BPS $`\widehat{D3}`$-brane into a D2-brane anti-brane pair (see Figure 5) that is the analogue of the decay process of Figure 3.<sup>18</sup><sup>18</sup>18Indeed, the decay process of Figure 3 implies that the twisted R-R charge of each end of a non-BPS $`\widehat{D1}`$-brane is the same as that of a BPS D0-brane, and the decay process of Figure 4 implies that this charge is twice as large as the twisted R-R charge of a BPS D2-brane at each of its four corners.
The non-BPS $`\widehat{D3}`$-brane is stable against this decay provided that the three radii along which it stretches are each smaller than $`\sqrt{2}`$. There is also a decay channel along which the $`\widehat{D3}`$-brane can decay into a D4-brane anti-D4-brane pair (this is the analogue of the decay process of Figure 4), and the non-BPS $`\widehat{D3}`$-brane is stable against this decay process provided that the transverse radius is larger than $`1/\sqrt{2}`$.
In order to identify the corresponding states in the heterotic string it is convenient to consider the different non-BPS $`\widehat{D3}`$-brane states (that are characterised by four signs and their position in the $`T^4`$) in conjunction with those non-BPS $`\widehat{D3}`$-brane states that correspond to the configuration where a non-BPS $`\widehat{D1}`$-brane is embedded within the $`\widehat{D3}`$-brane.<sup>19</sup><sup>19</sup>19One can presumably describe this configuration also as a non-BPS $`\widehat{D3}`$-brane with a non-trivial magnetic flux. It would be interesting to understand this in more detail. Since the magnitude of the twisted R-R charge at the end-point of the non-BPS $`\widehat{D1}`$-brane is twice that of the non-BPS $`\widehat{D3}`$-brane, the sign of the twisted R-R charge of the bound state differs at two vertices from that of the original $`\widehat{D3}`$-brane. Proceeding in this way, we can change the signs of the charges at an even number of endpoints, and thus obtain $`\widehat{D3}`$-brane states with $`2^7=128`$ different sign combinations at the eight end-points. (For conventional $`\widehat{D3}`$-branes, the number of combinations was only $`2^4=16`$.) In addition we can localise the $`\widehat{D3}`$-brane in $`215=30`$ different ways: there are fifteen different direction vectors between the vertices of the unit cell, and we can choose the $`\widehat{D3}`$-brane to be orthogonal to any one of them; for each such orientation, we can then localise the $`\widehat{D3}`$-brane at two different positions. Taking all of this together we are therefore looking for $`302^7`$ states in the heterotic theory.
The states that correspond to these non-BPS D3-branes in the dual heterotic theory must be charged under eight of the sixteen $`U(1)`$s that are described following (4.27), but not under any of the other $`U(1)`$s. The charge with respect to each of these eight $`U(1)`$s must be precisely half of that of the states in (4.27). Furthermore, for each allowed set of eight such $`U(1)`$s (there are $`30`$ such sets that correspond to the different localisations of the D3-brane) there are $`128`$ such states that differ by the signs of the charges at the end points. Heterotic states with these properties can be found as follows: there are $`128`$ states that are only charged under the first eight $`U(1)`$s, and the corresponding internal weight vectors are of the form
$$(𝐚_\mathrm{𝟏},𝐚_\mathrm{𝟐},𝐚_\mathrm{𝟑},𝐚_\mathrm{𝟒},0^8),$$
(4.53)
where $`𝐚_𝐢`$ is a two-dimensional vector which is equal to one of the following four vectors
$$𝐞_\mathrm{𝟏}=(1,0),𝐞_\mathrm{𝟐}=(1,0),𝐟_\mathrm{𝟏}=(0,1),𝐟_\mathrm{𝟐}=(0,1).$$
(4.54)
Of the $`4^4=256`$ combinations only those are allowed (i.e. have integer inner product with $`A^6`$) where an even number of the $`𝐚_𝐢`$ are equal to $`𝐞_\mathrm{𝟏}`$ or $`𝐞_\mathrm{𝟐}`$ (and an even number of the $`𝐚_𝐢`$ are equal to $`𝐟_\mathrm{𝟏}`$ or $`𝐟_\mathrm{𝟐}`$); this reduces the number of possibilities by half to the desired $`128`$. It is not difficult to check that all of these states are only charged under the first eight $`U(1)`$s (provided we choose the momentum and winding numbers appropriately), and that the magnitude of the corresponding charge is precisely half that of the states in (4.27). Furthermore, these are the only states with this property.
We can similarly construct states that are charged under eight $`U(1)`$s by choosing different positions for the four $`𝐚_𝐢`$ vectors in the sixteen dimensional space. Since the resulting states should not be charged under any other $`U(1)`$s, we have to demand that the internal weight vectors have integer inner product with all four Wilson lines; the possible configurations are then
$$\begin{array}{cc}(𝐚,𝐚,𝐚,𝐚,\mathrm{𝟎},\mathrm{𝟎},\mathrm{𝟎},\mathrm{𝟎}),\hfill & (\mathrm{𝟎},\mathrm{𝟎},\mathrm{𝟎},\mathrm{𝟎},𝐚,𝐚,𝐚,𝐚),\hfill \\ (𝐚,𝐚,\mathrm{𝟎},\mathrm{𝟎},𝐚,𝐚,\mathrm{𝟎},\mathrm{𝟎}),\hfill & (\mathrm{𝟎},\mathrm{𝟎},𝐚,𝐚,\mathrm{𝟎},\mathrm{𝟎},𝐚,𝐚),\hfill \\ (𝐚,𝐚,\mathrm{𝟎},\mathrm{𝟎},\mathrm{𝟎},\mathrm{𝟎},𝐚,𝐚),\hfill & (\mathrm{𝟎},\mathrm{𝟎},𝐚,𝐚,𝐚,𝐚,\mathrm{𝟎},\mathrm{𝟎}),\hfill \\ (𝐚,\mathrm{𝟎},𝐚,\mathrm{𝟎},𝐚,\mathrm{𝟎},𝐚,\mathrm{𝟎}),\hfill & (\mathrm{𝟎},𝐚,\mathrm{𝟎},𝐚,\mathrm{𝟎},𝐚,\mathrm{𝟎},𝐚),\hfill \\ (𝐚,\mathrm{𝟎},𝐚,\mathrm{𝟎},\mathrm{𝟎},𝐚,\mathrm{𝟎},𝐚),\hfill & (\mathrm{𝟎},𝐚,\mathrm{𝟎},𝐚,𝐚,\mathrm{𝟎},𝐚,\mathrm{𝟎}),\hfill \\ (𝐚,\mathrm{𝟎},\mathrm{𝟎},𝐚,𝐚,\mathrm{𝟎},\mathrm{𝟎},𝐚),\hfill & (\mathrm{𝟎},𝐚,𝐚,\mathrm{𝟎},\mathrm{𝟎},𝐚,𝐚,\mathrm{𝟎}),\hfill \\ (𝐚,\mathrm{𝟎},\mathrm{𝟎},𝐚,\mathrm{𝟎},𝐚,𝐚,\mathrm{𝟎}),\hfill & (\mathrm{𝟎},𝐚,𝐚,\mathrm{𝟎},𝐚,\mathrm{𝟎},\mathrm{𝟎},𝐚).\hfill \end{array}$$
(4.55)
There are fourteen different such classes of states, and this construction accounts therefore for $`14128`$ states.
The remaining $`16128`$ states correspond to states in the spinor representation of $`SO(32)`$. These are the states whose internal weight vectors are of the form
$$(\pm \frac{1}{2},\pm \frac{1}{2},\pm \frac{1}{2},\pm \frac{1}{2},\pm \frac{1}{2},\pm \frac{1}{2},\pm \frac{1}{2},\pm \frac{1}{2},\pm \frac{1}{2},\pm \frac{1}{2},\pm \frac{1}{2},\pm \frac{1}{2},\pm \frac{1}{2},\pm \frac{1}{2},\pm \frac{1}{2},\pm \frac{1}{2}),$$
(4.56)
where the number of $`+`$ signs is even. Each of these $`2^{15}`$ states is charged under eight of the sixteen internal $`U(1)`$s. In order for the state to be uncharged under any other $`U(1)`$, we have to demand again that the inner product of the internal weight vector with each of the four Wilson lines is integral. For each Wilson line, this condition selects one half of the states, and since the four conditions are independent of each other, the number of states that have this property for all four Wilson lines is $`2^{11}=16128`$. Together with the above $`14128`$ states we have therefore found all $`30128`$ states that correspond to $`\widehat{D3}`$-branes (including those that contain $`\widehat{D1}`$-branes within). It is also easy to see that these are all the states in the heterotic theory that have the above properties!
As we have seen above, there are $`3016`$ conventional non-BPS $`\widehat{D3}`$-brane configurations; these are mapped under T-duality (of all four circles) to the various non-BPS $`\widehat{D1}`$-brane configurations that we have discussed before; their number is
$$4\left(\genfrac{}{}{0pt}{}{16}{2}\right)=3016$$
(4.57)
and is therefore in agreement with the above. The remaining bound states of non-BPS $`\widehat{D3}`$-branes with non-BPS $`\widehat{D1}`$-branes are mapped into themselves under T-duality.
One can also analyse the stability of these non-BPS states in both theories. For example, the spinor state with internal weight vector
$$(\frac{1}{2},\frac{1}{2},\frac{1}{2},\frac{1}{2},\frac{1}{2},\frac{1}{2},\frac{1}{2},\frac{1}{2},\frac{1}{2},\frac{1}{2},\frac{1}{2},\frac{1}{2},\frac{1}{2},\frac{1}{2},\frac{1}{2},\frac{1}{2})$$
(4.58)
has the same charges as the two BPS states with momenta
$$\begin{array}{ccc}(P_L,p_L;p_R)_1\hfill & =& (\frac{1}{2},(\frac{1}{2})^6,\frac{1}{2},0^8),R_{h9};R_{h9})\hfill \\ (P_L,p_L;p_R)_2\hfill & =& ((0^8,\frac{1}{2},(\frac{1}{2})^6,\frac{1}{2}),R_{h9};R_{h9}).\hfill \end{array}$$
(4.59)
The mass of all of the above non-BPS states in the heterotic theory is $`m_h=2\sqrt{2}`$, whereas the mass of each of the two BPS states in (4.59) is $`m_h=2R_{h9}`$; thus the non-BPS state (4.58) is stable against the decay into (4.59) provided that
$$R_{h9}>\frac{1}{\sqrt{2}}.$$
(4.60)
The two BPS states in (4.59) correspond, in the IIA theory, to two D2-branes that extend along the $`x^7,x^8`$ plane (this follows from the analysis at the end of section 4.2.), and the non-BPS $`\widehat{D3}`$-brane extends along the $`x^7,x^8,x^9`$ directions. The decay process that we are considering is therefore that depicted in Figure 5. The mass of the $`\widehat{D3}`$-brane is
$$m_A(\widehat{D3})=\frac{1}{\sqrt{2}g_A}R_{A7}R_{A8}R_{A9},$$
(4.61)
whereas the mass of each of the two D2-branes is
$$m_A(D2)=\frac{1}{2g_A}R_{A7}R_{A8}.$$
(4.62)
The non-BPS $`\widehat{D3}`$-brane is therefore stable against this decay process provided that
$$R_{A9}<\sqrt{2}.$$
(4.63)
(This was, by the way, already mentioned following Figure 5.) In terms of the heterotic theory the last equation becomes
$$V_h^{\frac{1}{2}}R_{h9}>\sqrt{2}.$$
(4.64)
Again, this agrees qualitatively with (4.60). The other cases are similar.
### 4.4 Bose-Fermi degeneracy
BPS D-branes carrying identical charges do not exert any force on each other, and can be at equilibrium at all distances. This is a consequence of supersymmetry, and reflects the fact that the spectrum of open strings living on the world volume of the system has exact degeneracy between bosonic and fermionic states at all mass levels. As a result the partition function of open strings, which corresponds to the negative of the interaction energy of the pair of D-branes, vanishes identically.
A non-BPS D-brane (such as the D-branes we have analysed above) breaks supersymmetry and the spectrum of open strings that begin and end on it does in general not have exact Bose-Fermi degeneracy. The open string partition function, and hence the interaction energy of a pair of such D-branes, is then not zero. The D-branes then exert a force on each other, and the system is not in equilibrium.
It was observed in that the partition function depends non-trivially on the moduli (in particular the four radii), and that there exist special points in the moduli space where the spectrum develops exact Bose-Fermi degeneracy. For definiteness let us consider the case of the non-BPS D-particle of the IIB orbifold. We are interested in the situation where all four directions along which the orbifold acts are compact; the boundary state for the D-particle is then given as in the previous section, except that the momentum integrals along $`x^6\mathrm{},x^9`$ are replaced by sums, and that the normalisation constant in the untwisted NS-NS sector is changed to
$$R_6R_7R_8R_9𝒩_{\text{NS-NS}}^2(\widehat{D0})=\frac{1}{128}\frac{V_1}{(2\pi )}.$$
(4.65)
(Details of this can again be found in .) The open string partition function is then given by
$$Z=\frac{1}{2}\frac{dt}{2t}\frac{V_1}{(2\pi )}(2t)^{\frac{1}{2}}\left[\frac{f_4(\stackrel{~}{q})^8}{f_1(\stackrel{~}{q})^8}\left(\underset{i=6}{\overset{9}{}}\underset{n_i𝖹𝖹}{}\stackrel{~}{q}^{2R_i^2n_i^2}\right)4\frac{f_3(\stackrel{~}{q})^4f_4(\stackrel{~}{q})^4}{f_1(\stackrel{~}{q})^4f_2(\stackrel{~}{q})^4}\right].$$
(4.66)
Let us now consider the critical case where $`R_i=\frac{1}{\sqrt{2}}`$ for each $`i=6,7,8,9`$. In this case we get
$$\underset{n_i𝖹𝖹}{}\stackrel{~}{q}^{2R_i^2n_i^2}=\underset{n𝖹𝖹}{}\stackrel{~}{q}^{n^2}.$$
(4.67)
Using the sum and the product representation of the Jacobi $`\vartheta `$-function $`\vartheta _3(0|\tau )`$ ,
$$\vartheta _3(0|\tau )=\underset{n𝖹𝖹}{}\stackrel{~}{q}^{n^2}=\underset{n=1}{\overset{\mathrm{}}{}}(1\stackrel{~}{q}^{2n})(1+\stackrel{~}{q}^{2n1})^2=f_1(\stackrel{~}{q})f_3^2(\stackrel{~}{q}),$$
(4.68)
where $`\stackrel{~}{q}=e^{2\pi i\tau }`$, and the identity
$$f_4(\stackrel{~}{q})\frac{1}{\sqrt{2}}f_2(\stackrel{~}{q})f_3(\stackrel{~}{q})=1,$$
(4.69)
we get
$$\underset{n𝖹𝖹}{}\stackrel{~}{q}^{n^2}=\sqrt{2}\frac{f_1(\stackrel{~}{q})f_3(\stackrel{~}{q})}{f_2(\stackrel{~}{q})f_4(\stackrel{~}{q})}.$$
(4.70)
Using Eqs. (4.67) and (4.70), (4.66) then becomes
$$Z=0.$$
(4.71)
Since the integrand of $`Z`$ vanishes for all $`t`$, this shows that there is exact degeneracy between bosonic and fermionic open string states at all mass level, although the brane is non-BPS.
The critical radii where the spectrum of open strings develops exact Bose-Fermi degeneracy correspond precisely to the values below which the non-BPS D-brane becomes unstable against the decay into a pair of BPS branes . This is not a coincidence: for $`R_i>\frac{1}{\sqrt{2}}`$ the massless spectrum in light-cone gauge contains four bosonic states, but eight fermionic states. In order to have Bose-Fermi degeneracy at the massless level, we need four extra massless bosonic states; these are the would-be tachyons that precisely become massless at the critical point.
We can use this result to conclude that when $`R_6=R_7=R_8=R_9=\frac{1}{\sqrt{2}}`$, the force between a pair of non-BPS D-particles vanishes at all distances. To see this we note that if we consider a pair of such branes separated by a distance $`r`$ in any of the non-compact directions transverse to the brane, then the partition function of open strings stretched from one of the branes to another is given by the same expression as (4.66) except for an overall extra factor of $`\stackrel{~}{q}^{r^2/2\pi ^2}`$ in the integrand, reflecting the energy associated with the tension of the open string stretched over a distance $`r`$. Thus at the critical radius the partition function vanishes, reflecting that the potential energy $`V(r)`$ between the pair of branes (which is equal to negative of the partition function) vanishes identically for all $`r`$.
Since $`_{n_i𝖹𝖹}\stackrel{~}{q}^{2R_i^2n_i^2}`$ is a monotonically decreasing function of $`R_i`$ (as $`0<\stackrel{~}{q}<1`$), we see that for $`R_i>\frac{1}{\sqrt{2}}`$ the integrand of Eq. (4.66) is a negative definite function. Thus $`V(r)`$ is positive definite. Furthermore since $`V(r)`$ only depends on $`r`$ via $`\stackrel{~}{q}^{r^2/2\pi ^2}`$, it follows by the same argument that $`V^{}(r)`$ is negative, and hence that $`V(r)`$ is a monotonically decreasing function of $`r`$. Thus for $`R_i>\frac{1}{\sqrt{2}}`$, where the non-BPS brane is stable, the interaction between a pair of such branes is repulsive at all distances.
## Acknowledgements
I thank Oren Bergman and Ashoke Sen for many useful conversations about issues that are covered in these lectures. I also thank Eduardo Eyras for comments on a first version of these notes.
These lectures were given at the TMR network school on ‘Quantum aspects of gauge theories, supersymmetry and quantum gravity’, Torino, 26 January – 2 February 2000, and at the ‘Spring workshop on Superstrings and related matters’, Trieste, 27 March – 4 April 2000. I thank the organisers for giving me the opportunity to present these lectures, and for organising very successful and enjoyable meetings. I also thank the participants for asking many useful questions that have helped to improve the presentation of these notes.
I am grateful to the Royal Society for a University Research Fellowship. The work was also partially supported by the PPARC SPG programme “String Theory and Realistic Field Theory”, PPA/G/S/1998/00613.
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# Coexistent States of Charge Density Wave and Spin Density Wave in One-Dimensional Systems with the Inter-site Coulomb Interaction under the Electron Filling Control
## I Introduction
(TMTSF)<sub>2</sub>$`X`$ and (TMTTF)<sub>2</sub>$`X`$ ($`X`$=ClO<sub>4</sub>, PF<sub>6</sub>, AsF<sub>6</sub>, ReO<sub>4</sub>, Br, SCN, etc.) have the quasi-one dimensional quarter-filled band, where superconductivity and the coexistent phase of charge density wave (CDW) and spin density wave (SDW) are observed. In (TMTSF)<sub>2</sub>PF<sub>6</sub> at the ambient pressure, Pouget and Ravy observed the coexistence of $`2k_\mathrm{F}`$-SDW and $`2k_\mathrm{F}`$-CDW by the X-ray scattering measurement, where $`k_\mathrm{F}=\pi /4a`$ is Fermi wave number and $`a`$ is the lattice constant. Under pressure (12 kbar), the superconducting phase appears at 0.9 K. In (TMTTF)<sub>2</sub>Br, $`4k_\mathrm{F}`$-CDW accompanied by $`2k_\mathrm{F}`$-SDW is found in X-ray scattering measurements. Moreover, the superconductivity transition occurs at 0.8 K under 26 kbar.
These two kinds of the coexistent states ($`2k_\mathrm{F}`$-SDW-$`2k_\mathrm{F}`$-CDW and $`2k_\mathrm{F}`$-SDW-$`4k_\mathrm{F}`$-CDW) have been studied theoretically . In these studies, they considered the inter-site Coulomb interaction ($`V`$) in addition to the on-site Coulomb interaction ($`U`$). Mila has estimated $`U/t5`$ and $`V/t2`$, where $`t`$ is a transfer integral. The CDW-SDW coexistent state is understood as being caused by the interplay between $`U`$ and $`V`$. Seo and Fukuyama showed that the ground state becomes the coexistent state of $`2k_\mathrm{F}`$-SDW and $`4k_\mathrm{F}`$-CDW in the one-dimensional extended Hubbard model with $`V`$. It is found by Kobayashi et al. and Mazumdar et al. that the coexistent state of $`2k_\mathrm{F}`$-SDW and $`2k_\mathrm{F}`$-CDW is stabilized when the next nearest neighbor Coulomb interaction ($`V_2`$) and the dimerization of the energy band are considered. On the other hand, even if the dimerization is absent, it is indicated that the $`2k_\mathrm{F}`$-SDW and $`2k_\mathrm{F}`$-CDW coexists by Tomio and Suzumura and the present author.
The coexistent state of CDW and SDW is also found in quasi-two-dimensional organic conductors such as (BEDT-TTF)<sub>2</sub>$`X`$ which has the quarter filled band. In quasi-two-dimensional organic conductors, the coexistent state of CDW and SDW is observed as the stripe-type order. The CDW-SDW coexistent state in quasi-two-dimensional systems is theoretically studied by Seo. Recently, it is found that the ground state in $`X`$=KHg changes from the charge order, which makes the stripe-type order, to the superconductivity under uniaxial pressure. Since, even in quasi-one-dimensional quarter-filled systems such as (TMTSF)<sub>2</sub>$`X`$ and (TMTTF)<sub>2</sub>$`X`$, the coexistent state of CDW and SDW changes to the superconductivity under pressure, it is expected that the superconductivity appears near the coexistent state of CDW and SDW. In the high-$`T_c`$ cuprates such as La<sub>1.6-x</sub>Nd<sub>0.4</sub>Sr<sub>x</sub>CuO<sub>4</sub>, the stripe-type order is found when the rate of the doping is $`x=1/8`$ and the critical temperature of the superconductivity becomes the highest at $`x1/8`$. The superconductivity near the stripe-type order may be given by the fluctuation of the antiferromagnetism of the stripe-type order, because it is understood that the superconductivity in high-$`T_c`$ cuprates near the half-filling at which the the antiferromagnetic state appears is due to the strong fluctuation of the antiferromagnetism.
In this paper, we study how the elelctron-filling ($`f`$) affects the coexistent state of SDW and CDW due to $`V`$ in the mean field theory. By calculating the condensation energy of the coexistent state, we find $`f`$ at which the coexistent state in one-dimensional systems is stabilized. The $`f`$-dependence of the condensation energy in the one-dimensional extended Hubbard model has never been studied, although the ground state energy as a function of $`f`$ has been calculated in the one-dimensional Hubbard model. Based on the result, we propose $`f`$ which favors the superconductivity in the strongly correlated one-dimensional systems with $`V`$.
We use the one-dimensional extended Hubbard model with $`V`$, where the dimerization is neglected for simplicity, because the coexistent states are stabilized without the dimerization. We use parameter, $`U/t=5.0`$, and vary the parameter $`V`$ in the region of $`0VU`$.
## II Model
The one-dimensional extended Hubbard model is,
$`\widehat{}`$ $`=`$ $`\widehat{𝒦}+\widehat{𝒰}+\widehat{𝒱},`$ (1)
$`\widehat{𝒦}`$ $`=`$ $`t{\displaystyle \underset{i,\sigma }{}}(c_{i,\sigma }^{}c_{i+1,\sigma }+h.c.),`$ (2)
$`\widehat{𝒰}`$ $`=`$ $`U{\displaystyle \underset{i}{}}n_{i,}n_{i,},`$ (3)
$`\widehat{𝒱}`$ $`=`$ $`V{\displaystyle \underset{i,\sigma ,\sigma ^{}}{}}n_{i,\sigma }n_{i+1,\sigma ^{}},`$ (4)
where $`c_{i,\sigma }^{}`$ is the creation operator of $`\sigma `$ spin electron at $`i`$ site, $`n_{i,\sigma }`$ is the number operator, $`i=1,\mathrm{},N_\mathrm{S}`$, $`N_\mathrm{S}`$ is the number of the total sites and $`\sigma =`$ and $``$.
The interaction terms, $`\widehat{𝒰}`$ and $`\widehat{𝒱}`$, are treated in the mean field approximation as
$`\widehat{𝒰}^\mathrm{M}`$ $`=`$ $`{\displaystyle \underset{k_x}{}}{\displaystyle \underset{Q}{}}\{\rho _{}(Q)C^{}(k_x,)C(k_xQ,)`$ (5)
$`+`$ $`\rho _{}^{}(Q)C^{}(k_xQ,)C(k_x,)\},`$ (6)
$`\widehat{𝒱}^\mathrm{M}`$ $`=`$ $`({\displaystyle \frac{V}{U}}){\displaystyle \underset{k_x,\sigma ,\sigma ^{}}{}}{\displaystyle \underset{Q}{}}e^{iQa}\{\rho _{\sigma \sigma }(Q)C^{}(k_x,\sigma ^{})C(k_xQ,\sigma ^{})`$ (7)
$`+`$ $`\rho _{\sigma ^{}\sigma ^{}}^{}(Q)C^{}(k_x,\sigma )C(k_xQ,\sigma )\}`$ (8)
, where $`I=U/N_\mathrm{S}`$. The self-consistent equation for the order parameter $`\rho _{\sigma \sigma }(Q)`$ is given by
$`\rho _{\sigma \sigma }(Q)=I{\displaystyle \underset{k_x}{}}<C^{}(k_x,\sigma )C(k_xQ,\sigma )>.`$ (9)
We do not consider the mean field, $`\rho _{\sigma \overline{\sigma }}(Q)`$, where $`\overline{\sigma }`$ is the opposite spin of $`\sigma `$ for the simplicity. We consider the various electron-fillings, $`f=q/p`$, where $`q`$ and $`p`$ are mutually prime numbers. We take the possible wave vectors of the order parameters as $`Q=nQ_0`$, where $`Q_0=2k_\mathrm{F}=(2\pi /a)f`$ and $`n=1,\mathrm{},p`$. The matrix size of the mean field Hamiltonian, $`\widehat{𝒦}+\widehat{𝒰}^\mathrm{M}+\widehat{𝒱}^\mathrm{M}`$, is $`p\times p`$. We calculate the self-consistent solutions by using eigenvectors obtained by diagonalizing $`\widehat{𝒦}+\widehat{𝒰}^\mathrm{M}+\widehat{𝒱}^\mathrm{M}`$.
The ground state energy per site is
$`E_g(\rho _{\sigma \sigma }(Q))`$ $`=`$ $`{\displaystyle \frac{1}{N_s}}{\displaystyle \underset{j=1}{\overset{N_s/2}{}}}ϵ_j{\displaystyle \frac{1}{U}}{\displaystyle \underset{Q}{}}\rho _{}(Q,0)\rho _{}^{}(Q,0)`$ (10)
$``$ $`{\displaystyle \frac{V}{U^2}}{\displaystyle \underset{Q,\sigma ,\sigma ^{}}{}}e^{iQa}\rho _{\sigma \sigma }(Q,0)\rho _{\sigma ^{}\sigma ^{}}^{}(Q,0),`$ (11)
where $`ϵ_j`$ is the eigenvalue and the index $`j`$ includes the degree of the spin freedom. The condensation energy, $`E_c`$, is given by $`E_c=E_gE_N`$, where $`E_N`$ is the normal state energy.
The electron density ($`n(j)`$) and the spin moment ($`S_z(j)`$) at site $`j`$ are given by
$`n(j)={\displaystyle \frac{1}{U}}{\displaystyle \underset{Q,\sigma }{}}\rho _{\sigma \sigma }(Q)e^{iQja}`$ (12)
and
$`S_z(j)={\displaystyle \frac{1}{2U}}{\displaystyle \underset{Q}{}}(\rho _{}(Q)\rho _{}(Q))e^{iQja}.`$ (13)
## III Results and Discussions
We search the most stable self-consistent solutions by changing the initial values of order parameters. Since $`n(j)`$, $`S_z(j)`$ and $`E_c`$ for $`f>0.5`$ is the same as those for $`f<0.5`$ due to the symmetry between an electron and an hole and we do not focus our attention on the low electron-filling, we calculate at various fillings ($`2p20,1q9`$) in the region of $`0.2f0.5`$.
At $`f=1/2`$, the stable state is 2$`k_\mathrm{F}`$-SDW, ($`,)`$, ($`S_z(1)=S_z(2)1.0`$ and $`n(1)=n(2)1.0`$) for $`2VU`$ and the state is changed to 2$`k_\mathrm{F}`$-CDW, (0,$`)`$, ($`S_z(1)=S_z(2)0`$ and $`n(1)0`$ and $`n(2)2.0`$) for $`2V>U`$, where the arrows mean the spin moment, 0 means small or zero electron density and $``$ represents that the up and down electrons exist in the same site. For $`2V>U`$, the period of the CDW becomes two. As this charge order is suitable for the nearest Coulomb repulsion interaction, the large charge gap made by the CDW exists at large $`V`$. As a result, $`E_c`$ becomes lower, which will be shown in Fig. 7. This result at the half-filling has been shown by Cabib and Callen..
At $`f=1/3`$, the stable state is the coexistence of SDW and CDW, $`(_{},_{},)`$, ($`|S_z(1)|=|S_z(2)|<S_z(3)`$ and $`n(1)=n(2)<n(3)`$) for $`0V/t<0.8`$, where the distortion of the charge density is small and the coexistent state of SDW and CDW, $`(,0,)`$ $`(S_z(1)=S_z(3),S_z(2)=0`$, $`n(1)=n(3)1.0`$ and $`n(2)0`$), is stabilized for $`V/t0.8`$, as shown in Figs. 1 and 2. As the period of $`n`$ in $`(,0,)`$ is three, there is a frustration for $`V`$ and the energy gap dose not become large. Since the order parameters having $`Q=(2\pi /a)(1/2)`$ dose not exist when $`p`$ of $`f=q/p`$ is odd number, the period of $`n`$ dose not become two. Thus, when $`p`$ is odd number, the order of the CDW is not suitable for $`V`$.
In the case of the quarter filling ($`f=1/4`$), the stable state of 2$`k_\mathrm{F}`$-SDW, $`(,,,)`$ $`(S_z(1)=S_z(2)=S_z(3)=S_z(4)`$ and $`n(1)=n(2)=n(3)=n(4)=0.5`$), is changed to the coexistent state of 2$`k_\mathrm{F}`$-SDW and 4$`k_\mathrm{F}`$-CDW, $`(,0,,0)`$ ($`S_z(1)=S_z(3),S_z(2)=S_z(4)=0`$, $`n(1)=n(3)1.0`$ and $`n(2)=n(4)0`$), for $`V/t>0.39`$, as shown in Figs. 3 and 4. This result is consistent with the previous study by Seo and Fukuyama. For $`V/t>0.39`$, as the period of the charge density is two, $`E_c`$ becomes large due to the large energy gap, which will be shown in Fig. 7.
We show 2$`S_z`$ and $`n`$ at $`f=3/8`$ in Figs. 5 and 6, where $`S_z(1)=S_z(5)`$, $`S_z(2)=S_z(6)`$, $`S_z(3)=S_z(7)`$, $`S_z(4)=S_z(8)`$, $`n(1)=n(5)`$, $`n(2)=n(6)`$, $`n(3)=n(7)`$ and $`n(4)=n(8)`$. The stable coexistent state of SDW and CDW is $`(_{},_{},,,_{},_{},,)`$ for $`V/t<0.7`$, $`(0,,,,0,,,)`$ for $`0.7V/t3.0`$ and $`(0,_{},0,_{},0,_{},0,_{})`$ ($`S_z(1)=S_z(3)=S_z(5)=S_z(7)=0`$ and $`S_z(2)=S_z(4)=S_z(6)=S_z(8)`$) for $`V/t>3.0`$. In particular, the period of $`n`$ ($`n(1)=n(3)=n(5)=n(7)0`$ and $`n(2)=n(4)=n(6)=n(8)1.5`$) is two for $`V/t>3.0`$, which gives the large gain of $`E_c`$, as will be shown in Fig. 7.
In the case of other fillings except the half-filling, the coexistent state of CDW and SDW is stabilized.
Next, we show $`E_c`$ in Fig. 7 as a function of $`f`$ for various $`V`$. At $`V=0`$, $`E_c`$ monotonically decreases as $`f`$ increases, because $`E_c`$ is mainly determined by the density of states on the Fermi surface, $`N(0)=N_\mathrm{S}/(4\pi t\mathrm{sin}ak_\mathrm{F})`$, which decreases as $`f`$ increases. It is found that $`E_c`$ at $`f=1/4`$ rapidly decreases as $`V`$ increases. In this filling, the localization of electrons occurs easily even at weak $`V`$. The reason is that the order of $`(,0,,0)`$ is favorable for the 4$`k_\mathrm{F}`$-CDW keeping the 2$`k_\mathrm{F}`$-SDW state. We can see that $`|E_c|`$ for $`f=1/2,1/4,3/8,5/12`$, 7/16, 7/20 and 9/20 become large, compared to other fillings, upon increasing $`V`$. It is found that the cusp-like minima of the condensation energy in the coexistent state of CDW and SDW appear at $`f=n/4m`$, where $`n`$ and $`m`$ are integers. In these fillings, the period of $`n`$ accompanying the order of the SDW becomes two, resulting in the large energy gap. The local minimum at $`f=5/16`$ may be too small to see in Fig. 7.
In the coexistent state of CDW and SDW, the commensurabity of the electron-filling and the inter-site Coulomb interaction play the important role of the condensation energy. At $`f=n/4m`$, the coexistent state of CDW and SDW is compatible with the favored real-space order for both $`U`$ and $`V`$. On the other hand, $`E_c`$ at $`f=1/3`$ changes little as $`V`$ increases. This feature can be understood by considering that the frustration occurs in the order of period three; double occupancy should be reduced by $`U`$ and electorns at nearest sites should be avoided for large $`V`$.
In the case of one-dimensional systems with $`V`$ where the superconductivity is attributable to the fluctuation of the antiferromagnetism, the superconductivity may appear at the fillings near $`f=n/4m`$. If the origin of the superconductivity of quasi-one-dimensional organic conductors such as (TMTTF)<sub>2</sub>$`X`$ and (TMTSF)<sub>2</sub>$`X`$ is so, the superconductivity will be obtained by changing electron-filling slightly from the quarter-filling.
## IV Conclusion
We study the coexistent state of CDW and SDW in the one-dimensional system with the inter-site Coulomb interaction by changing the electron-filling. We find that the coexistent state is stabilized at $`f=n/4m`$, for example, 1/4, 3/8, 5/12, 7/16, 7/20 and 9/20-fillings due to the inter-site Coulomb interaction. Since the strong fluctuation of the antiferromagnetism is expected in the region close to the coexistent state, the superconductivity will appear near $`f=n/4m`$.
The author would like to thank Y. Hasegawa for valuable discussions.
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# Critical Transverse Forces in Weakly Pinned Driven Vortex Systems
## I Introduction
The vortex state is dominated by the competition of ordering and disordering interactions. Vortex-vortex repulsion tends to order the system whereas thermal fluctuations and pinning from material imperfections introduce disorder into the vortex lattice. Recently, interest has developed in the nature of the non-equilibrium states and dynamical phases in the presence of a Lorentz force driving the system. There is evidence from experiments, simulations and theory that for small driving forces the vortex system is disordered and shows turbulent plastic flow, and that for larger driving forces the system orders and shows elastic flow. For the ordered system Koshelev and Vinokur proposed that the vortices may form a moving hexagonal crystal. Subsequently, Giamarchi and Le Doussal predicted that this highly driven phase may be a topologically ordered moving glass (the moving Bragg glass) in which vortices move in elastically coupled static channels like beads on a string. It was also suggested that the motion of vortices in different channels may be decoupled (the moving transverse glass) and thus shows smectic order. In computer simulations and in experiments both the moving transverse glass (MTG) with decoupled channels and the moving Bragg glass (MBG) with coupled channels have been observed.
A remarkable property of the moving glass (with either coupled or de-coupled channels) is that, in the presence of random pinning and once the static channels are established, the application of a small force transverse to the direction of motion does not result in transverse motion. Only if a critical transverse force has been exceeded, is the system transversely de-pinned. Computer simulations have demonstrated the existence of such a critical transverse force for random pinning, and for periodic pinning.
In this work we use a more realistic representation of high purity single crystals used in fundamental studies of vortex dynamics; we investigate régimes with a high density of vortices with long-range logarithmic vortex-vortex interaction potentials (as in Ref. ) and we employ a weak smoothly varying pinning potential rather than many strong point-like pins. We find and explain a magnitude of the critical transverse force of the order of 10% of the static de-pinning force in the régime investigated in contrast to previous works which report it to be $`1\%`$. We report on novel results for the critical transverse force in the presence of weak pinning which (i) verify the theory of Giamarchi and Le Doussal and (ii) provide the first numerical data which may be compared directly with current experimental efforts to demonstrate the existence of the critical transverse force.
## II The simulation
We model the vortex motion of a two-dimensional system with over-damped Langevin dynamics. The total force acting on vortex $`i`$ is given by $`𝐅_i=\eta 𝐯_i+𝐅^\text{L}+𝐅_i^{\text{vv}}+𝐅_i^{\text{vp}}+𝐅_i^{\text{therm}}=\mathrm{𝟎}`$ where $`\eta `$ is the viscosity coefficient, $`𝐯_i`$ the velocity, $`𝐅^\text{L}`$ the Lorentz force, $`𝐅_i^{\text{vv}}`$ the vortex-vortex interaction, $`𝐅_i^{\text{vp}}`$ the vortex-pinning interaction, and $`𝐅_i^{\text{therm}}`$ a stochastic noise term to model temperature. The vortex-vortex interaction force appropriate for rigid vortices in thin films and pancakes in decoupled layers of layered materials is $`𝐅_i^{\text{vv}}=(\mathrm{\Phi }_0^2s)(2\pi \mu _0\lambda ^2)^1_{ji}(𝐫_i𝐫_j)(|𝐫_i𝐫_j|)^2`$. $`\mathrm{\Phi }_0`$ is the magnetic flux quantum, $`\mu _0`$ the vacuum permeability and $`s`$ the length of the vortex. We employ periodic boundary conditions and cut off the logarithmic vortex-vortex repulsion potential at half the system size. It is important to reduce the vortex-vortex interaction near the cut-off distance smoothly to zero. We investigate systems with a magnetic induction of $`B=1\text{ T}`$ and a penetration depth of $`\lambda =1400\text{Å}`$ which yields a vortex density of $`10/\lambda ^2`$. The random pinning potential as shown in Fig. 1 varies smoothly on a length scale of $`\lambda /25`$ which is of the order of magnitude of the coherence length $`\xi `$. The root mean square value of the corresponding pinning forces is denoted by $`F_{\text{rms}}^{\text{vp}}`$. System sizes from 100 to 3000 vortices have been investigated. Forces are expressed in units of the force, $`f_0`$, that two vortices separated by $`\lambda `$ experience.
Initially, we anneal the vortex system in the presence of random pinning from a molten state to zero temperature. Then a driving force is applied which is increased every $`410^4`$ time steps. With increasing driving force we find a pinned system, turbulent plastic flow and finally the MBG. For sufficiently strong pinning there is an intermediate régime between turbulent plastic flow and the MBG in which the vortex motion in different channels is decoupled. We find a critical transverse force for both the MBG and the MTG, and here we report on the small pinning strengths which do not allow smectic states with decoupled motion of channels of vortices. To find the critical transverse force we start with a MBG driven by a constant force $`F_x^\text{L}`$ in the $`x`$-direction and slowly increase the transverse force $`F_y^\text{L}`$ in the $`y`$-direction, until the system starts moving transversely. The lower ends of the bars shown in Fig. 2 to 5 represent the largest probed transverse force which did not yield any transverse motion, and the upper ends of the bars show the smallest transverse force that could de-pin the system transversally.
## III Results
Fig. 2 shows that there is a decrease in the ratio of the critical transverse force $`F_y^c`$ to the static de-pinning force $`F_x^c`$ for system sizes below 1000 vortices. However, for larger systems this ratio remains constant, showing that the observed $`F_y^c`$ is not a finite-size effect. We have increased the cut-off with the system size to ensure that effects due to the long-range interactions between the additional particles in the simulation are taken into account, which contrasts to a similar finite-size study where the cut-off for the vortex-vortex interaction was kept constant and the results were reported to be independent of the system size.
Previous estimates for the ratio $`F_y^c/F_x^c`$ give a value $`0.01`$. We find $`F_y^c/F_x^c0.1`$ and identify two reasons for this order of magnitude discrepancy. Firstly, we study the weak pinning régime in which the hexagonal structure of the *static* vortex system (*i.e.* without an applied driving force) is not completely destroyed due to the vortex pinning, whereas previous studies focused on the strongly pinned régime in which the *static* system is strongly disordered. Both systems — with weak and strong pinning — move elastically and show topological order under the influence of the driving force in the $`x`$direction. The critical force required to de-pin the static system, $`F_x^c`$, is greater for the strongly pinned system which shows disorder, because a disordered system can adopt better to the pinning potential. However, the force required to de-pin the moving system transversely, the critical transverse force $`F_y^c`$, depends less strongly on the pinning strength because the elastically moving system is topologically ordered for either pinning strength. Thus, the ratio $`F_y^c/F_x^c`$ is higher for weak pinning. We demonstrate this in Fig. 2 where we show that the change from strong to weak pinning increases the ratio $`F_y^c/F_x^c`$ by a factor 2 to 3. Secondly, the pinning potentials employed in Refs. and consist of (strong) point-like randomly distributed pins, which we find increase the static de-pinning force $`F_x^c`$ by another factor 2 to 3 compared with using a smoothly varying pinning potential (Fig. 1). We would thus get to the same order of magnitude for the ratio $`F_y^c/F_x^c`$ as Refs. and if we used the simulation scenario they employed. We find that for different random pinning configurations the $`F_y^c`$ can vary up to a factor 2 in the weak pinning limit.
Fig. 3 shows the variation of $`F_y^c`$ as a function of the pinning strength for systems driven with a constant driving force $`F_x^\text{L}=0.3f_0`$ in the $`x`$-direction. The absence of transverse barriers for zero pinning strength shows that it is not the periodic boundary conditions which result in a critical transverse force. With increasing pinning strength $`F_y^c`$ increases linearly until it starts to decay for pinning strengths of $`F_{\text{rms}}^{\text{vp}}0.25f_0`$ and reaches zero at $`F_{\text{rms}}^{\text{vp}}0.35f_0`$. The decay of the $`F_y^c`$ is caused by the strength of the pinning producing turbulent plastic flow of the vortices: in this region the MBG breaks down. This is demonstrated by the second curve in Fig. 3 which shows that the fraction of vortices that are topological defects, $`n_{\text{def}}`$, increases rapidly for pinning strengths greater than $`0.325f_0`$. We define a topological defect to be one which does not have six nearest neighbors in the periodic Delaunay triangulation of the vortex positions. The slight increase of $`n_{\text{def}}`$ for pinning strengths $`0.3f_0`$ and $`0.325f_0`$ is due to strong temporary deformations of the MBG such that pairs of topological defects appear next to each other and disappear after a few time steps. This indicates the weakness of the MBG but not its breakdown (because the system shows elastic motion). In contrast, the transition to turbulent plastic flow is accompanied by a proliferation of topological defects. This confirms theoretical expectations that the critical transverse force, $`F_y^c`$, is the order parameter for the moving glass, which, in the weak pinning régime, is represented by the MBG. The data shown in Fig. 3 are obtained for a system of 576 vortices. For larger systems we get qualitatively the same curves, with a slightly reduced height of $`F_y^c`$.
Le Doussal and Giamarchi suggested a dependence of the critical transverse $`F_y^c`$ as a function of the longitudinal velocity, $`v_x`$, which predicts a decay of the $`F_y^c`$ for large $`v_x`$ and has not previously been investigated numerically. For an isotropic system one expects that the critical “transverse” force $`F_y^c`$ for a static system is the same as the critical force (acting in any direction) that is required to de-pin the system. Our computations confirm that in particular $`F_y^c=F_x^c`$ for a static system. However, as soon as the system of vortices is de-pinned and moves elastically in the $`x`$-direction, the transverse critical force reduces to much smaller values because the system is not sticking to the pinning potential, but de-pinned in the $`x`$-direction. Fig. 4 shows results of our simulations using a pinning strength of $`F_{\text{rms}}^{\text{vp}}=0.12f_0`$ and a system size of 1200 vortices. We could not resolve the smallest velocities because these are computationally expensive, and we have omitted the data point at $`v_x=0`$. The curve starts for small $`v_x`$ with a $`F_y^c`$ of $`10\%`$ of the static de-pinning force $`F_x^c`$. With increasing $`v_x`$ the $`F_y^c`$ decreases quickly up to velocities of $`2`$ simulation units and then less strongly for larger velocities. Our findings are compatible with the prediction that the critical transverse force decays for higher velocities as additional dynamic disorder weakens the transverse barriers.
The velocities given here in simulation units are directly comparable to Ref. , where 0.1 represents a low velocity for the system, and 10 is large. In these units the transition from plastic to elastic flow happens around a velocity of 7 simulation units with a pinning strength of $`F_{\text{rms}}^{\text{vp}}=1.0f_0`$. Our work suggests therefore that small driving forces are most appropriate for experimental verification of the critical transverse force.
It is worth noting that using a system size of less than 1000 vortices (Fig. 2) gives qualitatively different results; for such small systems the $`F_y^c`$ in Fig. 4 remains constant above a small velocity of $``$ 0.3 simulation units, which is a finite size effect.
We report on the existence of the critical transverse force in higher commensuration directions. The data shown in Fig. 2 to 6 are obtained with a driving force acting in the (or equivalent symmetry) directions of the Bragg-Glass-lattice (see inset Fig. 5). The theory of Giamarchi and Le Doussal predicts that the system should see static disorder when moving in any commensurate direction. It is then expected that the channels and transverse pinning should exist for low commensuration vectors and become unstable at higher ones due to the relatively increasing dynamic disorder. To test these ideas, we have applied a driving force to a hexagonal lattice in the - and -direction. For the -direction we observe that static channels characteristic of the MBG establish and that there are transverse barriers to a transverse force which is subsequently applied. In contrast, we have found that for the -directions static Bragg channels do not develop. We presume them to be unstable (at these velocities), and consequently, no critical transverse force has been found for the -direction.
For finite temperatures it is predicted that there is no true critical transverse force but all transverse drives result in a small response in the transverse motion of the system. However, for an apparent critical transverse force the system is expected to start moving transversely much quicker. Data on the apparent critical transverse force in Fig. 5 shows that it decays with increasing temperature and vanishes at the melting temperature of the system. The de-pinning force of the static system, $`F_x^c`$, decays similarly with increasing temperature, such that $`F_x^c/F_y^c\mathrm{const}`$.
To assist in the experimental demonstration of the existence of the critical transverse force we provide in Fig. 6 data on the differential transverse resistance $`R_y^{\text{diff}}=\mathrm{d}v_y/\mathrm{d}F_y^\text{L}`$ normalized by the longitudinal resistance $`R_x=v_x/F_x^\text{L}`$, which can both be measured experimentally. We use central differences to approximate the differential transverse resistance
$$R_y^{\text{diff}}=\frac{\mathrm{d}v_y}{\mathrm{d}F_y^\text{L}}\frac{v_y(F_y^\text{L}+\mathrm{\Delta })v_y(F_y^\text{L}\mathrm{\Delta })}{2\mathrm{\Delta }}$$
where $`\mathrm{\Delta }`$ is a small change in force. We compute $`\sigma =R_y^{\text{diff}}/R_x`$, which is a function of temperature, $`T`$, and both components, $`F_x^\text{L}`$ and $`F_y^\text{L}`$, of the driving force: $`\sigma =\sigma (T,F_x^\text{L},F_y^\text{L})`$. We choose a small transverse force, $`F_y^\text{L}`$, and keep it constant for each curve in Fig. 6. In the left plot we show $`\sigma (T,F_x^\text{L}=1f_0,F_y^\text{L}=0.00225f_0)`$, *i.e.* we vary the temperature $`T`$. And in the right plot we show two curves with slightly different transverse forces at zero temperature: $`\sigma (T=0,F_x^\text{L},F_y^\text{L}=0.00225f_0)`$ and $`\sigma (T=0,F_x^\text{L},F_y^\text{L}=0.00275f_0)`$, *i.e.* we vary the longitudinal driving force $`F_x^\text{L}`$.
In the left plot in Fig. 6 the constant transverse force $`F_x^\text{L}=1f_0`$ results in a velocity of $`v_x1`$ simulation units, and the transverse force $`F_y^\text{L}=0.00225f_0`$ is chosen to be slightly smaller than the critical transverse force at $`T=0`$ for these simulations. The plot shows that for very small temperatures $`\sigma 0`$. This means that an increase in the transverse force does not result in an increase in transverse motion. With increasing temperature $`\sigma `$ shows a peak. Here, an increase in the transverse force results in a strong increase in the transverse velocity, and this is where the system starts quickly moving transversely. For a further increase in temperature, $`\sigma `$ comes down to $`\sigma 1.2`$, before it drops to 1.0 at the melting temperature $`T_m`$. The reason that $`\sigma 1.2`$ for intermediate temperatures is that even after transverse de-pinning the moving system feels some transverse pinning up to transverse forces many times larger than the critical transverse force. The remaining transverse pinning reduces with increasing transverse drive, $`F_y^\text{L}`$, and we find the transverse response, $`v_y`$, to be non-linear in this regime: $`v_y`$ increases stronger than linearly with $`F_y^\text{L}`$. Thus, $`\sigma =(\text{d}v_y/\text{d}F_y^\text{L})/R_x>1`$.
The right plot in Fig. 6 shows zero temperature data for various longitudinal driving forces $`F_x^\text{L}`$ and two different constant transverse forces $`F_y^\text{L}=0.00225f_0`$ and $`F_y^\text{L}=0.00275f_0`$. For small $`F_x^\text{L}`$ the system does not move transversely and $`\sigma =0`$. When $`F_x^\text{L}`$ increases, it increases the velocity $`v_x`$ of the system and thus reduces the critical transverse force (as shown in Fig. 4). Therefore, for sufficiently large $`F_x^\text{L}`$ the system starts moving transversely and $`\sigma `$ shows a peak which decays to 1.0 for larger $`F_x^\text{L}`$. The slow decay of $`\sigma `$ is due to remaining transverse pinning above the transverse de-pinning force. The magnitude of the constant transverse driving force $`F_y^L`$ determines the position of the peak of $`\sigma `$, as the two curves in the right plot in Fig. 6 demonstrate. In experimental work the presence of a critical transverse force should manifest itself in $`\sigma `$ changing as shown in Fig. 6.
## IV Summary
We have investigated numerically the critical transverse force of two-dimensional vortex systems in the presence of a random pinning potential. We find a critical transverse force for both the MBG and the MTG, but not for turbulent plastic flow. The ratio of the critical transverse force to the static de-pinning force is of the order of 10$`\%`$. For the MBG we find that the critical transverse force increases with increasing pinning strength up to a value at which the elastic motion changes to turbulent plastic flow and the critical transverse force goes rapidly to zero. The critical transverse force is inversely proportional to the longitudinal velocity and is compatible with theoretical predictions.
We have performed simulations in which a hexagonal lattice is driven in low higher-order lattice directions. These simulations revealed for the first time that a MBG and a critical transverse force exist for the driving force in the -direction, but not for the - and higher-order directions, thus supporting the theory of Giamarchi and Le Doussal. Our results suggest that in an experimental search for the critical transverse current low temperatures and small longitudinal driving forces (which however will have to be large enough to cause elastic motion) are most promising. We provide data that can be compared directly with experimental efforts to demonstrate a critical transverse force.
## V Acknowledgments
We thank P. Le Doussal, A. R. Price and S. Gordeev for helpful discussions. We acknowledge financial support from DAAD and EPSRC.
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# The decays 𝐵̄→𝐾̄𝐷 and 𝐵̄→𝐾̄𝐷̄ and final state interactions
## Abstract
The decays $`\overline{B}\overline{K}D`$ and $`\overline{B}\overline{K}\overline{D}`$ taking into account final state interactions are discussed. These decays are described by four strong phases $`\delta _0,\delta _1,\stackrel{~}{\delta }_0,\stackrel{~}{\delta }_1`$(subscript 0 and 1 refer to $`I=0`$ and $`I=1`$ isospin final states), one weak phase $`\gamma `$ and four real amplitudes. Isospin constraints are taken into account. It is argued that strong interaction dynamics gives $`\delta _1\stackrel{~}{\delta }_1`$. The four real amplitudes are estimated. Some observable consequences are discussed.
The weak decays $`\overline{B}\overline{K}D`$ and $`\overline{B}\overline{K}\overline{D}`$ taking into account final state interactions have been studied by several authors . In this paper we elaborate some of the points discussed in reference
These decays are described by four real amplitudes, four strong phases and one weak phase $`\gamma `$. Since the effective weak Hamiltonian for these decays has $`I=1/2`$, the isospin analysis give .
$`A(\overline{B}`$ $``$ $`K^{}D^0)=2f_1e^{i\delta _1}`$ (2)
$`A(\overline{B}^0`$ $``$ $`K^{}D^+)=[f_1e^{i\delta _1}+f_0\text{ }e^{i\delta _0}]`$ (3)
$`A(\overline{B}^0`$ $``$ $`\overline{K}^0D^0)=[f_1e^{i\delta _1}f_0\text{ }e^{i\delta _0}]`$ (4)
where $`\delta _0`$ and $`\delta _1`$are the phase shifts for $`I=0`$ and $`I=1`$ isospin states. On other hand for the decays $`\overline{B}\overline{K}\overline{D}`$, we have
$`A(\overline{B}^0`$ $``$ $`\overline{K}^0\overline{D}^0)=2\stackrel{~}{f}_1\text{ }e^{i\gamma }\text{ }e^{i\stackrel{~}{\delta }_1}`$ (6)
$`A(B^{}`$ $``$ $`K^{}\overline{D}^0)=e^{i\gamma }\text{ }[\stackrel{~}{f}_1\text{ }e^{i\stackrel{~}{\delta }_1}+\stackrel{~}{f}_0\text{ }e^{i\stackrel{~}{\delta }_0}]`$ (7)
$`A(B^{}`$ $``$ $`\overline{K}^0D^{})=e^{i\gamma }\text{ }[\stackrel{~}{f}_1\text{ }e^{i\stackrel{~}{\delta }_1}+\stackrel{~}{f}_0\text{ }e^{i\stackrel{~}{\delta }_0}]`$ (8)
¿From Eqs. (1) and (2), we obtain
$$R\frac{\mathrm{\Gamma }(\overline{B}^0K^{}D^+)\mathrm{\Gamma }(\overline{B}^0\overline{K}^0D^0)}{\mathrm{\Gamma }(\overline{B}^0K^{}D^+)+\mathrm{\Gamma }(\overline{B}^0\overline{K}^0D^0)}=\frac{2f_1f_0\mathrm{cos}(\delta _1\delta _0)}{f_1^2+f_0^2}$$
(9)
$$\stackrel{~}{R}\frac{\mathrm{\Gamma }(B^{}K^{}\overline{D}^0)\mathrm{\Gamma }(B^{}\overline{K}^0D^{})}{\mathrm{\Gamma }(B^{}\overline{K}^0D^{})+\mathrm{\Gamma }(\overline{B}\overline{K}^0D^{})}=\frac{2\stackrel{~}{f}_1\stackrel{~}{f}_0\mathrm{cos}(\stackrel{~}{\delta }_1\stackrel{~}{\delta }_0)}{\stackrel{~}{f}_1^2+\stackrel{~}{f}_0^2}$$
(10)
Further if we consider the decay of $`B^{}`$ to CP-eigenstates $`D_{1,2}=(D^0\overline{D}^0)/\sqrt{2}`$ (in our convention $`D_1`$ and $`D_2`$ have $`CP=+1`$ and $`1`$ respectively), we obtain
$`R_{1,2}\mathrm{\Gamma }(B^{}K^{}D_{1,2})+\mathrm{\Gamma }(B^+K^+D_{1,2})/\mathrm{\Gamma }(B^{}K^{}D^0)`$
$$=[1+\frac{1}{4}(r_1^2+r_0^2+2r_1r_2\mathrm{cos}(\stackrel{~}{\delta }_1\stackrel{~}{\delta }_0)r_1\mathrm{cos}\gamma \mathrm{cos}(\stackrel{~}{\delta }_1\delta _1)r_0\mathrm{cos}\gamma \mathrm{cos}(\overline{\delta }_1\delta _1)]$$
(11)
$`𝒜_{1,2}`$ $``$ $`{\displaystyle \frac{\mathrm{\Gamma }(B^{}K^{}D_{1,2})\mathrm{\Gamma }(B^+K^+D_{1,2})}{\mathrm{\Gamma }(B^{}K^{}D^0)}}`$ (12)
$`=`$ $`\pm [r_1\mathrm{sin}\gamma (\stackrel{~}{\delta }_1\delta _1)+r_0\mathrm{sin}\gamma \mathrm{sin}(\stackrel{~}{\delta }_0\delta _1)]`$ (13)
where
$$r_1=\stackrel{~}{f}_1/f_1,r_0=\stackrel{~}{f}_0/f_1$$
(14)
It may be noted that we get the result of reference if we put $`\stackrel{~}{f}_0=\stackrel{~}{f}_1`$ and $`\stackrel{~}{\delta }_0=\stackrel{~}{\delta }_1.`$
So far our analysis is general. To proceed further we note that these decays are determined by the tree amplitude $`T`$, the color suppressed amplitudes $`C(\stackrel{~}{C})`$ and annihilation amplitude $`\stackrel{~}{A}.`$ In terms of these amplitudes
$`f_1`$ $`=`$ $`{\displaystyle \frac{G_F}{\sqrt{2}}}|V_{cb}V_{us}^{}|{\displaystyle \frac{1}{2}}(T+C)`$ (16)
$`f_0`$ $`=`$ $`{\displaystyle \frac{G_F}{\sqrt{2}}}|V_{cb}V_{us}^{}|{\displaystyle \frac{1}{2}}(TC)`$ (17)
and
$`\stackrel{~}{f}_1`$ $`=`$ $`{\displaystyle \frac{G_F}{\sqrt{2}}}|V_{ub}V_{cs}^{}|{\displaystyle \frac{1}{2}}\stackrel{~}{C}`$ (19)
$`\stackrel{~}{f}_0`$ $`=`$ $`{\displaystyle \frac{G_F}{\sqrt{2}}}|V_{ub}V_{cs}^{}|{\displaystyle \frac{1}{2}}(\stackrel{~}{C}+2\stackrel{~}{A})`$ (20)
In the Wolfenstein representation of CKM matrix
$$\left|\frac{V_{ub}V_{cs}}{V_{cb}V_{us}^{}}\right|=\sqrt{\rho ^2+\eta ^2}$$
(21)
Thus we get
$$r_1=\sqrt{\rho ^2+}\eta ^2\left(\frac{\stackrel{~}{C}}{T+C}\right)$$
(22)
$$r_0=\sqrt{\rho ^2+}\eta ^2\left(\frac{\stackrel{~}{C}+2\stackrel{~}{A}}{T+C}\right)$$
(23)
$$R=\frac{T^2C^2}{T^2+C^2}\mathrm{cos}(\delta _1\delta _0)(12\frac{C^2}{T^2})\mathrm{cos}(\delta _1\delta _0)$$
(24)
$$\stackrel{~}{R}=\frac{2\stackrel{~}{C}(\stackrel{~}{C}+2\stackrel{~}{A})}{\stackrel{~}{C}^2+(\stackrel{~}{C}+2\stackrel{~}{A})^2}\mathrm{cos}(\stackrel{~}{\delta }_1\stackrel{~}{\delta }_0)(12\stackrel{~}{A}^2/\stackrel{~}{C}^2)\mathrm{cos}(\stackrel{~}{\delta }_1\stackrel{~}{\delta }_0)$$
(25)
where we have retained only the terms upto $`C^2/T^2`$ and $`\stackrel{~}{A}^2/\stackrel{~}{C}^2,`$ since $`C^2/T^2`$ and $`\stackrel{~}{A}^2/\stackrel{~}{C}^2`$ are small (see below).
The following remarks about the strong phases are in order. Consider the S-wave scattering
$$\overline{K}+D\overline{K}+D$$
(26)
$$\overline{K}+\overline{D}\overline{K}+\overline{D}$$
(27)
Since $`\overline{K}s\overline{q}`$ and $`Dc\overline{q}`$, $`q=u`$ or $`d,`$no $`s`$ and $`u`$ channels poles are allowed, whereas since $`\overline{D}q\overline{c}`$, the poles with the quantum number of $`D_{so}^{}`$ are possible in these channels. But these states carry $`I=0`$, hence these states will contribute to $`I=0`$ scattering amplitude i.e. to $`\overline{\delta }_0.`$ The t channel is common to the processes $`(15)`$ and $`(16)`$ and the lowest lying poles which can contribute are $`\rho `$ and $`\sigma `$. The $`\rho `$ and $`\sigma `$ pole, contribute to $`I=1`$ and $`I=0`$ channel, respectively. Thus it is reasonable to assume that $`(\delta _1=\stackrel{~}{\delta }_1)`$; since $`s`$ and $`u`$-channels poles do not contribute to $`I=1`$ scattering amplitudes. Thus with $`\delta _1=\stackrel{~}{\delta }_1`$, we obtain from Eqs. $`(5)`$ and $`(6)`$
$$R_2R_1=2\mathrm{cos}\gamma \left(r_1+r_0\mathrm{cos}(\stackrel{~}{\delta }_0\stackrel{~}{\delta }_1)\right)$$
(28)
$$𝒜_{1,2}=\pm \text{ }r_0\mathrm{sin}\gamma \mathrm{sin}(\stackrel{~}{\delta }_0\stackrel{~}{\delta }_1)$$
(29)
First we note that if $`2(\stackrel{~}{A}/_{\stackrel{~}{C}})<<1`$, then Eq. $`(14)`$ gives $`\mathrm{cos}`$ $`(\stackrel{~}{\delta }_0\stackrel{~}{\delta }_1)`$ in term of $`\stackrel{~}{R}`$, and then from Eq. $`(18)`$ one can extract $`r_0\mathrm{sin}\gamma `$. If $`r_1r_0`$ which is the case if $`2(\stackrel{~}{A}/_{\stackrel{~}{C}})<<1`$, then, Eqs. $`(14),(17)`$ and $`(18)`$ give us information about $`r_0`$ and the weak phase $`\gamma `$.
Before we give some estimates for the amplitudes $`T,C(\stackrel{~}{C})`$ and $`\stackrel{~}{A}`$, we discuss $`SU(3)`$ relations for the various amplitudes for the decays of $`\overline{B}`$ described by the effective Lagrangians:
$$L_{eff}=\frac{G_F}{\sqrt{2}}V_{cb}V_{us}^{}[\overline{s}\gamma _\mu (1+\gamma _5)u][\overline{c}\gamma _\mu (1+\gamma _5)b]$$
(30)
$$L_{eff}=\frac{G_F}{\sqrt{2}}V_{ub}V_{cs}^{}[\overline{s}\gamma _\mu (1+\gamma _5)c][\overline{u}\gamma _\mu (1+\gamma _5)b]$$
(31)
$`SU(3)`$ analysis of these decays gives the following relations between various amplitudes
$`A(B^{}`$ $``$ $`K^{}D^0)=A(\overline{B}^0K^{}D^+)+A(\overline{B}^0\overline{K}^0D^0)`$ (33)
$`A(\overline{B}_s^0`$ $``$ $`\pi ^{}D^+)=\sqrt{2}A(\overline{B}_s^0\pi ^0D^0)`$ (34)
$`\sqrt{6}A(\overline{B}_s^0`$ $``$ $`\eta D^+)=A(\overline{B}_s^0\pi ^{}D^+)2A(\overline{B}_s^0\overline{K}^0D^0)`$ (35)
and
$`A\left(B^{}K^{}\overline{D}^0\right)`$ $`=`$ $`A(B^{}\overline{K}^0D^{})+A(\overline{B}^0\overline{K}^0\overline{D}^0)`$ (37)
$`A\left(\overline{B}^0\pi ^+D_s^{}\right)`$ $`=`$ $`\sqrt{2}A\left(B^{}\pi ^0D_s^{}\right)`$ (38)
$`A\left(\overline{B}_s^0\pi ^+D^{}\right)`$ $`=`$ $`\sqrt{2}A\left(\overline{B}_s^0\pi ^0D^0\right)`$ (39)
$`\sqrt{6}A\left(B^{}\eta D_s^{}\right)`$ $`=`$ $`A(\overline{B}^0\pi ^+D_s^{})2A(B^{}\overline{K}^0D^{})`$ (40)
$`\sqrt{6}A\left(\overline{B}_s^0\eta \overline{D}^0\right)`$ $`=`$ $`A(\overline{B}_s^0\pi ^+D^{})2A(\overline{B}^0\overline{K}^0\overline{D}^0)`$ (41)
It may be noted that relations $`(21,a,b)`$ and $`(22a,b,c)`$ also follows from isospin analysis only.
We now calculate the amplitudes, $`T,C(\stackrel{~}{C})`$ and $`\stackrel{~}{A}`$ from the effective Lagrangians $`(19)`$ and $`(20)`$. In the factorization anstz, they are given by
$`T`$ $`=`$ $`a_1f_KF_0^{BD}(m_K^2)(m_B^2m_D^2)`$ (42)
$`C`$ $`=`$ $`a_2f_DF_0^{BK}(m_D^2)(m_B^2m_K^2)=\stackrel{~}{C}`$ (43)
$`\stackrel{~}{A}`$ $`=`$ $`a_1f_BF_0^{DK}(m_B^2)(m_D^2m_K^2)`$ (44)
where the form factor F<sub>0</sub> is defined as $`[t=(pp^{})^2]`$ $`(q=c`$ or $`u)`$
$`P(p^{})\left|i\overline{q}\gamma _\mu (1+\gamma _5)b\right|B(p)`$ (45)
$``$ $`\left[F_+(t)(p+p^{})_\mu +F_{}(t)(pp^{})_\mu \right]`$ (46)
$`=`$ $`\left[(p+p^{})_\mu {\displaystyle \frac{m_B^2m_P^2}{t}}(p+p^{})_\mu \right]F_1(t)`$ (48)
$`+\left[{\displaystyle \frac{m_B^2m_P^2}{t}}(pp^{})_\mu \right]F_0(t)`$
One can get some information for the form factor $`F_0^{BD}(t)`$ from the heavy quark effective theory $`[6]`$, but for the form factors involving one light meson we use a model which is based on dispersion relations, using once-subtracted dispersion relation for $`[F_+(t)+F_{}(t)]`$ and unsubtracted dispersion relatiuon for $`[F_t(t)+F_{}(t)]`$ as given in reference $`[7]`$. Retaining only the contribution from the low lying states $`B^{}(1^{})`$ and $`B_0(O^+)`$ in the dispersion relations, one gets
$`F_1(t)`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left[{\displaystyle \frac{f_B}{f_P}}{\displaystyle \frac{f_B^{}g_{B^{}BP}}{m_B^{}}}{\displaystyle \frac{f_{B_0}g_{B_0BP}}{m_{B_0}}}+{\displaystyle \frac{2f_B^{}g_{B^{}BP}}{m_B^{}^2t}}\right]`$ (50)
$`F_0(t)`$ $`=`$ $`{\displaystyle \frac{1}{2}}\{[{\displaystyle \frac{f_B}{f_P}}{\displaystyle \frac{f_B^{}g_{B^{}BP}}{m_B^{}}}2f_{B_0}g_{B_0BP}{\displaystyle \frac{m_{B_0}}{m_B^2}}+{\displaystyle \frac{f_{B_0}g_{B_0BP}}{m_{B_0}}}]`$ (53)
$`+{\displaystyle \frac{t}{m_B^2}}\left[{\displaystyle \frac{f_B}{f_P}}{\displaystyle \frac{f_B^{}g_{B^{}BP}}{m_B^{}}}\right]`$
$`+2\left[{\displaystyle \frac{m_{B_0}}{m_B^2}}f_{B_0}g_{B_0BP}{\displaystyle \frac{m_{B_0}^2m_B^2}{m_{B_0}^2t}}\right]\}`$
If we demand that there should not be a term depending linearly on $`t`$ in $`F_0(t)`$, we get the sum rule $`[8]`$
$$\frac{f_B}{f_P}=\frac{f_B^{}g_{B^{}BP}}{m_B^{}}+\frac{f_{B_0}g_{B_0BP}}{m_{B_0}}$$
(54)
On using Eq. $`(28)`$, we obtain from Eqs. $`(27)`$, simple expressions for $`F_1(t)`$ and $`F_0(t):`$
$$F_1(t)=\frac{f_B^{}m_B^{}g_{B^{}BP}}{m_B^{}^2t}$$
(55)
$$F_0(t)=\left[\frac{f_B}{f_P}\frac{m_{B_0}^2}{m_{B_0}^2}(1\frac{m_{B_0}^2m_B^2}{m_{B_0}^2t})(\frac{f_B}{f_P}\frac{f_B^{}g_{B^{}BP}}{m_B^{}})\right]$$
(56)
Paramaterising
$$g_{B^{}BP}=\lambda _B\frac{m_B^{}}{f_P}$$
(57)
and using the relation $`[9]`$
$$f_B^{}=f_B$$
(58)
we get
$$F_1(t)=\lambda _B\frac{f_B}{f_P}\frac{m_B^{}^2}{m_B^{}^2t}$$
(59)
$$F_0(t)=\frac{f_B}{f_P}\left\{\lambda _B\frac{m_{B_0}^2m_B^2}{m_B^2}(1\lambda _B)\left[1\frac{m_{B_0}^2}{m_{B_0}^2t}\right]\right\}$$
(60)
$$F_1(0)=F_0(0)=\lambda _B\frac{f_B}{f_P}$$
(61)
These form factors except for $`\lambda _B`$ depend upon the ratio $`\frac{f_B}{f_P}`$ and masses $`m_B,m_B^{}`$ and $`m_{B_0}`$ which can be extracted from the experimental data. We assume that $`\lambda _B`$ and $`\lambda _D`$ scale as:
$$\lambda _B=\frac{\mathrm{\Lambda }}{m_B},\lambda _D=\mathrm{\Lambda }/m_D$$
(62)
where $`\mathrm{\Lambda }`$ is a scale characteristic of bound state which we take 1 GeV. Using this assumption, we get
$`\mathrm{\Gamma }\left(D^{}D^0\pi ^+\right)`$ $`=`$ $`{\displaystyle \frac{g_{D^{}D\pi }^2}{6\pi }}{\displaystyle \frac{p_\pi ^3}{m_D^{}^2}}`$ (63)
$`=`$ $`{\displaystyle \frac{1}{6\pi }}\left({\displaystyle \frac{\mathrm{\Lambda }}{m_D}}{\displaystyle \frac{m_D^{}}{f_\pi }}\right)^2{\displaystyle \frac{p_\pi ^3}{m_D^{}^2}}`$ (64)
$`=`$ $`{\displaystyle \frac{1}{6\pi }}\left({\displaystyle \frac{\mathrm{\Lambda }}{m_D}}\right)^2{\displaystyle \frac{p_\pi ^3}{f_\pi ^2}}52KeV`$ (65)
Thus we obtain
$$\mathrm{\Gamma }(D^{}D\pi )=\mathrm{\Gamma }(D^+D^0\pi ^+)+\mathrm{\Gamma }(D^+D^+\pi ^0)78\text{ KeV}$$
(66)
to be compared with the experimental upper limit $`[10]`$ $`\mathrm{\Gamma }<113`$ KeV. Thus our assumption that $`\lambda _D=\mathrm{\Lambda }/m_D`$ can be tested experimentally. Finally using Eqs. $`(36)`$, we get
$`F_0^{DK}(m_B^2)`$ $`=`$ $`{\displaystyle \frac{f_B}{f_K}}\left[{\displaystyle \frac{\mathrm{\Lambda }}{m_D}}{\displaystyle \frac{m_{B_0}^2m_B^2}{m_B^2}}(1{\displaystyle \frac{\mathrm{\Lambda }}{m_D}})(1{\displaystyle \frac{m_{B_0}^2}{m_{B_0}^2m_D^2}})\right]`$ (67)
$`F_0^{DK}(m_B^2)`$ $`=`$ $`{\displaystyle \frac{f_{D_s}}{f_K}}\left[{\displaystyle \frac{\mathrm{\Lambda }}{m_{D_s}}}{\displaystyle \frac{m_{s_0}^2m_D^2}{m_D^2}}(1{\displaystyle \frac{\mathrm{\Lambda }}{m_{D_s}}})(1{\displaystyle \frac{m_{D_{s_0}}^2}{m_{D_{s_0}}^2m_B^2}})\right]`$ (68)
Using following values for the masses (in $`GeV`$): $`[11]`$ $`m_B=5.279,m_{B_0}=5.60,m_{D_s}=1.968,m_{D_{s_0}}=2.357,m_D=1.869`$ and $`f_D=200MeV,f_{D_s}=240MeV,f_B=180MeV`$ and $`f_K=158MeV[6],`$ we obtain
$`F_0^{BK}(m_B^2)`$ $``$ $`0.202\text{ }{\displaystyle \frac{f_B}{f_K}}0.23`$ (69)
$`F_0^{DK}(m_B^2)`$ $``$ $`0.145\text{ }{\displaystyle \frac{f_{D_S}}{f_K}}0.22`$ (70)
Hence we get
$`\stackrel{~}{A}/\stackrel{~}{C}`$ $`=`$ $`{\displaystyle \frac{a_1}{a_2}}\text{ }{\displaystyle \frac{f_B}{f_K}}\text{ }{\displaystyle \frac{F_0^{DK}(m_B^2)}{F_0^{BK}(m_D^2)}}\left(\text{ }{\displaystyle \frac{m_D^2m_K^2}{m_B^2m_K^2}}\right)0.120`$ (71)
$`C/T`$ $`=`$ $`{\displaystyle \frac{a_2}{a_1}}\text{ }{\displaystyle \frac{f_DF_0^{BK}(m_D^2)(m_B^2m_K^2)}{f_KF_0^{DK}(m_K^2)(m_B^2m_D^2}}0.126`$ (72)
where we have used for the color suppression factor
$$\frac{a_2}{a_1}=0.26$$
(73)
and
$$F_0^{BD}(m_K^2)=0.587$$
(74)
Now using Eqs. (43), and (44), and $`\sqrt{\rho ^2+\eta ^2}0.36[13]`$ we get from Eqs. (11), (12), (13), (14), (17) and (18)
$`r_1`$ $``$ $`0.040,r_00.050,r_0/r_1=1.25`$ (75)
$`R`$ $``$ $`0.968\mathrm{cos}(\delta _1\delta _0)`$ (76)
$`\stackrel{~}{R}`$ $``$ $`0.971\mathrm{cos}(\stackrel{~}{\delta }_1\stackrel{~}{\delta }_0)`$ (77)
$`R_2R_1`$ $``$ $`0.8\mathrm{cos}\gamma [1.25+\mathrm{cos}(\stackrel{~}{\delta }_1\stackrel{~}{\delta }_0)]`$ (78)
$`𝒜_{1,2}`$ $``$ $`\pm 0.05\mathrm{sin}\gamma \mathrm{sin}(\stackrel{~}{\delta }_1\stackrel{~}{\delta }_0)`$ (79)
If the neglect the term $`2(\stackrel{~}{A}/\stackrel{~}{C})^2`$, then we have
$`\mathrm{cos}(\stackrel{~}{\delta }_1\stackrel{~}{\delta }_0)`$ $``$ $`\stackrel{~}{R}`$ (80)
$`𝒜_{1,2}`$ $``$ $`\pm (0.05)\sqrt{1\stackrel{~}{R}^2}\mathrm{sin}\gamma `$ (81)
$`R_2R_1`$ $``$ $`0.08\mathrm{cos}\gamma [1.25+\stackrel{~}{R}]`$ (82)
To conclude if $`2(\stackrel{~}{A}/\stackrel{~}{C})^2`$ is negligible then the branching ratio $`\stackrel{~}{R}`$, the asymmetry $`𝒜_{1,2}`$ and $`R_2R_1`$ can give information about the weak phase $`\gamma `$. Conversely if weak phase is known from some other processes, $`Eqs.(53),(54)`$ and $`\stackrel{~}{R}`$ give us information about r<sub>0</sub> and $`r_0/r_1.`$
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# Witt groups and torsion Picard groups of smooth real curves
## Introduction
The Witt group of smooth real projective curves was first computed by Knebusch in \[Kn\]. If the curve is not complete but still smooth, the Witt group is also studied in \[Kn\] but not explicitely calculated. However, for some precise examples of smooth affine curves, we may find explicit calculations (\[Knu\] and \[Ay-Oj\]). In this paper, the Witt group of a general smooth curve is explicitely calculated in terms of topological and geometrical invariants of the curve. My method is strongly inspired by Sujatha’s calculation of the Witt group of a smooth projective real surface and uses a comparison theorem between the graded Witt group and the tale cohomology groups established in \[Mo\].
In the second part of the paper, we are interested in the torsion subgroup of the Picard group (denoted by $`Pic_{tors}(X)`$) of a smooth geometrically connected (non complete) curve $`X`$ over a real closed field $`R`$. Let $`C`$ be the algebraic closure of $`R`$ and $`X_C:=X\times _{\mathrm{Spec}R}\mathrm{Spec}C`$. We compute $`Pic_{tors}(X)`$ and $`Pic_{tors}(X_C)`$ using the Kummer exact sequence for tale cohomology. These calculations depend on a new invariant $`\eta (X)`$ (resp. $`\eta (X_C)`$) which we introduce in this note. We study relations between $`\eta (X)`$, $`\eta (X_C)`$ and the level and Pythagoras number of curves using new results of Huisman and Mah \[Hu-Ma\].
The last part is devoted to the study of smooth affine hyperelliptic curves. For such curves we calculate the Witt group and the torsion Picard group determining the invariant $`\eta `$.
## 1 Preliminaries
Let $`k`$ be a field. By a variety over $`k`$ we mean a reduced separated scheme of finite type over $`\mathrm{Spec}k`$. A curve over $`k`$ is a variety of dimension $`1`$.
### 1.1 Witt group and Etale cohomology
Let $`X`$ be a smooth connected curve over a real closed field $`R`$ and $`R(X)`$ denote its function field. Let $`W(X)`$ and $`W(R(X))`$ denote respectively the Witt ring of $`X`$ and $`R(X)`$. We denote the set of codimension one points of $`X`$ by $`X^{(1)}`$. Since $`X`$ is smooth, an element $`xX^{(1)}`$ gives a second residue homomorphism $`_x`$ defined on $`W(R(X))`$ with value in the Witt group $`W(k(x))`$ of the residue field at $`x`$. Thus one obtains an exact sequence \[CT-Sa\]:
$$0W(X)W(R(X))\stackrel{=(_x)}{}\underset{x\mathrm{X}^{(1)}}{}W(k(x))$$
Let $`I(R(X))`$ be the ideal of even rank forms and $`I^n(R(X))`$ denote its powers for $`n0`$ ($`I^0(R(X))=W(R(X))`$). Recall that $`I^n(R(X))`$ is additively generated by the set of $`n`$-fold Pfister forms, i.e forms isometric to forms of the type
$$<<a_1,\mathrm{},a_n>>:=<1,a_1>\mathrm{}<1,a_n>,a_iR(X)^{}$$
For $`n0`$ we write $`I^n(X)=I^n(R(X))W(X)`$. Thus the previous exact sequence induces the following exact sequence:
$$0I^n(X)I^n(R(X))\stackrel{}{}\underset{x\mathrm{X}^{(1)}}{}I^{n1}(k(x))(1)$$
Let $`X(R)`$ denote the set of $`R`$-rational points of $`X`$ and $`Cont(X(R),)`$ denote the set of continuous maps from $`X(R)`$ into $``$. Thus $`Cont(X(R),)^s`$ with $`s`$ denoting the number of semi-algebraic connected components of $`X(R)`$. Since $`W(X)`$ injects into $`W(R(X))`$, the total signature homomorphism $`\mathrm{\Lambda }:W(X)Cont(X(R),)`$ has kernel precisely the torsion subgroup $`W_t(X)`$. For $`n0`$ we set $`I_t^n(X)=I^n(X)W_t(X)`$.
Let $`^n`$ denote the sheaf asssociated to the presheaf $`UH_{et}^n(U)`$ where for any scheme $`Y`$ over a field of characteristic $`2`$ $`H_{et}^n(Y)`$ denotes the tale cohomology group $`H_{et}^n(Y,/2)`$. Recall that there is an exact sequence \[BO, Th. 4.2\]:
$$0H^0(X,^n)H^n(R(X))\stackrel{}{}\underset{x\mathrm{X}^{(1)}}{}H^{n1}(k(x))(2)$$
where $`H^0(X,^n)`$ denotes the group of global sections of the sheaf $`^n`$. Let $`H_t^0(X,^n):=\{\alpha ^0(X,^n)|\alpha (1)^k=0`$ for some $`k\}`$ where $`(1)`$ is the non trivial element in $`H^1(R)=R^{}/R^2`$. Using the exact sequences $`(1)`$ and $`(2)`$ (see \[Mo\]), for every $`n0`$ we have a well defined homomorphism
$$e_n:I^n(X)H^0(X,^n)$$
with kernel $`I^{n+1}(X)`$. We denote by $`e_n^{}:I^n(X)/I^{n+1}(X)H^0(X,^n)`$ the corresponding injective map.
The following theorem gives an affirmative answer to a global version of a question on quadratic forms raised by Milnor.
###### Theorem 1.1
\[Mo\], \[Su\]
Let $`X`$ be a smooth integral curve over a real closed field $`R`$. Then
$$e^{}=(e_n^{}):\underset{n0}{}I^n(X)/I^{n+1}(X)\underset{n0}{}H^0(X,^n)$$
gives an isomorphism between the graded Witt group and the graded unramified cohomology group. Moreover the restriction to the torsion part
$$e^{}=(e_n^{}):\underset{n0}{}I_t^n(X)/I_t^{n+1}(X)\underset{n0}{}H_t^0(X,^n)$$
is also an isomorphism.
### 1.2 Complexification of real varieties
We recall the definition of the level.
###### Definition 1.2
The level of a commutative ring with units $`A`$ is the smallest integer $`n`$ such that $`1`$ is a sum on $`n`$ squares in $`A`$. If $`X`$ is a variety over a real closed field $`R`$, the level of $`X`$ is the level of the $`R`$-algebra $`𝒪(X)`$ where $`𝒪`$ is the structure sheaf of $`X`$.
Let $`X`$ be a smooth connected variety over a real closed field $`R`$. We always write $`C=R(\sqrt{1})`$ for the algebraic closure of $`R`$ and $`X_C:=X\times _{\mathrm{Spec}R}\mathrm{Spec}C`$. We denote the canonical morphism $`X_CX`$ by $`\pi `$. We need the following lemma concerning complexification of real varieties.
###### Lemma 1.3
Let $`X`$ be a smooth connected variety over a real closed field $`R`$. If $`X_C`$ is not connected then $`X_C`$ is a disjoint union $`X_C=YY^{}`$ where both restrictions $`\pi |_Y:YX`$ and $`\pi |_Y^{}:Y^{}X`$ are isomorphisms. In particular, we have $`X(R)=\mathrm{}`$. Moreover $`X_C`$ is not connected if and only if the level of $`R(X)`$ is $`1`$ if and only if the level of $`X`$ is $`1`$.
Proof: The first part of the lemma is \[CT-S, Lem. 1.1\], the statement follows from the fact that $`\pi `$ is finite and tale. If $`X_C`$ is not connected, since $`\pi |_Y:YX`$ is an isomorphism, obviously $`1R(X)^2`$. If $`1R(X)^2`$ then $`R(X)(\sqrt{1})`$ is a product of two fields and $`X_C`$ is not connected.
We prove now the last part of the lemma. Using Kummer exact sequence (see next section) for the field $`R(X)`$ and $`X`$, we have a commutative diagramm with exact lines
$$\begin{array}{ccccccccccccccccccc}0& \hfill & 𝒪(X)^{}/𝒪(X)^2& \hfill & H^1(X)& \hfill & Pic_2(X)& \hfill & 0& & & & & & & & & & \\ & & & & & & & & & & & & & & & & & & \\ 0& \hfill & R(X)^{}/R(X)^2& \hfill & H^1(R(X))& \hfill & 0& \hfill & 0& & & & & & & & & & \end{array}$$
Since $`X`$ is smooth $`H^1(X)=H^0(X,^1)`$ and by a previous exact sequence the map $`H^1(X)H^1(R(X))`$ is injective. By snake lemma the map $`𝒪(X)^{}/𝒪(X)^2R(X)^{}/R(X)^2`$ is also injective and the proof is done. $``$
###### Remark 1.4
The last equivalence in the previous lemma is not valid in the singular case. Consider the affine curve $`X`$ with coordinates ring $`[x,y]/y^2+(1+x^2)^2`$. Then $`1`$ is clearly a square in $`(X)`$ but it is well known that the level of $`X`$ is $`3`$.
By a well-known theorem of Pfister, if $`X`$ is a smooth connected curve over a real closed field $`R`$ with $`X(R)=\mathrm{}`$ then the level of $`R(X)`$ is 1 or $`2`$. Moreover, if $`X`$ is not complete and geometrically connected then $`X`$ is affine and the level of $`X`$ is $`3`$ \[Ma\]. One gets the following consequence
###### Corollary 1.5
Let $`X`$ be a smooth connected curve over a real closed field $`R`$ with $`X(R)=\mathrm{}`$. Then $`X_C`$ is connected if and only if the level of $`R(X)`$ is $`2`$. If $`X`$ is not complete then $`X_C`$ is connected if and only if the level of $`X`$ is $`2`$ or $`3`$.
## 2 Witt group of real curves
### 2.1 Etale cohomology groups of real curves
For any smooth variety $`X`$ over a field $`k`$ of characteristic $`2`$, there is an exact sequence of tale sheaves:
$$0\mu _n𝔾_m\stackrel{n}{}𝔾_m0$$
where $`𝔾_m`$ is the sheaf of units and $`\mu _n`$ the sheaf of $`n^{th}`$ roots of unity ($`\mu _2`$ is isomorphic to $`/2`$). From the previous exact sequence one gets the exact sequences
$$0𝒪(X)^{}/𝒪(X)^nH_{et}^1(X,\mu _n)Pic_n(X)0(3)$$
$$0Pic(X)/nH_{et}^2(X,\mu _n)Br_n(X)0(4)$$
where $`Pic_n(X)`$ is the $`n`$-torsion subgroup of the Picard group of $`X`$ and $`Br_n(X)`$ is the $`n`$-torsion subgroup of the cohomological Brauer group of $`X`$.
Let $`X`$ be a smooth connected real curve over a real closed field $`R`$. The sets $`X(R)`$ and $`X(C)=X_C(C)`$ (the set of $`C`$-rational points) are semi-algebraic spaces over $`R`$. The cohomology of these sets considered here is always the semi-algebraic cohomology. For $`R=`$ and $`C=`$, it coincides with classical cohomology. There is an exact sequence of tale sheaves
$$0/2\pi _{}(/2)/20$$
This sequence gives rise to the long exact sequence of tale cohomology groups
$$\mathrm{}H^i(X)\stackrel{res}{}H^i(X_C)\stackrel{cor}{}H^i(X)\stackrel{(1)}{}H^{i+1}(X)\mathrm{}(5)$$
where the boundary maps from $`H^i(X)`$ to $`H^{i+1}(X)`$ are cup-products by $`(1)H^1(X)`$.
#### 2.1.1 The case of complete real curves
Let $`X`$ be a smooth connected curve over a real closed field $`R`$ and assume $`X/R`$ is complete. We may easily calculate the tale cohomology groups $`H^i(X)`$, $`i0`$, using the exact sequences $`(3)`$, $`(4)`$ and computations in \[CT-S\] of the torsion and the cotorsion of $`Pic(X)`$. Let $`q:=dim_RH^1(X,𝒪_X)`$ and $`s`$ denote the number of semi-algebraic connected components of $`X(R)`$. Then $`Pic(X)_{tors}(/)^q(/2)^{s1}`$ if $`X(R)\mathrm{}`$, $`Pic(X)_{tors}(/)^q`$ if $`X(R)=\mathrm{}`$ \[CT-S, Th. 1.6\]. Moreover, $`Pic(X)/2(/2)^s`$ if $`X(R)\mathrm{}`$, $`Pic(X)/2(/2)`$ if $`X(R)=\mathrm{}`$ \[CT-S, Th. 1.3\]; and by a theorem of Witt $`Br(X)(/2)^s`$. For $`i>3`$ $`H^i(X)H^0(X(R),/2)H^1(X(R),/2)(/2)^{2s}`$ \[CT-S, Th. 2.3.1\]. Thus we obtain
###### Proposition 2.1
Let $`X`$ be a smooth geometrically connected curve over a real closed field $`R`$, with $`X/R`$ complete. Let $`g`$ denote the genus of $`X`$. Thus
If $`X(R)\mathrm{}`$ then $`H^0(X)=/2`$, $`H^1(X)=(/2)^{g+s}`$, $`H^i(X)=(/2)^{2s}`$ for $`i2`$.
If $`X(R)=\mathrm{}`$ then $`H^0(X)=/2`$, $`H^1(X)=(/2)^{g+1}`$, $`H^2(X)=(/2)`$, $`H^i(X)=0`$ for $`i3`$.
We deal now with the case $`X_C`$ not connected.
###### Proposition 2.2
Let $`X`$ be a smooth connected curve over a real closed field $`R`$ such that $`X_C`$ is not connected and $`X/R`$ is complete. Let $`g`$ denote the genus of $`Y`$ ($`Y`$ is given by Lemma 1.3). Thus $`H^0(X)=/2`$, $`H^1(X)=(/2)^{2g}`$, $`H^2(X)=(/2)`$, $`H^i(X)=0`$ for $`i3`$.
Proof: By Lemma 1.3 $`X_C=YY^{}`$ and the restrictions of $`\pi `$ to $`Y`$ and $`Y^{}`$ are isomorphisms. Thus $`X`$ is a smooth complete connected curve over $`C`$ of genus $`g`$. Then $`dim_RH^1(X,𝒪_X)=2g`$. The group $`𝒪(X)^{}/𝒪(X)^2`$ is trivial since $`\pi :YX`$ is an isomorphism and $`Y`$ is complete over $`C`$. Using the exact sequence (3) we get $`H^1(X)=(/2)^{2g}`$. The other tale cohomology groups could be deduced from the previous remarks. We may calculate $`H^1(X)`$ in a different way. The exact sequence $`(5)`$ gives
$$0H^0(X)H^0(X_C)H^0(X)H^1(X)$$
$$H^1(X_C)H^1(X)H^2(X)H^2(X_C)H^2(X)0$$
We already know $`H^0(X)`$, $`H^2(X)`$. Let $`Pic^0(Y)`$ denote the kernel of the degree map defined on $`Pic(Y)`$, then we have an exact sequence
$$0Pic^0(Y)Pic(Y)\stackrel{deg}{}0$$
It is well known that $`Pic^0(Y)`$ is a divisible group, hence the previous exact sequence splits since a divisible group is an injective $``$module. Moreover $`Pic^0(Y)_{tors}=(/)^{2g}`$ and $`Br(Y)=0`$. Using $`(3)`$ and $`(4)`$ one gets $`H^1(Y)=H^1(Y^{})=Pic_2(Y)=(/2)^{2g}`$ and $`H^2(Y)=H^2(Y^{})=Pic(Y)/2=/2`$. Counting dimensions in the previous exact sequence $`(5)`$ we obtain $`H^1(X)=(/2)^{2g}`$. $``$
#### 2.1.2 The case of non complete real curves
Let $`X`$ be a smooth connected curve over a real closed field. In this section we assume that $`X/R`$ is not complete. By Nagata’s embedding theorem \[Na\] and resolution of singularities one can realize $`X`$ as an open and dense subvariety of a complete smooth variety $`\overline{X}`$ over $`R`$. Let $`Z:=\overline{X}X`$, then $`Z`$ consists of $`r`$ real points $`\{P_1,\mathrm{},P_r\}`$ and $`c`$ complex points $`\{Q_1,\mathrm{},Q_c\}`$ with the notation that a closed point $`P`$ is real (resp. complex) if the residue field at $`P`$ is $`R`$ (resp. C). Let $`Z_C`$ denote $`\overline{X}_CX_C`$, then $`Z_C`$ consists of $`r+2c`$ closed points. Let $`s`$ denote the number of semi-algebraic connected components of $`X(R)`$ and $`t`$ the number of such components which are complete (if $`R=`$ it means compact). Then $`X(R)`$ is topologically a disjoint sum of $`t`$ circles and $`r`$ open intervals i.e. $`s=t+r`$. If $`X_C`$ is connected then $`g`$ will denote the genus of $`\overline{X}_C`$ (or $`\overline{X}`$). If $`X_C`$ is not connected then $`g`$ will denote the genus of $`\overline{Y}`$ (see Lemma 1.3, $`\overline{X}_C=\overline{Y}\overline{Y^{}}`$). We will keep this notations all along this paper also in the complete case i.e. $`X=\overline{X}`$.
###### Proposition 2.3
Let $`X`$ be a smooth geometrically connected curve over a real closed field $`R`$ such that $`X/R`$ is not complete. Thus
If $`X(R)\mathrm{}`$ then $`H^0(X)=/2`$, $`H^1(X)=(/2)^{g+c+s}`$, $`H^i(X)=(/2)^{s+t}`$ for $`i2`$.
If $`X(R)=\mathrm{}`$ then $`H^0(X)=/2`$, $`H^1(X)=(/2)^{g+c}`$, $`H^i(X)=0`$ for $`i2`$.
Proof: By \[CT-S, Th. 1.3\] $`Pic(X)=D(X)(/2)^t`$ with $`D(X)`$ a divisible subgroup, thus $`Pic(X)/2(/2)^t`$. Using Witt Theorem on Brauer groups and (4), we may calculate $`H^2(X)`$. For $`i3`$ $`H^i(X)H^0(X(R),/2)H^1(X(R),/2)(/2)^{s+t}`$.
Hence we are reduced to calculate $`H^1(X)`$. We first calculate $`H^1(X_C)`$. There is an exact sequence
$$0H^1(\overline{X}_C)H^1(X_C)H^0(Z_C)H^2(\overline{X}_C)H^2(X_C)=0(6)$$
which is part of the Gysin sequence \[Mi, p. 244\]. We have $`H^2(X_C)=0`$ using (4) since $`Pic(X_C)`$ is a divisible group and $`Br(X_C)=0`$. Since $`Pic^0(\overline{X}_C)`$ is a divisible group, using the split exact sequence
$$0Pic^0(\overline{X}_C)Pic(\overline{X}_C)\stackrel{deg}{}0$$
and (4), we have $`H^2(\overline{X}_C)(/2)`$. Since $`H^1(\overline{X}_C)(/2)^{2g}`$ and $`H^0(Z_C)=(/2)^{r+2c}`$, counting dimensions in $`(6)`$, one obtains
$$H^1(X_C)(/2)^{2g+2c+r1}$$
Now, using the exact sequence
$$0H^0(X)H^0(X_C)H^0(X)H^1(X)$$
$$H^1(X_C)H^1(X)H^2(X)H^2(X_C)=0$$
one gets $`H^1(X)=(/2)^{g+c+s}`$ if $`X(R)\mathrm{}`$, and $`H^1(X)=(/2)^{g+c}`$ if $`X(R)=\mathrm{}`$. $``$
###### Proposition 2.4
Let $`X`$ be a smooth connected curve over a real closed field $`R`$ such that $`X_C`$ is not connected and $`X/R`$ is not complete. Thus $`H^0(X)=/2`$, $`H^1(X)=(/2)^{2g+c1}`$, $`H^i(X)=0`$ for $`i3`$.
Proof: For $`H^i(X)`$, $`i3`$, the proof of the previous proposition works. We have a decomposition $`X_C=YY^{}`$ as in Lemma 1.3. The closed subset $`Z_C`$ of $`\overline{X}_C`$ consists of $`2c`$ closed points. Again by Lemma 1.3, $`\overline{X}_C=\overline{Y}\overline{Y^{}}`$ with $`\overline{Y},\overline{Y^{}}`$ complete over $`C`$. Obviously $`\overline{Y}Y`$ consists of $`c`$ closed points of $`Z_C`$. Using the exact sequence $`(6)`$ for $`Y`$, $`\overline{Y}`$ and $`\overline{Y}Y`$, we obtain $`H^1(Y)(/2)^{2g+c1}`$. Thus
$$H^1(X_C)(/2)^{4g+2c2}$$
Then counting dimensions in $`(5)`$
$$0H^0(X)H^0(X_C)H^0(X)H^1(X)H^1(X_C)H^1(X)H^2(X)=0$$
we have
$$H^1(X)(/2)^{2g+c1}$$
The result is compatible with the fact $`X`$ and $`Y`$ are isomorphic via $`\pi `$ (Lemma 1.3). $``$
### 2.2 Separation of real connected components
Let $`X`$ be a smooth connected curve over a real closed field. Let $`Cont(X(R),/2)`$ be the set of continuous map from $`X(R)`$ into $`/2`$. For every $`n`$ there is a map
$$h_n:H^0(X,^n)Cont(X(R),/2)$$
For $`\alpha H^0(X,^n)`$, $`pX(R)`$, $`h_n(\alpha )(p)`$ is the image of $`\alpha `$ in $`H^n(k(p))/2`$. This map was studied in \[CT-Pa\]. It is well known that
$$H_t^0(X,^n)=ker(h_n)$$
The following result will be very useful in this note.
###### Lemma 2.5
Let $`X`$ be a smooth connected curve over a real closed field. Then the map
$$h_1:H^0(X,^1)Cont(X(R),/2)(/2)^s$$
is surjective
Proof: We may assume that $`X(R)\mathrm{}`$. Let $`C_1,\mathrm{},C_s`$ denote the semi-algebraic connected components of $`X(R)`$. By a theorem of Knebush \[Kn\], there exist $`q_1,\mathrm{},q_sW(X)`$ such that the signature of $`q_i`$, denoted by $`\widehat{q_i}:=\mathrm{\Lambda }(q_i)`$, is $`2`$ on $`C_i`$ and $`0`$ outside. Clearly one gets $`q_iI(X)`$ and $`q_iI^2(X)`$ since its signature is not divisible by $`4`$. In \[Mo\] the author has defined homomorphisms
$$sign_n:I^n(X)/I^{n+1}(X)Cont(X(R),2^n/2^{n+1})(/2)^s$$
Let $`qI^n(X)`$ and $`\overline{q}`$ denote the class of $`q`$ in $`I^n(X)/I^{n+1}(X)`$, then $`sign_n(\overline{q})=(1/2^n)\widehat{q}`$ $`mod\mathrm{\hspace{0.17em}2}`$. We may prove that $`sign_1`$ is surjective using the classes of the $`q_i`$ in $`I(X)/I^2(X)`$. Moreover the following diagramm is commutative
$$\begin{array}{ccccccccccc}I(X)/I^2(X)& \stackrel{sign_1}{}\hfill & (/2)^s& & & & & & & & \\ e_1^{}& & & & & & & & & & \\ H^0(X,^1)& \stackrel{h_1}{}\hfill & (/2)^s& & & & & & & & \end{array}$$
Since $`e_1^{}`$ is an isomorphism, one gets the result. $``$
### 2.3 Some topological remarks
In this section we will assume that $`R=`$.
In the proof of Propositions 2.3 and 2.4, we calculate $`H^1(X_{})`$ with the Gysin sequence in tale cohomology. The following lemma is a topological verification of this computation.
###### Lemma 2.6
Let $`Y`$ be a smooth connected curve over $``$. Assume $`Y`$ is not complete. Let $`Y\overline{Y}`$ be the smooth completion of $`Y`$, $`k`$ be the number of closed points in $`\overline{Y}Y`$ and $`g`$ denote the genus of $`\overline{Y}`$. Then $`H^1(Y)(/2)^{2g+k1}`$
Proof: With the previous notations $`\overline{Y}()`$ has a structure of a compact 2-manifold, more precisely a sphere with $`g`$ handles. By a comparison theorem \[Mi, Th. 3.12, p.117\], for any finite abelian group $`M`$ we have $`H_{et}^i(Y,M)H^i(Y(),M)`$ and $`H_{et}^i(\overline{Y},M)H^i(\overline{Y}(),M)`$. We write $`\overline{Y}()Y():=\{P_1,\mathrm{},P_k\}`$. Let $`U:=_{i=1}^kU_i`$ where $`U_i`$ is a small closed ball of $`\overline{Y}()`$ centered at $`P_i`$. Then $`Y()U_{i=1}^kS^1`$. Using Mayer-Vietoris exact sequence,
$$0H^0(\overline{Y}(),)H^0(Y(),)H^0(U,)H^0(Y()U,)$$
$$H^1(\overline{Y}(),)H^1(Y(),)H^1(U,)$$
$$H^1(Y()U,)H^2(\overline{Y}(),)H^2(Y(),)H^2(U,)=0$$
which gives
$$0^k^k^{2g}$$
$$H^1(Y(),)^k0$$
we find $`H^1(Y(),)^{2g+k1}`$. Universal-coefficient formula and comparison theorem give the result. $``$
Let $`X`$ be a smooth connected curve over $``$. Let $`G=Gal(/)`$ and consider the space $`X()`$ equipped with the continuous action of $`G`$. Then the quotient space $`X()/G`$ is a $`2`$-manifold. Let $`\beta :X()X()/G`$ denote the quotient map. Let $`𝒜`$ be a $`G`$-sheaf of group on $`X()`$, then the equivariant cohomology groups $`H^i(X();G,𝒜)`$ are defined in \[Gr, Ch. 5\]. Let consider the following spectral sequence converging to the equivariant cohomology groups
$$E_2^{p,q}=H^p(X()/G,^q(G,𝒜))E^{p+q}=H^{p+q}(X();G,𝒜)$$
where $`^q(G,𝒜)`$ is the sheaf on $`X()/G`$ associated to the presheaf
$$UH^q(\beta ^1(U);G,𝒜)$$
For the sheaf $`𝒜=/2`$, we have \[Ni, 1,23; 1-24\]
$$E_2^{p,0}=H^p(X()/G,/2);E_2^{p,q}=H^p(X(),/2)\mathrm{if}\mathrm{q}>0$$
and $`H^n(X)H^n(X();G,/2)`$. Then the spectral sequence $`E_2^{p,q}`$ for $`/2`$ consists of the following
$$\begin{array}{ccccccccccc}E_2^{0,2}=H^0(X(),/2)& E_2^{1,2}=H^1(X(),/2)\hfill & E_2^{2,2}=0& 0\hfill & & & & & & & \\ E_2^{0,1}=H^0(X(),/2)& E_2^{1,1}=H^1(X(),/2)\hfill & E_2^{2,1}=0& 0\hfill & & & & & & & \\ E_2^{0,0}=H^0(X()/G,/2)& E_2^{1,0}=H^1(X()/G,/2)\hfill & E_2^{2,0}=H^2(X()/G,/2)& 0\hfill & & & & & & & \end{array}$$
We have clearly
$$E_2^{0,0}=E_{\mathrm{}}^{0,0}=E^0$$
Moreover $`E_2^{1,0}=E_{\mathrm{}}^{1,0}`$ and $`E_{\mathrm{}}^{0,1}=ker(d_2^{0,1}:E_2^{0,1}E_2^{2,0})`$. Hence the filtration $`0E_1^1E^1`$ is given by $`E_1^1=E_{\mathrm{}}^{1,0}=H^1(X()/G,/2)`$ and and $`E_1/E_1^1=E_{\mathrm{}}^{0,1}=ker(d_2^{0,1}:H^0(X(),/2)H^2(X()/G,/2))`$. We have obviously the following exact sequence which is the five terms exact sequence of low degree
$$0H^1(X()/G,/2)H^1(X)\stackrel{e}{}H^0(X(),/2)\stackrel{d_2^{0,1}}{}H^2(X()/G,/2)(6)$$
where $`e`$ is the edge map. In the Bloch-Ogus spectral sequence $`H^p(X,^q)H^{p+q}(X)`$, we have $`H^p(X,^q)=0`$ if $`p>q`$ ($`X`$ is smooth). Thus the edge map $`e^{}:H^1(X)H^0(X,^1)`$ is an isomorphism. The following diagramm is commutative \[Ni, Rem. 1.8\]
$$\begin{array}{ccccccccccc}H^1(X)& \hfill & H^0(X();G,/2)& & & & & & & & \\ e^{}& & e& & & & & & & & \\ H^0(X,^1)& \stackrel{h_1}{}\hfill & H^0(X(),/2)& & & & & & & & \end{array}$$
where $`h_1`$ is the map defined previously. Using $`(6)`$ and the fact that $`h_1`$ is surjective (Lemma 2.5), we obtain
$$dim_{/2}(H^1(X()/G,/2))=dim_{/2}(ker(h_1))=H_t^0(X,^1)=dim_{/2}(H^1(X)))s$$
Since $`e`$ is surjective in the exact sequence $`(6)`$, the differential $`d_2^{0,1}:H^0(X(),/2)H^2(X()/G,/2)`$ vanishes. Consequently $`E_2^{2,0}=E_{\mathrm{}}^{2,0}=H^2(X()/G,/2)`$. Moreover $`E_2^{1,1}=E_{\mathrm{}}^{1,1}=H^1(X(),/2)`$ and $`E_2^{0,2}=E_{\mathrm{}}^{0,2}=H^0(X(),/2)`$. We have a filtration $`0E_2^2E_1^2E^2=H^2(X)`$ with $`E_2^2=E_{\mathrm{}}^{2,0}=H^2(X()/G,/2)`$, $`E_1^2/E_2^2=E_{\mathrm{}}^{1,1}=H^1(X(),/2)`$, $`E^2/E_1^2=E_{\mathrm{}}^{0,2}=H^0(X(),/2)`$. Consequently we have
$$dim_{/2}(H^2(X()/G,/2))=dim_{/2}(H^2(X))st$$
We sum up the previous results.
###### Proposition 2.7
Let $`X`$ be a smooth complete connected curve over $``$. Thus,
If $`X()\mathrm{}`$ then $`H^0(X()/G,/2)/2`$, $`H^1(X()/G,/2)(/2)^g`$, $`H^2(X()/G,/2)0`$.
If $`X()=\mathrm{}`$ and $`X_{}`$ is connected then $`H^0(X()/G,/2)/2`$, $`H^1(X()/G,/2)(/2)^{g+1}`$, $`H^2(X()/G,/2)/2`$.
If $`X()=\mathrm{}`$ and $`X_{}`$ is not connected then $`H^0(X()/G,/2)/2`$, $`H^1(X()/G,/2)(/2)^{2g}`$, $`H^2(X()/G,/2)/2`$.
###### Proposition 2.8
Let $`X`$ be a smooth non complete connected curve over $``$. Thus
If $`X()\mathrm{}`$ then $`H^0(X()/G,/2)/2`$, $`H^1(X()/G,/2)(/2)^{g+c}`$, $`H^2(X()/G,/2)0`$.
If $`X()=\mathrm{}`$ and $`X_{}`$ is connected then $`H^0(X()/G,/2)/2`$, $`H^1(X()/G,/2)(/2)^{g+c}`$, $`H^2(X()/G,/2)0`$.
If $`X()=\mathrm{}`$ and $`X_{}`$ is not connected then $`H^0(X()/G,/2)/2`$, $`H^1(X()/G,/2)(/2)^{2g+c1}`$, $`H^2(X()/G,/2)0`$.
###### Remark 2.9
In fact one could generalize the previous calculation over any real closed field $`R`$. Let $`j:X_{et}X_b`$ be the morphism of site introduced in \[S1\]. Then the Leray spectral sequence for $`j_{}`$
$$H^p(X_b,R^qj_{}/2)H^{p+q}(X)$$
together with a comparison theorem, give the exact sequence $`(6)`$ over $`R`$ \[S1, 20-3-1, p.237\].
### 2.4 Witt groups of real curves
###### Theorem 2.10
Let $`X`$ be a smooth connected curve over a real closed field $`R`$. Let $`l`$ denote the level of $`R(X)`$ and $`u:=dim_{/2}(H^1(X))`$.
If $`X(R)\mathrm{}`$ then $`W(X)^s(/2)^{us}`$.
If $`X(R)=\mathrm{}`$ and $`l=2`$ then $`W(X)/4(/2)^{u1}`$
If $`X(R)=\mathrm{}`$ and $`l=1`$ then $`W(X)(/2)^{u+1}`$.
Proof: Assume $`X(R)\mathrm{}`$. We have $`W(X)=W_t(X)^s`$ since $`W_t(X)=I_t(X)`$ is the kernel of the total signature homomorphism $`\mathrm{\Lambda }`$. Since $`I_t^2(X)=0`$, $`I_t(X)`$ is a group of exponent $`2`$. By Theorem 1.1, $`I_t(X)H_t^0(X,^1)=ker(h_1)`$. Since $`h_1`$ is surjective (Lemma 2.5) and $`H^1(X)H^0(X,^1)`$, the proof is done.
Assume $`X(R)=\mathrm{}`$. Thus $`W(X)=W_t(X)`$ and $`I^2(X)=0`$. Hence $`W(X)`$ is a group of exponent $`4`$ and we have to determine $`|W(X)|`$ and $`|2W(X)|`$. By Theorem 1.1, the rank mod 2 homomorphism $`e_0^{}:W(X)/I(X)/2`$ is an isomorphism and also the discriminant homomorphism $`e_1^{}:I(X)H^0(X,^1)H^1(X)`$. Consequently $`|W(X)|=|W(X)/I(X)||I(X)|=2^{u+1}`$. To determine $`2W(X)`$ we look at the following exact sequence:
$$0NW(X)/I(X)\stackrel{<1,1>}{}2W(X)0$$
Since $`W(R(X))/I(R(X))=W(X)/I(X)=/2`$, the only non-zero element is the class of $`<1>`$.
If $`N0`$ then $`<1,1>=0`$ in $`2W(X)I(X)`$. Since we have injections $`I(X)I(R(X))`$, $`H^1(X)H^1(R(X))`$ and $`H^1(R(X))R(X)^{}/R(X)^2`$, we get $`e_1(<<1>>)=1R(X)^2`$ i.e $`l=1`$. Conversely, if $`l=1`$ then $`N0`$. So $`N/2`$. Consequently $`2W(X)=0`$ and
$$W(X)(/2)^{u+1}$$
If $`N=0`$ i.e $`l=2`$ then $`|2W(X)|=|W(X)/I(X)|=2`$ and
$$W(X)/4(/2)^{u1}$$
$``$
We finally obtain the explicit calculation of the Witt group of a smooth connected real curve using results of the previous section.
###### Theorem 2.11
Let $`X`$ be a smooth complete connected curve over a real closed field $`R`$.
If $`X(R)\mathrm{}`$ then $`W(X)^s(/2)^g`$.
If $`X(R)=\mathrm{}`$ and $`X_C`$ is connected then $`W(X)/4(/2)^g`$
If $`X(R)=\mathrm{}`$ and $`X_C`$ is not connected then $`W(X)(/2)^{2g+1}`$.
In the case $`X_C`$ is not connected, we obtain the same result as \[Knu, cor. 2.1.7, p. 475\] concerning the Witt group of a smooth projective curve over $``$.
###### Theorem 2.12
Let $`X`$ be a smooth connected curve over a real closed field $`R`$. Assume $`X/R`$ is not complete.
If $`X(R)\mathrm{}`$ then $`W(X)^s(/2)^{g+c}`$.
If $`X(R)=\mathrm{}`$ and $`X_C`$ is connected then $`W(X)/4(/2)^{g+c1}`$
If $`X(R)=\mathrm{}`$ and $`X_C`$ is not connected then $`W(X)(/2)^{2g+c}`$.
## 3 Torsion Picard groups of curves
### 3.1 Torsion Picard groups of real curves
All along this section $`X`$ will be a smooth geometrically connected curve over a real closed field $`R`$. So $`g`$ will denote the genus of $`\overline{X}_C`$. We keep the notations of the previous section. If $`X`$ is complete, it was shown in \[CT-S\] using Roitman’s theorem and a trace argument that
$$Pic_{tors}(X)(/)^g(/2)^{s1}\mathrm{if}X(R)\mathrm{}$$
and
$$Pic_{tors}(X)(/)^g\mathrm{if}X(R)=\mathrm{}$$
In this section we will assume that $`X`$ is not complete. By \[CT-S, Th. 1.3\],
$$Pic(X)D(X)(/2)^t$$
where $`D(X)`$ is a divisible group. Recall that $`Z:=\overline{X}X`$, and $`Z`$ consists of $`r`$ real points $`\{P_1,\mathrm{},P_r\}`$ and $`c`$ complex points $`\{Q_1,\mathrm{},Q_c\}`$. Let us denote $`U_n(X):=𝒪(X)^{}/𝒪(X)^n`$ the group of units modulo $`n`$. Let $`Jac(\overline{X})`$ denote the Jacobian variety of $`\overline{X}`$, recall that we have an injective map
$$S:Pic^0(\overline{X})Jac(\overline{X})(R)$$
which is surjective if $`\overline{X}(R)\mathrm{}`$.
We will now associate an integer $`\eta (X)`$ to the curve $`X`$ as follows. We denote by $`Div(X)`$ (resp. $`Div(\overline{X})`$) the group of divisors on $`X`$ (resp. $`\overline{X}`$) which is the free abelian group on the closed points of $`X`$ (resp. $`\overline{X}`$). We denote by $`Div_{rat}(X)`$ (resp. $`Div_{rat}(\overline{X})`$) the subgroup of divisors rationnally equivalent to $`0`$ i.e the subgroup of principal divisors. We have well defined homomorphisms $`div:R(X)Div_{rat}(X)`$ and $`div:R(\overline{X})Div_{rat}(\overline{X})`$. If $`D=_Pn_PP`$ is a divisor, $`supp(D)`$ is the set of all points $`P`$ with $`n_p0`$. Let $`CH_0(Z)`$ be the group of $`0`$-cycles on $`Z`$ modulo rational equivalence, then clearly $`CH_0(Z)`$ is just the free abelian group on the closed points of $`Z`$. Let $`A_0(Z)`$ the free subgroup of $`CH_0(Z)`$ which consists of divisors of degree $`0`$. Observe that for a complex point $`Q`$, the degree of the associated divisor $`Q`$ is 2. In the following we will also keep the same notations for $`X_C,\overline{X}_C,Z_C:=\overline{X}_CX_C`$. Let $`i:Z\overline{X}`$ and $`j:X\overline{X}`$ be the inclusions. By \[Fu, Prop. 1.8, Ch. 1\], we have an exact sequence
$$CH_0(Z)\stackrel{i_{}}{}Pic(\overline{X})\stackrel{j^{}}{}Pic(X)0$$
Let $`B(Z):=Ker(i_{})`$ then $`B(Z)`$ is a free subgroup of $`A_0(Z)`$ of rank $`m`$. We set
$$\eta (X):=m$$
We may see that $`\eta (X)r+c1`$. Let $`D_1,\mathrm{},D_{\eta (X)}`$ be a basis of $`B(Z)`$. Since $`i_{}(D_j)=0`$ in $`Pic^0(\overline{X})`$, then $`i_{}(D_j)=div(f_j)`$ with $`f_jR(\overline{X})=R(X)`$ and by the following lemma $`f_j𝒪(X)^{}`$.
###### Lemma 3.1
The following sequence
$$0𝒪(X)^{}R(X)^{}\stackrel{div}{}Div_{rat}(X)$$
is exact i.e $`fR(X)^{}`$ lies in $`𝒪(X)^{}`$ if and only if $`supp(div(f))Z`$.
Proof: Let $`G=Gal(C/R)=\{1,\sigma \}`$. We have a short exact sequence
$$0𝒪(X_C)^{}C(X)^{}\stackrel{div}{}Div_{rat}(X_C)0$$
which induces a long exact sequence in Galois cohomology
$$0(𝒪(X_C)^{})^G(C(X)^{})^G\stackrel{div}{}(Div_{rat}(X_C))^GH^1(G,𝒪(X_C)^{})\mathrm{}$$
Since $`(C(X)^{})^G=R(X)^{}`$ we get $`(𝒪(X_C)^{})^G=𝒪(X)^{}`$. Moreover, $`\pi :X_CX`$ induces a flat pull-back (see \[Fu\]) $`\pi ^{}:Div(X)Div(X_C)`$ which is an injection and respects rational equivalence. We obtain an injection $`\pi ^{}:Div_{rat}(X)(Div_{rat}(X_C))^G`$. The statement follows now easily. $``$
Let $`\{f_1,\mathrm{},f_{\eta (X)}\}`$ be the set of units in $`𝒪(X)`$ which we create with $`D_1,\mathrm{},D_{\eta (X)}`$. In fact, we may complete the previous exact sequence in the following way:
$$0R^{}=𝒪(\overline{X})^{}𝒪(X)^{}\stackrel{\phi }{}CH_0(Z)\stackrel{i_{}}{}Pic(\overline{X})\stackrel{j^{}}{}Pic(X)0$$
where $`\phi `$ is the composition of $`𝒪(X)^{}R(X)=R(\overline{X})`$ and $`R(\overline{X})\stackrel{div}{}Div(\overline{X})`$.
###### Proposition 3.2
With the previous notations and $`n>0`$, we have
$`U_n(X)(/n)^{\eta (X)}(/2)`$ if $`n`$ is even.
$`U_n(X)(/n)^{\eta (X)}`$ if $`n`$ is odd.
Proof: We set $`m:=\eta (X)`$. We fix a basis $`D_1,\mathrm{},D_m`$ of $`B(Z)`$ and we get the associated $`f_i𝒪(X)^{}`$ for $`i=1,\mathrm{},m`$. We first claim that any $`f𝒪(X)^{}`$ can be written uniquely as a product $`f=af_1^{n_1}\mathrm{}f_m^{n_m}`$ with $`n_j`$ and $`aR^{}`$. We look at $`f`$ as a rational function on $`\overline{X}`$, then $`div(f)=DDiv(\overline{X})`$ is an integral combination of points in $`\{P_1,\mathrm{},P_r,Q_1,\mathrm{},Q_c\}`$ and the degree of $`D`$ is zero. The divisor $`D`$ is in fact in $`CH_0(Z)`$ and clearly $`i_{}(D)=0`$. Hence $`D`$ can be written uniquely as an integral combination of $`D_1,\mathrm{},D_m`$. Thus we have the claim.
The classes of $`f_1,\mathrm{},f_m`$ (and the constant function $`1`$ if $`n`$ is even) in $`U_n(X)`$ generate this group. Since $`D_1,\mathrm{},D_m`$ is a basis of $`B(Z)`$, we may prove that the order of $`f_1,\mathrm{},f_m`$ is exactly $`n`$ in $`U_n(X)`$ and $`m`$ (resp. $`m+1`$) is the the minimal number of generators in $`U_n(X)`$ if $`n`$ is odd (resp. $`n`$ is even). The statement follows now easily. $``$
We are now able to calculate the torsion Picard group of a non complete curve.
###### Theorem 3.3
Let $`X`$ be a smooth geometrically connected curve over a real closed field $`R`$. Assume $`X/R`$ is not complete. Then
$$Pic_{tors}(X)(/)^{g+r+c\eta (X)1}(/2)^t$$
with $`t=0,r=0`$ if $`X(R)=\mathrm{}`$.
Proof:
We have $`Pic_{tors}(X)D(X)_{tors}(/2)^t`$ and for any $`n>0`$ an exact sequence
$$0U_n(X)H_{et}^1(X,\mu _n)Pic_n(X)0(3)$$
By \[S1, p. 226\] $`H_{et}^1(X,\mu _n)(/n)^{g+c+r1}(/2)^{t+1}`$, if $`n`$ is odd one has to drop all summands $`/2`$ (For $`n=2`$ it gives the result of Theorem 2.3). For $`n>1`$, we denote by $`D_n(X)`$ the $`n`$-torsion subgroup of $`D(X)`$. Using Proposition 3.2 and the exact sequence $`(3)`$, the sequence
$$0(/n)^{\eta (X)}(/2)(/n)^{g+c+r1}(/2)^{t+1}D_n(X)(/2)^t0$$
is exact if $`n`$ is even, and
$$0(/n)^{\eta (X)}(/n)^{g+c+r1}D_n(X)0$$
is exact if $`n`$ is odd. Then for any prime number $`p>1`$ we get
$$D_p(X)(/p)^{g+c+r\eta (X)1}$$
By a structure theorem on divisible groups $`D(X)_{tors}`$ is a direct sum of some quasicyclic $`p`$-groups $`Z(p^{\mathrm{}})`$ for some primes $`p`$. The group $`Z(p^{\mathrm{}})`$ could be seen as the $`p`$-primary component of $`/`$. The result on the $`p`$-torsion part of $`D(X)`$ implies that, for any prime $`p`$, we have exactly $`g+c+r\eta (X)1`$ copies of $`Z(p^{\mathrm{}})`$ in the decomposition of $`D(X)_{tors}`$ as a direct sum of quasicyclic groups. Thus the proof is done. $``$
### 3.2 Torsion Picard group of complex curves
All along this section $`R`$ will be a real closed field and $`C=R(\sqrt{1})`$.
Let $`Y`$ be a smooth connected curve over $`C`$. If $`Y`$ is complete then $`Pic_{tors}(X)(/)^{2g}`$, so we will assume that $`Y`$ is not complete. Let $`\overline{Y}`$ denote the smooth completion of $`Y`$ and assume that $`\overline{Y}Y`$ consists on $`k`$ closed points. In this section, using Lemma 1.3, we deal with the case of smooth real curves of level 1. We keep the notations we used for real curves, in particular for $`\eta (Y)`$, $`U_n(Y)`$ and $`g`$ will denote the genus of $`\overline{Y}`$.
###### Proposition 3.4
For $`Y`$ satisfying the previous conditions,
$$Pic_{tors}(Y)(/)^{2g+k\eta (Y)1}$$
Proof: By a topological computation, we may prove that $`H^1(Y(C),)=^{2g+k1}`$ and then $`H^1(Y(C),/n)=(/n)^{2g+k1}`$ for any $`n>0`$. By a comparison Theorem of Huber \[Hub\] and since $`C`$ is algebraically closed,
$$H_{et}^1(Y,\mu _n)=(/n)^{2g+k1}$$
for any $`n>0`$. Arguing as for real curves, for any $`n>0`$, $`U_n(Y)(/n)^{\eta (Y)}`$, thus we get an exact sequence
$$0(/n)^{\eta (Y)}(/n)^{2g+k1}Pic_n(Y)0$$
If $`B`$ is an abelian group, $`Hom_{}(B,/)`$ is the Pontrjagin dual of $`B`$. Suppose that $`B`$ is finite, then $`BHom_{}(B,/)`$. According to the above remark, we get another exact sequence
$$0Pic_n(Y)(/n)^{2g+k1}(/n)^{\eta (Y)}0$$
which is a split exact sequence of $`/n`$-modules. Hence
$$Pic_n(Y)(/n)^{2g+k\eta (Y)1}$$
for any $`n>0`$. Since $`Pic(Y)`$ is a divisible group, using a structure theorem on divisible groups, the statement follows. $``$
### 3.3 Relations between $`\eta (X)`$, $`\eta (X_C)`$ and the level of curves
Let $`X`$ be a smooth geometrically connected curve over a real closed field $`R`$. We assume that $`X`$ is not complete. We denote by $`Z_C=\overline{X}_CX_C`$, $`Z=\overline{X}X`$, $`B(Z)`$ the free group $`Ker(CH_0(Z)Pic(\overline{X}))`$, $`B(Z_C)`$ the free group $`Ker(CH_0(Z_C)Pic(\overline{X}_C))`$. We recall that $`\eta (X)`$ (resp. $`\eta (X_C)`$) is the rank of $`B(Z)`$ (resp. $`B(Z_C)`$).
We recall that have an injection $`\pi ^{}:Div(\overline{X})Div(\overline{X}_C)`$ (see the proof of Lemma 3.1): For $`DDiv(\overline{X})`$ we replace a complex point $`QSupp(D)`$ by the sum $`Q^{}+\overline{Q^{}}`$ where $`Q^{},\overline{Q^{}}`$ are the two complex points of $`\overline{X}_C`$ lying over $`Q`$.
###### Proposition 3.5
We always have $`\eta (X_C)\eta (X)`$, moreover $`0\eta (X)c+r1`$ and $`0\eta (X_C)r+2c1`$. If $`c=0`$ (i.e. we have only real points at “infinity”) then $`\eta (X)=\eta (X_C)`$.
Proof: The first assertion is clear. If $`c=0`$ then $`r1`$ since $`X`$ is not complete. Since $`Pic(\overline{X})`$ injects into $`Pic(\overline{X}_C)^G`$, the class of a divisor $`DDiv(\overline{X})Div(\overline{X}_C)`$ is zero in $`Pic(\overline{X})`$ if only if its class is zero in $`Pic(\overline{X}_C)`$. It is the case, in particular, if $`supp(D)`$ is contained in $`\{P_1,\mathrm{},P_r\}=\overline{X}X=\overline{X}_CX_C`$, which gives the proof. $``$
###### Remark 3.6
If $`r+c=1`$ then trivially $`\eta (X)=0`$.
Let $`G=Gal(C/R)=\{1,\sigma \}`$. We denote by $`B(Z_C)^{}`$ (resp. $`B(Z^{})^+`$) the subgroup of $`B(Z_C)`$ which elements are anti-invariant (resp. invariant) by $`\sigma `$ i.e. $`B(Z_C)^{}=Ker(B(Z_C)\stackrel{1+\sigma }{}B(Z_C))`$ (resp. $`B(Z_C)^+=Ker(B(Z_C)\stackrel{1\sigma }{}B(Z_C))`$). Then $`B(Z_C)^{}`$ (resp. $`B(Z_C)^+`$) is a free group and we denote by $`\eta ^{}(X_C)`$ (resp. $`\eta ^+(X_C)`$) its rank. Clearly one gets $`B(Z_C)^+=B(Z)`$ and $`\eta ^+(X_C)=\eta (X)`$. Moreover, $`B(Z_C)`$ could be seen as a subgroup of $`Div_{rat}(\overline{X}_C)`$ and $`B(Z_C)^{}`$ is a subgroup of $`Div_{rat}(\overline{X}_C)^{}=Ker(Div_{rat}(\overline{X}_C)\stackrel{1+\sigma }{}Div_{rat}(\overline{X}_C))`$. Then we obtain a well defined map
$$\varphi :B(Z_C)^{}H^1(G,Div_{rat}(\overline{X}_C))$$
which to $`D`$ associates the class of $`DDiv_{rat}(\overline{X}_C)`$ in the Galois cohomology group $`H^1(G,Div_{rat}(\overline{X}_C))`$.
If $`X(R)=\mathrm{}`$, the level of $`X`$ is $`2`$ or $`3`$. We reformulate the result of \[Hu-Ma\] in terms of our new invariants.
###### Proposition 3.7
Assume $`X(R)=\mathrm{}`$. If the level of $`X`$ is $`2`$ then $`\eta (X_C)\eta ^{}(X_C)>0`$ and $`\eta (X_C)>\eta (X)`$. More precisely the level of $`X`$ is $`2`$ if and only if the map $`\varphi `$ is non zero.
Proof: The level of $`X`$ is $`2`$ if and only there exists $`f𝒪(X_C)^{}`$ such that $`N(f)=f\overline{f}=1`$. Assume such $`f`$ exists and let $`D:=Div(f)Div(\overline{X}_C)`$. Clearly $`DB(Z_C)`$ and since $`D+\overline{D}=0`$ one gets $`DB(Z_C)^{}`$. This proves that $`\eta ^{}(X_C)>0`$.
Conversely assume $`D`$ lies in $`B(Z_C)^{}`$. It corresponds to the divisor of a non trivial element $`f_D`$ in $`𝒪(X_C)^{}C(X)`$. Moreover $`div(f_D\overline{f_D})=D+\overline{D}=0`$, so $`N(f_D)R^{}`$ and we may assume that it is $`1`$ or $`1`$. We have shown that there is a one-to-one mapping between $`B(Z_C)^{}`$ and the set of functions $`f𝒪(X_C)^{}`$ such that $`N(f)=f\overline{f}=\pm 1`$ modulo $`\{zC|z\overline{z}=1\}`$. Hence the level of $`X`$ is $`2`$ if and only if there exists $`DB(Z_C)^{}`$ such that $`N(f_D)=1`$. Since $`H^1(G,C(X)^{})=0`$ by Hilbert’s Theorem 90, $`N(f_D)=1`$ if only if $`f_D=g/\overline{g}`$ for $`gC(X)^{}`$ if only if $`\varphi (D)=0`$.
We assume now that the level of $`X`$ is $`2`$ and $`\eta (X)=\eta (X_C)`$. Since $`\eta (X)=\eta ^+(X_C)`$, it means that every $`DB(Z_C)^{}`$ is invariant by $`\sigma `$ since it can be written as an integral combination of elements in $`B(Z_C)^+`$. But then $`B(Z_C)^{}`$ is trivial and $`\eta ^{}(X_C)=0`$, contradiction. $``$
###### Remark 3.8
If $`X`$ has only one complex point at infinity and $`X(R)=\mathrm{}`$, such curves are called maximal in \[Hu-Ma\]. Then $`Z_C=\{Q,\overline{Q}\}`$ and $`\eta (X_C)=\eta ^{}(X_C)=1`$ if and only the class of $`n(Q\overline{Q})`$ is zero in $`Pic^0(\overline{X_C})`$ for a $`n\{0\}`$. We could see in \[Hu-Ma\] that there exists maximal curves with $`\eta (X_C)=1`$ but the level of $`X`$ is not $`2`$.
### 3.4 Pythagoras number of curves
We always assume that $`X`$ is not complete. For a commutative ring with units $`A`$, we denote by $`A^2`$ (resp. $`_{i=1}^nA^2`$) the set of sums of squares (resp. $`n`$ squares) in $`A`$, $`p(A)=inf\{n𝐍A^2=_{i=1}^nA^2\}`$ or $`\mathrm{}`$ the classical Pythagoras number of $`A`$ and $`p_{}(A)=inf\{n𝐍A^{}A^2=_{i=1}^nA^2\}`$ or $`\mathrm{}`$.
Assume $`X(R)=\mathrm{}`$. Let $`l:=level(X)`$. Since $`l`$ is finite and every element in $`𝒪(X)`$ can be written as a difference of two squares and is finally a sum of squares, we get:
$$2lp_{}(𝒪(X))p(𝒪(X))l+14$$
Now we would like to know some conditions for which
$$l=p_{}(𝒪(X))=2$$
Remark that for the field $`R(X)`$ the equality holds by a result of Pfister.
###### Proposition 3.9
Assume $`X(R)=\mathrm{}`$. We have $`l=p_{}(𝒪(X))=2`$ if and only if the map
$$\pi ^{}:Pic(X)(Pic(X_C))^G$$
is surjective.
Proof: Consider the short exact sequence
$$0𝒪(X_C)^{}C(X)^{}\stackrel{div}{}Div_{rat}(X_C)0$$
which induces a long exact sequence
$$\mathrm{}H^1(G,C(X)^{})H^1(G,Div_{rat}(X_C))H^2(G,𝒪(X_C)^{})H^2(G,C(X)^{})$$
Now $`H^1(G,C(X)^{})=0`$ by Hilbert’s Theorem 90 and one gets an exact sequence
$$0H^1(G,Div_{rat}(X_C))\stackrel{\alpha }{}𝒪(X)^{}/N(𝒪(X_C)^{})\stackrel{\beta }{}R(X)^{}/N(C(X)^{})$$
with $`N`$ denoting the norm. We have to understand the boundary map $`\alpha `$. An element of $`H^1(G,Div_{rat}(X_C))`$ could be seen as the class of $`D=div(f_D)`$ (denoted by $`[D]`$) with $`f_DC(X)^{}`$ and $`\overline{D}=D`$. Then $`\alpha ([D])`$ corresponds to the class of $`N(f_D)𝒪(X)^{}`$ modulo $`N(𝒪(X_C)^{})`$. We could see that $`\alpha `$ is well defined.
By a well known Theorem of Pfister, the Pfister form $`<<1>>`$ is universal over $`R(X)`$, hence $`R(X)^{}/N(C(X)^{})=0`$ and $`\alpha `$ is an isomorphism.
We claim now that $`H^1(G,Div_{rat}(X_C))`$ is the cokernel of $`\pi ^{}:Pic(X)(Pic(X_C))^G`$ (we don’t have to assume that $`X(R)=\mathrm{}`$), and the proof will be done. The short exact sequence of $`G`$-modules
$$0Div_{rat}(X_C)Div(X_C)Pic(X_C)0$$
gives a long exact sequence
$$\mathrm{}Div(X)(Pic(X_C))^GH^1(G,Div_{rat}(X_C))H^1(G,Div(X_C))\mathrm{}$$
Since $`H^1(G,Div(X_C))=0`$, the statement follows easily. $``$
###### Example 3.10
Let $`X`$ be the affine plane curve given by the equation $`x^2+y^2+1=0`$. Then $`p_{}(𝒪(X))=2`$ since $`p(𝒪(X))=2`$ \[CDLR, Th. 3.7\]. Therefore $`\pi ^{}`$ is surjective.
###### Proposition 3.11
We assume $`X(R)\mathrm{}`$. We have $`p_{}(𝒪(X))=2`$ if $`\pi ^{}:Pic(X)(Pic(X_C))^G`$ is surjective. Conversely $`\pi ^{}`$ is surjective if $`p_{}(𝒪(X))=2`$ and every $`f𝒪(X)^{}`$ which is positive on $`X(R)`$ is a sum of squares in $`𝒪(X)`$.
Proof: The proof is straightforward using the exact sequence
$$0H^1(G,Div_{rat}(X_C))\stackrel{\alpha }{}𝒪(X)^{}/N(𝒪(X_C)^{})\stackrel{\beta }{}R(X)^{}/N(C(X)^{})$$
since every positive function $`fR(X)`$ on $`\mathrm{Spec}_rR(X)`$ is a sum of two squares in $`R(X)`$. $``$
###### Example 3.12
Let $`X`$ be the affine plane curve given by the equation $`x^2+y^21=0`$. Since $`p(𝒪(X))=2`$ \[CDLR, Th. 3.7\], it follows that $`p_{}(𝒪(X))=2`$. Moreover every positive function in $`𝒪(X)`$ is a sum of squares \[S2, Prop. 2.17\], hence $`\pi ^{}`$ is surjective.
## 4 Witt groups and torsion Picard groups of smooth affine plane curves
### 4.1 Conics
In order to have an easy application of the previous results, we calculate the Witt group and the torsion Picard group of a smooth curve in the real plane given by the zero set of $`P(x,y)[x,y]`$ with $`degree(P)2`$. In any case we have $`g=0`$.
Up to an isomorphim over $``$, we are reduced to deal with the following cases:
1) The case of an ellipse: $`P(x,y)=x^2+y^21`$. Then $`r=0`$, $`c=1`$, $`\eta (X)=0`$, $`s=t=1`$. We have $`W(X)/2`$ and $`Pic_{tors}(X)/2`$ (compare with \[Ay-Oj\]).
2) The case of a parabola: $`P(x,y)=x^2+y`$. Then $`r=1`$, $`c=0`$, $`\eta (X)=0`$, $`s=1`$, $`t=0`$. We have $`W(X)`$ and $`Pic_{tors}(X)0`$.
3) The case of an hyperbola: $`P(x,y)=x^2y^21`$. Then $`r=2`$, $`c=0`$, $`s=2`$, $`t=0`$, $`\eta (X)=1`$ since the function $`f=(xy)𝒪(X)^{}`$ and the divisor of the corresponding rational function $`f=(XY)/Z(\overline{X})`$ has a support contained in the set of the two infinity points where $`\overline{X}`$ is the smooth projective curve given by the equation $`X^2Y^2Z^2=0`$. We have $`W(X)^2`$ and $`Pic_{tors}(X)0`$ (compare with \[Knu\]).
4) The case of an imaginary ellipse: $`P(x,y)=x^2+y^2+1`$. Then $`r=0`$, $`c=1`$, $`\eta (X)=0`$, $`s=t=0`$. We have $`W(X)/4`$ and $`Pic_{tors}(X)0`$.
5) The case of a line: $`P(x,y)=x`$. Then $`r=1`$, $`c=0`$, $`\eta (X)=0`$, $`s=1`$. We have $`W(X)`$ and $`Pic_{tors}(X)0`$
6) The non geometrically connected case: $`P(x,y)=x^2+1`$. Then $`r=0`$, $`c=1`$ after a blowing-up at infinity of the singular projective curve $`X^2+Z^2=0`$, $`s=t=0`$. We have $`W(X)/2`$ and $`Pic_{tors}(X)0`$.
### 4.2 Hyperelliptic curves
We study here smooth geometrically connected affine curves in the real plane given by an equation $`y^2+P(x)=0`$ with $`P(x)[X]`$ non constant and square free ($`X`$ is smooth). Up to an isomorphism we are reduced to curves with equations $`y^2+P(x)=0`$ and $`y^2P(x)=0`$ with $`P(x)`$ monic.
#### 4.2.1 Curves with equations $`y^2+P(x)=0`$, $`P`$ monic
Let $`X`$ be the plane curve with equation $`y^2+P(x)=0`$. We denote by $`d`$ the degree of $`P`$ and $`k`$ the number of real roots of $`P`$.
First assume that $`d`$ is even, $`d:=2d^{}`$. After some blowings-up at infinity of the singular projective curve associated to $`X`$, we see that $`\overline{X}X`$ consists on one complex point, it means that $`r=0`$, $`c=1`$, $`\eta (X)=0`$. Moreover by Hurwitz formula $`g=d^{}1`$. The number of real roots of $`P`$ is even ($`k=2k^{}`$) and $`s=t=k^{}`$. Then
$$W(X)^k^{}(/2)^d^{}\mathrm{if}k>0$$
$$W(X)/4(/2)^{d^{}1}\mathrm{if}k=0$$
Moreover
$$Pic_{tors}(X)(/)^{d^{}1}(/2)^k^{}$$
Assume $`d`$ is odd, $`d:=2d^{}+1`$. Thus $`\overline{X}X`$ is a real point, we have $`r=1`$, $`c=0`$, $`\eta (X)=0`$. Moreover $`g=d^{}`$ and $`k:=2k^{}+1`$ is odd. We have $`t=k^{}`$ and $`s=k^{}+1`$. Then
$$W(X)^{k^{}+1}(/2)^d^{}$$
and
$$Pic_{tors}(X)(/)^d^{}(/2)^k^{}$$
#### 4.2.2 Curves with equations $`y^2P(x)=0`$, $`P`$ monic
Let $`X`$ be the plane curve with equation $`y^2P(x)=0`$. We denote by $`d`$ the degree of $`P`$ and $`k`$ the number of real roots of $`P`$.
First assume that $`d`$ is even, $`d:=2d^{}`$. We have $`2`$ real points in $`\overline{X}X`$, hence $`r=2`$, $`c=0`$, $`\eta (X)=0`$ or $`1`$. We also get $`g=d^{}1`$, $`k=2k^{}`$. If $`k>0`$, then $`s=k^{}+1`$, $`t=k^{}1`$. If $`k=0`$ then $`t=0`$, $`s=2`$. Then
$$W(X)^{k^{}+1}(/2)^{d^{}1}\mathrm{if}k>0$$
$$W(X)^2(/2)^{d^{}1}\mathrm{if}k=0$$
Moreover
$$Pic_{tors}(X)(/)^{d^{}\eta (X)}(/2)^{k^{}1}\mathrm{if}k>0$$
and
$$Pic_{tors}(X)(/)^{d^{}\eta (X)}\mathrm{if}k=0$$
Assume $`d:=2d^{}+1`$ is odd. Then $`r=1`$, $`c=0`$, $`\eta (X)=0`$, $`k=2k^{}+1`$, $`g=d^{}`$, $`s=k^{}+1`$, $`t=k^{}`$. We get
$$W(X)^{k^{}+1}(/2)^d^{}$$
and
$$Pic_{tors}(X)(/)^d^{}(/2)^k^{}$$
#### 4.2.3 Some remarks
Let $`X`$ be the affine curve with equation $`y^2P(x)`$, with $`P`$ monic, and $`X^{}`$ the curve with equation $`y^2+P(x)`$.
If the degree $`d`$ of $`P`$ is odd, then we remark that we have obtained the same results for $`X`$ and $`X^{}`$. This is not surprising: by the isomorphism over $``$ $`(x,y)(x,y)`$, $`X`$ is isomorphic to the curve with equation $`y^2+Q(x)`$ with $`Q(x)=P(x)`$ monic and $`Q`$ has exactly the same degree and the same number of real roots than $`P`$.
In the remainder of this section we assume that the degree of $`P`$ is even, $`d=2d^{}=2g+2`$. We would like to know when $`\eta (X)=0`$ or $`1`$. We have $`\overline{X}X=\{P_1,P_2\}=\overline{X_{}}X_{}`$ and $`\overline{X^{}}_{}X_{}^{}=\{Q,\overline{Q}\}`$ with $`P_1,P_2`$ real points and $`Q`$ a complex point.
###### Proposition 4.1
Under the conditions stated above, we have $`\eta (X)=\eta (X_{})=\eta (X_{}^{})`$.
Proof: We have $`\eta (X)=\eta (X_{})`$ by Proposition 3.5. The curves $`X_{}^{}`$ and $`X_{}`$ are isomorphic over $``$ by $`f:(x,y)(x,iy)`$. Hence $`Pic(X_{}^{})Pic(X_{}^{})`$. Since they have the same number of points at infinity, Proposition 3.4 shows that $`\eta (X_{}^{})=\eta (X_{})`$. $``$
Consequently $`\eta (X)=1`$ if and only if $`P_1P_2`$ is a torsion point in the jacobian $`Jac(\overline{X})()=(Jac(\overline{X}_{})())^G`$ if and only if $`Q\overline{Q}`$ is a torsion point in $`Jac(\overline{X}_{})()`$. More precisely, if these points are torsion points in their Jacobian, they should have the same order since the isomophism $`f:X_{}^{}X_{}^{};(x,y)(x,iy)`$ induces an isomorphism between $`Jac(\overline{X^{}}_{})`$ and $`Jac(\overline{X}_{})`$ and the image of $`Q\overline{Q}`$ is $`P_1P_2`$ interchanging $`P_1`$ and $`P_2`$ if necessary (\[Hu-Ma, Lem. 2.5\]).
We parametrize the set of genus $`g`$ hyperelliptic affine curves like $`X`$ by $`^{2g+2}`$ (the set of coefficients of $`P`$). Let $`M_{g,1}`$ be the subset of curves with $`\eta (X)=1`$. The following proposition may be proved in much the same ways as \[Hu-Ma, Lem. 2.4, Prop. 2.6\].
###### Proposition 4.2
The set $`M_{g,1}`$ has measure $`0`$ in $`^{2g+2}`$.
We will see that $`M_{1,1}\mathrm{}`$ in the next section.
#### 4.2.4 Quartics
Let $`X`$ be the smooth geometrically connected affine curve of equation $`y^2P(x)=0`$ with $`P`$ monic of degree $`4`$. We know that $`g=1`$ and we want to know when $`\eta (X)=0`$ or $`1`$. Let $`k=2k^{}`$ be the number of real roots of $`P`$ and we set $`\overline{X}X=\{P_1,P_2\}`$ as previously. Then we distinguish $`3`$ cases: $`k=0`$, $`k=2`$, $`k=4`$. In this section, we use ideas of \[Hu-Ma\] that we adapt to our problem.
Assume $`𝐤=\mathrm{𝟎}`$. Then $`X()`$ has two connected components and also $`\overline{X}()`$; moreover $`P_1`$ and $`P_2`$ are in two different connected components of $`\overline{X}()`$. Therefore $`Jac(\overline{X})()(/)/2`$ and $`p=P_1P_2`$ is in the non neutral component of $`Jac(\overline{X})()`$ by \[S2, Lem. 2.6\]. Consequently $`\eta (X)=1`$ if and only if $`p`$ is a torsion point of even order in $`Jac(\overline{X})()`$. We make an explicit calculation. Up to an isomorphism we may assume that $`P(x)=((x+b)^2+a^2)((x+b)^2+c^2)`$ with $`a,b,c`$ and $`a,c>0`$. We get a Weierstrass equation $`u^2=(v+4b^2)(u(ca)^2)(v(c+a)^2)`$ Then $`p`$ has coordinates $`(0,2b(c^2a^2))`$ and we have $`3`$ points of order $`2`$: $`p_1=(4b^2,0)`$, $`p_2=((ca)^2,0))`$, $`p_3=((c+a)^2,0))`$. We see that $`p,p_1,p_2`$ are on the non neutral component. Thus
###### Proposition 4.3
Under the above conditions:
$$Pic_{tors}(X)(/)$$
if and only if $`(2n1)p=p_1`$ or $`(2n1)p=p_2`$ or $`2np=p_3`$ for a $`n\{0\}`$. Else
$$Pic_{tors}(X)(/)^2$$
When $`\eta (X)=1`$, using the duplication formula, each case $`(2n1)p=p_1`$ or $`(2n1)p=p_2`$ or $`2np=p_3`$ is equivalent to a polynomial equation in $`a,b,c`$ defined over $``$. For example, $`p=p_1`$ if and only if $`b=0`$, $`p=p_2`$ if and only if $`c=a`$ and $`2p=p_3`$ if and only if $`16b^2ac+c^42a^2c^2+a^4=0`$.
Assume $`𝐤=\mathrm{𝟐}`$. Then $`X()`$ has two connected components but $`\overline{X}()`$ has only one. We get $`Jac(\overline{X})()/`$ and $`p=P_1P_2`$ is in the neutral component of $`Jac(\overline{X})()`$. Up to an isomorphism we may assume that $`P(x)=((x+b)^2+a^2)((xb)^2c^2)`$ with $`a,b,c`$ and $`a,c>0`$. We get a Weierstrass equation $`u^2=(v+4b^2)(v^22(c^2a^2)v+(c^2+a^2)^2)`$. Then $`p`$ has coordinates $`(0,2b(c^2+a^2))`$ and we have only $`1`$ point of order $`2`$: $`p_1=(4b^2,0)`$.
###### Proposition 4.4
Under the above conditions:
$$Pic_{tors}(X)(/)$$
if and only if $`np=p_1`$ or $`2np=p`$ for a $`n\{0\}`$. Else
$$Pic_{tors}(X)(/)^2$$
For example $`p=p_1`$ if and only if $`b=0`$, $`2p=p_1`$ if and only if
$$64c^4b^4+128a^2b^4c^264a^4b^4a^8c^8+16b^2c^616b^2a^6$$
$$4a^6c^26a^4c^44a^2c^6+16b^2c^4a^216b^2a^4c^2=0$$
and $`2p=p`$ if and only if
$$a^8+c^816b^2c^6+16b^2a^6+4a^6c^2+6a^4c^4+4a^2c^616b^2c^4a^2+16b^2a^4c^2256a^2b^4c^2=0$$
Assume $`𝐤=\mathrm{𝟒}`$. Then $`X()`$ has 3 connected components but $`\overline{X}()`$ has only 2. We get $`Jac(\overline{X})()(/)/2`$ and $`p=P_1P_2`$ is in the neutral component of $`Jac(\overline{X})()`$ since $`P_1`$ and $`P_2`$ lie to the same connected component of $`\overline{X}()`$. Up to an isomorphism we may assume that $`P(x)=((x+b)^2a^2)((xb)^2c^2)`$ with $`a,b,c`$ and $`a,c>0`$. We get a Weierstrass equation $`u^2=(v+4b^2)(v+(ca)^2)(v+(c+a)^2)`$ Then $`p`$ has coordinates $`(0,2b(c^2a^2))`$ and we have $`3`$ points of order $`2`$: $`p_1=(4b^2,0)`$, $`p_2=((c+a)^2,0))`$, $`p_3=((ca)^2,0))`$. We see that $`p,p_3`$ are on the neutral component if $`4b^2>(ca)^2`$ and $`p,p_1`$ are on the neutral component if $`4b^2<(ca)^2`$. We have to remark that $`2b\pm (ca)`$ and $`2b\pm (c+a)`$ since the discriminant of $`P`$ is $`0`$ (the curve is smooth).
###### Proposition 4.5
Under the above conditions:
$$Pic_{tors}(X)(/)(/2)$$
if and only $`np=p_3`$ or $`2np=p`$ in the case $`4b^2>(ca)^2`$, and $`np=p_1`$ or $`2np=p`$ in the case $`4b^2<(ca)^2`$, for a $`n\{0\}`$. Else
$$Pic_{tors}(X)(/)^2(/2)$$
Assume $`4b^2>(ca)^2`$, then for example, $`p=p_3`$ if and only if $`a=c`$, $`2p=p`$ if and only if
$$16c^4b^2a^2+16c^2a^4b^2+256b^4c^2a^2+c^8+a^8$$
$$4c^6a^2+6c^4a^416c^6b^24c^2a^616a^6b^2=0$$
Assume $`4b^2>(ca)^2`$ then $`p=p_1`$ if and only if $`b=0`$.
Following \[Hu-Ma\], if we assume that $`P`$ admits a factorization $`P(x)=((x+b)^2+a^2)((xb)^2+c^2)`$ in the case $`k=0`$, $`P(x)=((x+b)^2+a^2)((xb)^2c^2)`$ in the case $`k=2`$, $`P(x)=((x+b)^2a^2)((xb)^2c^2)`$ in the case $`k=4`$; with $`a,b,c`$ and $`a,c>0`$. Then $`p`$ and all the points denoted by $`p_1,p_2,p_3`$ are rational points. Now we used a famous theorem of Mazur wich asserts that the torsion subgroup of $`Jac(\overline{X})()`$ is either $`/n`$ for $`n=1,2,3,\mathrm{},10,12`$ or $`/n/2`$ for $`n=2,4,6,8`$. We see that if $`k=0`$ or $`k=4`$, $`(Jac(\overline{X})())_{tors}`$ is of the second type since it has already $`3`$ distinct elements of order $`2`$. If $`k=2`$, $`(Jac(\overline{X})())_{tors}`$ is clearly of the first type with $`n`$ even. Therefore we obtain a finite number of conditions to assert that $`\eta (X)=1`$.
###### Proposition 4.6
We assume that $`P`$ admit a rational factorization. Then,
If $`k=0`$ then $`\eta (X)=1`$ if and only if $`(2n1)p=p_1`$ or $`(2n1)p=p_2`$ or $`2np=p_3`$ for $`0<n2`$ ($`6`$ cases).
If $`k=2`$ then $`\eta (X)=1`$ if and only if $`np=p_1`$ for $`n=1,\mathrm{},6`$ or $`2np=p`$ for $`n=1,2,3,4`$ ($`10`$ cases).
If $`k=4`$ and $`4b^2>(ca)^2`$ then $`\eta (X)=1`$ if and only if $`np=p_3`$ for $`n=1,\mathrm{},4`$ ($`4`$ cases) ($`2np=p`$ is not allowed).
If $`k=4`$ and $`4b^2<(ca)^2`$ then $`\eta (X)=1`$ if and only if $`np=p_1`$ for $`n=1,\mathrm{},4`$ ($`4`$ cases).
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# Algebraic Geometry Over Four Rings and the Frontier to Tractability
## 1. Introduction
This paper presents an assortment of algorithmic and combinatorial results that the author hopes is useful to experts in arithmetic geometry and diophantine complexity. While the selection of results may appear somewhat eclectic, there is an underlying motivation: determining the boundary to tractability for polynomial equation solving in various settings. The notion of tractability here will mean membership in a particular well-known complexity class depending on the underlying ring and input encoding. As an example of this principle, we point out that our brief tour culminates with a result giving evidence for the following assertion: The recursive unsolvability of deciding the existence of integral roots for multivariate polynomials begins with polynomials in three variables. The sharpest current threshold is still nine variables (for positive integral roots) \[Jon82\].<sup>1</sup><sup>1</sup>1James P. Jones, the author of \[Jon82\], attributes the nine variables result to Matiyasevich.
Our main results will first be separated into the underlying ring of interest, here either $``$, $``$, $``$, or $``$. Within each group of results, we will warm up with a non-trivial result involving univariate polynomials. All necessary proofs are elaborated in section 6, and our main underlying computational models will either be the classical Turing machine \[Pap95\] or the BSS machine over $``$ \[BCSS98\]. The two aforementioned references are excellent sources for further complexity-theoretic background, but we will only require a minimal acquaintance with these computational models.
Before embarking on the full technical statements of our main theorems, let us see some concrete examples to whet the readers appetite, and further ground the definitions we will later require.
### 1.1. A Sparse $`\mathrm{𝟑}\mathbf{\times }\mathrm{𝟑}`$ Polynomial System
The solution of sparse polynomial systems is a problem with numerous applications outside, as well as inside, mathematics. The analysis of chemical reactions \[GH99\] and the computation of equilibria in game-theoretic models \[MM95\] are but two diverse examples.
More concretely, consider the following system of $`3`$ polynomial equations in $`3`$ variables:
$`144+2x3y^2+x^7y^8z^9`$ $`=`$ $`0`$
(1) $`51+5x^227z+x^9y^7z^8`$ $`=`$ $`0`$
$`76x+8x^8y^9z^712x^8y^8z^7`$ $`=`$ $`0.`$
Let us see if the system (1.1) has any complex roots and, if so, count how many there are. Any terminology or results applied here will be clarified further in section 2.
Note that the total degree<sup>2</sup><sup>2</sup>2 The total degree of a polynomial is just the maximum of the sum of the exponents in any monomial term of the polynomial. of each polynomial above is 24. By an 18$`^{\underset{¯}{\mathrm{th}}}`$-century theorem of Étienne Bézout \[Sha94\], we can bound from above the number of complex roots of (1.1), assuming this number is finite, by $`242424=\mathrm{𝟏𝟑𝟖𝟐𝟒}`$. However, a more precise 20$`^{\underset{¯}{\mathrm{th}}}`$-century bound can be obtained by paying closer attention to the monomial term structure of (1.1): Considering the convex hull of<sup>3</sup><sup>3</sup>3i.e., smallest convex set in $`^3`$ containing… the exponent vectors of each equation in (1.1), one obtains three tetrahedra.
These are the Newton polytopes of (1.1), and their mixed volume, by a beautiful theorem of David N. Bernshtein from the 1970’s \[Ber75\], turns out to be a much better upper bound on the number of complex roots (assuming there are only finitely many). For our polynomial system (1), this bound is<sup>4</sup><sup>4</sup>4 Please see the Appendix for further details on the theory and implementation behind our examples. 145.
Now to decide whether (1.1) has any complex roots, we can attempt to find a univariate polynomial whose roots are some simple function of the roots of (1.1). Elimination theory allows one to do this, and a particularly effective combinatorial algorithm is given in theorem 2 of section 2. For example, the roots of
$$𝑷\mathbf{\left(}𝒖\mathbf{\right)}:=268435456u^{145}138160373760u^{137}30953963520u^{130}+3446308601856u^{129}25165824000u^{123}$$
$$26293995307008u^{122}1694282972921856u^{121}+323419618934784u^{120}6995155353600u^{115}$$
$$+87379566133248u^{114}+10198949486395392u^{113}166099501774798848u^{112}112538419200u^{108}$$
$$82834929745920u^{107}324798104395579392u^{106}4419977097552592896u^{105}+589824000000u^{101}$$
$$35724722176000u^{100}+8364740005330944u^{99}+4439548695657775104u^{98}26917017845238005760u^{97}$$
$$+37910937600000u^{93}+51523633570381824u^{92}1791672886920019968u^{91}848160250027183521792u^{90}$$
$$+616996999355281440768u^{89}664995358310400u^{85}+1524560547831644160u^{84}+745863497970172674048u^{83}$$
$$+17539603347891497287680u^{82}+994210006214153207808u^{81}+12899450880000u^{78}47322888233287680u^{77}$$
$$+33981667956844904448u^{76}4986502987101813633024u^{75}+119063825168001672019968u^{74}$$
$$+31576057329392164012032u^{73}+751796121600000u^{70}9866721074229006336u^{69}$$
$$+1882463818496535244800u^{68}+3052871408440654112816640u^{67}+380423482789919103664128u^{66}$$
$$+34866943014558674976768u^{65}+279569449114214400u^{62}302173847078728854528u^{61}$$
$$534702070464812022223872u^{60}14973258769647086979053568u^{59}+4994218012036588712165376u^{58}$$
$$2021795433676800u^{55}+8296585706519424000u^{54}+25005465159580886376960u^{53}3783799262749190677321536u^{52}$$
$$+35916388899232830509942784u^{51}+6316741393466865886715904u^{50}61674073526016000u^{47}$$
$$554525302200721744896u^{46}+812163230435877273319104u^{45}\underset{¯}{2947435596503653060289376000}u^{44}$$
$$141780781258618244980543488u^{43}+6318299549796897024u^{39}41096279946826872821088u^{38}$$
$$+294236770231877581913540688u^{37}+326253143719924635239730432u^{36}8845750586564412369214464u^{35}$$
$$29428437386188800u^{32}+886156671237883112160u^{31}12033942692990286448093392u^{30}\mathrm{}$$
$$21345681203414534849440320u^{29}+176061998413186705562222592u^{28}8770384173478164480u^{24}$$
$$+258178048486605790963020u^{23}+482019749452059431164020u^{22}11741024693522572606851840u^{21}$$
$$+32803667644608000u^{17}3065470746100512257520u^{16}4365124819437330950400u^{15}$$
$$+272459282567626190070720u^{14}+19102328814885854400u^9+12645306845858008350u^8$$
$$2606594221714946338575u^748803823903916800u^2+8681150210659989300$$
are exactly those numbers of the form $`\alpha \beta \gamma `$, where $`(\alpha ,\beta ,\gamma )`$ ranges over all the roots of (1.1) in $`^3`$. The above univariate reduction thus tells us that our example indeed has finitely many complex roots — exactly$`^\text{4}`$ 145, in fact. The above polynomial took less than $`13`$ seconds to compute using a naive application of resultants and factorization on the computer algebra system Maple. Interestingly, computing the same univariate reduction via a naive application of Gröbner bases (on the same machine with the same version of Maple) takes over $`3`$ hours and $`51`$ minutes.$`^\text{4}`$
Admittedly, computing polynomials like the one above can be an unwieldy approach to deciding whether (1) has a complex root. An alternative algorithm, discovered by Pascal Koiran in \[Koi96\] and improved via theorem 4 of section 2 here, makes a remarkable simplification depending on conjectural properties of the distribution of prime ideals in number fields.
For instance, an unoptimized implementation of this alternative algorithm would run as follows on our example:
* The truth of the Generalized<sup>5</sup><sup>5</sup>5 The Riemann Hypothesis (RH) is an 1859 conjecture equivalent to a sharp quantitative statement on the distribution of primes. GRH can be phrased as a generalization of this statement to prime ideals in an arbitrary number field. Further background on these RH’s can be found in \[LO77, BS96\]. Riemann Hypothesis (GRH).
* Access to an oracle<sup>6</sup><sup>6</sup>6 i.e., a machine, or powerful being, which can always instaneously and correctly answer such questions. The particular oracle we specify above happens to be an $`\mathrm{𝐍𝐏}`$-oracle \[Pap95\]. which can do the following: Given a finite set of polynomials $`F[x,y,z]`$ and a finite subset $`S`$, our oracle can decide if there is a prime $`pS`$ such that the mod $`p`$ reduction of $`F`$ has a root mod in $`/p`$.
* Pick a (uniformly distributed) random integer $`t\{510^6,\mathrm{},510^6+210^{11}\}`$.
* Using our oracle, decide if there is a prime $`p\{210^{22}t^3,\mathrm{},210^{22}(t+1)^31\}`$ such that the mod $`p`$ reduction of (1.1) has a root in $`/p`$. If so, declare that (1.1) has a complex root. Otherwise, declare that (1.1) has no complex root. $`\mathrm{}`$
The choice of the constants above, and the importance of oracle-based algorithms, are detailed further in section 2. In particular, the constants are simply chosen to be large enough to guarantee that, under GRH, the algorithm never fails (resp. fails with probability $`\frac{1}{3}`$) if (1.1) has a complex root (resp. does not have a complex root). Thus, for our example, the algorithm above will always give the right answer regardless of the random choice in Step 1. Note also that while the prime we seek above may be quite large, the number of digits needed to write any such prime is at most $`\mathrm{𝟓𝟔}`$ — not much bigger than 53, which is the total number of digits needed to write down the coefficients and exponent vectors of (1.1). We will explain the complexity-theoretic relevance of this fact in section 2 as well. For the sake of completeness, we observe$`^\text{4}`$ that the number of real roots of (1) is exactly 11. While we will not pursue the complexity of real root counting at length in this paper, we will quantitatively explore a more general problem over the reals. Another example follows.
### 1.2. A Family of Polynomial Inequalities
In theorem 10 of section 3, we present a new bound on the number of connected components of the solution set of any collection of polynomial inequalities over the real numbers. Bounds of this type have many applications — for example, lower bounds in complexity theory \[DL79, SY82\] and geometric modelling.
As a simple example, let $`S_{a,b}(d,n,p,s)^n`$ be the solution set of the following collection of $`p`$ equalities and $`s`$ inequalities:
$`a_{(\mathrm{},0)}+\left({\displaystyle \underset{i=1}{\overset{n1}{}}}a_{(\mathrm{},i)}x_i\right)+{\displaystyle \underset{i=1}{\overset{d}{}}}b_{(\mathrm{},i)}(x_1x_2\mathrm{}x_n)^i`$ $`=`$ $`0;\mathrm{}\{1,\mathrm{},p\}`$
(2) $`a_{(p+\mathrm{},0)}+\left({\displaystyle \underset{i=1}{\overset{n1}{}}}a_{(p+\mathrm{},i)}x_i\right)+{\displaystyle \underset{i=1}{\overset{d}{}}}b_{(p+\mathrm{},i)}(x_1x_2\mathrm{}x_n)^i`$ $`>`$ $`0;\mathrm{}\{1,\mathrm{},s\}`$
for any $`d,n,p,s`$ and real $`a_{(i,j)}`$ and $`b_{(i,j)}`$.
By a bound proved independently by three sets of authors between the 1940’s and the 1960’s \[OP49, Mil64, Tho65\], we immediately obtain that $`S_{a,b}(d,n,p,s)`$ has at most $`\mathbf{(}𝒅𝒏𝒔\mathbf{+}\mathrm{𝟏}\mathbf{)}\mathbf{(}\mathrm{𝟐}𝒅𝒏𝒔\mathbf{+}\mathrm{𝟏}\mathbf{)}^𝒏`$ connected components.
However, a much sharper bound can be obtained by again looking more closely at the monomial term structure involved: Let $`Q_F`$ be the convex hull of the union of the origin $`𝐎`$, the standard basis vectors $`e_1,\mathrm{},e_n`$ of $`^n`$, and the set of exponent vectors from all the polynomials of (1.2). (In this case, $`Q_F`$ happens to be a bipyramid with one apex at $`𝐎`$ and the other at $`(d,\mathrm{},d)`$.) Normalizing $`n`$-dimensional volume, $`\mathrm{Vol}_n()`$, so that the volume of the $`n`$-simplex with vertices $`\{𝐎,e_1,\mathrm{},e_n\}`$ is $`1`$, let $`V_F:=\mathrm{Vol}_n(Q_F)`$. Theorem 10 then says that $`\mathrm{min}\{n+1,\frac{s+1}{s1}\}(2s)^nV_F=\mathrm{𝐦𝐢𝐧}\mathbf{\{}𝒏\mathbf{+}\mathrm{𝟏}\mathbf{,}\frac{𝒔\mathbf{+}\mathrm{𝟏}}{𝒔\mathbf{}\mathrm{𝟏}}\mathbf{\}}\mathbf{(}\mathrm{𝟐}𝒔\mathbf{)}^𝒏\mathbf{(}𝒅\mathbf{+}\mathrm{𝟏}\mathbf{)}`$ is also an upper bound on the number of connected components.
We have thus improved the older bound by a factor of over $`s(dn)^n`$ (modulo a nonzero multiplicative constant), for this family of semi-algebraic<sup>7</sup><sup>7</sup>7A semi-algebraic set is simply a subset of $`^n`$ defined by the solutions of a finite collection of polynomial inequalities. sets. A broader comparison of our bound to earlier work appears in section 3.1.
Let us now fully state our results over $``$, $``$, $``$, and $``$.
## 2. Computing Complex Dimension Faster
Let $`f_1,\mathrm{},f_m[x_1,\mathrm{},x_n]`$, $`𝑭:=(f_1,\mathrm{},f_m)`$, and let $`\mathrm{𝐇𝐍}_{}`$ denote the problem of deciding whether an input $`F`$ has a complex root.<sup>8</sup><sup>8</sup>8We say that $`F`$ is feasible (resp. infeasible) over $``$ iff $`F`$ has (resp. does not have) a root in $`^n`$. Also let $`\mathrm{𝐇𝐍}`$ denote the restriction of this problem to polynomials in $`[x_1,\mathrm{},x_n]`$. We will respectively consider the complexity of $`\mathrm{𝐇𝐍}`$ and $`\mathrm{𝐇𝐍}_{}`$ over the Turing-machine model and the BSS model over $``$.
However, before stating any complexity bounds, let us first clarify our notion of input size: With the Turing model, we will assume that any input polynomial is given as a sum of monomial terms, with all coefficients and exponents written in, say, base $`2`$. The corresponding notion of sparse size is then simply the total number of bits in all coefficients and exponents. For example, the sparse size of $`x_1^D+ax_1^3+b`$ is $`𝒪(\mathrm{log}D+\mathrm{log}a+\mathrm{log}b)`$. The sparse size can be extended to the BSS model over $``$ simply by counting just the total number of bits necessary to write down the exponents (thus ignoring the size of the coefficients).
Note that the number of complex roots of the polynomial $`x_1^D1`$ is already exponential in its sparse size. This behavior is compounded for higher-dimensional polynomial systems, and even affects decision problems as well as enumerative problems. For example, consider the following theorem.
###### Theorem 1.
\[Pla84\] $`\mathrm{𝐇𝐍}`$ is $`\mathrm{𝐍𝐏}`$-hard, even in the special case of two polynomial in one variable. More precisely, if one can decide whether an arbitrary input polynomial $`f[x_1]`$ of degree $`D`$ vanishes at a $`D^{\underset{¯}{\mathrm{th}}}`$ root of unity, within a number of bit operations polynomial in the sparse size of $`f`$, then $`𝐏=\mathrm{𝐍𝐏}`$. $`\mathrm{}`$
So even for systems such as $`f(x_1)=x_1^D1=0`$, $`\mathrm{𝐇𝐍}`$ may be impossible to solve within bit complexity polynomial in $`\mathrm{log}D`$ and the sparse size of $`f`$. An analogue of this result for $`\mathrm{𝐇𝐍}_{}`$ (theorem 8) appears in the next section.
On the other hand, via the classical Sylvester resultant \[GKZ94, Ch. 12\] and some basic complexity estimates on arithmetic operations \[BCS97\], it is easy to see that this special case of $`\mathrm{𝐇𝐍}`$ can be decided within a number of bit operations quadratic in $`D`$ and the sparse size of $`f`$. In complete generality, it is known that $`\mathrm{𝐇𝐍}\mathrm{𝐏𝐒𝐏𝐀𝐂𝐄}`$ — an important subclass of $`\mathrm{𝐄𝐗𝐏𝐓𝐈𝐌𝐄}`$ \[Koi97\].<sup>9</sup><sup>9</sup>9While $`\mathrm{𝐏𝐒𝐏𝐀𝐂𝐄}`$ has important relations to parallel algorithms (i.e., algorithms where several operations are executed at once by several processors \[Pap95\]), we will concentrate exclusively on sequential (i.e., non-parallel) algorithms in this paper.
Alternatively, if one simply counts arithmetic operations (without regard for the size of the intermediate numbers), one can similarly obtain an arithmetic complexity upper bound of $`𝒪(D^2)`$ for the special case of $`\mathrm{𝐇𝐍}_{}`$ corresponding to the univariate problem mentioned in theorem 1. More generally, it is known that $`\mathrm{𝐇𝐍}_{}`$ is $`\mathrm{𝐍𝐏}_{}`$-complete<sup>10</sup><sup>10</sup>10This is the analogue of $`\mathrm{𝐍𝐏}`$-complete for the BSS model over $``$ \[BCSS98\]. \[BSS89, Shu93\].
Curiously, efficient randomization-free algorithms for $`\mathrm{𝐇𝐍}`$ and $`\mathrm{𝐇𝐍}_{}`$ are hard to find in the literature. So we present such an algorithm, with an explicit complexity bound, for a problem including $`\mathrm{𝐇𝐍}_{}`$ as a special case.
###### theorem 2.
Let $`Z_F`$ be the zero set of $`F`$ in $`^n`$ and $`dimZ_F`$ the complex dimension of $`Z_F`$. Also let $`𝐎`$ be the origin, and $`e_1,\mathrm{},e_n`$ the standard basis vectors, in $`^n`$. Normalize $`n`$-dimensional volume $`\mathrm{Vol}_n()`$ so that the volume of the standard $`n`$-simplex (with vertices $`𝐎,e_1,\mathrm{},e_n`$) is $`1`$. Finally, let $`k`$ be the total number of monomial terms in $`F`$ (counting repetitions between distinct $`f_i`$) and let $`Q_F`$ be the convex hull of the union of $`\{𝐎,e_1,\mathrm{},e_n\}`$ and the set of all exponent vectors of $`F`$. Then there is a deterministic<sup>11</sup><sup>11</sup>11i.e., randomization-free algorithm which computes $`dimZ_F`$, and thus solves $`\mathrm{𝐇𝐍}_{}`$, within $`𝒪(n^4kM_F^{2.376}V_F^5+nk\mathrm{log}(m+n))`$ arithmetic operations, where $`V_F:=\mathrm{Vol}_n(Q_F)`$ and $`M_F`$ is no larger than the maximum number of lattice points in any translate of $`(n+1)Q_F`$.
Via a height<sup>12</sup><sup>12</sup>12The (absolute multiplicative) height of an algebraic number $`\zeta `$ is an important number-theoretic invariant related to the minimal polynomial of $`\zeta `$ over $``$. Height bounds are also intimately related to more pedestrian quantities like the maximum absolute value of a coordinate of an isolated root of a polynomial system, so we use the term “height” in this collective sense. Further details on heights, and their extension to $`^n`$, can be found in \[Sil95b, Mal00b, KPS00\]. estimate from theorem 5 later in this section one can also derive a similar bound on the bit complexity of $`\mathrm{𝐇𝐍}`$. We clarify the benefits of our result over earlier bounds in section 2.1. The algorithm for theorem 2, and its correctness proof, are stated in section 6.1. The techniques involved will also be revisited in our discussion of quantifier prefixes over $``$ in section 5.
There is, however, a fundamentally different approach which, given the truth of GRH, places $`\mathrm{𝐇𝐍}`$ in an even better complexity class. First recall that randomized decision algorithms which answer incorrectly with probability, say, $`\frac{1}{3}`$, and for which the number of bit operations and random bits needed is always polynomial in the input size, define the complexity class $`\mathrm{𝐁𝐏𝐏}`$.<sup>13</sup><sup>13</sup>13We emphasize that such algorithms can give different answers when run many times on the same input. However, by accepting the most popular answer of a large sample, the error probability can be made arbitrarily small. Recall also that when a $`\mathrm{𝐁𝐏𝐏}`$ algorithm is augmented by an oracle in $`\mathrm{𝐍𝐏}`$, and the number of oracle-destined bits is always polynomial in the input size, one obtains the class $`\mathrm{𝐁𝐏𝐏}^{\mathrm{𝐍𝐏}}`$. Finally, when just one oracle call is allowed in a $`\mathrm{𝐁𝐏𝐏}^{\mathrm{𝐍𝐏}}`$ algorithm, one obtains the Arthur-Merlin class $`\mathrm{𝐀𝐌}`$ \[Zac86\].
###### Theorem 3.
\[Koi96\] Assuming the truth of GRH, $`\mathrm{𝐇𝐍}\mathrm{𝐀𝐌}`$. $`\mathrm{}`$
While probabilistic algorithms for $`\mathrm{𝐇𝐍}`$ (and more general problems) have certainly existed at least since the early 1980’s, the above theorem is the first and only example of an algorithm for $`\mathrm{𝐇𝐍}`$ requiring a number of bit operations just polynomial in the input size, albeit modulo two strong assumptions.
In view of the vast literature on GRH from both number theory and theoretical computer science, the study of algorithms depending on GRH is not unreasonable. For example, the truth of GRH implies a polynomial-time algorithm for deciding whether an input integer is prime \[Mil76\]. Likewise, in view of the continuing open status of the $`𝐏\stackrel{\mathrm{?}}{=}\mathrm{𝐍𝐏}`$ question, oracle-based results are well-accepted within theoretical computer science.<sup>14</sup><sup>14</sup>14It turns out that $`𝐏=\mathrm{𝐍𝐏}`$ also implies the existence of a polynomial-time algorithm for primality testing \[Pra75\]. In particular, Koiran’s conditional result gives the smallest complexity class known to contain $`\mathrm{𝐇𝐍}`$. Indeed, independent of GRH, while it is known that $`\mathrm{𝐍𝐏}\mathrm{𝐀𝐌}\mathrm{𝐏𝐒𝐏𝐀𝐂𝐄}`$ \[Pap95\], the properness of each inclusion is still an open problem.
The simplest summary of Koiran’s algorithm is that it uses reduction modulo specially selected primes to decide feasibility over $``$. (His algorithm is unique in this respect since all previous algorithms for $`\mathrm{𝐇𝐍}`$ worked primarily in the ring $`[x_1,\mathrm{},x_n]/F`$.) The key observation behind Koiran’s algorithm is that an $`F`$ infeasible (resp. feasible) over $``$ will have roots in $`/p`$ for only finitely many (resp. a positive density of) primes $`p`$.
A refined characterization of the difference between positive and zero density can be given in terms of our framework as follows:
###### Theorem 4.
Following the notation above, assume now that $`f_1,\mathrm{},f_m[x_1,\mathrm{},x_n]`$, let<sup>15</sup><sup>15</sup>15We point out that in \[Koi96\], the notation $`\sigma (F)`$ was instead used for a different quantity akin to $`2+mD`$. $`\sigma (F)`$ be the maximum of $`\mathrm{log}|c|`$ as $`c`$ ranges over the coefficients of all the monomial terms of $`F`$, and let $`D`$ be the maximum total degree of any $`f_i`$. Then there exist $`a_F,A_F`$, with the following properties:
* $`F`$ infeasible over $``$ the reduction of $`F`$ mod $`p`$ has a root in $`/p`$ for at most $`a_F`$ distinct primes $`p`$, and $`a_F=𝒪(n^3DV_F(4^nD\mathrm{log}D+\sigma (F)+\mathrm{log}m))`$.
* Given the truth of GRH, $`F`$ feasible over $``$ for each $`t4963041`$, the sequence $`\{A_Ft^3,\mathrm{},A_F(t+1)^31\}`$ contains a prime $`p`$ such that the reduction of $`F`$ mod $`p`$ has a root in $`/p`$. Furthermore, we can take $`A_F=O\left([V_F\sigma (h_F)(n\mathrm{log}D+\mathrm{log}\sigma (F))]^2\right)`$, where $`h_F`$ is the polynomial defined in theorem 5 below.
In particular, the bit-sizes of $`a_F`$ and $`A_F`$ are both $`𝒪(n\mathrm{log}D+\mathrm{log}\sigma (F))`$ — sub-quadratic in the sparse size of $`F`$. Simple explicit formulae for $`a_F`$ and $`A_F`$ appear in remarks 12 and 13 of section 6.1.
Via theorem 4, Koiran’s algorithm for $`\mathrm{𝐇𝐍}`$ can be paraphrased as follows:<sup>16</sup><sup>16</sup>16We point out that, to the best of the author’s knowledge, this is the first time that the constants underlying Koiran’s algorithm have been made explicit.
* The truth of GRH.
* Access to an $`\mathrm{𝐍𝐏}`$-oracle.
* Pick a (uniformly distributed) random integer $`t\{4963041,\mathrm{},4963041+3a_F\}`$.
* Using our oracle, decide if there is a prime $`p\{A_Ft^3,\mathrm{},A_F(t+1)^31\}`$ such that $`F`$ has a root mod $`p`$. If so, declare that $`F`$ has a complex root. Otherwise, declare that $`F`$ has no complex root. $`\mathrm{}`$
In particular, it follows immediately from theorem 4 that the algorithm above is indeed an $`\mathrm{𝐀𝐌}`$ algorithm, and that the error probability is $`\frac{1}{3}`$. Better still, the error probability can be replaced by an arbitrarily small constant $`\epsilon `$ (keeping the same asymptotic complexity), simply by replacing $`3a_F`$ by $`\frac{1}{\epsilon }a_F`$ in Step 1 above.
The proof of theorem 4 is based in part on a particularly effective form of univariate reduction.
###### Theorem 5.
Following the notation above, and the assumptions of theorem 4, there exist a univariate polynomial $`h_F[u_0]`$ and a point $`u_F:=(u_1,\mathrm{},u_n)^n`$ with the following properties:
1. The degree of $`h_F`$ is $`V_F`$.
2. For any irreducible component $`W`$ of $`Z_F`$, there is a point $`(\zeta _1,\mathrm{},\zeta _n)W`$ such that $`u_1\zeta _1+\mathrm{}+u_n\zeta _n`$ is a root of $`h_F`$. Conversely, if $`mn`$, all roots of $`h_F`$ arise this way.
3. $`F`$ has only finitely many complex roots $``$ the splitting field of $`h_F`$ over $``$ is exactly the field $`[x_i|(x_1,\mathrm{},x_n)^n\text{ is a root of }F]`$.
4. The coefficients of $`h_F`$ satisfy $`\sigma (h_F)=𝒪\left(M_F[\sigma (F)+m(n\mathrm{log}D+\mathrm{log}m)]+n^2V_F\mathrm{log}D\right)`$ and, when $`mn`$, $`\sigma (h_F)=𝒪(M_F\sigma (F)+n^2V_F\mathrm{log}D)`$.
5. $`mn`$ the deterministic arithmetic complexity of computing $`u_F`$, and all the coefficients of $`h_F`$, is $`𝒪(n^3M_F^{2.376}V_F^5)`$.
6. We have $`\mathrm{log}(1+|u_i|)=𝒪(n^2\mathrm{log}D)`$ for all $`i`$.
Note that we have thus obtained the existence of points of bounded height on the positive-dimensional part of $`Z_F`$, as well as a bound on the height of any point in the zero-dimensional part of $`Z_F`$. Put more simply, via a slight variation of the proof of theorem 5, we obtain the following useful bound:
###### Theorem 6.
Following the notation of theorem 5, any irreducible component $`W`$ of $`Z_F`$ contains a point $`(x_1,\mathrm{},x_n)`$ such that for all $`i`$, either $`x_i=0`$ or
$`|\mathrm{log}|x_i||=𝒪\left(M_F[\sigma (F)+m(n\mathrm{log}D+\mathrm{log}m)]\right)`$. Furthermore, when $`mn`$, the last upper bound can be improved to $`𝒪(M_F\sigma (F))`$. $`\mathrm{}`$
Our final result over $``$ is a refinement of theorem 5 which will help simplify the proofs of our results in section 5 on integral points.
###### Theorem 7.
\[Roj99c\] Following the notation of theorem 5, one can pick $`u_F`$ and $`h_F`$ (still satisfying (0)–(5)) so that there exist $`a_1,\mathrm{},a_n`$ and $`h_1,\mathrm{},h_n[u_0]`$ with the following properties:
1. The degrees of $`h_1,\mathrm{},h_n`$ are all bounded above by $`V_F`$.
2. For any root $`\theta =u_1\zeta _1+\mathrm{}+u_n\zeta _n`$ of $`h_F`$, $`\frac{h_i(\theta )}{a_i}=\zeta _i`$ for all $`i`$.
3. For all $`i`$, both $`\mathrm{log}a_i`$ and $`\sigma (h_i)`$ are bounded above by $`𝒪(V_F^2\sigma (h_F))`$.
4. $`mn`$ the deterministic arithmetic complexity of computing all the coefficients of $`h_1,\mathrm{},h_n`$ is $`𝒪(n^4M_F^{2.376}V_F^5)`$.
Explicit formulae for all these asymptotic estimates, as well as their proofs, appear in remarks 9, 10, and 11 of section 6.1. However, let us first compare these quantitative results to earlier work.
### 2.1. Related Results Over $``$
Solving $`\mathrm{𝐇𝐍}_{}`$ too quickly also leads to unexpected collapses of complexity classes as follows.
###### Theorem 8.
Suppose there is an algorithm (on a BSS machine over $``$) which decides whether an arbitrary input polynomial $`f[x_1]`$ of degree $`D`$ vanishes at a $`D^{\underset{¯}{\mathrm{th}}}`$ root of unity, within a number of arithmetic operations polynomial in the sparse size of $`f`$. Then $`\mathrm{𝐍𝐏}\mathrm{𝐁𝐏𝐏}`$. $`\mathrm{}`$
This result is originally due to Steve Smale and a proof appears in \[Roj00b\]. It is currently believed that the inclusion $`\mathrm{𝐍𝐏}\mathrm{𝐁𝐏𝐏}`$ is quite unlikely.
Curiously, finding (as opposed to deciding the existence of) roots for even a seemingly innocent univariate polynomial can lead to undecidability in the BSS model over $``$:
###### Theorem 9.
Determining whether an arbitrary $`x_0`$ converges to a root of $`x^32x+2=0`$ under Newton’s method is undecidable, relative to the BSS model over $``$. $`\mathrm{}`$
This result follows easily via a dynamics result of Barna \[Bar56\] and the proof appears in \[BCSS98, Sec. 2.4\]. One should of course note that this result in no way prevents one from finding some $`x_0`$ which converges to a root of $`x^32x+2`$. So this result is a more a reflection of the subtlety of dynamics than the limits of the BSS model.
As for the other results of section 2, we point out that we have tried to balance generality, sharpness, and ease of proof in our bounds. In particular, our bounds fill a lacuna in the literature where earlier bounds seemed to sacrifice generality for sharpness, or vice-versa.
To clarify this trade-off, first note that $`_FV_FD^n`$, where $`_F`$ is the number of irreducible components of $`Z_F`$. (The first inequality follows immediately from theorem 5, while the second follows from the observation that $`Q_F`$ always lies in a copy of the standard $`n`$-simplex scaled by a factor of $`D`$.) So depending on the shape of $`Q_F`$, and thus somewhat on the sparsity of $`F`$, one can typically expect $`V_F`$ to be much smaller than $`D^n`$. For example, our $`3\times 3`$ system from section 1.1 gives $`D^n=13824`$ and $`V_F=243`$. Setting $`p=n`$ and $`s=0`$ in the example from section 1.2, it is easy to see that the factor of improvement can even reach $`D^{n1}`$, if not more.
As for the quantities $`k`$ and $`M_F`$, we will see in lemma 1 of section 6.1.1 that $`km(V_F+n)`$ and $`M_F\left(\begin{array}{c}nD+1\\ n\end{array}\right)=𝒪(e^n(nD+1)^n)`$. Furthermore, just as $`V_F`$ is a much more desirable complexity measure than $`D^n`$, we point out that the preceding bound on $`M_F`$ is frequently overly pessimistic: for example, $`M_F=𝒪(V_F)`$ for fixed $`n`$. The true definition of $`M_F`$ appears in section 6.1.1.
Our algorithm for computing $`dimZ_F`$ thus gives the first deterministic complexity bound which is polynomial in $`V_F`$ and $`M_F`$. In particular, while harder problems were already known to admit $`\mathrm{𝐏𝐒𝐏𝐀𝐂𝐄}`$ complexity bounds, the corresponding complexity bounds were either polynomial (or worse) in $`D^n`$, or stated in terms of a non-uniform computational model.<sup>17</sup><sup>17</sup>17 For example, some algorithms in the literature are stated in terms of arithmetic networks, where the construction of the underlying network is not included in the complexity estimate. Our algorithm for the computation of $`dimZ_F`$ thus gives a significant speed-up over earlier work.
For example, via the work of Chistov and Grigoriev from the early 1980’s on quantifier elimination over $``$ \[CG84\], it is not hard to derive a deterministic arithmetic complexity bound of $`𝒪((mD)^{n^4})`$ for the computation of $`dimZ`$. More recently, \[GH93\] gave a randomized arithmetic complexity bound of $`m^{𝒪(1)}D^{𝒪(n)}`$. Theorem 2 thus clearly improves the former bound. Comparison with the latter bound is a bit more difficult since the exponential constants and derandomization complexity are not explicit in \[GH93\].
As for faster algorithms, one can seek complexity bounds which are polynomial in even smaller quantities. For example, if one has an irreducible algebraic variety $`V^n`$ of complex dimension $`d`$, one can define its affine geometric degree, $`\delta (V)`$, to be the number of points in $`VH`$ where $`H`$ is a generic $`(nd)`$-flat.<sup>18</sup><sup>18</sup>18 We explain the term “generic” in sections 5 and 6.2.3. More generally, we can define $`\delta (Z_F)`$ to be the sum of $`\delta (V)`$ as $`V`$ ranges over all irreducible components of $`Z_F`$. It then follows (from theorem 2 and a consideration of intersection multiplicities) that $`_F\delta (Z_F)V_F`$. Similarly, one can attempt to use mixed volumes of several polytopes (instead of a single polytope volume) to lower our bounds.
We have avoided refinements of this nature for the sake of simplicity. Another reason it is convenient to have bounds in terms of $`V_F`$ is that the computation of $`\delta (Z_F)`$ is even more subtle than the computation of polytopal $`n`$-volume. For example, when $`n`$ is fixed, $`\mathrm{Vol}_n(Q)`$ can be computed in polynomial time simply by triangulating the polytope $`Q`$ and adding together the volumes of the resulting $`n`$-simplices \[GK94\]. However, merely deciding $`\delta (Z_F)>0`$ is already $`\mathrm{𝐍𝐏}`$-hard for $`(m,n)=(2,1)`$, via theorem 1. As for varying $`n`$, computing $`\delta (Z_F)`$ is $`\mathrm{\#}𝐏`$-hard, while the computation of polytope volumes is $`\mathrm{\#}𝐏`$-complete.<sup>19</sup><sup>19</sup>19 $`\mathrm{\#}𝐏`$ is the analogue of $`\mathrm{𝐍𝐏}`$ for enumerative problems (as opposed to decision problems) \[Pap95\]. (The latter result is covered in \[GK94, KLS97\], while the former result follows immediately from the fact that the computation of $`\delta (Z_F)`$ includes the computation of $`V_F`$ as a special case.) More practically, for any fixed $`\epsilon _1,\epsilon _2>0`$, there is an algorithm which runs in time polynomial in the sparse encoding of $`F`$ (and thus polynomial in $`n`$) which produces a random variable that is within a factor of $`1\epsilon _1`$ of $`\mathrm{Vol}_n(Q_F)`$ with probability $`1\epsilon _2`$ \[KLS97\]. The analogous result for mixed volume is known only for certain families of polytopes \[GS00\], and the existence of such a result for $`\delta (Z_F)`$ is still an open problem.
In any event, we point out that improvements in terms of $`\delta (Z_F)`$ for our bounds are possible, and these will be pursued in a forthcoming paper. Similarly, the exponents in our complexity bounds can be considerably lowered if randomization is allowed. Furthermore, Lecerf has recently announced a randomized arithmetic complexity bound for computing $`dimZ_F`$ which is polynomial in $`\mathrm{max}_i\{\delta (Z_{(f_1,\mathrm{},f_i)})\}`$ \[Lec00\].<sup>20</sup><sup>20</sup>20 The paper \[Lec00\] actually solves the harder problem of computing an algebraic description of a non-empty set of points in every irreducible component of $`Z_F`$, and distinguishing which component each set belongs to. However, the complexity of derandomizing Lecerf’s algorithm is not yet clear.
As for our result on prime densities (theorem 4), part (a) presents the best current bound polynomial in $`V_F`$ and $`M_F`$. An earlier density bound, polynomial in $`D^{n^{𝒪(1)}}`$ instead, appeared in \[Koi96\].
Part (b) of theorem 4 appears to be new, and makes explicit an allusion of Koiran in \[Koi96\].
###### Remark 1.
We point out that we cheated slightly in our refinement of Koiran’s algorithm: We did not take the complexity of computing $`V_F`$ into account. (It is easy to see that this is what dominates the randomized bit complexity of the algorithm.) This can be corrected, and perhaps the simplest way is to replace every occurence of $`V_F`$ with $`D^n`$ in our bounds for $`M_F`$, $`a_F`$, and $`A_F`$. Alternatively, if one want to preserve polynomiality in $`V_F`$, one can instead apply the polynomial-time randomized approximation techniques of \[KLS97\] to $`V_F`$, and make a minor adjustment to the error probabilities. $`\mathrm{}`$
###### Remark 2.
Pascal Koiran has also given an $`\mathrm{𝐀𝐌}`$ algorithm (again depending on GRH) for deciding whether the complex dimension of an algebraic set is less than some input constant \[Koi97\]. $`\mathrm{}`$
Regarding our height bound, the only other results stated in polytopal terms are an earlier version of theorem 5 announced in \[Roj99b\], and independently discovered bounds in \[KPS00, Prop. 2.11\] and \[Mai00, Cor. 8.2.3\]. The bound from \[KPS00\] applies to a slightly different problem, but implies (by intersecting with a generic linear subspace with reasonably bounded coefficients)<sup>21</sup><sup>21</sup>21 Martin Sombra pointed this out in an e-mail to the author. a bound of $`𝒪((4^nD\mathrm{log}n+n\sigma (F))V_F)`$ for our setting. Furthermore, by examining a key ingredient in their proof (Proposition 1.7 from \[KPS00\]), their bound can actually be improved to $`𝒪(DM_F\mathrm{log}n+nV_F\sigma (F))`$. The last bound is thus close to ours, and can be better when $`m`$ and $`\sigma (F)`$ are large and $`n`$ is small. The bound from \[Mai00, Cor. 8.2.3\] uses Arakelov intersection theory, holds only for $`m=n`$, and the statement is more intricate (involving a sum of several mixed volumes). So it is not yet clear when \[Mai00, Cor. 8.2.3\] is better than theorem 5. In any case, our result has a considerably simpler proof than either of these two alternative bounds: We use only resultants and elementary linear algebra and factoring estimates.
We also point out that the only earlier bounds which may be competitive with theorems 5 and 6, \[KPS00, Prop. 2.11\], and \[Mai00, Cor. 8.2.3\] are polynomial in $`e^n(nD+1)^n`$ and make various non-degeneracy hypothesis, e.g., $`m=n`$ and no singularities for $`Z_F`$ (see \[Can87\] and \[Mal00a, Thm. 5\]). As for bounds with greater generality, the results of \[FGM90\] imply a height bound for general quantifier elimination which, unfortunately, has a factor of the form $`2^{(n\mathrm{log}D)^{𝒪(r)}}`$ where $`r`$ is the number of quantifier alternations \[Koi96\].
As for theorem 7, the approach of rational univariate representations (RUR) for the roots of polynomial systems dates back to Kronecker. RUR also goes under the name of “effective primitive element theorem” and important precursors to theorem 7, with respective complexity bounds polynomial in $`e^n(nD+1)^n`$ and $`D^{n^{𝒪(1)}}`$, are stated in \[Can88\] and \[Koi96, Thm. 4\]. Nevertheless, the use of toric resultants (cf. section 6.1), which form the core of our algorithms here, was not studied in the context of RUR until the late 1990’s (see, e.g., \[Roj99c\]). In particular, theorem 7 appears to be the first statement giving bounds on $`\sigma (h_i)`$ which are polynomial in $`V_F`$. As for computing $`h,h_1,\mathrm{},h_n`$ faster, an algorithm for RUR with randomized complexity polynomial in $`\mathrm{max}_i\{\delta (Z_{(f_1,\mathrm{},f_i)})\}`$ was derived in \[GLS99\]. However, their algorithm makes various nondegeneracy assumptions (such as $`m=n`$ and that $`F`$ form a complete intersection) and the derandomization complexity is not stated.
The remaining bottle-neck in improving our complexity and height bounds stems from the exponentiality in $`n`$ present in the quantity $`M_F`$. However, the resulting exponential factor, which is currently known to be at worst $`𝒪(e^n)`$ (cf. lemma 1 of section 6.1.1), can be reduced to $`𝒪(n)`$ in certain cases. In general, this can be done whenever there exists an expression for a particular toric resultant (cf. section 6.1) as a single determinant, or the divisor of a determinant, of a matrix of size $`𝒪(nV_F)`$. The existence of such formulae has been proven in various cases, e.g., when all the Newton polytopes are axis-parallel parallelepipeds \[WZ94\]. Also, such formulae have been observed (and constructed) experimentally in various additional cases of practical interest \[EC93\]. Finding compact formulae for resultants is an area of active research which thus has deep implications for the complexity of algebraic geometry.
Finally, we note that we have avoided Gröbner basis techniques because there are currently no known complexity or height bounds polynomial in $`V_F`$ (or even $`M_F`$) using Gröbner bases for the problems we consider. A further complication is that there are examples of ideals, generated by polynomials of degree $`5`$ in $`𝒪(n)`$ variables, where every Gröbner basis has a generator of degree $`2^{2^n}`$ \[MM82\]. This is one obstruction to deriving sharp explicit complexity bounds via a naive application of Gröbner bases. Nevertheless, we point out that Gröbner bases are well-suited for other difficult algebraic problems, and their complexity is also an area of active research.
## 3. Polytope Volumes and Counting Pieces of Semi-Algebraic Sets
Continuing our theme of measuring algebraic-geometric complexity in combinatorial terms, we will see how to bound the number of connected components of a semi-algebraic set in terms of polytope volumes. However, let us first see an unusual example of how input encoding influences computational complexity, as well as geometric complexity, over the real numbers.
Recall that a straight-line program (SLP) presents a polynomial as a sequence of subtractions and multiplications, starting from a small set of constants and variables \[BCS97, BCSS98\]. (Usually, the only constant given a priori is $`1`$.) The SLP size of a polynomial $`f[x_1,\mathrm{},x_n]`$ is then just the minimum of the total number of operations needed by any SLP evaluating to $`f`$. Thus, while $`(x+2^{2^2})^{1000}2^{2^{2^3}}`$ has a large sparse size, its SLP size is easily seen to be quite small, via standard recursive tricks such as repeated squaring. SLP’s are thus a more powerful encoding than the sparse encoding, since the SLP size of a polynomial is trivially bounded from above by a linear function of its sparse size.
Consider the following corollary of theorem 1.
###### Corollary 1.
If one can decide whether an arbitrary $`f[x_1]`$ has a real root, within a number of bit operations polynomial in the SLP size of $`f`$, then $`𝐏=\mathrm{𝐍𝐏}`$. $`\mathrm{}`$
Thus the hardness of feasibility testing we’ve observed earlier over $``$ persists over $``$, albeit relative to a smaller complexity measure. Peter Bürgisser observed the following simple proof of this corollary in 1998: Assuming the hypothesis above, consider the polynomial system $`G:=(f(w),w(z+i)iz)`$. Then $`f`$ has a real root $`G`$ has a root $`(w,z)`$ with $`w`$ on the unit circle, and our assumption thus implies the existence of a polynomial-time algorithm (relative now to the SLP encoding) for detecting whether certain systems of two polynomials in two variables have a root $`(w,z)`$ with $`w`$ on the unit circle. This in turn implies an algorithm, requiring a number of bit operations just polynomial in the sparse size of $`f`$, for deciding if a univariate polynomial $`f`$ has a root on the unit circle. This is not quite the same problem as the special case of $`\mathrm{𝐇𝐍}`$ from theorem 1, but it is nevertheless known to be $`\mathrm{𝐍𝐏}`$-hard as well \[Pla84\]. So we finally obtain $`𝐏=\mathrm{𝐍𝐏}`$ from our initial assumption and our corollary is thus proved.
Another complication with detecting the existence of real roots too quickly is that the number of real roots, even for a single univariate polynomial, can be exponential in the SLP size. (This fact is not implied by our earlier example of $`x_1^D1`$.) To see why, simply consider the recursion $`g_{j+1}:=4g_j(1g_j)`$ with $`g_1:=4x(1x)`$. It is then easily checked<sup>22</sup><sup>22</sup>22 This example is well-known in dynamical systems, and the author thanks Gregorio Malajovich for pointing it out. that $`g_j(x)x`$ has $`2^j`$ roots in the open interval $`(0,1)`$, but an SLP size of just $`𝒪(j)`$.
It is an open question whether corollary 1 holds relative to sparse size. More to the point, the influence of sparse size on the number of real roots of polynomial systems remains a deep open question. For instance, the classical Descartes rule of signs states that any univariate polynomial with real coefficients and $`k`$ monomial terms has at most $`2k+1`$ real roots. However, the best known bounds on the number of isolated real roots for $`2`$ polynomials in $`2`$ unknowns are already exponential in the number of monomial terms, even if one restricts to roots with all coordinates positive (cf. section 3.1).
However, one can at least give bounds which are linear in a suitable polytope volume, which apply even in the the more general context of polynomial inequalities.
###### theorem 10.
\[Roj00b\] Let $`f_1,\mathrm{},f_{p+s}[x_1,\mathrm{},x_n]`$ and suppose $`S^n`$ is the solution set of the following collection of polynomial inequalities:
$`f_i(x)`$ $`=`$ $`0,i\{1,\mathrm{},p\}`$
$`f_{p+i}(x)`$ $`>`$ $`0,i\{1,\mathrm{},s\}`$
Let $`Q_F^n`$ be the convex hull of the union of $`\{𝐎,\widehat{e}_1,\mathrm{},\widehat{e}_n\}`$ and the set of all $`a`$ with $`x^a:=x_1^{a_1}\mathrm{}x_n^{a_n}`$ a monomial term of some $`f_i`$. Then $`S`$ has at most
$$\mathrm{min}\{n+1,\frac{s+1}{s1}\}2^ns^nV_F(\mathrm{for}s>0)\mathrm{or}2^{n1}V_F(\mathrm{for}s=0)$$
connected components, where $`V_F:=\mathrm{Vol}_n(Q_F)`$. $`\mathrm{}`$
In closing this brief excursion into semi-algebraic geometry, we point out that unlike the complex case, it is not yet known whether $`V_F`$ is an upper bound on the number of real connected components. This is because a complex component may contribute two or more real connected components. Nevertheless, it is quite possible that the factors exponential in $`n`$ in our bounds may be removed from our bounds in the near future.
### 3.1. Related Results Over $``$
We first recall the following important result relating sparse size and real roots for certain non-degenerate polynomial systems. (Recall also that the positive orthant of $`^n`$ is the subset $`\{(x_1,\mathrm{},x_n)|x_i>0\text{ }foralli\}`$.)
###### Khovanski’s Theorem on Real Fewnomials .
(Special Case)<sup>23</sup><sup>23</sup>23Khovanski’s Theorem on Fewnomials actually holds for a more general class of functions — the so-called Pfaffian functions \[Kho91\]. \[Kho91, Sec. 3.12, Cor. 6\] Following the notation of theorem 10, suppose $`p=n`$, $`s=0`$, and the Jacobian matrix of $`F`$ is invertible at any complex root of $`F`$. Also let $`k^{}`$ be the number of exponent vectors which appear in at least one of $`f_1,\mathrm{},f_n`$. Then $`F`$ has at most $`(n+1)^k^{}2^{k^{}(k^{}1)/2}`$ real roots in the positive orthant. $`\mathrm{}`$
For example, Khovanski’s bound readily implies that our $`3\times 3`$ example from section 1.1 has at most $`84^92^{36}=\mathrm{𝟏𝟒𝟒𝟏𝟏𝟓𝟏𝟖𝟖𝟎𝟕𝟓𝟖𝟓𝟓𝟖𝟕𝟐}`$ real roots — quite a bit more than $`972`$ (the estimate from theorem 10 above) or $`11`$ (the true number of real roots). Nevertheless, we emphasize that his theorem was a major advance, giving the first bound on the number of real roots independent of the degree of the input polynomials.
As for other more general results, Khovanski also gave bounds on the Betti numbers<sup>24</sup><sup>24</sup>24These are more subtle cohomological invariants which include the number of connected components as a special case (see, e.g., \[Mun84\] for further details). of non-degenerate real algebraic varieties \[Kho91, Sec. 3.14, Cor. 5\]. Similarly, these results (which thus require $`pn`$ and $`s=0`$) become more practical as the polynomial degrees grows and the number of monomial terms remains small.
Closer to our approach, Benedetti, Loeser, and Risler independently derived a polytopal upper bound on the number connected components of a real algebraic variety in \[BLR91, Prop. 3.6\]. Their result, while applying only in the case where $`pn`$ and $`s=0`$, can give a better bound when the number of equations $`p`$ is a small constant and $`n`$ is large. We also point out that their result has a more complicated statement than ours, involving a recursion in terms of mixed volumes of projections of polytopes.
The only other known bounds on the number of connected components appear to be linear in $`D^n`$. For example, a bound derived by Oleinik, Petrovsky, Milnor, and Thom before the mid-1960’s \[OP49, Mil64, Tho65\] gives $`D(2D1)^{n1}`$ for $`s=0`$ and $`(sD+1)(2sD+1)^n`$ for $`s>0`$. An improvement, also polynomial in $`D^n`$, was given recently by Basu \[Bas96\]: $`(p+s)^n𝒪(D)^n`$, where the implied constant is not stated explicitly. For $`s>0`$ our bound is no worse than $`\mathrm{min}\{n+1,\frac{s+1}{s1}\}(2sD)^n`$ — better than both preceding bounds and frequently much better. For $`s=0`$ our bound is no worse than $`2^{n1}D^n`$ — negligibly worse than the oldest bound, but asymptotically better than Basu’s bound.
For the sake of brevity, we have mainly focused on one combinatorial aspect of semi-algebraic sets. So let us at least mention a few additional complexity-theoretic references: Foundational results on the complexity of solving (or counting the roots of) polynomial systems over $``$ can be found in \[Roy96\], and faster recent algorithms can be found in \[Roj98, MP98\]. More generally, there are algorithms known for quantifier elimination over any real closed field \[Ren92, Can93, BPR96\].
Curiously, the best current complexity bounds for the problems over $``$ just mentioned are essentially the same as those for the corresponding problems over $``$. Notable recent exceptions include \[BGHM97\] and \[RY00\] where the complexity bounds depending mainly on quantities relating only to the underlying real geometry. (The first paper deals with finding a point in every connected component of a semi-algebraic set, while the second paper deals with approximating the real roots of a trinomial within time quadratic in $`\mathrm{log}D`$.) Also, with the exception of \[BGHM97, Roj98, MP98, RY00\], all the preceding references present complexity bounds depending on $`n`$ and $`D^n`$, with no mention of sharper quantities like $`V_F`$.
An interesting question which remains is whether feasibility over $``$ can be decided within the polynomial hierarchy (a collection of complexity classes suspected to lie below $`\mathrm{𝐏𝐒𝐏𝐀𝐂𝐄}`$ \[Pap95\]), with or without GRH. As we will see now, this can be done over $``$ (at least in a restricted sense) as well as $``$.
## 4. The Generalized Riemann Hypothesis and Detecting Rational Points
Here we will return to considering computational complexity estimates: We show that deciding feasibility over $``$, for most polynomial systems, lies within the polynomial hierarchy, assuming GRH. To fix ideas, let us begin with the case of a single univariate polynomial.
###### Theorem 11.
\[Len98\] Suppose $`f[x_1]`$ and $`\pm \frac{p}{q}`$ is a root of $`f`$, with $`p,q`$ and $`\mathrm{gcd}(p,q)=1`$. Then $`\mathrm{log}p`$, $`\mathrm{log}q`$, and the number of rational roots are all polynomial in $`\mathrm{size}(f)`$ (the sparse size of $`f`$). Furthermore, all rational roots of $`f`$ can be computed within $`𝒪(\mathrm{size}(f)^{10})`$ bit operations.<sup>25</sup><sup>25</sup>25The exponent was not stated explicitly in \[Len98\] but, via \[LLL82\], can easily be derived from the description of the algorithm given there. $`\mathrm{}`$
Note that the complexity bound above does not follow directly from the famous polynomial-time factoring algorithm of Lenstra, Lenstra, and Lovasz \[LLL82\]: their result has complexity polynomial in the degree of $`f`$, as well as $`\mathrm{size}(f)`$. Also, Lenstra actually derived a more general version of the theorem above which applies to finding all bounded degree factors of a univariate polynomial over any fixed algebraic number field \[Len98\]. Interestingly, the analogue of theorem 11 for the SLP size is an open problem and, like theorem 1 and corollary 1, has considerable impact within complexity theory (see theorem 15 of section 5 for the full statement).
Curiously, there is currently no known analogue of theorem 11 for systems of multivariate polynomials. The main reason is that the most naive generalizations easily lead to various obstructions and even some unsolved problems in number theory. For example, as of mid-2000, it is still unknown whether deciding the existence of a rational root for $`y^2=ax^3+bx+c`$ is even Turing-decidable. Thus, the first obvious restriction to make, following the notation of the last two sections, is to consider only those $`F`$ where $`Z_F`$ is finite. But even then there are complications:
* The number of integral roots of $`F`$ can actually be exponential in the sparse size of $`F`$: A simple example is the system $`(_{i=1}^D(x_1i),\mathrm{},_{i=1}^D(x_ni))`$, which has $`D^n`$ integral roots and a sparse size of $`𝒪(nD\mathrm{log}D)`$. $`\mathrm{}`$
* For $`n>1`$, the integral roots of $`F`$ can have coordinates with bit-length exponential in $`\mathrm{size}(F)`$, thus ruling out one possible source $`\mathrm{𝐍𝐏}`$ certificates: For example, the system $`(x_12,x_2x_1^2,\mathrm{},x_nx_{n1}^2)`$ has sparse size $`𝒪(n)`$ but has $`(1,2,\mathrm{},2^{2^{n2}})`$ as a root. $`\mathrm{}`$
So it appears that restricting to deciding the existence of rational roots, instead of finding them, may be necessary for sub-exponential complexity. Nevertheless, these difficulties may disappear when $`n`$ is fixed: even the case $`n=2`$ is open.
As for simple complexity upper bounds, the efficient deterministic algorithms of section 2 can easily be converted to $`\mathrm{𝐏𝐒𝐏𝐀𝐂𝐄}`$ algorithms for finding all rational points within the zero-dimensional part of an algebraic set. However, we will use a different approach to place this problem within an even lower complexity class: testing the densities of primes with certain properties.
First note that averaging over many primes (as opposed to employing a single sufficiently large prime) is essentially unavoidable if one wants to use mod $`p`$ root counts to decide the existence of rational roots. For example, from basic quadratic residue theory \[HW79\], we know that the number of roots $`x_1^2+1`$ mod $`p`$ is not constant for sufficiently large prime $`p`$. Similarly, Galois-theoretic considerations are also necessary before using mod $`p`$ root counts to decide feasibility over $``$.
###### Example 3.
Take $`m=n=1`$ and $`F=f_1=(x_1^22)(x_1^27)(x_1^214)`$. Clearly, $`F`$ has no rational roots. However, it is easily checked via the Jacobi symbol \[HW79, BS96\] that $`F`$ has a root mod $`p`$ for all primes $`p`$. In particular, note that the Galois group here is not transitive: there is no automorphism of $`\overline{}`$ which fixes $``$ and sends, say, $`\sqrt{2}`$ to $`\sqrt{7}`$.
So let us now state a precursor to our method for detecting rational roots: Recall that $`\pi (x)`$ denotes the number of primes $`x`$. Let $`\pi _F(x)`$ be the variation on $`\pi (x)`$ where we instead count the number of primes $`px`$ such that the reduction of $`F`$ mod $`p`$ has a root in $`/p`$, and let $`\mathrm{\#}`$ denote set cardinality.
###### theorem 12.
(See \[Roj00c, Thm. 2\].) Following the notation of sections 2 and 3, assume now that the coefficients of $`F`$ are integers. Let $`K`$ be the field $`(x_i|(x_1,\mathrm{},x_n)Z_F,i\{1,\mathrm{},n\})`$. Then the truth of GRH implies the two statements for all $`x>33766`$:
1. Suppose $`\mathrm{}>\mathrm{\#}Z_F2`$ and $`\mathrm{Gal}(K/)`$ acts transitively on $`Z_F`$. Then
$$\frac{\pi _F(x)}{\pi (x)}<\left(1\frac{1}{V_F}\right)\left(1+\frac{(V_F!+1)\mathrm{log}^2x+V_F!V_F𝒪(V_F+\sigma (h_F))\mathrm{log}x}{\sqrt{x}}\right).$$
2. Suppose $`\mathrm{\#}Z_F1`$. Then independent of $`\mathrm{Gal}(K/)`$, we have
$$\frac{\pi _F(x)}{\pi (x)}>\frac{1}{V_F}(1b(F,x)),$$
where $`0b(F,x)<\frac{4V_F\mathrm{log}^2x+V_F^2𝒪(V_F+\sigma (h_F)+nV_F\sigma (h_F)/\sqrt{x})\mathrm{log}x}{\sqrt{x}}`$ and $`0\sigma (h_F)=`$
$`𝒪\left(M_F[\sigma (F)+m(n\mathrm{log}D+\mathrm{log}m)]+n^2V_F\mathrm{log}D\right)`$. Better still, we have $`\sigma (h_F)=𝒪(M_F\sigma (F)+n^2V_F\mathrm{log}D)`$ when $`mn`$. $`\mathrm{}`$
The upper bound from assertion (1) appears to be new, and the lower bound from assertion (2) significantly improves earlier bounds appearing in \[Koi96, Mor97, Bür00\] which were polynomial in $`D^n`$. Explicit formulae for the above asymptotic estimates appear in \[Roj00c, Remarks 9 and 10\].
Theorem 12 thus presents the first main difference between feasibility testing over $``$ and $``$: from theorem 4, we know that the mod $`p`$ reduction of $`F`$ has a root in $`/p`$ for a density of primes $`p`$ which is either positive or zero, according as $`F`$ has a root in $``$ or not. The corresponding gap between densities happened to be large enough for Koiran’s randomized oracle algorithm to decide feasibility over $``$ (cf. section 2). (We point out that Koiran’s algorithm actually relies on the behavior of the function $`N_F`$ defined below, which is more amenable than that of $`\pi _F`$.) On the other hand, assertion (1) of theorem 12 tells us that the mod $`p`$ reduction of $`F`$ has a root in $`/p`$ for a density of primes which is either $`1`$ or $`1\frac{1}{V_F}`$, according as $`F`$ has, or strongly fails to have, a rational root.
Unfortunately, the convergence of $`\frac{\pi _F(x)}{\pi (x)}`$ to its limit is unfortunately too slow to permit any obvious algorithm using subexponential work. However, via a Galois-theoretic trick (cf. theorem 14 below) we can nevertheless place rational root detection in a lower complexity class than previously known.
###### theorem 13.
\[Roj00c\] Following the notation and assumptions of theorem 12, assume further that $`F`$ fails to have a rational root $`[Z_F=\mathrm{}`$ or $`\mathrm{Gal}(K/)`$ acts transitively on $`Z_F]`$. Then the truth of GRH implies that deciding whether $`F`$ has a rational root can be done in polynomial-time, given access to an oracle in $`\mathrm{𝐍𝐏}^{\mathrm{𝐍𝐏}}`$, i.e., within the complexity class $`𝐏^{\mathrm{𝐍𝐏}^{\mathrm{𝐍𝐏}}}`$. Also, we can check the emptiness and finiteness of $`Z_F`$ unconditionally (resp. assuming GRH) within $`\mathrm{𝐏𝐒𝐏𝐀𝐂𝐄}`$ (resp. $`\mathrm{𝐀𝐌}`$). $`\mathrm{}`$
The new oracle can be summarized as follows: Given any $`F`$ and a finite subset $`S`$, our oracle instantaneously tells us whether or not there is a prime $`pS`$ such that the mod $`p`$ reduction of $`F`$ has no roots in $`/p`$.
Part of the importance of oracle-based algorithms, such as the one above or the algorithm from section 2, is that it could happen that $`𝐏\mathrm{𝐍𝐏}`$ but the higher complexity classes we have been alluding to all collapse to the same level. For example, while it is known that $`\mathrm{𝐍𝐏}\mathrm{𝐁𝐏𝐏}\mathrm{𝐀𝐌}𝐏^{\mathrm{𝐍𝐏}^{\mathrm{𝐍𝐏}}}\mathrm{𝐍𝐏}^{\mathrm{𝐍𝐏}^{\mathrm{𝐍𝐏}}}\mathrm{}\mathrm{𝐏𝐒𝐏𝐀𝐂𝐄}`$, the properness of each inclusion is still unknown \[Zac86, BM88, BF91, Pap95\].
The algorithm for theorem 13 is almost as simple as the algorithm for theorem 4 given earlier, and can be outlined as follows:
* Let $`N_F(x)`$ denote the weighted version of $`\pi _F(x)`$ where we instead sum the total number of roots in $`/p`$ of the mod $`p`$ reductions of $`F`$ over all primes $`px`$.
* Let $`t_0^{}`$ be an integer just large enough so that $`t_0^{}>33766`$ and $`b(F,t_0^{})<\frac{1}{10}`$.
* Estimate, via a constant-factor approximate counting algorithm of Stockmeyer \[Sto85\]<sup>26</sup><sup>26</sup>26 Stockmeyer’s algorithm actually applies to any function from the complexity class $`\mathrm{\#}𝐏`$, and it is easily verified that $`N_F`$ and $`\pi _F`$ lie within this class., both $`N_F(t_0^{})`$ and $`\pi _F(t_0^{})`$ within a factor of $`\frac{9}{8}`$, using polynomially many calls to our $`\mathrm{𝐍𝐏}^{\mathrm{𝐍𝐏}}`$ oracle. Call these approximations $`\overline{N}`$ and $`\overline{\pi }`$ respectively.
* If $`\overline{N}(\frac{9}{8})^2\overline{\pi }`$, declare $`Z_F^n`$ empty. Otherwise, declare $`Z_F^n`$ nonempty. $`\mathrm{}`$
That our algorithm runs in polynomial time follows easily from our quantitative estimates from theorem 12 and an analogous estimate for $`N_F(x)`$ (which also depends on GRH) from \[Roj00c\]. The same holds for the correctness of our algorithm.
Let us now close with some remarks on the strength of our last two theorems: First note that our restrictions on the input $`F`$ are actually rather gentle. In particular, if one assumes $`mn`$ and fixes the monomial term structure of $`F`$, then it follows easily from the theory of resultants \[GKZ94, Stu98, Roj99c\] that, for a generic choice of the coefficients, $`F`$ will have only finitely many roots in $`^n`$. (See section 5 for our definition of generic.) Furthermore, it is quite frequently the case that our hypothesis involving $`Z_F`$ and $`\mathrm{Gal}(K/)`$ holds when $`F`$ fails to have a rational root.
###### Theorem 14.
\[Roj00c, Thm. 4\] Following the notation above, fix the monomial term structure of $`F`$ and assume further that $`mn`$ and the coefficients of $`F`$ are integers of absolute value $`c`$. Then the fraction of such $`F`$ with $`\mathrm{Gal}(K/)`$ acting transitively on $`Z_F`$ is at least $`1𝒪(\frac{\mathrm{log}c}{\sqrt{c}})`$. Furthermore, we can check whether $`\mathrm{Gal}(K/)`$ acts transitively on $`Z_F`$ within $`\mathrm{𝐄𝐗𝐏𝐓𝐈𝐌𝐄}`$ or, if one assumes GRH, within $`𝐏^{\mathrm{𝐍𝐏}^{\mathrm{𝐍𝐏}}}`$. $`\mathrm{}`$
Thus, if the monomial term structure of $`F`$ is such that $`\mathrm{\#}Z_F1`$ for a generic choice of the coefficients, it easily follows that at least a fraction of $`1𝒪(\frac{\mathrm{log}c}{\sqrt{c}})`$ of the $`F`$ specified above also have no rational roots. The case where the monomial term structure of $`F`$ is such that $`\mathrm{\#}Z_F=1`$ for a generic choice of the coefficients is evidently quite rare, and will be addressed in future work.
###### Remark 3.
A stronger version of the $`m=n=1`$ case of theorem 14 (sans complexity bounds) was derived by Gallagher in \[Gal73\]. The $`mn>1`$ case follows from a combination of our framework here, the Lenstra-Lenstra-Lovasz (LLL) algorithm \[LLL82\], and an effective version of Hilbert’s Irreducibility Theorem from \[Coh81\]. $`\mathrm{}`$
As we have seen, transferring conditional speed-ups from $``$ to $``$ presents quite a few subtleties, and these are covered at length in \[Roj00c\]. We also point out that there appears to be no obstruction to extending our algorithm above to detecting rational points over any fixed number field, within the same complexity bound. This will be pursued in future work.
### 4.1. Related Results Over $``$
We have mainly concentrated on the complexity of detecting rational points on certain zero-dimensional algebraic sets, which has been a somewhat overlooked topic. Indeed, while a $`\mathrm{𝐏𝐒𝐏𝐀𝐂𝐄}`$ complexity bound for this problem could have been derived via, say, the techniques of \[CG84\] no later than 1984, there appears to be no explicit statement of this fact. In any event, that a large portion of this problem can be done within the polynomial hierarchy appears to be new.
On the other hand, for algebraic sets of positive dimension, even the decidability of feasibility over $``$ is open. That the study of rational points on higher-dimensional varieties has been, and continues to be, intensely studied by some of the best number theorists and algebraic geometers is a testament to the difficulty of this problem. Current work on finding rational points has thus focused on characterizing (in terms of the underlying complex geometry) when a variety has infinitely many rational points, and how and where density of rational points can appear.
For example, it was unproved until the work of Faltings in 1983 \[Fal84, Bom90\] that algebraic curves of genus<sup>27</sup><sup>27</sup>27We will use geometric (as opposed to arithmetic) genus throughout this paper. These definitions can be found in \[Har77, Mir95\]. $`2`$ have only finitely many rational points. (This fact was originally conjectured by L. J. Mordell in 1922.) The seminal work of Lang and Vojta has since lead to even deeper connections between the distribution of rational points and the geometry of the underlying complex manifold \[Voj87, Lan97\]. More recently, highly refined quantitative results (some depending on conjectures of Lang) on the density of rational points on certain varieties have appeared (see, e.g., \[Man95, Pac99, BT99\] and the references therein).
This is of course but a fragment of the wealth of current active research on rational points, and we have yet to speak of the complexity of finding integral points.
## 5. Effective Siegel Versus Detecting Integral Points on Surfaces
The final results we present regard the computational complexity of certain problems involving integral points on varieties of dimension $`1`$. We will strike a path leading to a relation between height bounds for integral points on algebraic plane curves and certain Diophantine prefixes in $`4`$ variables, e.g., sentences of the form
$$uxyf(u,x,y)\stackrel{\mathrm{?}}{=}0.$$
(The last sentence is an example of the prefix $``$, and we will casually refer to various quantified sentences in this way.) We then conclude with some evidence for the undecidability of Hilbert’s Tenth Problem in three variables (theorem 20).
We first note that Diophantine complexity has quite a rich theory already in one variable.
###### Theorem 15.
\[BCSS98, Thm. 3, pg. 127\] Let $`\tau (f)`$ denote the SLP size of $`f[t]`$, starting from the sequence $`\{1,t,\mathrm{}\}`$. Suppose there exists an absolute constant $`C_2>0`$ such that for all $`f`$, the number of integral roots of $`f`$ is bounded above by $`(\tau (f)+1)^{C_2}`$. Then $`𝐏_{}\mathrm{𝐍𝐏}_{}`$.<sup>28</sup><sup>28</sup>28i.e., the analogue of the $`𝐏\mathrm{𝐍𝐏}`$ conjecture for the BSS model over $``$ would be settled. $`\mathrm{}`$
In short, a deeper understanding of the SLP encoding (cf. section 3) over $``$ would have a tremendous impact in complexity theory.
Via the sparse encoding, the study of integral roots for polynomials in two variables leads us to similar connections with important complexity classes.
###### Theorem 16.
\[AM75\] Deciding whether $`ax^2+by=c`$ has a root $`(x,y)^2`$, for an arbitrary input $`(a,b,c)^3`$, is $`\mathrm{𝐍𝐏}`$-complete relative to the sparse encoding. i.e., there is an algorithm for this problem with bit complexity polynomial in $`\mathrm{log}(abc)`$ iff $`𝐏=\mathrm{𝐍𝐏}`$. $`\mathrm{}`$
Note that we hit the class $`\mathrm{𝐍𝐏}`$ rather quickly: quadratic polynomials (or genus zero curves)<sup>29</sup><sup>29</sup>29It will be convenient to describe bivariate polynomials in terms of their underlying complex geometry, and we will do so freely in this section. are enough. The case of higher degree polynomials is much less understood. To see this, let us denote the following problem by $`\mathrm{HTP}(n)`$:
“Decide whether an arbitrary $`f[x_1,\mathrm{},x_n]`$ has a root in $`^n`$ or not.”<sup>30</sup><sup>30</sup>30 Hilbert’s Tenth Problem in $`n`$ variables is actually the simplification of $`\mathrm{HTP}(n)`$ where we seek roots in $`^n`$. However, for technical reasons, it is more convenient to deal with $`\mathrm{HTP}(n)`$.
(So our last theorem can be rephrased as the $`\mathrm{𝐍𝐏}`$-hardness of $`\mathrm{HTP}(2)`$ for quadratic polynomials.) It is then rather surprising that as of mid-2000, the decidability of $`\mathrm{HTP}(2)`$ is still open, even for general polynomials of degree $`4`$ (or general curves of genus $`2`$).
Alan Baker has conjectured \[Jon81, Section 5\] that the analogue $`\mathrm{HTP}(2)`$ for $`^2`$ is decidable. More concretely, the decidability of $`\mathrm{HTP}(2)`$ is known in certain special cases, and these form a significant part of the applications of Diophantine approximation and arithmetic geometry. To describe the known cases, it is convenient to introduce the following functions.
###### Definition 1.
Following the notation of sections 2 and 3, define the function $`\mathrm{Big}_{}:[x_1,x_2]\{0,\mathrm{}\}`$ by letting $`\mathrm{Big}_{}(f)`$ be the supremum of $`\mathrm{max}\{|r_1|,|r_2|\}`$ as $`(r_1,r_2)`$ ranges over $`\{(0,0)\}(Z_f^2)`$. The function $`\mathrm{Big}_{}(f)`$ is defined similarly, simply letting $`(r_1,r_2)`$ range over $`\{(0,0)\}(Z_f^2)`$ instead. $`\mathrm{}`$
Parallel to $`\mathrm{HTP}(n)`$ and its analogue over $`^n`$, the computability of $`\mathrm{Big}_{}`$ implies the computability of $`\mathrm{Big}_{}`$. (Simply consider the substitution $`f(x,y)f(x,y)f(x,y)f(x,y)f(x,y)`$.) The other direction is actually not trivial: there is nothing stopping a curve from having infinitely many integral points outside of the first quadrant, thus obstructing any useful bound for $`\mathrm{Big}_{}`$ from being a useful bound for $`\mathrm{Big}_{}`$.
The computability of $`\mathrm{Big}_{}`$ would of course imply the decidability of $`\mathrm{HTP}(2)`$. However, as of mid-2000, even the computability of $`\mathrm{Big}_{}`$ is, with a few exceptions, known only for those $`f`$ where $`Z_f`$ falls into one of the following cases: certain genus zero curves \[Pou93\], all genus one curves \[BC70\], certain genus two curves \[Gra94, Poo96\], Thue curves \[Bak68\], and curves in super-elliptic form \[Bak69, Bri84\]. (These also happen to be the only cases for which the decidability of $`\mathrm{HTP}(2)`$ is known.) For example, it is known that for any polynomial equation of the form
$$y^2=a_0+a_1x+a_2x^2+a_3x^3,$$
where $`a_0,a_1,a_2,a_3`$ and $`a_0+a_1x+a_2x^2+a_3x^3`$ has three distinct complex roots, all integral solutions must satisfy
$$|x|,|y|\mathrm{exp}((10^6c)^{10^6}),$$
where $`c`$ is any upper bound on $`|a_0|,|a_1|,|a_2|,|a_3|`$ \[Bak75\]. (More recent improvements of this bound can be found in \[Sch92\].)
###### Remark 4.
An interesting related conjecture of Steve Smale \[Sma98\] is that if a plane curve of positive genus has an integral point, then it must have an integral point of height singly exponential in the dense size of the defining polynomial. (See below for the definition of dense size.) $`\mathrm{}`$
Of course, one may still worry whether $`\mathrm{Big}_{}`$ can be computable without $`\mathrm{Big}_{}`$ being computable. We can resolve this as follows:
###### Theorem 17.
The function $`\mathrm{Big}_{}`$ is computable $`\mathrm{Big}_{}`$ is computable.
The proof follows easily from theorem 22 of the next section, which describes the distribution of integral points within the real part of a complex curve. In spite of theorem 17, it is still unknown whether replacing $`^2`$ by $`^2`$ makes a significant difference in the complexity of $`\mathrm{HTP}(2)`$. However, via theorem 21 of the next section, we can prove that a variant of $`\mathrm{HTP}(2)`$ is closely related to detecting infinitudes of integral points on plane curves.
###### Theorem 18.
Let $`\mathrm{RatCurve}(3)`$ denote the problem of deciding whether a (geometrically irreducible, possibly singular) genus zero curve in $`^3`$ defined over $``$ contains a point in $`^3`$. Also let $`\mathrm{HTP}^{\mathrm{}}(2)`$ denote the problem of deciding whether an arbitrary $`f[x_1,x_2]`$ has infinitely many roots in $`^2`$. Then $`\mathrm{RatCurve}(3)`$ decidable $`\mathrm{HTP}^{\mathrm{}}(2)`$ decidable.
We note that the input for $`\mathrm{RatCurve}(3)`$ is given as usual: a set of polynomials in $`[x_1,x_2,x_3]`$ defining the curve in question. Curiously, the decidability of $`\mathrm{RatCurve}(3)`$, $`\mathrm{HTP}^{\mathrm{}}(2)`$, and their analogues over $``$ are all unknown, in spite of Siegel’s Theorem. (Siegel’s Theorem \[Sie29\] is a famous result from 1934 partially classifying those curves with infinitely many integral points.) A refined version of Siegel’s Theorem appears as theorem 21 of the next section.
The preceding results can all be considered as variations on the study of the Diophantine prefixes $``$ and $``$. So to prove more decisive results it is natural to study subtler combinations of quantifiers. In particular, we will show that the prefix $``$ can be solved (almost always) within the polynomial hierarchy. To make this more precise, let us make two quantitative definitions: When we say that a statement involving a set of parameters $`\{c_1,\mathrm{},c_N\}`$ is true generically<sup>31</sup><sup>31</sup>31 We can in fact assert a much stronger condition, but this one suffices for our present purposes., we will mean that for any $`M`$, the statement fails for at most $`𝒪(N(2M+1)^{N1})`$ of the $`(c_1,\mathrm{},c_N)`$ lying in $`\{M,\mathrm{},M\}^N`$. Also, for an algorithm with a polynomial $`f[v,x,y]`$ as input, speaking of the dense encoding will simply mean measuring the input size as $`D+\sigma (f)`$, where $`D`$ (resp. $`\sigma (f)`$) is the total degree (resp. maximum bit-length of a coefficient) of $`f`$.
###### Theorem 19.
\[Roj00c\] Fix the Newton polytope $`Q`$ of a polynomial $`f[v,x,y]`$ and suppose that $`Q`$ has at least one integral point in its interior.<sup>32</sup><sup>32</sup>32So, among other things, we are assuming $`Q`$ is $`3`$-dimensional. Assume further that we measure input size via the dense encoding. Then, for a generic choice of coefficients depending only on $`Q`$, we can decide whether $`vxyf(v,x,y)=0`$ (with all three quantifiers ranging over $``$ or $``$) within $`\mathrm{𝐜𝐨𝐍𝐏}`$. Furthermore, we can check whether an input $`f`$ has generic coefficients within $`\mathrm{𝐍𝐂}`$. $`\mathrm{}`$
The hierarchy of complexity classes $`\mathrm{𝐍𝐂}`$ simply consists of those problems in $`𝐏`$ which admit efficient parallel algorithms (see \[Pap95\] for a full statement). Roughly speaking, deciding the prefix $``$ is equivalent to determining whether an algebraic surface has a slice (parallel to the $`(x,y)`$-plane) densely peppered with integral points, and we have thus shown that this problem is tractable for most inputs. Whether $`\mathrm{𝐜𝐨𝐍𝐏}`$-completeness persists relative to the sparse encoding remains an open question.
It is interesting to note that the exceptional case to our algorithm for $``$ judiciously contains an extremely hard number-theoretic problem: the prefix $``$ or, equivalently, $`\mathrm{HTP}(2)`$. (That $`[v,y]`$ lies in our exceptional locus is easily checked.) More to the point, James P. Jones has conjectured \[Jon81\] that the decidabilities of the prefixes $``$ and $``$, quantified over $``$, are equivalent. Thus, while we have not settled Jones’ conjecture, we have at least shown that the decidability of $``$ now hinges on a sub-problem much closer to $``$.
Call an algebraic surface $`Z^4`$ specially ruled iff it is a bundle of genus zero curves fibered over a genus zero curve in the $`(u,v)`$-plane (coordinatizating $`^4`$ by $`(u,v,x,y)`$). The proof of theorem 19 is primarily based on a geometric trick which easily extends to the prefix $``$. In particular, we also have the following result.
###### Theorem 20.
At least one of the following two statements is false:
1. The function $`\mathrm{Big}_{}`$ is Turing-computable.
2. The Diophantine sentence
$$uvxyf(u,v,x,y)\stackrel{\mathrm{?}}{=}0$$
is decidable in the special case where the underlying $`3`$-fold $`Z_f`$ contains a specially ruled surface.
In particular, $`\mathrm{HTP}(3)`$ is a special case of the problem mentioned in statement (2).
A slightly stronger version of theorem 20 appears in \[Roj00a\] and, for the convenience of the reader, we supply a more streamlined proof in section 6.2.3. We thus now have (applying theorem 17) a weak version of the following implication: $`\mathrm{Big}_{}`$ computable $`\mathrm{HTP}(3)`$ undecidable.
Since Matiyasevich and Robinson have shown that $``$ is undecidable (when all quantifiers range over $``$) \[MR74\], our last theorem can also be interpreted as a restriction of this undecidability to a particular subset of the general problem. Whether this subproblem can be completely reduced to $`\mathrm{HTP}(3)`$ is therefore of the utmost interest.
### 5.1. Related Work Over $``$ and $``$
We first point out that the decidability of $``$ was an open problem and, in spite of theorem 19, remains open for arbitrary inputs. We also note that our algorithm for (most of) $``$ is based on an important result of Tung for the prefix $``$.
###### Tung’s Theorem .
\[Tun87\] Deciding the quantifier prefix $``$ (with all quantifiers ranging over $``$ or $``$) is $`\mathrm{𝐜𝐨𝐍𝐏}`$-complete relative to the dense encoding. $`\mathrm{}`$
The decidability of $``$ (over $``$ and $``$) was first derived by James P. Jones in 1981 \[Jon81\]. The algorithms for $``$ alluded to in Tung’s Theorem are based on some very elegant algebraic facts due to Jones, Schinzel, and Tung. We illustrate one such fact for the case of $``$ over $``$.
###### The JST Theorem .
\[Jon81, Sch82, Tun87\] Given any $`f[x,y]`$, we have that $`xyf(x,y)=0`$ iff all three of the following conditions hold:
1. The polynomial $`f`$ factors into the form $`f_0(x,y)_{i=1}^j(yf_i(x))`$ where $`f_0(x,y)[x,y]`$ has no zeroes in the ring $`[x]`$, and for all $`i`$, $`f_i[x]`$ and the leading coefficient of $`f_i`$ is positive.
2. $`x\{1,\mathrm{},x_0\}y`$ such that $`f(x,y)=0`$, where $`x_0=\mathrm{max}\{s_1,\mathrm{},s_j\}`$, and for all $`i`$, $`s_i`$ is the sum of the squares of the coefficients of $`f_i`$.
3. Let $`\alpha `$ be the least positive integer such that $`\alpha f_1,\mathrm{},\alpha f_j[x]`$ and set $`g_i:=\alpha f_i`$ for all $`i`$. Then the union of the solutions of the following $`j`$ congruences $`g_1(x)0(\mathrm{𝐦𝐨𝐝}\alpha ),\mathrm{},g_j(x)0(\mathrm{𝐦𝐨𝐝}\alpha )`$ is all of $`/\alpha `$. $`\mathrm{}`$
The analogue of the JST Theorem over $``$ is essentially the same, save for the absence of condition (2), and the removal of the sign check in condition (1) \[Tun87\].
The study of the decidability of Diophantine prefixes dates back to \[Mat73, MR74, Jon81\], and \[Mat93, Tun99, Roj99b, Roj00c\] give some of the most recent results. Of course, as we have seen above, there is still much left to be done, and we hope that this paper sparks the interests of other researchers.
In particular, the precise complexity of checking whether an input $`f[u,v,x,y]`$ satisfies the hypothesis of statement (2) of theorem 20 is unknown. (The decidability of this problem is at least known, and there are more restricted versions of (2) which can be checked within $`\mathrm{𝐍𝐂}`$ \[Roj00a\].) The author conjectures that this hypothesis can in fact be decided within $`\mathrm{𝐍𝐂}`$, relative to the dense encoding.
More to the point, it is curious that the complexity of deciding whether a given curve has infinitely many integral points is also open. The best result along these lines is the following refined version of Siegel’s Theorem:
###### Theorem 21.
\[Sil00\] Following the notation of sections 2 and 3, suppose $`f[x_1,x_2]`$ is such that $`Z_f`$ is a geometrically irreducible curve. Then $`Z_f^2`$ is infinite $``$ all of the following three conditions are satisfied:
1. $`Z_f`$ has genus $`0`$,
2. $`Z_f^2`$ contains at least one non-singular point, and
3. the highest degree part of $`f`$ has either (i) exactly one root in $`_{}^1`$ (necessarily rational) or (ii) has exactly two distinct roots in $`_{}^1`$ and they are both real. $`\mathrm{}`$
Joseph H. Silverman has pointed out that this result may already be known to experts in algebraic curves. Another curious fact regarding Siegel’s theorem is that it still has no proof which settles the computability of $`\mathrm{Big}_{}`$.
A useful result arising from Silverman’s proof of theorem 21 is the following solution to a conjecture of the author from \[Roj00a\]:
###### Theorem 22.
\[Sil00\] Let $`W`$ be any geometrically irreducible curve in $`^2`$ defined over $``$ possessing infinitely many integral points. Let $`W^{}`$ be any unbounded subset of $`W^2`$. Then $`W^{}`$ contains infinitely many integral points. $`\mathrm{}`$
This result, combined with a little computational algebraic geometry, provides the proof of theorem 17 and the details appear in section 6.2.
As for more general relations between $`\mathrm{HTP}(n)`$ and its analogue over $`^n`$, it is easy to see that the decidability of $`\mathrm{HTP}(n)`$ implies the decidability of its analogue over $`^n`$. Unfortunately, the converse is currently unknown. Via Lagrange’s Theorem (that any positive integer can be written as a sum of four squares) one can easily show that the undecidability of $`\mathrm{HTP}(n)`$ implies the undecidability of the analogue of $`\mathrm{HTP}(4n)`$ over $`^n`$. More recently, Zhi-Wei Sun has shown that the $`4n`$ can be replaced by $`2n+2`$ \[Sun92\].
## 6. Proofs of Our Main Technical Results
For the convenience of the reader, let us briefly distinguish what is new and/or recent: To the best of the author’s knowledge, theorems 2, 4, 5, 6, 7, 17, and 18, and corollary 1 have not appeared in print before. Also, although theorem 17 was conjectured, along with a plan of attack, in \[Roj00a\], its full proof has not appeared before. Finally, while preliminary versions of theorems 5 7 appeared earlier in \[Roj99c\], their corresponding height bounds are new.
As for the remaining results, they have either already appeared, or are about to appear, in the references listed in their respective statements.
Our proofs will thus focus on results over our “outlying” rings: $``$ and $``$.
### 6.1. Proofs of Our Results Over $``$: Theorems 2, 5, 6, 7, and 4
While our proof of theorem 4 will not directly require knowledge of resultants, our proofs of theorems 2, 5, 6, and 7 are based on the toric resultant.<sup>33</sup><sup>33</sup>33Other commonly used prefixes for this modern generalization of the classical resultant \[Van50\] include: sparse, mixed, sparse mixed, $`𝒜`$-, $`(𝒜_1,\mathrm{},𝒜_k)`$-, and Newton. Resultants actually date back to work Cayley and Sylvester in the 19$`^{\underset{¯}{\mathrm{th}}}`$ century, but the toric resultant incorporates some combinatorial advances from the late 20$`^{\underset{¯}{\mathrm{th}}}`$ century. This operator allows us to reduce all the computational algebraic geometry we will encounter to matrix and univariate polynomial arithmetic, with almost no commutative algebra machinery. We supply a precis on the toric resultant in the following section.
As mentioned earlier, we will reduce the description of $`Z_F`$ to univariate polynomial factorization. Another trick we will use is to reduce most of our questions to finding isolated roots of polynomial systems where the numbers of equations and variables is the same.
These geometric constructions are useful for the proof of theorem 4 as well, but more in a theoretical sense than in an algorithmic sense. As we will see in section 6.1.6, it is number theory which allows us to enter a lower complexity class, and univariate reduction is needed only for quantitative estimates.
#### 6.1.1. Background on Toric Resultants
Since we do not have the space to give a full introduction to resultants we refer the reader to \[Emi94, GKZ94, Stu98\] for further background. The necessary facts we need are all summarized below. In what follows, we let $`[j]:=\{1,\mathrm{},j\}`$.
Recall that the support, $`\mathrm{𝐒𝐮𝐩𝐩}\mathbf{(}𝒇\mathbf{)}`$, of a polynomial $`f[x_1,\mathrm{},x_n]`$ is simply the set of exponent vectors of the monomial terms appearing<sup>34</sup><sup>34</sup>34We of course fix an ordering on the coordinates of the exponents which is compatible with the usual ordering of $`x_1,\mathrm{},x_n`$. in $`f`$. The support of the polynomial system $`F=(f_1,\mathrm{},f_m)`$ is simply the $`m`$-tuple $`\mathrm{𝐒𝐮𝐩𝐩}\mathbf{(}𝑭\mathbf{)}:=(\mathrm{Supp}(f_1),\mathrm{},\mathrm{Supp}(f_m))`$. Let $`\overline{𝒜}=(𝒜_1,\mathrm{},𝒜_{m+1})`$ be any $`(m+1)`$-tuple of non-empty finite subsets of $`^n`$ and set $`𝒜:=(𝒜_1,\mathrm{},𝒜_m)`$. If we say that $`F`$ has support contained in $`𝒜`$ then we simply mean that $`\mathrm{Supp}(f_i)𝒜_i`$ for all $`i[m]`$.
###### Definition 2.
Following the preceding notation, suppose we can find line segments $`[v_1,w_1],\mathrm{},[v_{m+1},w_{m+1}]`$ with $`\{v_i,w_i\}𝒜_i`$ for all $`i`$ and $`\mathrm{Vol}_m(L)>0`$, where $`L`$ is the convex hull of $`\{𝐎,w_1v_1,\mathrm{},w_{m+1}v_{m+1}\}`$. Then we can associate to $`\overline{𝒜}`$ a unique (up to sign) irreducible polynomial $`\mathrm{Res}_{\overline{𝒜}}[c_{i,a}|i[m+1],a𝒜_i]`$ with the following property: If we identify $`\overline{𝒞}:=(c_{i,a}|i[m+1],a𝒜_i)`$ with the vector of coefficients of a polynomial system $`\overline{F}`$ with support contained in $`\overline{𝒜}`$ (and constant coefficients), then $`\overline{F}`$ has a root in $`(^{})^n\mathrm{Res}_{\overline{𝒜}}(\overline{𝒞})=0`$. Furthermore, for all $`i`$, the degree of $`\mathrm{Res}_{\overline{𝒜}}`$ with respect to the coefficients of $`f_i`$ is no greater than $`V_F`$. $`\mathrm{}`$
We emphasize that the implication above does not go both ways: the correct converse involves toric varieties \[GKZ94, Roj99a, Roj99c\]. A consequence of the above definition is that the toric resultant applies mainly to systems of $`n+1`$ polynomials in $`n`$ variables. However, via a trick from the next section, this will cause no significant difficulties when we consider $`m`$ polynomials in $`n`$ variables.
That the toric resultant can actually be defined as above is covered in detail in \[Stu94, GKZ94\]. There is in fact an exact formula for the degree of $`\mathrm{Res}`$ with respect to the coefficients of $`f_i`$ involving mixed volumes \[Stu94, GKZ94\]. Our simplified upper bound follow easily from the fact that mixed volume never decreases when the input polytopes are grown \[BZ88\].
Another operator much closer to our purposes is the toric perturbation of $`F`$.
###### Definition 3.
Following the notation of definition 2, assume further that $`m=n`$, $`\mathrm{Supp}(F)=𝒜`$, and $`\mathrm{Supp}(F^{})𝒜`$. We then define
$$\mathrm{Pert}_{(F^{},𝒜_{n+1})}(u)[u_a|a𝒜_{n+1}]$$
to be the coefficient of the term of
$$\mathrm{Res}_{\overline{𝒜}}(f_1sf_1^{},\mathrm{},f_nsf_n^{},\underset{a𝒜_{n+1}}{}u_ax_a)[s][u_a|a𝒜_{n+1}]$$
of lowest degree in $`s`$. $`\mathrm{}`$
The constant term of the last resultant is a generalization of the classical Chow form of a zero-dimensional variety \[Van50\]. The consideration of the higher order coefficients is necessary when $`Z_F`$ is positive-dimensional. In particular, the geometric significance of $`\mathrm{Pert}`$ can be summarized as follows: For a suitable choice of $`F^{}`$, $`𝒜_{n+1}`$, and $`\{u_a\}`$, $`\mathrm{Pert}`$ satisfies all the properties of the polynomial $`h_F`$ from theorem 5 in the special case $`m=n`$. In essence, $`\mathrm{Pert}`$ is an algebraic deformation which allows us to replace the positive-dimensional part of $`Z_F`$ by a finite subset which is much easier to handle.
To prove theorems 2, 5, and 7 we will thus need a good complexity estimate for computing $`\mathrm{Res}`$ and $`\mathrm{Pert}`$.
###### Lemma 1.
Following the notation above, let $`_F`$ (resp. $`𝒫_F`$) be the number of deterministic arithmetic operations needed to evaluate $`\mathrm{Res}_{\overline{𝒜}}`$ (resp. $`\mathrm{Pert}_{(F^{},𝒜_{n+1})}`$) at any point in $`^{k+n+1}`$ (resp. $`^{2k+n+1}`$), where $`𝒜\mathrm{Supp}(F)`$ and $`𝒜_{n+1}:=\{𝐎,e_1,\mathrm{},e_n\}`$. Also let $`r_F`$ be the total degree of $`\mathrm{Res}_{\overline{𝒜}}`$ as a polynomial in the coefficients of $`\overline{F}`$ Then $`r_F(n+1)V_F`$, $`_F(n+1)r_F𝒪(M_F^{2.376})`$, and $`𝒫_F(r_F+1)_F+r_F(1+\frac{3}{2}\mathrm{log}r_F)`$. Furthermore, $`km(V_F+n)`$ and $`M_Fe^{1/8}\frac{e^n}{\sqrt{n+1}}V_F+_{i=1}^n(p_i+2)_{i=1}^n(p_i+1)`$, where $`p_i`$ is the length of the projection of $`nQ_F`$ onto the $`x_i`$-axis. (Note that $`e^{1/8}1.3315`$.) $`\mathrm{}`$
Proof: The bound on $`_F`$ (resp. $`𝒫_F`$) follows directly from \[EC93\] (resp. \[Roj99c\]), as well as a basic complexity result on the inverse discrete Fourier transform \[BP94, pg. 12\].
The bound on $`k`$ follows by noting that $`km\mathrm{}_F`$, where $`\mathrm{}_F`$ is the number of lattice points in the polytope $`Q_F`$. By a classical lattice point count of Blichfeldt \[Bli21\], we obtain $`\mathrm{}_FV_F+n`$ and we are done.
As for the bound on $`M_F`$, we will observe a bit later that $`M_F`$ can be bounded above by the number of lattice points in the Minkowski sum<sup>35</sup><sup>35</sup>35The Minkowksi sum of any two subsets $`A,B^n`$ is simply the set $`\{a+b|aA,bB\}`$. $`Q_F^{}:=nQ_F+\mathrm{Conv}\{𝐎,e_1,\mathrm{},e_n\}`$. (This polytope is clearly contained in the polytope $`(n+1)Q_F`$ mentioned in theorem 2.) Noting that $`\frac{(n+1)^n}{n!}e^{1/8}\frac{e^n}{\sqrt{n+1}}`$ via Stirling’s estimate \[Rud76, pg. 200\], and that the length of the projection of $`Q_F^{}`$ onto the $`x_i`$-axis is exactly $`p_i+1`$, our bound on $`M_F`$ follows immediately from another simple lattice point count \[GW93, Formula 3.11\]. $`\mathrm{}`$
###### Remark 5.
That $`M_F=𝒪(V_F)`$ for fixed $`n`$ is immediate from our last lemma. Note also that $`Q_F^{}`$ is contained in the standard $`n`$-simplex scaled by a factor $`nD+1`$. Calling the latter polytope $`𝒬_F`$, it is clear that the number of lattice points in $`𝒬_F`$ is yet another upper bound on $`M_F`$. The latter lattice point count in turn has a simple explicit formula in terms of the binomial coefficient, and this is how we derived the crude bound on $`M_F`$ mentioned in section 2.1. $`\mathrm{}`$
Admittedly, such complexity estimates seem rather mysterious without any knowledge of how $`\mathrm{Res}`$ and $`\mathrm{Pert}`$ are computed. So let us now give a brief summary: The key fact to observe is that, in the best circumstances, one can express $`\mathrm{Res}`$ as the determinant of a (square) sparse structured matrix $`_{\overline{𝒜}}`$ — a toric resultant matrix — whose entries are either $`0`$ or polynomials in the coefficients of $`\overline{F}`$. (In fact, the $`_{\overline{𝒜}}`$ we use will have every row equal to a permutation of the vector $`v=(𝒞_i,0,\mathrm{},0)`$, where $`𝒞_i`$ is the vector of coefficients of $`f_i`$ and $`i`$ (and the permutation) depends on the row.) These matrices have their origin in the study of certain spectral sequences \[GKZ94\] and there are now down-to-earth combinatorial algorithms for finding them \[EC93, Emi94, EP99, EM99\].
So the quantity $`M_F`$ in our theorems is nothing more than the number of rows (or columns) of $`_{\overline{𝒜}}`$. The bound on $`M_F`$ from our last theorem thus arises simply by applying the main algorithm from \[EC93\], and observing that this particular construction of $`_{\overline{𝒜}}`$ creates a matrix row for every lattice point in a translate of the polytope $`\mathrm{Conv}(𝒜_1+\mathrm{}+𝒜_{n+1})`$. In particular, it is also the case that the deterministic arithmetic complexity of constructing $`_{\overline{𝒜}}`$ is dominated by $`𝒪(M_F\mathrm{log}n+n^2)`$ \[Roj00d\], so we can henceforth ignore this construction in our complexity bounds. Better still, the quantity $`M_F`$ can be expected to admit even sharper upper bounds, once better algorithms for building toric resultant matrices are found.
However, it is more frequently the case that $`\mathrm{Res}`$ is but a divisor of $`det_{\overline{𝒜}}`$, and further work must be done. Fortunately, in \[EC93, Emi94\], there are general randomized and deterministic algorithms for extracting $`\mathrm{Res}`$. These algorithms work via subtle refinements of the classical technique of recovering the coefficients of a polynomial $`g`$ of degree $`D`$ by evaluating $`g`$ at $`D+1`$ points and then solving for the coefficients via a structured linear system. This accounts for the appearance of the famous linear algebra complexity exponent ($`\omega <2.376`$), or simple functions thereof, in our complexity estimates.
#### 6.1.2. The Proof of Theorem 2
Our algorithm can be stated briefly as follows:
* If $`f_i`$ is indentically $`0`$ for all $`i`$, declare that $`Z_F`$ has dimension $`n`$ and stop. Otherwise, let $`i:=n1`$.
* For each $`j[2k+1]`$, compute an $`(i+1)n`$-tuple of integers
$`(\epsilon _1(j),\mathrm{},\epsilon _n(j),\epsilon _{(1,1)}(j),\mathrm{},\epsilon _{(i,n)}(j))`$ via lemma 2 and the polynomial system (3) below.
* Via theorem 5, check if the polynomial system
(3) $`\epsilon _1(j)f_1+\mathrm{}+\epsilon _1(j)^mf_m+\epsilon _1(j)^{m+1}l_1+\mathrm{}+\epsilon _1(j)^{m+i}l_i`$ $`=`$ $`0`$
$`\mathrm{}`$
$`\epsilon _n(j)f_1+\mathrm{}+\epsilon _n(j)^mf_m+\epsilon _n(j)^{m+1}l_1+\mathrm{}+\epsilon _n(j)^{m+i}l_i`$ $`=`$ $`0`$
has a root for more than half of the $`j[2k+1]`$, where
$`l_t:=\epsilon _{(t,1)}x_1+\mathrm{}+\epsilon _{(t,n)}x_n`$.
* If so, declare that $`Z_F`$ has dimension $`i`$ and stop. Otherwise, if $`i1`$, set $`ii1`$ and go to Step 1.
* Via theorem 7 and a univariate gcd computation, check if the system (3) has a root which is also a root of $`F`$.
* If so, declare that $`Z_F`$ has dimension $`0`$ and stop. Otherwise, declare $`Z_F`$ empty and stop.
Before analyzing the correctness of our algorithm, let us briefly clarify Steps 2 and 4. First let $`G_{(j)}`$ denote the polynomial system (3). In Step 2, we apply theorem 5 to calculate the polynomial $`h_{G_{(j)}}`$. Since the $`G_{(j)}`$ all have an equal number of variables and equations (and none of the equations is of the form $`0=0`$), assertion (1) of theorem 5 tells us that a particular $`G_{(j)}`$ has a complex root iff $`h_{G_{(j)}}`$ has positive degree. So it suffices to compute $`h_{G_{(j)}}`$ to check the feasibility of $`G_{(j)}`$. As for Step 4, note that thanks to theorem 7, $`G_{(j)}`$ has a root in common with $`F`$ iff $`\mathrm{gcd}\{h_{G_{(j)}},g_1(h_1,\mathrm{},h_n),\mathrm{},g_n(h_1,\mathrm{},h_n)\}`$ has positive degree, where $`h_1,\mathrm{},h_n`$ are the polynomials corresponding to the application of theorem 7 to $`G_{(j)}`$. The preceding gcd and composition of univariate polynomials can be computed within $`𝒪(nk(n\mathrm{log}D)V_F\mathrm{log}^2V_F)`$ arithmetic operations via standard univariate polynomial algorithms \[BP94\], and we will soon see that this complexity is negligible compared to the work performed in the rest of our algorithm.
Let us now check the correctness of our algorithm: Via lemma 2 and theorem 5, we see that Step 2 gives a “yes” answer iff the intersection of $`Z_{\stackrel{~}{F}}`$ with a generic codimension $`i`$ flat is finite (and nonempty), where $`\stackrel{~}{F}`$ is an $`n`$-tuple of generic linear combinations of the $`f_i`$. Thus Step 2 gives a “yes” answer iff $`dimZ_{\stackrel{~}{F}}=i`$. Lemma 6 below tells us that $`dimZ_F=dimZ_{\stackrel{~}{F}}`$ if $`dimZ_F1`$. Otherwise, Step 5 correctly decides whether $`Z_F`$ is empty whenever $`Z_F`$ is finite. Thus the algorithm is correct.
As for the complexity of our algorithm, letting $`𝒮`$ (resp. $`𝒰`$, $`𝒰^{}`$) be the complexity of the corresponding application of lemma 2 (resp. theorems 5 and 7), we immediately obtain a deterministic arithmetic complexity bound of
$$(n2)𝒮(\mathrm{All}\mathrm{Executions}\mathrm{of}\mathrm{Step}1)$$
$$+(n2)(2k+1)𝒰(\mathrm{All}\mathrm{Executions}\mathrm{of}\mathrm{Step}2)$$
$$+𝒰^{}+𝒪(n^2kV_F(\mathrm{log}^2V_F)(\mathrm{log}D))(\mathrm{Step}4)$$
(The complexity of the “if” statements in Steps 3 and 5 is negligible.) Remark 7 below tells us that $`𝒮=𝒪((k+n^2)\mathrm{log}(m+n))`$. Furthermore, in the proofs of theorems 7 and 5 (cf. sections 6.1.5 and 6.1.3) later we will see that $`𝒰^{}=𝒪(n𝒰)`$ and $`𝒰=𝒪(V_F^3𝒫_F)`$. Since $`km`$, our overall complexity bound becomes $`𝒪(nk𝒰+n𝒮)=𝒪(nkV_F^3𝒫_F+n(k+n^2)\mathrm{log}(m+n))=𝒪(n^4kM_F^{2.376}V_F^5+n(k+n^2)\mathrm{log}(m+n))=𝒪(n^4kM_F^{2.376}V_F^5+nk\mathrm{log}(m+n))`$. $`\mathrm{}`$
###### Remark 6.
Note that if we somehow know that $`dimZ_F1`$, then we do not need assertion (2) of theorem 5, nor do we need to apply theorem 7. We can thus pick any integral point (not equal to $`𝐎`$) for $`u_F`$ and skip one of the steps of the proof of theorem 5. This removes a factor of $`V_F^2`$ from the first (usually dominant) summand of our complexity bound. $`\mathrm{}`$
###### Lemma 2.
Suppose $`G(w,v)`$ is a formula of the form
$$x_1\mathrm{}x_n(g_1(x,w,v)=0)\mathrm{}(g_s(x,w,v)=0),$$
where $`g_1,\mathrm{},g_s[x_1,\mathrm{},x_n,w_1,\mathrm{},w_k,v_1,\mathrm{},v_r]`$. Then there is a sequence $`v(1),\mathrm{},v(2k+1)^r`$ such that for all $`w^k`$, the following statement holds: $`G(w,v(j))`$ is true for at least half of the $`j[2k+1]G(w,v)`$ is true for a Zariski-open set of $`v^r`$. Furthermore, this sequence can be computed within $`\mathrm{log}\sigma +(k+n+r)\mathrm{log}D`$ arithmetic operations, where $`\sigma `$ (resp. $`D`$) is the maximum bit-size of any coefficient (resp. maximum degree) of any $`g_i`$. $`\mathrm{}`$
The above lemma is actually just a special case of theorem 5.6 of \[Koi97\].
###### Remark 7.
For the proof of theorem 2, we have $`s:=n`$, $`(g_1,\mathrm{},g_s):=G_{(j)}`$, $`r:=(i+1)n(n1)n`$, $`v(j)=(\epsilon _1(j),\mathrm{},\epsilon _n(j),\epsilon _{(1,1)}(j),\mathrm{},\epsilon _{(i,n)}(j))`$, and we take $`w`$ to be the vector of coefficients of $`F`$. We thus obtain $`\sigma =1`$ and $`D=m+i+1m+n`$. $`\mathrm{}`$
#### 6.1.3. The Proof of Theorem 5
Curiously, precise estimates on coefficient growth in toric resultants are absent from the literature. So we supply such an estimate below. In what follows, we use $`u_i`$ in place of $`u_{e_i}`$.
###### Theorem 23.
Following the notation of lemma 1, suppose the coefficients of $`F`$ (resp. $`F^{}`$) have absolute value bounded above by $`c`$ (resp. $`c^{}`$) for all $`i[n]`$ and $`u_1,\mathrm{},u_n`$. Also let $`u:=\sqrt{u_1^2+\mathrm{}+u_n^2}`$ and let $`\mu `$ denote the maximal number of monomial terms in any $`f_i`$. Then the coefficient of $`u_0^i`$ in $`\mathrm{Pert}_{(F^{},𝒜_{n+1})}`$ has absolute value bounded above by
$$\frac{e^{13/12}}{\sqrt{\pi }}\sqrt{M_F+1}4^{M_Fi/2}u^{V_Fi}(\sqrt{\mu }(c+c^{}))^{M_F}\left(\begin{array}{c}V_F\\ i\end{array}\right),$$
assuming that $`det_{\overline{𝒜}}0`$ under the substitution $`(FsF^{},u_0+u_1x_1+\mathrm{}+u_nx_n)\overline{F}`$. (Note also that $`\frac{e^{13/12}}{\sqrt{\pi }}1.66691`$.)
Proof: Let $`c_{ij}`$ denote the coefficient of $`u_0^is^j`$ in $`det_{\overline{𝒜}}`$, under the substitution $`(FsF^{},u_0+u_1x_1+\mathrm{}+u_nx_n)\overline{F}`$. Our proof will consist of computing an upper bound on $`|c_{ij}|`$, so we can conclude simply by maximizing over $`j`$ and then invoking a quantitative lemma on factoring.
To do this, we first observe that one can always construct a toric resultant matrix with exactly $`n_F`$ rows corresponding to $`f_{n+1}`$ (where $`\delta (Z_F)n_FV_F`$), and the remaining rows corresponding to $`f_1,\mathrm{},f_n`$. (This follows from the algorithms we have already invoked in lemma 1.) Enumerating how appropriate collections rows and columns can contain $`i`$ entries of $`u_0`$ (and $`j`$ entries involving $`s`$), it is easily verified that $`c_{ij}`$ is a sum of no more than $`\left(\begin{array}{c}V_F\\ i\end{array}\right)\left(\begin{array}{c}M_Fi\\ j\end{array}\right)`$ subdeterminants of $`_{\overline{A}}`$ of size no greater than $`M_Fij`$. The coefficient $`c_{ij}`$ also receives similar contributions from some larger subdeterminants since the rows of $`_{\overline{𝒜}}`$ corresponding to $`f_1,\mathrm{},f_n`$ involve terms of the form $`\eta +\nu s`$.
Via lemma 3 below, we can then derive an upper bound of
$$\left(\begin{array}{c}V_F\\ i\end{array}\right)\left(\begin{array}{c}M_Fi\\ j\end{array}\right)u^{V_Fi}(\sqrt{\mu }(c+c^{}))^{M_Fj}$$
on $`|c_{ij}|`$. However, what we really need is an estimate on the coefficient $`c_i`$ of $`u_0^i`$ of $`\mathrm{Pert}_{(F^{},𝒜_{n+1})}`$, assuming the non-vanishing of $`det_{\overline{𝒜}}`$. To estimate $`c_i`$, we simply apply lemma 4 below (observing that $`\mathrm{Pert}_{(F^{},𝒜_{n+1})}`$ is a divisor of an $`M_F\times M_F`$ determinant) to obtain an upper bound of
$$\sqrt{M_F+1}2^{M_F}\left(\begin{array}{c}V_F\\ i\end{array}\right)\underset{j}{\mathrm{max}}\left\{\left(\begin{array}{c}M_Fi\\ j\end{array}\right)\right\}u^{V_Fi}(\sqrt{\mu }(c+c^{}))^{M_F}$$
on $`|c_i|`$. We can then finish via the elementary inequality $`\left(\begin{array}{c}M_Fi\\ j\end{array}\right)\frac{e^{13/12}}{\sqrt{\pi }}2^{M_Fi}`$, valid for all $`j`$ (which in turn is a simple corollary of Stirling’s formula). $`\mathrm{}`$
A simple result on the determinants of certain symbolic matrices, used above, is the following.
###### Lemma 3.
Suppose $`A`$ and $`B`$ are complex $`N\times N`$ matrices, where $`B`$ has at most $`N^{}`$ nonzero rows. Then the coefficient of $`s^j`$ in $`det(A+sB)`$ has absolute value no greater than $`\left(\begin{array}{c}N^{}\\ j\end{array}\right)v^{Nj}(v+w)^j`$, where $`v`$ (resp. $`w`$) is any upper bound on the Hermitian norms of the rows of $`A`$ (resp. $`B`$). $`\mathrm{}`$
The lemma follows easily by reducing to the case $`j=0`$, via the multilinearity of the determinant. The case $`j=0`$ is then nothing more than the classical Hadamard’s lemma \[Mig92\].
The lemma on factorization we quoted above is the following.
###### Lemma 4.
\[Mig92\] Suppose $`f[x_1,\mathrm{},x_N]`$ has total degree $`D`$ and coefficients of absolute value $`c`$. Then $`g[x_1,\mathrm{},x_N]`$ divides $`f`$ the coefficients of $`g`$ have absolute value $`\sqrt{D+1}2^Dc`$. $`\mathrm{}`$
We are now ready to prove theorem 5:
Proof of Theorem 5:
By adjusting the number polynomials $`m`$ we can immediately assume that no $`f_i`$ is indentically zero. Furthermore, if $`m=0`$, we can clearly set $`h:=0`$. So we can also assume that $`m1`$. We now consider three obvious cases.
(The Case $`m\mathbf{=}n`$): The existence of an $`h_F`$ satisfying (0)–(5) will follow from setting $`h_F(u_0):=\mathrm{Pert}_{(F^{},𝒜_{n+1})}(u_0)`$ for $`𝒜_{n+1}`$ as in lemma 1, $`F^{}`$ as in lemma 5 below, and picking several $`(u_1,\mathrm{},u_n)`$ until a good one is found. Assertion (0) of theorem 5 thus follows trivially. That the conclusion of lemma 5 implies assertion (1) is a consequence of \[Roj99c, Def. 2.2 and Main Theorem 2.1\].
To prove assertions (1)–(5) together we will then need to pick $`(u_1,\mathrm{},u_n)`$ subject to a final technical condition. In particular, consider the following method: Pick $`\epsilon [1+\left(\begin{array}{c}V_F\\ 2\end{array}\right)]`$ and set $`u_i:=\epsilon ^i`$ for all $`i[n]`$. The worst that can happen is that a root of $`h_F`$ is the image two distinct points in $`Z_F`$ under the map $`(\zeta _1,\mathrm{},\zeta _n)u_1\zeta _1+\mathrm{}+u_n\zeta _n`$, thus obstructing assertion (2). (Whether this happens can easily be checked within $`𝒪(V_F\mathrm{log}V_F)`$ arithmetic operations via a gcd calculation detailed in \[Roj99c, Sec. 5.2\], after first finding the coefficients of $`h_F`$.) Otherwise, it easily follows from Main Theorems 2.1 and 2.4 of \[Roj99c\] (and theorem 7 above and theorem 23 below) that $`h_F`$ satisfies assertions (1)–(3) and (5).
Since there are at most $`\left(\begin{array}{c}V_F\\ 2\end{array}\right)`$ pairs of points $`(\zeta _1,\zeta _2)`$, picking $`(u_1,\mathrm{},u_n)`$ as specified above will eventually give us a good $`(u_1,\mathrm{},u_n)`$. The overall arithmetic complexity of our search for $`u_F`$ and $`h_F`$ is, thanks to lemma 1,
$`(\left(\begin{array}{c}V_F\\ 2\end{array}\right)+1)(V_F𝒫_F+𝒪(V_F\mathrm{log}V_F))`$. This proves assertion (4), and we are done. $`\mathrm{}`$
###### Remark 8.
Note that we never actually had to compute $`V_F`$ above: To pick a suitable $`u`$, we simply keep picking choices (in lexicographic order) with successively larger and larger coodinates until we find a suitable $`u`$. $`\mathrm{}`$
(The Case $`m\mathbf{<}n`$): Take $`f_{n+1}=\mathrm{}=f_m=f_n`$. Then we are back in the case $`m=n`$ and we are done. $`\mathrm{}`$
(The Case $`m\mathbf{>}n`$): Here we employ an old trick: We substitute generic linear combinations of $`f_1,\mathrm{},f_m`$ for $`f_1,\mathrm{},f_n`$. In particular, set $`\stackrel{~}{f}_i:=f_1+\epsilon _if_2+\mathrm{}+\epsilon _i^{m1}f_m`$ for all $`i[n]`$. It then follows from lemma 6 below that, for generic $`(\epsilon _1,\mathrm{},\epsilon _n)`$, $`Z_{\stackrel{~}{F}}`$ is the union of $`Z_F`$ and a (possibly empty) finite set of points. So by the $`m=n`$ case, and taking into account the larger value for $`c`$ in our application of theorem 23, we are done. $`\mathrm{}`$
###### Remark 9.
Following the notation of theorem 23, we thus see that the asymptotic bound of assertion (3) can be replaced by an explicit bound of
$$\mathrm{log}\left\{\frac{e^{13/6}}{\pi }\sqrt{M_F+1}2^{V_F}4^{M_F}\left(\sqrt{n}\left(\left(\begin{array}{c}V_F\\ 2\end{array}\right)+1\right)^n\right)^{V_F}(c+1)^{M_F}\right\}$$
if $`mn`$, or
$$\mathrm{log}\left\{\frac{e^{13/6}}{\pi }\sqrt{M_F+1}2^{V_F}4^{M_F}\left(\sqrt{n}\left(\left(\begin{array}{c}V_F\\ 2\end{array}\right)+1\right)^n\right)^{V_F}\sqrt{\mu }^{M_F}(m(mV_F+1)^{m1}c+1)^{M_F}\right\}$$
for $`m>n1`$. $`\mathrm{}`$
###### Lemma 5.
Following the notation above let $`𝒜_i^{}=\{𝐎,e_1,\mathrm{},e_n\}_{j=1}^n𝒜_j`$ for all $`i[n]`$ and $`k^{}:=n\mathrm{\#}𝒜_1`$, where $`\mathrm{\#}`$ denotes set cardinality. Also let $`𝒞^{}`$ be the coefficient vector of $`F^{}`$. Then there is an $`F^{}`$ such that (i) $`\mathrm{Supp}(F^{})𝒜^{}`$, (ii) $`𝒞^{}=(1,\mathrm{},1)`$, (iii) $`F^{}`$ has exactly $`V_F`$ roots in $`(^{})^n`$ counting multiplicities, and (iv) $`det_{\overline{𝒜}}0`$ under the substitution $`(FsF^{},u_0+u_1x_1+\mathrm{}+u_nx_n)\overline{F}`$. $`\mathrm{}`$
The above lemma is a paraphrase of \[Roj99c, Definition 2.3 and Main Theorem 2.3\]. Furthermore, the deterministic arithmetic complexity of finding such an $`F^{}`$ is dominated by $`𝒪(M_F\mathrm{log}n+n^2)`$ \[Roj00d\], and can thus be ignored in our main bounds.
###### Lemma 6.
Following the notation above, let $`S`$ be any finite set of cardinality $`mV_F+1`$. Then there is an $`(\epsilon _1,\mathrm{},\epsilon _n)S^n`$ such that every irreducible component of $`Z_{\stackrel{~}{F}}`$ is either an irreducible component of $`Z_F`$ or a point. $`\mathrm{}`$
The proof is essentially the same as the first theorem of \[GH93, Sec. 3.4.1\], save that we use part (0) of theorem 5 in place of Bézout’s Theorem.
#### 6.1.4. The Proof of Theorem 6
Since we only care about the size of $`x_i`$, we can simply pick $`u_0=1`$, $`u_i=1`$, all other $`u_j=0`$, and apply the polynomial $`h_F`$ from theorem 5. (In particular, differing from the proof of theorem 5, we need not worry if our choice of $`(u_1,\mathrm{},u_n)`$ results in two distinct $`\zeta Z_F`$ giving the same value for $`\zeta _1u_1+\mathrm{}+\zeta _nu_n`$.) Thus, by following almost the same proof as assertion (3) of theorem 5, we can beat the height bound from theorem 5 by a summand of $`𝒪(n^2V_F\mathrm{log}D)`$. $`\mathrm{}`$
###### Remark 10.
Via theorem 23 (and a classic root size estimate of Cauchy \[Mig92\]), we easily see that the asymptotic bound for $`|\mathrm{log}|x_i||`$ can be replaced by explicit quantities slightly better than those stated in remark 9. In particular, it is clear from our last proof that we can simply replace the terms of the form $`\sqrt{n}\left(\left(\begin{array}{c}V_F\\ 2\end{array}\right)+1\right)^n`$ in the formulae from remark 9 by $`\sqrt{2}`$. $`\mathrm{}`$
#### 6.1.5. The Proof of Theorem 7
All portions, save assertion (8), follow immediately from \[Roj99c, Main Theorem 2.1\]. To prove assertion (8), we will briefly review the computation of $`h_1,\mathrm{},h_n`$ (which was already detailed at greater length in \[Roj99c\]). Our height bound will then follow from some elementary polynomial and linear algebra bounds.
In particular, recall the following algorithm for computing $`h_1,\mathrm{},h_n`$, given $`h`$ as in theorem 5:
* If $`n=1`$, set $`h_1(\theta ):=\theta `$ and stop. Otherwise, for all $`i[n]`$, let $`q_i^{}(t)`$ be the square-free part of $`\mathrm{Pert}_A(t,u_1,\mathrm{},u_{i1},u_i1,u_{i+1},\mathrm{},u_n)`$.
* Define $`q_i^{}(t)`$ to be the square-free part of $`\mathrm{Pert}_A(t,u_1,\mathrm{},u_{i1},u_i+1,u_{i+1},\mathrm{},u_n)`$ for all $`i[n]`$.
* For all $`i[n]`$ and $`j\{0,1\}`$, let $`r_{i,j}(\theta )`$ be the reduction of $`_j(q_i^{}(t),q_i^{}((\alpha +1)\theta \alpha t))`$ modulo $`h(\theta )`$.
* For all $`i[n]`$, define $`g_i(\theta )`$ to be the reduction of $`\theta \frac{r_{i,1}(\theta )}{r_{i,0}(\theta )}`$ modulo $`h(\theta )`$. Then define $`a_i`$ to be the least positive integer so that $`h_i(t):=a_ig_i[t]`$.
Following the notation of the algorithm above, the polynomial $`_0(f,g)+_1(f,g)t`$ is known as the first subresultant of $`f`$ and $`g`$ and can be computed as follows: Letting $`f(t)=\alpha _0+\alpha _1t+\mathrm{}+\alpha _{d_1}t^{d_1}`$ and $`g(t)=\beta _0+\beta _1t+\mathrm{}+\beta _{d_2}t^{d_2}`$, consider the following $`(d_1+d_22)\times (d_1+d_21)`$ matrix
$$\left[\begin{array}{ccccccc}\beta _0& \mathrm{}& \beta _{d_2}& 0& \mathrm{}& 0& 0\\ 0& \beta _0& \mathrm{}& \beta _{d_2}& 0& \mathrm{}& 0\\ \mathrm{}& \mathrm{}& \mathrm{}& & \mathrm{}& \mathrm{}& \mathrm{}\\ 0& \mathrm{}& 0& \beta _0& \mathrm{}& \beta _{d_2}& 0\\ 0& 0& \mathrm{}& 0& \beta _0& \mathrm{}& \beta _{d_2}\\ \alpha _0& \mathrm{}& \alpha _{d_1}& 0& \mathrm{}& 0& 0\\ 0& \alpha _0& \mathrm{}& \alpha _{d_1}& 0& \mathrm{}& 0\\ \mathrm{}& \mathrm{}& \mathrm{}& & \mathrm{}& \mathrm{}& \mathrm{}\\ 0& \mathrm{}& 0& \alpha _0& \mathrm{}& \alpha _{d_1}& 0\\ 0& 0& \mathrm{}& 0& \alpha _0& \mathrm{}& \alpha _{d_1}\end{array}\right]$$
with $`d_11`$$`\beta `$ rows” and $`d_21`$$`\alpha `$ rows.” Let $`M_1^1`$ (resp. $`M_0^1`$) be the submatrix obtained by deleting the last (resp. second to last) column. We then define $`_i(f,g):=det(M_i^1)`$ for $`i\{0,1\}`$.
Continuing our proof of Theorem 7, we see that we need only bound the coefficient growth of the intermediate steps of our preceding algorithm. Thanks to theorem 23, this is straightforward: First note that $`\sigma (q_i^{})=\mathrm{log}((V_F+1)2^{V_F})+\sigma (\overline{h}_F)`$, where $`\overline{h}_F`$ is the square-free part of $`h_F`$. (This follows trivially from expressing the coefficients of a univariate polynomial $`f(t+1)`$ in terms of the coefficients of $`f(t)`$.) Via lemma 4 we then see that $`\sigma (\overline{h}_F)=\mathrm{log}(\sqrt{V_F+1}2^{V_F})+\sigma (h_F)`$, and thus $`\sigma (q_i^{})=𝒪(\sigma (h_F))`$. Similarly, $`\sigma (q_i^{})=𝒪(\sigma (h_F))`$ as well.
To bound the coefficient growth when we compute $`r_{i,j}`$ note that the coefficient of $`t_i`$ in $`q_i^{}(2\theta t)`$ is exactly $`(1)^i_{j=i}^d\left(\begin{array}{c}j\\ i\end{array}\right)(2\theta )^j\alpha _j`$, where $`\alpha _j`$ is the coefficient of $`t^j`$ in $`q_i^{}(t)`$. Thus, via Hadamard’s lemma again, we see that
$$|r_{i,j}(\theta )|\left(\sqrt{V_F+1}e^{\sigma (h_F)}\right)^{V_F1}\left(\sqrt{V_F+1}V_F2^{V_F}(2\theta )^{V_F}e^{\sigma (h_F)}\right)^{V_F1}$$
for all $`i,j`$. Since $`r_{i,j}`$ is itself a polynomial in $`\theta `$ of degree $`V_F(V_F1)`$, the last inequality then easily implies that $`\sigma (r_{i,j})=𝒪(V_F\sigma (h_F))`$.
To conclude, note that for any univariate polynomials $`f,g[t]`$ with degree $`D`$, $`\sigma (fg)=𝒪(\sigma (f)+\sigma (g)+\mathrm{log}D)`$. Via long division it also easily follows that the quotient $`q`$ and remainder $`r`$ of $`f/g`$ satisfy $`aq,ar[t]`$ and $`\sigma (aq),\sigma (ar)=𝒪(D(\sigma (f)+\sigma (g)))`$, for some positive integer $`a`$ with $`\mathrm{log}a=𝒪(\sigma (g))`$.
So by assertion (3) of theorem 5 we obtain $`\mathrm{log}(a_i),\sigma (h_i)=𝒪(V_F^2\sigma (h_F))`$. $`\mathrm{}`$
###### Remark 11.
An immediately consequence of our proof is that the asymptotic bound from assertion (8) can be replaced by the following explicit bound:
$$V_F\left\{(V_F1)\left[\mathrm{log}\left(V_F(V_F+1)^464^{V_F}\right)+2\sigma (h_F)\right]+\sigma (h_F)\right\}+\sigma (h_F)+\mathrm{log}V_F.\text{ }\mathrm{}$$
#### 6.1.6. The Proof of Theorem 4
Proof of Part (a): We first recall the following useful effective arithmetic Nullstellensatz of Krick, Pardo, and Sombra.
###### Theorem 24.
Suppose $`f_1,\mathrm{},f_m[x_1,\mathrm{},x_n]`$ and $`f_1=\mathrm{}=f_m=0`$ has no roots in $`^n`$. Then there exist polynomials $`g_1,\mathrm{},g_m[x_1,\mathrm{},x_n]`$ and a positive integer $`a`$ such that $`g_1f_1+\mathrm{}+g_mf_m=a`$. Furthermore,
$$\mathrm{log}a2(n+1)^3DV_F[\sigma (F)+\mathrm{log}m+2^{2n+4}D\mathrm{log}(D+1)].\text{ }\mathrm{}$$
The above theorem is a portion of corollary 3 from \[KPS00\].
The proof of part (a) is then almost trivial: By assumption, theorem 24 tells us that the mod $`p`$ reduction of $`F`$ has a root in $`/pp`$ divides $`a`$. Since the number of divisors of an integer $`a`$ is no more than $`1+\mathrm{log}a`$ (since any prime power other than $`2`$ is bounded below by $`e`$), we arrive at our desired asymptotic bound on $`a_F`$. $`\mathrm{}`$
###### Remark 12.
Following the notation of theorem 4, we thus obtain the following explicit bound:
$$a_F1+2(n+1)^3DV_F[\sigma (F)+\mathrm{log}m+2^{2n+4}D\mathrm{log}(D+1)].\text{ }\mathrm{}$$
Proof of Part (b): Recall the following version of the discriminant.
###### Definition 4.
Given any polynomial $`f(x_1)=\alpha _0+\alpha _1x_1+\mathrm{}+\alpha _Dx_1^D[x_1]`$ with all $`|\alpha _i|`$ bounded above by some integer $`c`$, define the discriminant of $`𝐟`$, $`𝚫_𝐟`$, to be $`\frac{(1)^{D(D1)/2}}{\alpha _D}`$ times the following $`(2D1)\times (2D1)`$ determinant:
$$det\left[\begin{array}{ccccccc}\alpha _0& \mathrm{}& \alpha _D& 0& \mathrm{}& 0& 0\\ 0& \alpha _0& \mathrm{}& \alpha _D& 0& \mathrm{}& 0\\ \mathrm{}& \mathrm{}& \mathrm{}& & \mathrm{}& \mathrm{}& \mathrm{}\\ 0& \mathrm{}& 0& \alpha _0& \mathrm{}& \alpha _D& 0\\ 0& 0& \mathrm{}& 0& \alpha _0& \mathrm{}& \alpha _D\\ \alpha _1& \mathrm{}& D\alpha _D& 0& \mathrm{}& 0& 0\\ 0& \alpha _1& \mathrm{}& D\alpha _D& 0& \mathrm{}& 0\\ \mathrm{}& \mathrm{}& \mathrm{}& & \mathrm{}& \mathrm{}& \mathrm{}\\ 0& \mathrm{}& 0& \alpha _1& \mathrm{}& D\alpha _D& 0\\ 0& 0& \mathrm{}& 0& \alpha _1& \mathrm{}& D\alpha _D\end{array}\right],$$
where the first $`D1`$ (resp. last $`D`$) rows correspond to the coefficients of $`f`$ (resp. the derivative of $`f`$). $`\mathrm{}`$
Our proof of part (b) begins with the following observation.
###### Theorem 25.
Following the notation of section 4, suppose $`f[x_1]`$ is a square-free polynomial of degree $`D`$ with exactly $`i_f`$ factors over $`[x_1]`$. Then the truth of GRH implies that
$$\left|i_f\pi (t)N_f(t)\right|<2\sqrt{t}(D\mathrm{log}t+\mathrm{log}|\mathrm{\Delta }_f|)+D\mathrm{log}|\mathrm{\Delta }_f|,$$
for all $`t>2`$. $`\mathrm{}`$
A slightly less explicit version of the above theorem appeared in \[Koi96, Thm. 9\], and the proof is almost the same as that of an earlier result of Adleman and Odlyzko for the case $`i_f=1`$ \[AO83, Lemma 3\]. (See also \[Wei84\].) The only new ingredient is an explicit version of the effective Chebotarev density theorem due to Oesterlé \[Oes79\]. (Earlier versions of theorem 25 did not state the asymptotic constants explicitly.)
The proof of part (b) is then essentially a chain of elementary analytic bounds which flows from applying theorem 25 to the polynomial $`h_F`$ from theorem 2. However, a technicality which must be considered is that $`h_F`$ might not be square-free (i.e., $`\mathrm{\Delta }_{h_F}`$ may vanish). This is easily taken care of by an application of the following immediate corollary of lemmata 3 and 4.
###### Corollary 2.
Following the notation above, let $`g`$ be the square-free part of $`f`$ and let $`D^{}`$ be the degree of $`g`$. Then $`\mathrm{log}|\mathrm{\Delta }_g|D^{}(D\mathrm{log}2+\mathrm{log}(D^{}+1)+\mathrm{log}c)`$. $`\mathrm{}`$
Another technical lemma we will need regards the existence of primes interleaving a simple sequence.
###### Lemma 7.
The number of primes in the open interval $`(At^3,A(t+1)^3)`$ is at least $`\frac{1}{12}\frac{At^2}{\mathrm{log}t+\mathrm{log}A}`$, provided $`A,t>e^5148.413`$. $`\mathrm{}`$
This lemma follows routinely (albeit a bit tediously) from theorem 8.8.4 of \[BS96\], which states that for all $`t>5`$, the $`t^{\underset{¯}{\mathrm{th}}}`$ prime lies in the open interval $`(t\mathrm{log}t,t(\mathrm{log}t+\mathrm{log}\mathrm{log}t))`$.
The key to proving theorem 4 is then to find small constants $`t_0`$ and $`A_F`$ such that $`N_F(A_F(t+1)^31)N_F(A_Ft^3)>1`$ for all $`tt_0`$.
Via theorems 5 and 7, and a consideration of the primes dividing the $`a_i`$ (the denominators in our rational univariate representation of $`Z_F`$), it immediately follows that $`|N_F(t)N_{h_F}(t)|V_F_{i=1}^n(\mathrm{log}a_i+1)`$, for all $`t>0`$. We are now ready to derive an inequality whose truth will imply $`N_F(A_F(t+1)^31)N_F(A_Ft^3)>1`$: By theorem 25, lemma 7, the triangle inequality, and some elementary estimates on $`\mathrm{log}t`$, $`t^3`$, and their derivatives, it suffices to require that $`A_Ft^2`$ strictly exceed $`12(\mathrm{log}A_F+\mathrm{log}t)`$ times the following quantity:
$$2(1+\sqrt{2})\sqrt{3A_Ft^3}[V_F(\mathrm{log}(3A_Ft^3)+1)+\mathrm{log}|\mathrm{\Delta }_g|]+V_F\left(\mathrm{log}|\mathrm{\Delta }_g|+\underset{i=1}{\overset{n}{}}\mathrm{log}a_i+n\right)+1,$$
for all $`t>\mathrm{max}\{t_0,e^5\}`$, where $`g`$ denotes the square-free part of $`h_F`$. (Note that we also used the fact that $`i_g1`$.)
A routine but tedious estimation then shows that we can actually take $`t_0=1296(\frac{1+\mathrm{log}3}{3}+\mathrm{log}1296)4963040.506`$, and $`A_F`$ as in the statement of part (b). Careful accounting of the estimates then easily yields the explicit upper bound for $`A_F`$ we state below. $`\mathrm{}`$
###### Remark 13.
The constant $`1296(\frac{1+\mathrm{log}3}{3}+\mathrm{log}1296)`$ arises from trying to find the least $`t`$ for which $`t^2\alpha \mathrm{log}^4t`$, where, roughly speaking, $`\alpha `$ ranges over the constants listed in the expressions for $`A_F,B_F,C_F,D_F`$ below.
$$A_F1296B_F^2\mathrm{log}^4B_F+36C_F^2\mathrm{log}^2C_F+2D_F\mathrm{log}D_F,$$
where
$$B_F:=72\sqrt{3}(1+\sqrt{2})V_F,C_F:=24\sqrt{3}(1+\sqrt{2})\mathrm{log}|\mathrm{\Delta }_g|+2,\text{ and}$$
$$D_F:=12V_F\left(\mathrm{log}|\mathrm{\Delta }_g|+\underset{i=1}{\overset{n}{}}\mathrm{log}a_i+n\right)+13.\text{ }\mathrm{}$$
### 6.2. Proofs of Our Results Over $``$: Theorems 17, 18, and 20
The proof of theorems 17 and 18 rely on a refined version of Siegel’s theorem (theorem 21 stated earlier in section 5) and an algorithmic result on factoring polynomials over $``$ (lemma 8 below). The proof of theorem 20 will mainly use the tools we developed for our results over $``$ from section 2, and is a streamlined version of the proof from \[Roj00a\].
#### 6.2.1. The Proof of Theorem 17
($``$): Simply apply whatever algorithm one has for $`\mathrm{Big}_{}`$ to the polynomial $`f(x,y)f(x,y)f(x,y)f(x,y)`$ to obtain the value of $`\mathrm{Big}_{}(f)`$. $`\mathrm{}`$
($``$): First calculate $`b:=\mathrm{Big}_{}(f)`$. If $`b<\mathrm{}`$ then we can simply enumerate positive integral points until we at last know $`\mathrm{Big}_{}(f)`$. (This can of course be mind-bogglingly slow, but is nevertheless a Turing-machine algorithm which is guaranteed to terminate.)
If $`b=\mathrm{}`$ then let us do the following: Replace $`f`$ by its square-free part. (This can be done within $`\mathrm{𝐍𝐂}`$ via, say, lemma 8 below.) Then note that any irreducible component of $`Z_f`$ containing infinitely many integral points must be defined over $``$. (Otherwise, the action of $`\mathrm{Gal}(\overline{}/)`$ would imply that every integral point has multiplicity $`>1`$ — a contradiction, since the number of singular points of a curve is always finite.) So we may also assume that $`Z_f`$ is geometrically irreducible. (Indeed, we can find all the irreducible components of $`Z_f`$ within $`\mathrm{𝐍𝐂}`$ via lemma 8.)
Theorem 22 then tells us that $`\mathrm{Big}_{}(f)=\mathrm{}Z_f`$ has unbounded intersection with the the (open) first quadrant. To decide the latter question, one first finds the largest real critical value of the projection $`(x,y)x+y`$, restricted to the intersection of $`Z_f`$ with the first quadrant. (Since we are restricting to the first quadrant, one must also consider the image of the intersection of $`Z_f`$ with the coordinate axes under this projection as well.) This reduces to finding the $`(\zeta _1,\zeta _2)`$ which maximizes $`\zeta _1+\zeta _2`$, where $`(\zeta _1,\zeta _2)`$ is either a positive real roots of the polynomial system $`(f,\frac{f}{x}+\frac{f}{y})`$, or a point in $`Z_f\{xy=0\}`$. Thanks to theorems 5 and 7, and a fast root approximation algorithm from \[NR96\], this can be done within $`\mathrm{𝐍𝐂}`$.
To conclude, if there is no critical value, we simply check (via the techniques just mentioned) if the polynomial system $`(f,x+y1)`$ has a positive real root. It is then easily checked that this system has a root iff $`Z_f`$ has unbounded intersection with the first quadrant. Otherwise, one performs the same check with the polynomial system $`(f,x+y\zeta _1\zeta _21)`$ instead. So we are done. $`\mathrm{}`$
#### 6.2.2. The Proof of Theorem 18
First note that as in our last proof, we can use lemma 8 to reduce (within $`\mathrm{𝐍𝐂}`$, relative to the dense encoding) to the case where $`Z_f`$ is geometrically irreducible.
Our algorithm then proceeds as follows: Compute the genus of $`Z_f`$. (By \[KS97\], this can actually be done within $`\mathrm{𝐍𝐂}`$ as well.) If the genus is positive then theorem 21 tells us that there are only finitely many integral points and we are done. Similarly, via \[NR96\], condition (c) of theorem 21 can be checked within $`\mathrm{𝐍𝐂}`$.
So we may now assume that $`Z_f`$ satisfies condition (c) and has genus zero. Find all positive integral singular points of $`Z_f`$. (By theorems 5, 7, and 11, this can also be done within $`\mathrm{𝐍𝐂}`$.) Call these points $`\{(\alpha _1,\beta _1),\mathrm{},(\alpha _N,\beta _N)\}`$. Then form the polynomial $`g(x,y,t):=(x\alpha _1)^2+(y\beta _1)^2+\mathrm{}+(x\alpha _N)^2+(y\beta _N)^2t`$. Clearly, $`Z_f`$ has a nonsingular integral point iff the curve $`Z_{(f,g)}^3`$ has a positive integral point. Furthermore, since $`Z_f`$ has a rational parametrization, the curve $`Z_{(f,g)}`$ admits one as well. Thus $`Z_{(f,g)}`$ is irreducible and has genus zero too.
So assuming $`\mathrm{RatCurve}(3)`$ is decidable, theorem 21 tells us that we can decide whether $`Z_f`$ has infinitely many integral points. Converting this to the decidability of $`\mathrm{HTP}^{\mathrm{}}(2)`$ is a simple matter, thanks to theorem 22 and an application of theorem 7 already detailed in our last proof. $`\mathrm{}`$
###### Lemma 8.
\[BCGW92\] Suppose $`f[x_1,\mathrm{},x_n]`$ and $`n`$ is a constant. Then, relative to the dense encoding, we can find all factors of $`f`$ over $`[x_1,\mathrm{},x_n]`$ within $`\mathrm{𝐍𝐂}`$. Furthermore, every factor is given as a polynomial in $`[\alpha ][x_1,\mathrm{},x_n]`$, where the minimal polynomial of $`\alpha `$ is also part of the output. $`\mathrm{}`$
#### 6.2.3. The Proof of Theorem 20
It suffices to show that the truth of both conditions implies the existence of an algorithm for $``$ (with all quantifiers ranging over $``$), thus contradicting the aforementioned result of Matiyasevich and Robinson.
So assuming the truth of (1) and (2), let us construct such an algorithm. First note the following fact.
###### Lemma 9.
Following the notation above, let
$$\mathrm{\Sigma }_f:=\{(u_0,v_0)^2|\{(x,y)^2|f(u_0,v_0,x,y)=0\}\text{ has a genus zero component}\}.$$
Also let $`\mathrm{\Xi }_f`$ denote the set of $`(u_0,v_0)^2`$ such that $`xyf(u_0,v_0,x,y)=0`$. Then $`\mathrm{\Xi }_f\mathrm{\Sigma }_f^2`$, whether all quantifiers range over $``$ or $``$.
Proof of the Lemma: By theorem 21, $`xyf(u_0,v_0,x,y)=0Z_f\{(u,v)=(u_0,v_0)\}`$ contains a curve of genus zero (whether the quantification is over $``$ or $``$). So we are done. $`\mathrm{}`$
Continuing the proof of theorem 20, consider the following algorithm for $``$: First decide whether $`Z_f`$ contains a specially ruled surface. (That this is Turing-decidable was already observed in \[Roj00a\].) If so, simply apply any algorithm for statement (2) to decide the prefix $``$.
Otherwise, $`\mathrm{\Sigma }_f`$ is the (possibly empty) union of a finite point set and a collection of curves of positive genus. Via algorithms already observed in \[Roj00a\], the defining polynomials for all these points and curves are Turing-computable. So via theorem 7, and statement (1), the worst we need do is enumerate integral points on several curves of positive genus. So although our algorithm may be very slow, we have succeeded in deriving a contradiction, and we are done. $`\mathrm{}`$
###### Remark 14.
The usual definition of genericity in computational algebra is stronger than the one we gave earlier: A statement involving a set of parameters $`\{c_1,\mathrm{},c_N\}`$ holds generically iff the statement is true for all $`(c_1,\mathrm{},c_N)^N`$ outside of some a priori fixed algebraic hypersurface. That this version of genericity implies the simplified version mentioned earlier in our theorems is immediate from Schwartz’ Lemma \[Sch80\]. Any statement claimed to be true generically in this paper still holds under this stronger notion. $`\mathrm{}`$
## 7. Acknowledgements
The author would like to express his deep gratitude to the organizers of this conference for their generous invitation. The author also thanks Felipe Cucker, Ioannis Emiris, Teresa Krick, Francois Loeser, Gregorio Malajovich, Luis-Miguel Pardo-Vasallo, Steve Smale, and Martin Sombra for some very useful discussions, in person and via e-mail. Many of the results presented in this paper would have been weaker, were it not for the wonderful atmosphere of the Hilbert 10 conference in Gent.
I dedicate this paper to Steve Smale.
## Appendix: How the Examples Were Computed
Here we reveal some further details on the computations underlying our examples. All of the computations in this paper were performed on a Sun 4u Computeserver, named Kronecker, at MIT. The version of Maple used was Maple V Release 5.
The univariate reduction, $`P(u)`$, for our first $`3\times 3`$ polynomial system is a nonzero constant multiple of the sparse resultant of $`f_1`$, $`f_2`$, $`f_3`$, and $`uxyz`$. The following Maple code is how the computation was performed:
> with(linalg);
>
> f:=144+2\*x-3\*y^2+x^7\*y^8\*z^9;
> g:=-51+5\*x^2-27\*z+x^9\*y^7\*z^8;
> h:=7-6\*x+8\*x^8\*y^9\*z^7-12\*x^8\*y^8\*z^7;
> k:=u-x\*y\*z;
>
> r1:=factor(resultant(f,k,x)):
> r2:=factor(resultant(g,k,x)):
> r3:=factor(resultant(h,k,x)):
>
> rr1:=op(4,r1):
> rr2:=op(4,r2):
> rr3:=op(3,r3):
>
> s1:=factor(resultant(rr1,rr3,z)):
> s2:=factor(resultant(rr2,rr3,z)):
>
> ss1:=op(4,s1):
> ss2:=op(3,s2):
>
> t:=factor(resultant(ss1,ss2,y)):
> univar:=op(3,t);
We also note that our choice for $`P(u)`$ was a bit sneaky: instead of finding a polynomial whose roots were linear projection of the roots of $`F`$, we found a polynomial whose roots were a monomial map of the roots of $`F`$. This additional flexibility is useful in practice, and it is also possible to improve our quantitative results along these lines. These improvements will be detailed in later work, and we also point out that other applications of such nonlinear projections have appeared in earlier work of the author \[Roj98\].
As for the mixed volume calculation, we used a C implementation by Ioannis Emiris (publically available at
http://www.inria.fr/saga/logiciels/emiris/soft\_geo.html). That the mixed volume equals the number of roots in $`^3`$ follows easily from the fact that all the polynomials have a nonzero constant term, and an exactness condition for Bernshtein’s Theorem (see, e.g., \[Ber75\] or \[Roj99a, Main Theorem 2\]). Verifying the latter condition amounts to checking whether a product of toric resultants vanishes and for the sake of brevity we omit this calculation. In any case, it is easily checked that $`M_Fe^{3+\frac{1}{8}}\frac{243}{\sqrt{4}}+(39+2)^3(39+1)^35202.327253`$ for our example, via lemma 1. (In practice, the true value of $`M_F`$ is typically much smaller than the upper bound from lemma 1.)
By a stroke of luck, the polynomial $`P`$ is irreducible over $``$, so we immediately obtain that $`F`$ has exactly $`145`$ distinct complex roots. Furthermore, we obtain that for any subfield $`K`$, every root of $`P`$ in $`K`$ is the image of a unique root of $`F`$ in $`K^3`$. So we also obtain that $`F`$ has no rational roots. Via the realroot command of Maple (which employs Sturm sequences \[Roy96\]), we similarly obtain the number of real roots of $`F`$.
As for the comparison with Gröbner bases, we simply invoked the following Maple commands:
> f:=144+2\*x-3\*y^2+x^7\*y^8\*z^9;
> g:=-51+5\*x^2-27\*z+x^9\*y^7\*z^8;
> h:=7-6\*x+8\*x^8\*y^9\*z^7-12\*x^8\*y^8\*z^7;
> k:=u-x\*y\*z;
>
> with(Groebner);
> univpoly(u,\[f,g,h,k\]);
The larger time bound given was actually the amount of time Maple spent calculating a univariate reduction via Gröbner bases, until the author’s remote connection to Kronecker was terminated.
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# 1 Introduction
## 1 Introduction
A common feature for the consistent formulation of many currently proposed fundamental theories is the necessity of more than four space-time dimensions. Since these extra dimensions are presently unobserved, they are assumed to be compactified. Associated with the compactified dimensions, there appears a tower of Kaluza-Klein (KK) field excitations in four space-time dimensions whose masses are integer multiples of the inverse compactification radius $`R`$. In models where $`R`$ is the order of the Planck length ($`10^{33}`$ cm ) or smaller, the superheavy KK modes inconsequentially decouple from the low energy physics. On the other hand, for radii much larger than the Planck length, low energy physics can be considerably affected by the propagation of fields into the large radii extra dimensions. Since theories formulated in higher dimensions tend to have a more divergent short distance behavior which leads to the breakdown of renormalizability, an ultraviolet cutoff $`\mathrm{\Lambda }`$ must be included for a consistent interpretation of such field theories. For large compactification radii, $`\mathrm{\Lambda }R>1`$, the KK modes with mass below the cutoff could produce various interesting theoretical and phenomenological consequences -.
Many analyses of the consequences of the higher dimensions have focused on their ramifications on the minimal supersymmetric standard model or one of its extensions -. This is quite reasonable since one generally views the higher dimensional underlying theory operating at the very short distance scale to have supersymmetry as one of its vital components. One could, however, envision a scenario where the supersymmetry breaking scale is larger than the inverse radius of the compactified dimensions in which case one should more appropriately study the effects of the extra dimensions on the standard model itself. For such a relationship between scales, as one scales down in energy, it is the SUSY partners which decouple first (at a higher energy) before the tower of Kaluza-Klein states associated with the standard model degrees of freedom.
In this note, we explore the ramifications of just such a scenario. We focus attention on the effects of the Kaluza-Klein tower of states coming from a compactified fifth dimension on the one loop effective potential for a simplified model consisting of a self-coupled real scalar field and a Yukawa coupled spinor field. In five dimensions, the fermion field is taken as an eight component, six dimensional Dirac spinor, which reduces to a pair of towers of four component Dirac spinors in four dimensions. In particular, we focus on the modifications to the one loop effective potential for the zero mode four dimensional scalar field when the product of the ultraviolet cutoff, $`\mathrm{\Lambda }`$, and the compactification radius, $`R`$, is large, $`\mathrm{\Lambda }R>1`$. The dependence of the effective potential on the radius of compactification, $`R`$, will be illustrated for typical values of the tree level coupling constants. The radius dependences of the vacuum value of the scalar field and the effective potential curvature at this minimum are determined. Finally, the form of the effective potential is shown to be quite insensitive to the particular boundary conditions imposed on the fermion fields for large compactification radii.
## 2 The Effective Potential
Denoting the usual four dimensional space-time coordinates of Minkowski space by $`x^\mu `$, while $`0y2\pi R`$ is the coordinate of the compact fifth dimension, the action for the self-coupled hermitian scalar field, $`\varphi (x,y)`$ and eight component Dirac fermion, $`\mathrm{\Psi }(x,y)`$, is given by
$`I`$ $`=`$ $`{\displaystyle }d^4x{\displaystyle _0^{2\pi R}}dy\{{\displaystyle \frac{1}{2}}_M\varphi ^M\varphi V^{(5)}(\varphi )`$ (2.2)
$`+\overline{\mathrm{\Psi }}\gamma ^Mi_M\mathrm{\Psi }M_f\overline{\mathrm{\Psi }}\mathrm{\Psi }g^{(5)}(\varphi )\varphi \overline{\mathrm{\Psi }}\mathrm{\Psi }\}.`$
Here $`V^{(5)}(\varphi )`$ is the scalar field potential describing its self-interactions, $`g^{(5)}(\varphi )`$ is a scalar field dependent generalized Yukawa coupling and $`M_f`$ is an explicit fermion mass. The five $`\gamma ^M`$, with $`M=0,1,2,3,4`$, are five $`8\times 8`$ Dirac gamma matrices. Imposing untwisted boundary conditions on the scalar field, $`\varphi (x,y+2\pi R)=\varphi (x,y)`$, it may be expanded in a Fourier series as
$`\varphi (x,y)`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2\pi R}}}{\displaystyle \underset{n=\mathrm{}}{\overset{+\mathrm{}}{}}}\varphi _n(x)e^{in\frac{y}{R}}`$ (2.3)
$`=`$ $`{\displaystyle \frac{1}{\sqrt{2\pi R}}}\left\{\varphi _0(x)+2{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}\varphi _n(x)\mathrm{cos}(n{\displaystyle \frac{y}{R}})\right\},`$ (2.4)
where the second equality follows as a consequence of the hermiticity of the field, which dictates that $`\varphi _n=\varphi _n`$. On the other hand, the Dirac field is allowed to assume arbitrarily twisted boundary conditions so that $`\mathrm{\Psi }(x,y+2\pi R)=e^{2\pi ia}\mathrm{\Psi }(x,y)`$, with $`a`$ an arbitrary real number. Thus the fermion field Fourier expansion is given by
$$\mathrm{\Psi }(x,y)=\frac{1}{\sqrt{2\pi R}}\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}\psi _n(x)e^{i(n+a)\frac{y}{R}}.$$
(2.5)
The one-loop contribution to the effective potential, $`V_{\mathrm{eff}}(\phi )`$, for the zero mode scalar field $`\varphi _0(x)=\phi (x)`$ is found by summing over all one loop graphs with zero momentum, zero mode external $`\phi `$ lines, but with propagating internal lines consisting of all zero modes, $`\varphi _0`$ and $`\psi _0`$, and all KK tower modes, $`\varphi _n`$ and $`\psi _n`$, for $`n0`$. To obtain such graphs, one need expand the action $`I`$ about $`\varphi _0=\phi `$ and retain terms quadratic in the $`\varphi _n`$ and $`\psi _n`$ fields for all $`n`$. Substituting the Fourier series (2.4) and (2.5) into the five dimensional action and performing the expansion yields an equivalent four dimensional action containing an infinite tower of Kaluza-Klein fields, differentiated from each other only by their masses which arise from the fields’ momentum in the direction of the fifth dimension. The action through second order becomes
$`I_{\mathrm{quad}}`$ $`=`$ $`{\displaystyle }d^4xV(\phi ){\displaystyle }d^4x{\displaystyle \underset{n=\mathrm{}}{\overset{\mathrm{}}{}}}\{{\displaystyle \frac{1}{2}}\varphi _n[^2+V^{\prime \prime }(\phi )+{\displaystyle \frac{n^2}{R^2}}]\varphi _n`$ (2.7)
$`+\overline{\psi }_n[\gamma ^\mu i_\mu +M_f+g(\phi )\phi +{\displaystyle \frac{n}{R}}\gamma ^4]\psi _n\},`$
where conservation of momentum in the direction of the fifth dimension has been used. The four dimensional potential, $`V`$, and generalized Yukawa coupling, $`g`$, are obtained from the five dimension versions $`V^{(5)}`$ and $`g^{(5)}`$ by retaining only the zero mode fields and rescaling all couplings to their canonical four dimensional scale by appropriate powers of the size of the fifth dimension. Effectively, this amounts to replacing $`\varphi `$ by $`\phi `$, all couplings by their four dimensional version and accounting for an overall scale factor of the size, $`2\pi R`$, of the compactified dimension. We employ the notation where the primes denote differentiation with respect to $`\phi `$ so that, for example, $`V^{}\frac{dV}{d\phi }`$. Using the action (2.7), the 1-loop graphs can be evaluated using standard techniques. After rotating to Euclidean space and performing the angular integrals and the eight dimensional Dirac trace, the one loop effective action for the zero mode scalar field $`\phi `$ is
$`V_{\mathrm{eff}}(\phi )`$ $`=`$ $`V(\phi )V(\mu )+{\displaystyle \frac{1}{32\pi ^2}}{\displaystyle \underset{n=\mathrm{}}{\overset{+\mathrm{}}{}}}{\displaystyle _0^{\mathrm{}}}𝑑\xi \xi \mathrm{ln}\left[{\displaystyle \frac{\xi +V^{\prime \prime }(\phi )+\frac{n^2}{R^2}}{\xi +V^{\prime \prime }(\mu )+\frac{n^2}{R^2}}}\right]`$ (2.10)
$`{\displaystyle \frac{8}{32\pi ^2}}{\displaystyle \underset{n=\mathrm{}}{\overset{+\mathrm{}}{}}}{\displaystyle _0^{\mathrm{}}}𝑑\xi \xi \mathrm{ln}\left[{\displaystyle \frac{\xi +(M_f+g(\phi )\phi )^2+\frac{(n+a)^2}{R^2}}{\xi +(M_f+g(\mu )\mu )^2+\frac{(n+a)^2}{R^2}}}\right],`$
where $`\mu `$ is an arbitrary normalization scale. Introducing a short distance regulated heat kernal representation for the logarithms,
$$\mathrm{ln}A=_{\frac{1}{\mathrm{\Lambda }^2}}^{\mathrm{}}\frac{ds}{s}e^{sA},$$
(2.11)
and performing the momentum integrals then yields
$`V_{\mathrm{eff}}(\phi )`$ $`=`$ $`V(\phi )V(\mu ){\displaystyle \frac{1}{32\pi ^2}}{\displaystyle _{\frac{1}{\mathrm{\Lambda }^2}}^{\mathrm{}}}{\displaystyle \frac{ds}{s^3}}\left[e^{sV^{\prime \prime }(\phi )}e^{sV^{\prime \prime }(\mu )}\right]\mathrm{\Theta }_3(0,e^{\frac{s}{R^2}})`$ (2.14)
$`+{\displaystyle \frac{8}{32\pi ^2}}{\displaystyle _{\frac{1}{\mathrm{\Lambda }^2}}^{\mathrm{}}}{\displaystyle \frac{ds}{s^3}}\left[e^{s(M_f+g(\phi )\phi )^2}e^{s(M_f+g(\mu )\mu )^2}\right]e^{\frac{s}{R^2}a^2}\mathrm{\Theta }_3({\displaystyle \frac{isa}{R^2}},e^{\frac{s}{R^2}}),`$
where the Jacobi theta function is defined as
$$\mathrm{\Theta }_3(\tau ,q)=\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}q^{n^2}e^{2in\tau }.$$
(2.16)
Note that in the $`R0`$ limit, only the zero mode term survives, and the familiar one loop, four dimensional result for the effective potential is reproduced. For large compact dimensions, $`\mathrm{\Lambda }R>1`$, contributions arise from all modes, and it thus proves useful to employ the Poisson resummation formula
$$\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}e^{\frac{s}{R^2}(n+a)^2}=\frac{\sqrt{\pi }R}{\sqrt{s}}\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}e^{\frac{\pi ^2R^2}{s}n^2}e^{2\pi ina}$$
(2.17)
or equivalently
$$e^{\frac{s}{R^2}a^2}\mathrm{\Theta }_3(\frac{isa}{R^2},e^{\frac{s}{R^2}})=\frac{\sqrt{\pi }R}{\sqrt{s}}\mathrm{\Theta }_3(\pi a,e^{\frac{\pi ^2R^2}{s}}),$$
(2.18)
to rewrite equation (LABEL:Veff1) as
$`V_{\mathrm{eff}}(\phi )`$ $`=`$ $`V(\phi )V(\mu ){\displaystyle \frac{2\pi R}{32\pi ^{\frac{5}{2}}}}{\displaystyle _{\frac{1}{\mathrm{\Lambda }^2}}^{\mathrm{}}}{\displaystyle \frac{ds}{s^{\frac{7}{2}}}}\left[e^{sV^{\prime \prime }(\phi )}e^{sV^{\prime \prime }(\mu )}\right]\mathrm{\Theta }_3(0,e^{\frac{\pi ^2R^2}{s}})`$ (2.21)
$`+8{\displaystyle \frac{2\pi R}{32\pi ^{\frac{5}{2}}}}{\displaystyle _{\frac{1}{\mathrm{\Lambda }^2}}^{\mathrm{}}}{\displaystyle \frac{ds}{s^{\frac{7}{2}}}}\left[e^{s(M_f+g(\phi )\phi )^2}e^{s(M_f+g(\mu )\mu )^2}\right]e^{\frac{s}{R^2}a^2}\mathrm{\Theta }_3(\pi a,e^{\frac{\pi ^2R^2}{s}}).`$
The utility of this form for the effective potential becomes apparent when the fifth dimension is large, $`\mathrm{\Lambda }R1`$. Note that in the $`R\mathrm{}`$ limit, only the zero mode term survives and, with appropriate reversal of the $`2\pi R`$ dimensional rescaling of the couplings, fields and potential, leads to the familiar result for the five dimensional effective potental
$`V_{\mathrm{eff}}^{(5)}(\phi )`$ $`=`$ $`V^{(5)}(\phi )V^{(5)}(\mu ){\displaystyle \frac{1}{32\pi ^{\frac{5}{2}}}}{\displaystyle _{\frac{1}{\mathrm{\Lambda }^2}}^{\mathrm{}}}{\displaystyle \frac{ds}{s^{\frac{7}{2}}}}\left[e^{sV^{(5)\prime \prime }(\phi )}e^{sV^{(5)\prime \prime }(\mu )}\right]`$ (2.25)
$`+{\displaystyle \frac{8}{32\pi ^{\frac{5}{2}}}}{\displaystyle _{\frac{1}{\mathrm{\Lambda }^2}}^{\mathrm{}}}{\displaystyle \frac{ds}{s^{\frac{7}{2}}}}\left[e^{s(M_f+g^{(5)}(\phi )\phi )^2}e^{s(M_f+g^{(5)}(\mu )\mu )^2}\right].`$
In order to facilitate further analysis of the effective potential, it is convenient to
rescale all dimensionful quantities in equation (LABEL:Veff2) by the appropriate powers of the cutoff $`\mathrm{\Lambda }`$ to render them dimensionless. Thus, for example, we let $`ss/\mathrm{\Lambda }^2`$, $`\phi \mathrm{\Lambda }\phi `$, $`RR/\mathrm{\Lambda }`$ and $`V_{\mathrm{eff}}\mathrm{\Lambda }^4V_{\mathrm{eff}}`$. With these substitutions the dimensionless effective potential in terms of the now dimensionless zero mode scalar field $`\phi `$ and dimensionless radius of compactification $`R`$, as well as dimensionless couplings and masses, is given by
$`V_{\mathrm{eff}}(\phi )`$ $`=`$ $`V(\phi )V(\mu ){\displaystyle \frac{2\pi R}{32\pi ^{\frac{5}{2}}}}{\displaystyle _1^{\mathrm{}}}{\displaystyle \frac{ds}{s^{\frac{7}{2}}}}\left[e^{sV^{\prime \prime }(\phi )}e^{sV^{\prime \prime }(\mu )}\right]\mathrm{\Theta }_3(0,e^{\frac{\pi ^2R^2}{s}})`$ (2.28)
$`+8{\displaystyle \frac{2\pi R}{32\pi ^{\frac{5}{2}}}}{\displaystyle _1^{\mathrm{}}}{\displaystyle \frac{ds}{s^{\frac{7}{2}}}}\left[e^{s(M_f+g(\phi )\phi )^2}e^{s(M_f+g(\mu )\mu )^2}\right]e^{\frac{s}{R^2}a^2}\mathrm{\Theta }_3(\pi a,e^{\frac{\pi ^2R^2}{s}}).`$
The explicit factors of $`2\pi R`$ enhance the radiative corrections to the effective potential as illustrated in Figure 1 where the effective potential is plotted versus $`\phi `$ for various sizes of the extra compact dimension. For concreteness, the fermions are taken to have untwisted boundary conditions, $`a=0`$, no explicit mass, $`M_f=0`$, and interact with a constant Yukawa coupling, $`g(\phi )=g`$, while the tree scalar potential is taken as
$$V(\phi )=r\phi ^2+\frac{\lambda }{4!}\phi ^4,$$
(2.30)
where the dimensionless mass squared parameter $`r`$ and the scalar self coupling constant $`\lambda `$ are chosen so that the potential has a non-trivial minimum. Moreover, the parameters are such that the 1-loop radiative corrections in four dimensions ($`R=0`$) are quite small as evidenced by the near coincidence of the $`R=0`$ curves which result from (i) including only the tree potential and (ii) which also includes the 1-loop corrections. In figure 1a, the parameters are chosen such that the radiative corrections are dominated by those graphs with the scalar fields traversing the internal loop (i.e. the scalar self coupling dominates). In this case, as $`R`$ increases, the minimum of the effective potential tends to decrease while the potential becomes shallower. On the other hand, when the leading radiative corrections arise from the fermions in the loop (i.e. the Yukawa coupling dominates), as is the case in figure 1b, the location of the minimum increases as $`R`$ increases, as does the effective potential curvature at its minimum. This difference in behavior can be directly traced to the relative sign in the radiative correction between the contributions of the scalar and fermion propagating in the loop.
The location of the effective potential minimum is plotted in figure 2 as a function of $`R`$ for the two generic cases discussed above. When the radiative corrections are dominated by the scalar self coupling, $`\phi _{\mathrm{min}}`$ decreases with $`R`$, while the case of the dominate Yukawa coupling leads to $`\phi _{\mathrm{min}}`$ increasing with $`R`$. The shape of the curves is essentially determined by the explicit $`\sqrt{R}`$ dependence of $`\phi _{\mathrm{min}}`$ which arises from the radiative corrections. For a large extra dimension, $`R10`$, the heat kernel is dominated by its ultraviolet contributions (small $`s`$) where the Poisson resummed Jacobi theta function is very accurately approximated by 1. Hence the radiative corrections to the effective potential are essentially given as the product of the size of the fifth dimension, $`2\pi R`$, and the 5 dimensional result.
In figure 3, the effective potential is once again plotted
as a function of $`\phi `$. This time, however, the scale $`\mu `$ is chosen such that the effective potential vanishes at its minimum which is in turn fixed at $`\phi _{\mathrm{min}}=0.5=\mu `$. In figure (3a) \[figure (3b)\], it is scalar \[Yukawa\] coupling which dominates the radiative corrections. The curvature at the minimum for the same set of parameters as in figure (3b) is displayed in figure 4. It increases essentially linearly with the size of the fifth dimension once again reflecting the explicit $`R`$ dependence of the radiative corrections.
Finally, we examine the model where the fermions traversing the loop are taken to have twisted boundary conditions,
$`a=\frac{1}{2}`$, on the compact dimensions. Note that the boundary condition dependence enters the radiative corrections only through the Poisson resummed Jacobi theta function,
$$\mathrm{\Theta }_3(\pi a,e^{\frac{\pi ^2R^2}{s}})=\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}e^{\frac{\pi ^2R^2n^2}{s}}e^{2in\pi a}.$$
(2.31)
which for $`a=\frac{1}{2}`$ reduces to
$$\mathrm{\Theta }_3(\frac{\pi }{2},e^{\frac{\pi ^2R^2}{s}})=1+2\underset{n=1}{\overset{\mathrm{}}{}}()^ne^{\frac{\pi ^2R^2n^2}{s}}.$$
(2.32)
In figure 5, this function and the analogous function for untwisted boundary condition ($`a=0`$) are plotted for both $`R=2`$ and $`R=10`$. In both cases the function arising from twisted boundary conditions is seen to fall to zero for large $`s`$. In this limit, the Jacobi theta function is more easily evaluated using its form before applying the Poisson resummmation formula (cf. Eq. 2.18). For any twisting in the boundary condition ($`a0`$), the function is exponentially surpressed for large $`s`$. On the other hand, for untwisted boundary conditions ($`a=0`$) the function grows like $`\sqrt{s}`$ for large $`s`$. In the $`R=10`$ case, the two functions are seen to be indistinguishable from unity out to a very large value of the heat kernel parameter $`s`$ which corresponds to the far infrared. Since for the large $`s`$ region, the integrand in the heat kernel expression for the effective potential is surpressed by $`s^{7/2}`$, both the twisted and untwisted fermions produce essentially identical results as seen in figure 6. For the $`R=2`$ case, the two theta functions deviate from each other at a somewhat smaller value of $`s`$ where the integrand is not as significantly damped. Nonetheless the explicit numerical integration still gives only a tiny change in the effective potential arising from the different boundary conditions.
In summary, the consequences of large radius extra space-time compactified dimensions on the four dimensional one loop effective potential have been determined for a model which includes scalar self interactions and Yukawa coupling to fermions. For the case in which the scalar self coupling dominates the radiative corrections, as $`R`$ increases, the location of the minimum of the effective potential tends to decrease while the potential becomes more shallow. On the other hand, when the Yukawa coupling dominates the radiative corrections the location of the minimum increases and the minimum deepens as $`R`$ increases. With the location of the minimum fixed, the curvature at the minimum increases in the Yukawa coupling dominated case and decreases in the dominant scalar self coupling case as $`R`$ increases. Finally the effects of twisted boundary conditions for the fermions were compared to those of untwisted boundary conditions. The twist of the fermion boundary conditions were shown to have but a small effect on the shape of the effective potential .
This work was supported in part by the U.S. Department of Energy under grant DE-FG02-91ER40681 (Task B).
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# Reading the three–dimensional structure of a protein from its amino acid sequence
## Abstract
While all the information required for the folding of a protein is contained in its amino acid sequence , one has not yet learnt how to extract this information so as to predict the detailed, biological active, three–dimensional structure of a protein whose sequence is known . This situation is not particularly satisfactory, in keeping with the fact that while linear sequencing of the amino acids specifying a protein is relatively simple to carry out, the determination of the folded–native–conformation can only be done by an elaborate X–ray diffraction analysis performed on crystals of the protein or, if the protein is very small, by nuclear magnetic resonance techniques. Using insight obtained from lattice model simulations of the folding of small proteins (fewer than 100 residues), in particular of the fact that this phenomenon is essentially controlled by conserved contacts among strongly interacting amino acids, which also stabilize local elementary structures formed early in the folding process and leading to the (post–critical) folding core when they assemble together , we have worked out a successful strategy for reading the three–dimensional structure of a notional protein from its amino acid sequence.
An answer to the question of how to relate the protein primary structure to its full three–dimensional structure has long been awaited to come from a proper understanding of the mechanisms which are at the basis of the phenomenon of protein folding . The fulfillment of such expectation is likely to revolution the therapeutic drug industry, let alone the chemistry of enzymatic processes. It may also be within reach, in any case, to the extent that simple lattice models of protein folding do capture some of the essential properties of real proteins.
Although Anfinsen and collaborators had conclusively shown that the 1D–structure of a protein determines its 3D–structure, researchers had long been stymied in their efforts to predict the latter from the knowledge of the former, because of Levinthal’s paradox : the number of all possible conformations of a polypeptide chain is too large to be sampled exhaustively. Nevertheless, proteins do fold into unique native states in seconds.
A major breakthrough in the study of protein folding was made by inventing a simple (although not oversimplified) model of protein folding, the so called inverse folding model , in which the quest of the relation existing between the 1D– and the 3D– structure of a notional protein is formulated in such a way that Levinthal’s paradox is circumvented. In essence, this model turns the problem of protein folding inside out. First, a native conformation is chosen and then, the notional protein designed by minimizing the energy of the system with respect to the amino acid sequence (for fixed composition). Using a 20–letter three dimensional lattice model for heteropolymers , and contact energies obtained from a statistical analysis of real proteins , one finds that good–folder–sequences are characterized by a large gap $`\delta =E_nE_c`$ (compared to the standard deviation $`\sigma `$ of the contact energies) between the energy $`E_n`$ of the designed sequence in the native conformation and the lowest energy (threshold $`E_c`$) of the compact conformations structurally dissimilar to the native conformation. In other words, Monte Carlo (MC) simulations testify to the fact that designed sequences displaying a large normalized gap ($`\xi =\delta /\sigma 1`$, quantity closely related to the z–score ) in the native conformation fold on short call . The success of the inverse folding model is connected with the fact that good folders share a (small) number of conserved contacts (which eventually form the folding nucleus of the protein), contacts which act among the most strongly interacting and best conserved amino acids (so called ”hot” and ”warm” sites in ref. ).
We now know that this result is tantamount to saying that foldability is controlled by the presence of few, local elementary structures, stabilized by the conserved contacts and formed very early in the folding process, leading to the (post–critical) folding core (i.e., the minimum set of native contacts needed to ensure foldability ) when they assemble together. From this vantage point of view it is easy to see how to solve the ”inverse–inverse folding problem”, that is how to predict the 3D–structure of a protein, from its 1D–structure (for details we refer to Methods): 1) starting from a notional sequence and making use of the contact energies used in its design find the local elementary structures, 2) determine the possible folding cores by allowing the local elementary structures to interact among them, 3) relax the position of the remaining amino acids and determine the corresponding energy. The (single) compact structure which displays an energy smaller than $`E_c`$ is the native conformation. This in keeping with the fact that all sequences which in the compactation process display local elementary structures and thus a folding core will fold to a unique conformation, provided the associated total energy lies below $`E_c`$ . We have applied this strategy to representative members of essentially all the classes of lattice designed sequences available in the literature: 27mers , 36mers 48mers and 80mers . In all cases the predicted native structure coincides with the compact structure used to design the protein by carrying on it simulated annealing in sequence space.
An example of the results obtained by applying the strategy described above to a designed 36mer is shown in Fig.1. The results displayed in Figs. 1(b) and 1(c) testify to the fact that the designed sequence shown in Fig. 1(a) is a good candidate to code for a notional protein. In fact, the energy associated with the contacts stabilizing the three predicted local elementary structures (yellow dashed lines, Fig. 1(b) ) is $`2.66`$ in the units we are using ($`RT_{room}=0.6`$ kcal/mol), the interaction energy among these structures in the (post–critical) folding core (red dashed lines, Fig. 1(c) ) being equal to $`5.15`$, the total energy of this core thus being $`7.81`$. Relaxing the amino acids not contained in the core, we find for the sequence shown in Fig. 1(a) that the system can lower its energy below $`E_c`$ (to a value -16.5, where $`E_c`$, calculated making use of the Random Energy Model is $`14.1`$) for the conformation shown in Fig. 1(d), which is thus predicted to be the native conformation of the sequence shown in Fig. 1(a). In fact, this conformation coincides with the one used in the literature to design the sequence under discussion. This sequence, known as $`S_{36}`$, folds into the native conformation shown in Fig. 1(d) with an (average) first passage time of $`0.7110^6`$ MC steps, following the hierarchy of steps described above (formation of elementary structures in $`10^2`$ MC steps, formation of the (post–critical) folding core in $`0.710^6`$ MC steps and folding in $`0.7110^6`$ MC steps). These steps can be also observed in Fig. 1(e), where the time dependence of the native contacts for a particular run used to calculate the average folding time of the protein is shown as a function of the number of steps of the Monte Carlo simulation.
As documented by the results displayed in Fig. 2, even the 36mer sequence (cf. Fig. 2(a) ) designed onto a conformation which displays as few local contacts as possible , surrenders its 3D structure (cf. Fig. 2(d) ) to the local elementary structure–strategy discussed above. In this case, only one of the local elementary structures is closed, i.e. contains at least one internal interaction (yellow dotted lines, Fig. 2(b) ), while the other two are open (elementary structures not containing any internal interaction). In Fig. 3 we display the results of the method applied to a 48mer. In this case, one of the two local elementary substructures looks like a piece of $`\beta `$–sheet, a result which testifies to the fact that within the framework of lattice model calculations, local elementary structures can be viewed as scars of (incipient) wild type secondary structures.
We have found that the method discussed above to read the 3D–structure of a notional protein from its 1D– amino acid sequence works not only for the designed sequences which fold fast, but also in the case where the design produces a non–folder. In fact, in such cases, the 1D $``$ 3D strategy (correctly) does not lead to a native structure.
Methods
1. Selection of the sequence
Sequences are selected within the framework of a 20 letter lattice model of proteins, making use of Monte Carlo simulations to minimize the energy of the chain in the native conformation with respect to the amino acid sequence and for fixed composition . Operatively, the sequence is chosen among those displaying in the native conformation a sufficiently low energy $`E_n`$ such that the normalized energy gap or order parameter $`\xi `$ is much larger than 1. From these sequences, the three–dimensional native conformation is recovered through the 3–steps algorithm described below.
2. Search of elementary structures
We distinguish two classes of (local) elementary structures which control, within lattice model calculations, the phenomenon of protein folding: those which isolated do not display any interaction (no internal interaction), and those which do display at least one (internal) interaction (cf. Figs. 1(b), 2(b) and 3(b) ). We shall refer to them generically as local elementary structures. When the need arises to distinguish between them, we shall call them ”open elementary structures” and ”closed elementary structures”, respectively .
Candidates to the role of open elementary structures are those displaying low values of the energy density $`ϵ_s=(ji)^1_{ilj}\mathrm{min}_{k|(i,j)}B_{\sigma (l)\sigma (k)}`$, where $`B_{\sigma (l)\sigma (k)}`$ are the contact energies between the $`l`$th and the $`k`$th amino acid of the chain (Table 6 of ref. ). The calculations have been carried out with the condition $`(ji)10`$. The results have been found to be stable with respect to an increase of the range of values of $`(ji)`$. Candidates to closed elementary structures are formed by maximizing the value of $`p(i,j)=(ji)^\gamma \mathrm{exp}(\beta B_{\sigma (i)\sigma (j)})`$, where $`\gamma =1.68`$, $`i+2ji+8`$ and $`ji`$ is odd . If local elementary structures build more than one internal contact (cf. e.g. Fig. 3(b)), the total value of $`p`$ associated with them is given by the product of the p–values associated with each of the contacts.
3. Search of the folding core.
The energy spectrum of the low–energy conformations which can be constructed making use of the elementary structures is calculated through a complete enumeration of the conformations having an energy smaller than a given threshold. Starting from an elementary structure a second one is placed in all possible conformations with respect to the first one which have at least one contact between the two, and its energy recorded. To each of these conformations displaying an energy lower than some chosen energy, a new elementary structure is added, and the process repeated until the composite system contains all elementary structures. The calculations are repeated altering the order in which the different elementary structures are placed together and allowed to interact with each other. Making use of the resulting energy distribution of the conformations containing 2,3,…, all, of the local elementary structures, we select as potential (post–critical) folding cores of the notional protein, those conformations having an energy lying below a given threshold energy.
4. Relaxation of the monomers not belonging to the core
For each (potential) folding core, the variety of conformations of the remaining monomers are enumerated (a number which, e.g. for the 36mer shown in Figs 1 and 2, is of the order of $`10^5`$), and the total energy of the system calculated. The conformation which has energy lower than $`E_c`$ is the native conformation of the notional sequence. We know that this conformation is unique, in keeping with the fact that the (post–critical) folding core determines, in a unique fashion, the native conformation of a designed sequence .
5. Caveats and limitations
To calculate $`E_c`$ use is made of the Random Energy Model . In this model the critical energy $`E_c=N_c\sigma (2\mathrm{log}\gamma )^{1/2}`$ depends on the number $`N_c`$ of contacts of fully compact conformations (40 and 56 for chains with $`N=36`$ and $`N=48`$, respectively), on the number of such conformations per monomer ($`\gamma =1.8`$ , $`\gamma =2.2`$ ) and on the variance $`\sigma `$ of the contact energies (equal to $`0.3`$ for the parameters suggested in Table 6 of ref. ). Using the average value $`\gamma =2`$ one obtains $`E_c=14.1`$ and $`E_c=19.8`$ for $`N=36`$ and $`N=48`$ respectively, to be compared with the values of $`14.0`$ and $`21.5`$ calculated a posteriori making use of low temperature Monte Carlo simulations. This uncertainty on $`E_c`$ is of no consequence for the workings of the method in dealing with sequences with $`\xi 1`$, but can limit its predictive power for sequences whose native energy is close to $`E_c`$.
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# 1 Introduction
## 1 Introduction
The famous Neumann system belongs to the area of constrained mechanics. It describes the motion of a particle on the surface of the sphere $`S=\{xR^N:x,x=1\}`$ under the influence of the harmonic potential $`\frac{1}{2}\mathrm{\Omega }x,x`$, where $`\mathrm{\Omega }=\mathrm{diag}(\omega _1,\mathrm{},\omega _N)`$. (Here and below $`,`$ stands for the standard Euclidean scalar product in $`R^N`$). The equations of motion read:
$$\ddot{x}_k=\omega _kx_k\alpha x_k,1kN,$$
(1)
where $`\alpha =\alpha (x,\dot{x})`$ is the Lagrange multiplier assuring the validity of the relations $`x,x=1`$, $`\dot{x},x=0`$ during the evolution. It is easy to see that
$$\alpha =\dot{x},\dot{x}\mathrm{\Omega }x,x.$$
(2)
This system can be given a Hamiltonian interpretation in terms of the Dirac Poisson bracket, and it turns out to be completely integrable in the Liouville–Arnold sense, all integrals being quadratic in momenta (which also implies that it is solvable via the separation of variables method). The literature on the Neumann system includes the original , as well as modern presentations, e.g. .
The present paper is devoted to a discretization of (1), introduced recently by V. Adler in a beautiful paper , along with a novel discretization of the Landau–Lifschitz system. In difference equations for $`x:hZS`$, we write $`x`$ for $`x(nh)`$, $`\stackrel{~}{x}`$ for $`x((n+1)h)`$, and $`x`$ $`\stackrel{~}{}`$ for $`x((n1)h)`$. The equations of motion of the V.Adler’s discretization read:
x~k+xk1+x~,x+xk+
x
~
k1+x,
x
~
=(2h22ωk)xk1h24Ωx,x,1kN.formulae-sequencesubscript~𝑥𝑘subscript𝑥𝑘1~𝑥𝑥subscript𝑥𝑘subscript
x
~
𝑘1𝑥
x
~
2superscript22subscript𝜔𝑘subscript𝑥𝑘1superscript24Ω𝑥𝑥1𝑘𝑁\frac{\mathaccent 869{x}_{k}+x_{k}}{1+\langle\mathaccent 869{x},x\rangle}+\frac{x_{k}+\mathchoice{\vtop{\hbox to7.21527pt{\hfil\hskip 1.5pt$\displaystyle x$\hfil}\hbox to7.21527pt{\hfil$\vbox to1.4pt{\hbox{$\displaystyle\mathaccent 869{\,\,\,}$}\vss}$\hfil}}}{\vtop{\hbox to7.21527pt{\hfil\hskip 1.5pt$\textstyle x$\hfil}\hbox to7.21527pt{\hfil$\vbox to1.4pt{\hbox{$\textstyle\mathaccent 869{\,\,}$}\vss}$\hfil}}}{\vtop{\hbox to5.55557pt{\hfil\hskip 1.0pt$\scriptstyle x$\hfil}\hbox to5.55557pt{\hfil$\vbox to1.4pt{\hbox{$\scriptstyle\tilde{}$}\vss}$\hfil}}}{\vtop{\hbox to5.55557pt{\hfil\hskip 1.0pt$\scriptscriptstyle x$\hfil}\hbox to5.55557pt{\hfil$\vbox to1.4pt{\hbox{$\scriptscriptstyle\tilde{}$}\vss}$\hfil}}}_{k}}{1+\langle x,\mathchoice{\vtop{\hbox to7.21527pt{\hfil\hskip 1.5pt$\displaystyle x$\hfil}\hbox to7.21527pt{\hfil$\vbox to1.4pt{\hbox{$\displaystyle\mathaccent 869{\,\,\,}$}\vss}$\hfil}}}{\vtop{\hbox to7.21527pt{\hfil\hskip 1.5pt$\textstyle x$\hfil}\hbox to7.21527pt{\hfil$\vbox to1.4pt{\hbox{$\textstyle\mathaccent 869{\,\,}$}\vss}$\hfil}}}{\vtop{\hbox to5.55557pt{\hfil\hskip 1.0pt$\scriptstyle x$\hfil}\hbox to5.55557pt{\hfil$\vbox to1.4pt{\hbox{$\scriptstyle\tilde{}$}\vss}$\hfil}}}{\vtop{\hbox to5.55557pt{\hfil\hskip 1.0pt$\scriptscriptstyle x$\hfil}\hbox to5.55557pt{\hfil$\vbox to1.4pt{\hbox{$\scriptscriptstyle\tilde{}$}\vss}$\hfil}}}\rangle}=\frac{(2-\frac{h^{2}}{2}\omega_{k})x_{k}}{1-\frac{h^{2}}{4}\langle\Omega x,x\rangle}\;,\quad 1\leq k\leq N\;. (3)
While the integrability of this system for $`N=3`$ follows from Adler’s results, the general case was left open by him. We construct explicitly the full set of integrals of motion for (3).
It has to be said that several different integrable discretization of the Neumann system are currently known. The first one of them, due to A. Veselov is governed by the following difference equations:
x~k+
x
~
k=(1+h2ωk)1/2βxk,1kN,formulae-sequencesubscript~𝑥𝑘subscript
x
~
𝑘superscript1superscript2subscript𝜔𝑘12𝛽subscript𝑥𝑘1𝑘𝑁\mathaccent 869{x}_{k}+\mathchoice{\vtop{\hbox to7.21527pt{\hfil\hskip 1.5pt$\displaystyle x$\hfil}\hbox to7.21527pt{\hfil$\vbox to1.4pt{\hbox{$\displaystyle\mathaccent 869{\,\,\,}$}\vss}$\hfil}}}{\vtop{\hbox to7.21527pt{\hfil\hskip 1.5pt$\textstyle x$\hfil}\hbox to7.21527pt{\hfil$\vbox to1.4pt{\hbox{$\textstyle\mathaccent 869{\,\,}$}\vss}$\hfil}}}{\vtop{\hbox to5.55557pt{\hfil\hskip 1.0pt$\scriptstyle x$\hfil}\hbox to5.55557pt{\hfil$\vbox to1.4pt{\hbox{$\scriptstyle\tilde{}$}\vss}$\hfil}}}{\vtop{\hbox to5.55557pt{\hfil\hskip 1.0pt$\scriptscriptstyle x$\hfil}\hbox to5.55557pt{\hfil$\vbox to1.4pt{\hbox{$\scriptscriptstyle\tilde{}$}\vss}$\hfil}}}_{k}=(1+h^{2}\omega_{k})^{-1/2}\beta x_{k}\;,\quad 1\leq k\leq N\;, (4)
where $`\beta `$ is the Lagrange multiplier, assuring that $`x`$ remains on the sphere $`S`$ during the discrete time evolution. It is easy to see that
β=2(I+h2Ω)1/2x,
x
~
(I+h2Ω)1x,x=2(I+h2Ω)1/2x,x~(I+h2Ω)1x,x=(I+h2Ω)1/2x,x~+
x
~
(I+h2Ω)1x,x.𝛽2superscript𝐼superscript2Ω12𝑥
x
~
superscript𝐼superscript2Ω1𝑥𝑥2superscript𝐼superscript2Ω12𝑥~𝑥superscript𝐼superscript2Ω1𝑥𝑥superscript𝐼superscript2Ω12𝑥~𝑥
x
~
superscript𝐼superscript2Ω1𝑥𝑥\beta=\frac{2\Big{\langle}(I+h^{2}\Omega)^{-1/2}x,\mathchoice{\vtop{\hbox to7.21527pt{\hfil\hskip 1.5pt$\displaystyle x$\hfil}\hbox to7.21527pt{\hfil$\vbox to1.4pt{\hbox{$\displaystyle\mathaccent 869{\,\,\,}$}\vss}$\hfil}}}{\vtop{\hbox to7.21527pt{\hfil\hskip 1.5pt$\textstyle x$\hfil}\hbox to7.21527pt{\hfil$\vbox to1.4pt{\hbox{$\textstyle\mathaccent 869{\,\,}$}\vss}$\hfil}}}{\vtop{\hbox to5.55557pt{\hfil\hskip 1.0pt$\scriptstyle x$\hfil}\hbox to5.55557pt{\hfil$\vbox to1.4pt{\hbox{$\scriptstyle\tilde{}$}\vss}$\hfil}}}{\vtop{\hbox to5.55557pt{\hfil\hskip 1.0pt$\scriptscriptstyle x$\hfil}\hbox to5.55557pt{\hfil$\vbox to1.4pt{\hbox{$\scriptscriptstyle\tilde{}$}\vss}$\hfil}}}\Big{\rangle}}{\Big{\langle}(I+h^{2}\Omega)^{-1}x,x\Big{\rangle}}=\frac{2\Big{\langle}(I+h^{2}\Omega)^{-1/2}x,\mathaccent 869{x}\Big{\rangle}}{\Big{\langle}(I+h^{2}\Omega)^{-1}x,x\Big{\rangle}}=\frac{\Big{\langle}(I+h^{2}\Omega)^{-1/2}x,\mathaccent 869{x}+\mathchoice{\vtop{\hbox to7.21527pt{\hfil\hskip 1.5pt$\displaystyle x$\hfil}\hbox to7.21527pt{\hfil$\vbox to1.4pt{\hbox{$\displaystyle\mathaccent 869{\,\,\,}$}\vss}$\hfil}}}{\vtop{\hbox to7.21527pt{\hfil\hskip 1.5pt$\textstyle x$\hfil}\hbox to7.21527pt{\hfil$\vbox to1.4pt{\hbox{$\textstyle\mathaccent 869{\,\,}$}\vss}$\hfil}}}{\vtop{\hbox to5.55557pt{\hfil\hskip 1.0pt$\scriptstyle x$\hfil}\hbox to5.55557pt{\hfil$\vbox to1.4pt{\hbox{$\scriptstyle\tilde{}$}\vss}$\hfil}}}{\vtop{\hbox to5.55557pt{\hfil\hskip 1.0pt$\scriptscriptstyle x$\hfil}\hbox to5.55557pt{\hfil$\vbox to1.4pt{\hbox{$\scriptscriptstyle\tilde{}$}\vss}$\hfil}}}\Big{\rangle}}{\Big{\langle}(I+h^{2}\Omega)^{-1}x,x\Big{\rangle}}\;. (5)
The first two expressions for $`\beta `$ make this difference equation explicit for the evolution in both the positive and the negative directions of (discrete) time. The third expression makes it obvious that $`\beta =2h^2\alpha +o(h^2)`$ with $`\alpha `$ from (2), so that we indeed have a discretization of (1). This equation (4) is a discrete time Lagrangian system, which allows one to introduce the canonically conjugate momenta in a systematic way. Performing this, the main feature of (4) comes into the light: namely, it shares the integrals of motion with its continuous time counterpart. In other words, it is a Bäcklund transformation for the continuous time Neumann system (cf. ).
The second integrable discretization of the Neumann system, discovered by O. Ragnisco , is governed by the following difference equations:
x~kx~,x2xk+
x
~
kx,
x
~
=h2ωkxk+h2Ωx,xxk,1kN.formulae-sequencesubscript~𝑥𝑘~𝑥𝑥2subscript𝑥𝑘subscript
x
~
𝑘𝑥
x
~
superscript2subscript𝜔𝑘subscript𝑥𝑘superscript2Ω𝑥𝑥subscript𝑥𝑘1𝑘𝑁\frac{\mathaccent 869{x}_{k}}{\langle\mathaccent 869{x},x\rangle}-2x_{k}+\frac{\mathchoice{\vtop{\hbox to7.21527pt{\hfil\hskip 1.5pt$\displaystyle x$\hfil}\hbox to7.21527pt{\hfil$\vbox to1.4pt{\hbox{$\displaystyle\mathaccent 869{\,\,\,}$}\vss}$\hfil}}}{\vtop{\hbox to7.21527pt{\hfil\hskip 1.5pt$\textstyle x$\hfil}\hbox to7.21527pt{\hfil$\vbox to1.4pt{\hbox{$\textstyle\mathaccent 869{\,\,}$}\vss}$\hfil}}}{\vtop{\hbox to5.55557pt{\hfil\hskip 1.0pt$\scriptstyle x$\hfil}\hbox to5.55557pt{\hfil$\vbox to1.4pt{\hbox{$\scriptstyle\tilde{}$}\vss}$\hfil}}}{\vtop{\hbox to5.55557pt{\hfil\hskip 1.0pt$\scriptscriptstyle x$\hfil}\hbox to5.55557pt{\hfil$\vbox to1.4pt{\hbox{$\scriptscriptstyle\tilde{}$}\vss}$\hfil}}}_{k}}{\langle x,\mathchoice{\vtop{\hbox to7.21527pt{\hfil\hskip 1.5pt$\displaystyle x$\hfil}\hbox to7.21527pt{\hfil$\vbox to1.4pt{\hbox{$\displaystyle\mathaccent 869{\,\,\,}$}\vss}$\hfil}}}{\vtop{\hbox to7.21527pt{\hfil\hskip 1.5pt$\textstyle x$\hfil}\hbox to7.21527pt{\hfil$\vbox to1.4pt{\hbox{$\textstyle\mathaccent 869{\,\,}$}\vss}$\hfil}}}{\vtop{\hbox to5.55557pt{\hfil\hskip 1.0pt$\scriptstyle x$\hfil}\hbox to5.55557pt{\hfil$\vbox to1.4pt{\hbox{$\scriptstyle\tilde{}$}\vss}$\hfil}}}{\vtop{\hbox to5.55557pt{\hfil\hskip 1.0pt$\scriptscriptstyle x$\hfil}\hbox to5.55557pt{\hfil$\vbox to1.4pt{\hbox{$\scriptscriptstyle\tilde{}$}\vss}$\hfil}}}\rangle}=-h^{2}\omega_{k}x_{k}+h^{2}\langle\Omega x,x\rangle x_{k}\;,\quad 1\leq k\leq N\;. (6)
Again, this is a discrete time Lagrangian system. Introducing the canonically conjugate momenta in a proper way, one sees that the integrals of motion for (6) are $`O(h)`$–perturbations of the integrals of the continuous time Neumann system.
The comparison of the previously known discretizations was performed in . With the advent of the V. Adler’s discretization and the proof of its integrability, the Neumann system becomes the best candidate for the championship in possessing various different integrable discretizations.
## 2 Neumann system
The Neumann system describes the motion of a point $`xR^N`$ under the potential $`\frac{1}{2}\mathrm{\Omega }x,x`$, constrained to the sphere
$$S=\{xR^N:x,x=1\}.$$
(1)
The Lagrangian approach to this problem is as follows. The motions should deliver local extrema to the action functional
$$𝐒=_{t_0}^{t_1}𝐋(x(t),\dot{x}(t))𝑑t,$$
where $`𝐋:TSR`$ is the Lagrange function, given by
$$𝐋(x,\dot{x})=\frac{1}{2}\dot{x},\dot{x}\frac{1}{2}\mathrm{\Omega }x,x\frac{1}{2}\alpha (x,x1).$$
(2)
Here the first two terms on the right–hand side represent the unconstrained Lagrange function, and the Lagrange multiplier $`\alpha `$ has to be chosen to assure that the solution of the variational problem lies on the constrained manifold $`TS`$, which is described by the equations
$$x,x=1,\dot{x},x=0.$$
(3)
The differential equations of the extremals of the above problem read:
$$\ddot{x}_k=\omega _kx_k\alpha x_k,$$
(4)
or, in the vector form,
$$\ddot{x}=\mathrm{\Omega }x\alpha x.$$
(5)
The value of $`\alpha `$ is determined as follows:
$$0=\dot{x},x^{\mathbf{}}=\dot{x},\dot{x}+\ddot{x},x=\dot{x},\dot{x}\mathrm{\Omega }x,x\alpha .$$
Therefore
$$\alpha =\dot{x},\dot{x}\mathrm{\Omega }x,x.$$
(6)
So, the complete description of the Neumann problem is delivered by the equations of motion (4), augmented with the expression (6).
The Legendre transformation, leading to the Hamiltonian interpretation of the above system, is given by:
$$\mathrm{H}(x,p)=\dot{x},p𝐋(x,\dot{x}),$$
where the canonically conjugate momenta $`p`$ are given by
$$p=\mathrm{L}/\dot{x}=\dot{x}.$$
(7)
Hence we obtain
$$\mathrm{H}(x,p)=\frac{1}{2}p,p+\frac{1}{2}\mathrm{\Omega }x,x.$$
(8)
The corresponding symplectic structure is the restriction of the standard symplectic structure of the space $`R^{2N}(x,p)`$,
$$\{p_k,x_j\}=\delta _{kj},$$
(9)
to the submanifold $`T^{}S`$ which is singled out by the relations
$$\varphi _1=x,x1=0,\varphi _2=p,x=0.$$
(10)
The Dirac Poisson bracket for this symplectic structure on $`T^{}S`$ is given by the following relations:
$$\{x_k,x_j\}_\mathrm{D}=0,\{p_k,x_j\}_\mathrm{D}=\delta _{kj}\frac{x_kx_j}{x,x},\{p_k,p_j\}_\mathrm{D}=\frac{x_kp_jp_kx_j}{x,x}.$$
(11)
It is easy to check that the Hamiltonian vector field generated by the Hamilton function (8) in the bracket $`\{,\}_\mathrm{D}`$ on $`T^{}S`$, is given by:
$$\dot{x}_k=\{\mathrm{H},x_k\}_\mathrm{D}=p_k,\dot{p}_k=\{\mathrm{H},p_k\}_\mathrm{D}=\omega _kx_k\alpha x_k,$$
(12)
where
$$\alpha =p,p\mathrm{\Omega }x,x.$$
(13)
Obviously, this is nothing but the first–order form of (4) with the multiplier (6).
Supposing that all $`\omega _k`$ are distinct (which will be assumed from now on), one can prove that the following $`N`$ functions are integrals of motion of (12):
$$\mathrm{F}_k=x_k^2+\underset{jk}{}\frac{(p_kx_jx_kp_j)^2}{\omega _k\omega _j},1kN.$$
(14)
Only $`N1`$ of them are functionally independent on $`T^{}S`$, due to the relation
$$\underset{k=1}{\overset{N}{}}\mathrm{F}_k=x,x,$$
(15)
and this is equal to 1 on $`T^{}S`$. The Hamilton function of the Neumann system may be represented as
$$\mathrm{H}=\frac{1}{2}\underset{k=1}{\overset{N}{}}\omega _k\mathrm{F}_k=\frac{1}{2}\left(p,px,xp,x^2\right)+\frac{1}{2}\mathrm{\Omega }x,x,$$
(16)
which coincides with (8) on $`T^{}S`$. All functions $`\mathrm{F}_k`$ are in involution, assuring the complete integrability of the Neumann system with respect to the Dirac Poisson bracket $`\{,\}_\mathrm{D}`$.
## 3 Adler’s discretization
It will be convenient to denote
$$\alpha _k=1\frac{h^2}{4}\omega _k,\mathrm{A}=\mathrm{diag}(\alpha _1,\mathrm{},\alpha _N)=I\frac{h^2}{4}\mathrm{\Omega }.$$
(17)
In these notations, the Adler’s discretization (3) is written as
x~k+xk1+x~,x+xk+
x
~
k1+x,
x
~
=2αkxkAx,x.subscript~𝑥𝑘subscript𝑥𝑘1~𝑥𝑥subscript𝑥𝑘subscript
x
~
𝑘1𝑥
x
~
2subscript𝛼𝑘subscript𝑥𝑘A𝑥𝑥\frac{\mathaccent 869{x}_{k}+x_{k}}{1+\langle\mathaccent 869{x},x\rangle}+\frac{x_{k}+\mathchoice{\vtop{\hbox to7.21527pt{\hfil\hskip 1.5pt$\displaystyle x$\hfil}\hbox to7.21527pt{\hfil$\vbox to1.4pt{\hbox{$\displaystyle\mathaccent 869{\,\,\,}$}\vss}$\hfil}}}{\vtop{\hbox to7.21527pt{\hfil\hskip 1.5pt$\textstyle x$\hfil}\hbox to7.21527pt{\hfil$\vbox to1.4pt{\hbox{$\textstyle\mathaccent 869{\,\,}$}\vss}$\hfil}}}{\vtop{\hbox to5.55557pt{\hfil\hskip 1.0pt$\scriptstyle x$\hfil}\hbox to5.55557pt{\hfil$\vbox to1.4pt{\hbox{$\scriptstyle\tilde{}$}\vss}$\hfil}}}{\vtop{\hbox to5.55557pt{\hfil\hskip 1.0pt$\scriptscriptstyle x$\hfil}\hbox to5.55557pt{\hfil$\vbox to1.4pt{\hbox{$\scriptscriptstyle\tilde{}$}\vss}$\hfil}}}_{k}}{1+\langle x,\mathchoice{\vtop{\hbox to7.21527pt{\hfil\hskip 1.5pt$\displaystyle x$\hfil}\hbox to7.21527pt{\hfil$\vbox to1.4pt{\hbox{$\displaystyle\mathaccent 869{\,\,\,}$}\vss}$\hfil}}}{\vtop{\hbox to7.21527pt{\hfil\hskip 1.5pt$\textstyle x$\hfil}\hbox to7.21527pt{\hfil$\vbox to1.4pt{\hbox{$\textstyle\mathaccent 869{\,\,}$}\vss}$\hfil}}}{\vtop{\hbox to5.55557pt{\hfil\hskip 1.0pt$\scriptstyle x$\hfil}\hbox to5.55557pt{\hfil$\vbox to1.4pt{\hbox{$\scriptstyle\tilde{}$}\vss}$\hfil}}}{\vtop{\hbox to5.55557pt{\hfil\hskip 1.0pt$\scriptscriptstyle x$\hfil}\hbox to5.55557pt{\hfil$\vbox to1.4pt{\hbox{$\scriptscriptstyle\tilde{}$}\vss}$\hfil}}}\rangle}=\frac{2\alpha_{k}x_{k}}{\langle{\rm A}x,x\rangle}\;. (18)
From the first glance, these equations look implicit for the evolution in both the positive and the negative directions of time. However, this is actually not the case. Consider, for definiteness, the case of the positive time direction. We can express from (18) the quantity $`1+\stackrel{~}{x},x`$ through $`x`$ and $`x`$ $`\stackrel{~}{}`$ . Indeed, rewrite (18) as
x~+x1+x~,x=2AxAx,xx+
x
~
1+x,
x
~
.~𝑥𝑥1~𝑥𝑥2A𝑥A𝑥𝑥𝑥
x
~
1𝑥
x
~
\frac{\mathaccent 869{x}+x}{1+\langle\mathaccent 869{x},x\rangle}=\frac{2{\rm A}x}{\langle{\rm A}x,x\rangle}-\frac{x+\mathchoice{\vtop{\hbox to7.21527pt{\hfil\hskip 1.5pt$\displaystyle x$\hfil}\hbox to7.21527pt{\hfil$\vbox to1.4pt{\hbox{$\displaystyle\mathaccent 869{\,\,\,}$}\vss}$\hfil}}}{\vtop{\hbox to7.21527pt{\hfil\hskip 1.5pt$\textstyle x$\hfil}\hbox to7.21527pt{\hfil$\vbox to1.4pt{\hbox{$\textstyle\mathaccent 869{\,\,}$}\vss}$\hfil}}}{\vtop{\hbox to5.55557pt{\hfil\hskip 1.0pt$\scriptstyle x$\hfil}\hbox to5.55557pt{\hfil$\vbox to1.4pt{\hbox{$\scriptstyle\tilde{}$}\vss}$\hfil}}}{\vtop{\hbox to5.55557pt{\hfil\hskip 1.0pt$\scriptscriptstyle x$\hfil}\hbox to5.55557pt{\hfil$\vbox to1.4pt{\hbox{$\scriptscriptstyle\tilde{}$}\vss}$\hfil}}}}{1+\langle x,\mathchoice{\vtop{\hbox to7.21527pt{\hfil\hskip 1.5pt$\displaystyle x$\hfil}\hbox to7.21527pt{\hfil$\vbox to1.4pt{\hbox{$\displaystyle\mathaccent 869{\,\,\,}$}\vss}$\hfil}}}{\vtop{\hbox to7.21527pt{\hfil\hskip 1.5pt$\textstyle x$\hfil}\hbox to7.21527pt{\hfil$\vbox to1.4pt{\hbox{$\textstyle\mathaccent 869{\,\,}$}\vss}$\hfil}}}{\vtop{\hbox to5.55557pt{\hfil\hskip 1.0pt$\scriptstyle x$\hfil}\hbox to5.55557pt{\hfil$\vbox to1.4pt{\hbox{$\scriptstyle\tilde{}$}\vss}$\hfil}}}{\vtop{\hbox to5.55557pt{\hfil\hskip 1.0pt$\scriptscriptstyle x$\hfil}\hbox to5.55557pt{\hfil$\vbox to1.4pt{\hbox{$\scriptscriptstyle\tilde{}$}\vss}$\hfil}}}\rangle}\;. (19)
Taking the square of the norm of both sides, we find:
21+x~,x=2AxAx,xx+
x
~
1+x,
x
~
2,21~𝑥𝑥superscriptnorm2A𝑥A𝑥𝑥𝑥
x
~
1𝑥
x
~
2\frac{2}{1+\langle\mathaccent 869{x},x\rangle}=\left\|\frac{2{\rm A}x}{\langle{\rm A}x,x\rangle}-\frac{x+\mathchoice{\vtop{\hbox to7.21527pt{\hfil\hskip 1.5pt$\displaystyle x$\hfil}\hbox to7.21527pt{\hfil$\vbox to1.4pt{\hbox{$\displaystyle\mathaccent 869{\,\,\,}$}\vss}$\hfil}}}{\vtop{\hbox to7.21527pt{\hfil\hskip 1.5pt$\textstyle x$\hfil}\hbox to7.21527pt{\hfil$\vbox to1.4pt{\hbox{$\textstyle\mathaccent 869{\,\,}$}\vss}$\hfil}}}{\vtop{\hbox to5.55557pt{\hfil\hskip 1.0pt$\scriptstyle x$\hfil}\hbox to5.55557pt{\hfil$\vbox to1.4pt{\hbox{$\scriptstyle\tilde{}$}\vss}$\hfil}}}{\vtop{\hbox to5.55557pt{\hfil\hskip 1.0pt$\scriptscriptstyle x$\hfil}\hbox to5.55557pt{\hfil$\vbox to1.4pt{\hbox{$\scriptscriptstyle\tilde{}$}\vss}$\hfil}}}}{1+\langle x,\mathchoice{\vtop{\hbox to7.21527pt{\hfil\hskip 1.5pt$\displaystyle x$\hfil}\hbox to7.21527pt{\hfil$\vbox to1.4pt{\hbox{$\displaystyle\mathaccent 869{\,\,\,}$}\vss}$\hfil}}}{\vtop{\hbox to7.21527pt{\hfil\hskip 1.5pt$\textstyle x$\hfil}\hbox to7.21527pt{\hfil$\vbox to1.4pt{\hbox{$\textstyle\mathaccent 869{\,\,}$}\vss}$\hfil}}}{\vtop{\hbox to5.55557pt{\hfil\hskip 1.0pt$\scriptstyle x$\hfil}\hbox to5.55557pt{\hfil$\vbox to1.4pt{\hbox{$\scriptstyle\tilde{}$}\vss}$\hfil}}}{\vtop{\hbox to5.55557pt{\hfil\hskip 1.0pt$\scriptscriptstyle x$\hfil}\hbox to5.55557pt{\hfil$\vbox to1.4pt{\hbox{$\scriptscriptstyle\tilde{}$}\vss}$\hfil}}}\rangle}\right\|^{2}\;,
With this at hand, we can use (19) to express also $`\stackrel{~}{x}`$ as function of $`x`$ and $`x`$ $`\stackrel{~}{}`$ .
By the way, the previous argument has an important corollary. It is easy to see that the last formula may be represented as
11+x~,x=11+x,
x
~
+2Ax,AxAx,x22Ax,
x
~
Ax,x(1+x,
x
~
).11~𝑥𝑥11𝑥
x
~
2A𝑥A𝑥superscriptA𝑥𝑥22A𝑥
x
~
A𝑥𝑥1𝑥
x
~
\frac{1}{1+\langle\mathaccent 869{x},x\rangle}=-\frac{1}{1+\langle x,\mathchoice{\vtop{\hbox to7.21527pt{\hfil\hskip 1.5pt$\displaystyle x$\hfil}\hbox to7.21527pt{\hfil$\vbox to1.4pt{\hbox{$\displaystyle\mathaccent 869{\,\,\,}$}\vss}$\hfil}}}{\vtop{\hbox to7.21527pt{\hfil\hskip 1.5pt$\textstyle x$\hfil}\hbox to7.21527pt{\hfil$\vbox to1.4pt{\hbox{$\textstyle\mathaccent 869{\,\,}$}\vss}$\hfil}}}{\vtop{\hbox to5.55557pt{\hfil\hskip 1.0pt$\scriptstyle x$\hfil}\hbox to5.55557pt{\hfil$\vbox to1.4pt{\hbox{$\scriptstyle\tilde{}$}\vss}$\hfil}}}{\vtop{\hbox to5.55557pt{\hfil\hskip 1.0pt$\scriptscriptstyle x$\hfil}\hbox to5.55557pt{\hfil$\vbox to1.4pt{\hbox{$\scriptscriptstyle\tilde{}$}\vss}$\hfil}}}\rangle}+\frac{2\langle{\rm A}x,{\rm A}x\rangle}{\langle{\rm A}x,x\rangle^{2}}-\frac{2\langle{\rm A}x,\mathchoice{\vtop{\hbox to7.21527pt{\hfil\hskip 1.5pt$\displaystyle x$\hfil}\hbox to7.21527pt{\hfil$\vbox to1.4pt{\hbox{$\displaystyle\mathaccent 869{\,\,\,}$}\vss}$\hfil}}}{\vtop{\hbox to7.21527pt{\hfil\hskip 1.5pt$\textstyle x$\hfil}\hbox to7.21527pt{\hfil$\vbox to1.4pt{\hbox{$\textstyle\mathaccent 869{\,\,}$}\vss}$\hfil}}}{\vtop{\hbox to5.55557pt{\hfil\hskip 1.0pt$\scriptstyle x$\hfil}\hbox to5.55557pt{\hfil$\vbox to1.4pt{\hbox{$\scriptstyle\tilde{}$}\vss}$\hfil}}}{\vtop{\hbox to5.55557pt{\hfil\hskip 1.0pt$\scriptscriptstyle x$\hfil}\hbox to5.55557pt{\hfil$\vbox to1.4pt{\hbox{$\scriptscriptstyle\tilde{}$}\vss}$\hfil}}}\rangle}{\langle{\rm A}x,x\rangle\,(1+\langle x,\mathchoice{\vtop{\hbox to7.21527pt{\hfil\hskip 1.5pt$\displaystyle x$\hfil}\hbox to7.21527pt{\hfil$\vbox to1.4pt{\hbox{$\displaystyle\mathaccent 869{\,\,\,}$}\vss}$\hfil}}}{\vtop{\hbox to7.21527pt{\hfil\hskip 1.5pt$\textstyle x$\hfil}\hbox to7.21527pt{\hfil$\vbox to1.4pt{\hbox{$\textstyle\mathaccent 869{\,\,}$}\vss}$\hfil}}}{\vtop{\hbox to5.55557pt{\hfil\hskip 1.0pt$\scriptstyle x$\hfil}\hbox to5.55557pt{\hfil$\vbox to1.4pt{\hbox{$\scriptstyle\tilde{}$}\vss}$\hfil}}}{\vtop{\hbox to5.55557pt{\hfil\hskip 1.0pt$\scriptscriptstyle x$\hfil}\hbox to5.55557pt{\hfil$\vbox to1.4pt{\hbox{$\scriptscriptstyle\tilde{}$}\vss}$\hfil}}}\rangle)}\;.
However, we could as well perform a similar calculation for the evolution in the negative direction of time, which would lead to the following formula:
11+x,
x
~
=11+x~,x+2Ax,AxAx,x22Ax,x~Ax,x(1+x~,x).11𝑥
x
~
11~𝑥𝑥2A𝑥A𝑥superscriptA𝑥𝑥22A𝑥~𝑥A𝑥𝑥1~𝑥𝑥\frac{1}{1+\langle x,\mathchoice{\vtop{\hbox to7.21527pt{\hfil\hskip 1.5pt$\displaystyle x$\hfil}\hbox to7.21527pt{\hfil$\vbox to1.4pt{\hbox{$\displaystyle\mathaccent 869{\,\,\,}$}\vss}$\hfil}}}{\vtop{\hbox to7.21527pt{\hfil\hskip 1.5pt$\textstyle x$\hfil}\hbox to7.21527pt{\hfil$\vbox to1.4pt{\hbox{$\textstyle\mathaccent 869{\,\,}$}\vss}$\hfil}}}{\vtop{\hbox to5.55557pt{\hfil\hskip 1.0pt$\scriptstyle x$\hfil}\hbox to5.55557pt{\hfil$\vbox to1.4pt{\hbox{$\scriptstyle\tilde{}$}\vss}$\hfil}}}{\vtop{\hbox to5.55557pt{\hfil\hskip 1.0pt$\scriptscriptstyle x$\hfil}\hbox to5.55557pt{\hfil$\vbox to1.4pt{\hbox{$\scriptscriptstyle\tilde{}$}\vss}$\hfil}}}\rangle}=-\frac{1}{1+\langle\mathaccent 869{x},x\rangle}+\frac{2\langle{\rm A}x,{\rm A}x\rangle}{\langle{\rm A}x,x\rangle^{2}}-\frac{2\langle{\rm A}x,\mathaccent 869{x}\rangle}{\langle{\rm A}x,x\rangle\,(1+\langle\mathaccent 869{x},x\rangle)}\;.
Comparing the last two formulas, we come to the following conclusion:
Ax~,x1+x~,x=Ax,
x
~
1+x,
x
~
.A~𝑥𝑥1~𝑥𝑥A𝑥
x
~
1𝑥
x
~
\frac{\langle{\rm A}\mathaccent 869{x},x\rangle}{1+\langle\mathaccent 869{x},x\rangle}=\frac{\langle{\rm A}x,\mathchoice{\vtop{\hbox to7.21527pt{\hfil\hskip 1.5pt$\displaystyle x$\hfil}\hbox to7.21527pt{\hfil$\vbox to1.4pt{\hbox{$\displaystyle\mathaccent 869{\,\,\,}$}\vss}$\hfil}}}{\vtop{\hbox to7.21527pt{\hfil\hskip 1.5pt$\textstyle x$\hfil}\hbox to7.21527pt{\hfil$\vbox to1.4pt{\hbox{$\textstyle\mathaccent 869{\,\,}$}\vss}$\hfil}}}{\vtop{\hbox to5.55557pt{\hfil\hskip 1.0pt$\scriptstyle x$\hfil}\hbox to5.55557pt{\hfil$\vbox to1.4pt{\hbox{$\scriptstyle\tilde{}$}\vss}$\hfil}}}{\vtop{\hbox to5.55557pt{\hfil\hskip 1.0pt$\scriptscriptstyle x$\hfil}\hbox to5.55557pt{\hfil$\vbox to1.4pt{\hbox{$\scriptscriptstyle\tilde{}$}\vss}$\hfil}}}\rangle}{1+\langle x,\mathchoice{\vtop{\hbox to7.21527pt{\hfil\hskip 1.5pt$\displaystyle x$\hfil}\hbox to7.21527pt{\hfil$\vbox to1.4pt{\hbox{$\displaystyle\mathaccent 869{\,\,\,}$}\vss}$\hfil}}}{\vtop{\hbox to7.21527pt{\hfil\hskip 1.5pt$\textstyle x$\hfil}\hbox to7.21527pt{\hfil$\vbox to1.4pt{\hbox{$\textstyle\mathaccent 869{\,\,}$}\vss}$\hfil}}}{\vtop{\hbox to5.55557pt{\hfil\hskip 1.0pt$\scriptstyle x$\hfil}\hbox to5.55557pt{\hfil$\vbox to1.4pt{\hbox{$\scriptstyle\tilde{}$}\vss}$\hfil}}}{\vtop{\hbox to5.55557pt{\hfil\hskip 1.0pt$\scriptscriptstyle x$\hfil}\hbox to5.55557pt{\hfil$\vbox to1.4pt{\hbox{$\scriptscriptstyle\tilde{}$}\vss}$\hfil}}}\rangle}\;. (20)
In other words, we found an integral of motion of the difference equation (18):
$$I_1(\stackrel{~}{x},x)=\frac{2\mathrm{A}\stackrel{~}{x},x}{1+\stackrel{~}{x},x}.$$
(21)
The second integral of motion can be obtained even more straightforwardly. Indeed, from (19) there follows easily:
A1(x~+x),x~+x(1+x~,x)2=A1(x+
x
~
),x+
x
~
(1+x,
x
~
)2.superscriptA1~𝑥𝑥~𝑥𝑥superscript1~𝑥𝑥2superscriptA1𝑥
x
~
𝑥
x
~
superscript1𝑥
x
~
2\frac{\langle{\rm A}^{-1}(\mathaccent 869{x}+x),\mathaccent 869{x}+x\rangle}{(1+\langle\mathaccent 869{x},x\rangle)^{2}}=\frac{\langle{\rm A}^{-1}(x+\mathchoice{\vtop{\hbox to7.21527pt{\hfil\hskip 1.5pt$\displaystyle x$\hfil}\hbox to7.21527pt{\hfil$\vbox to1.4pt{\hbox{$\displaystyle\mathaccent 869{\,\,\,}$}\vss}$\hfil}}}{\vtop{\hbox to7.21527pt{\hfil\hskip 1.5pt$\textstyle x$\hfil}\hbox to7.21527pt{\hfil$\vbox to1.4pt{\hbox{$\textstyle\mathaccent 869{\,\,}$}\vss}$\hfil}}}{\vtop{\hbox to5.55557pt{\hfil\hskip 1.0pt$\scriptstyle x$\hfil}\hbox to5.55557pt{\hfil$\vbox to1.4pt{\hbox{$\scriptstyle\tilde{}$}\vss}$\hfil}}}{\vtop{\hbox to5.55557pt{\hfil\hskip 1.0pt$\scriptscriptstyle x$\hfil}\hbox to5.55557pt{\hfil$\vbox to1.4pt{\hbox{$\scriptscriptstyle\tilde{}$}\vss}$\hfil}}}),x+\mathchoice{\vtop{\hbox to7.21527pt{\hfil\hskip 1.5pt$\displaystyle x$\hfil}\hbox to7.21527pt{\hfil$\vbox to1.4pt{\hbox{$\displaystyle\mathaccent 869{\,\,\,}$}\vss}$\hfil}}}{\vtop{\hbox to7.21527pt{\hfil\hskip 1.5pt$\textstyle x$\hfil}\hbox to7.21527pt{\hfil$\vbox to1.4pt{\hbox{$\textstyle\mathaccent 869{\,\,}$}\vss}$\hfil}}}{\vtop{\hbox to5.55557pt{\hfil\hskip 1.0pt$\scriptstyle x$\hfil}\hbox to5.55557pt{\hfil$\vbox to1.4pt{\hbox{$\scriptstyle\tilde{}$}\vss}$\hfil}}}{\vtop{\hbox to5.55557pt{\hfil\hskip 1.0pt$\scriptscriptstyle x$\hfil}\hbox to5.55557pt{\hfil$\vbox to1.4pt{\hbox{$\scriptscriptstyle\tilde{}$}\vss}$\hfil}}}\rangle}{(1+\langle x,\mathchoice{\vtop{\hbox to7.21527pt{\hfil\hskip 1.5pt$\displaystyle x$\hfil}\hbox to7.21527pt{\hfil$\vbox to1.4pt{\hbox{$\displaystyle\mathaccent 869{\,\,\,}$}\vss}$\hfil}}}{\vtop{\hbox to7.21527pt{\hfil\hskip 1.5pt$\textstyle x$\hfil}\hbox to7.21527pt{\hfil$\vbox to1.4pt{\hbox{$\textstyle\mathaccent 869{\,\,}$}\vss}$\hfil}}}{\vtop{\hbox to5.55557pt{\hfil\hskip 1.0pt$\scriptstyle x$\hfil}\hbox to5.55557pt{\hfil$\vbox to1.4pt{\hbox{$\scriptstyle\tilde{}$}\vss}$\hfil}}}{\vtop{\hbox to5.55557pt{\hfil\hskip 1.0pt$\scriptscriptstyle x$\hfil}\hbox to5.55557pt{\hfil$\vbox to1.4pt{\hbox{$\scriptscriptstyle\tilde{}$}\vss}$\hfil}}}\rangle)^{2}}\;. (22)
In other words, the following function is also an integral of motion of the difference equation (18):
$$I_2(\stackrel{~}{x},x)=\frac{\mathrm{A}^1(\stackrel{~}{x}+x),\stackrel{~}{x}+x}{(1+\stackrel{~}{x},x)^2}.$$
(23)
## 4 Lagrangian formulation
We now demonstrate that (18) may be interpreted as the equation of extremals of a discrete time action functional
$$S=\underset{n=n_0}{\overset{n_1}{}}L(x((n+1)h),x(nh)),$$
where $`L:S\times SR`$ is a discrete time Lagrange function. Recall that the discrete time Lagrangian equations of motion read:
xL(x~,x)+xL(x,
x
~
)=0,subscript𝑥𝐿~𝑥𝑥subscript𝑥𝐿𝑥
x
~
0\nabla_{x}{{L}}(\mathaccent 869{x},x)+\nabla_{x}{{L}}(x,\mathchoice{\vtop{\hbox to7.21527pt{\hfil\hskip 1.5pt$\displaystyle x$\hfil}\hbox to7.21527pt{\hfil$\vbox to1.4pt{\hbox{$\displaystyle\mathaccent 869{\,\,\,}$}\vss}$\hfil}}}{\vtop{\hbox to7.21527pt{\hfil\hskip 1.5pt$\textstyle x$\hfil}\hbox to7.21527pt{\hfil$\vbox to1.4pt{\hbox{$\textstyle\mathaccent 869{\,\,}$}\vss}$\hfil}}}{\vtop{\hbox to5.55557pt{\hfil\hskip 1.0pt$\scriptstyle x$\hfil}\hbox to5.55557pt{\hfil$\vbox to1.4pt{\hbox{$\scriptstyle\tilde{}$}\vss}$\hfil}}}{\vtop{\hbox to5.55557pt{\hfil\hskip 1.0pt$\scriptscriptstyle x$\hfil}\hbox to5.55557pt{\hfil$\vbox to1.4pt{\hbox{$\scriptscriptstyle\tilde{}$}\vss}$\hfil}}})=0\;, (24)
and that the momenta $`pT_x^{}S`$, $`\stackrel{~}{p}T_{\stackrel{~}{x}}^{}S`$ canonically conjugate to $`x`$, resp. to $`\stackrel{~}{x}`$, are given by:
$`hp`$ $`=`$ $`_xL(\stackrel{~}{x},x),`$ (25)
$`h\stackrel{~}{p}`$ $`=`$ $`_{\stackrel{~}{x}}L(\stackrel{~}{x},x).`$ (26)
Consider the discrete time Lagrange function on $`S\times S`$:
$$hL(\stackrel{~}{x},x)=2\mathrm{log}(1+\stackrel{~}{x},x)+2\mathrm{log}\mathrm{A}x,x,xS,\stackrel{~}{x}S.$$
(27)
Applying (25), (26), we find:
$`hp_k`$ $`=`$ $`{\displaystyle \frac{2\stackrel{~}{x}_k}{1+\stackrel{~}{x},x}}{\displaystyle \frac{4\alpha _kx_k}{\mathrm{A}x,x}}\gamma x_k,`$ (28)
$`h\stackrel{~}{p}_k`$ $`=`$ $`{\displaystyle \frac{2x_k}{1+\stackrel{~}{x},x}}+\delta \stackrel{~}{x}_k.`$ (29)
Here the scalar multipliers $`\gamma `$, $`\delta `$ have to be chosen so as to assure that
$$pT_x^{}S,\stackrel{~}{p}T_{\stackrel{~}{x}}^{}S,$$
or, in other words, to assure that the following relations hold:
$$p,x=0,\stackrel{~}{p},\stackrel{~}{x}=0.$$
(30)
It is easy to see that this is achieved if
$$\gamma =\frac{2\stackrel{~}{x},x}{1+\stackrel{~}{x},x}4=\frac{2}{1+\stackrel{~}{x},x}2,\delta =\frac{2\stackrel{~}{x},x}{1+\stackrel{~}{x},x}=\frac{2}{1+\stackrel{~}{x},x}+2.$$
(31)
So, the following are the Lagrangian equations of motion of the Adler’s discretization of the Neumann system:
$`hp_k`$ $`=`$ $`{\displaystyle \frac{2(\stackrel{~}{x}_k+x_k)}{1+\stackrel{~}{x},x}}{\displaystyle \frac{4\alpha _kx_k}{\mathrm{A}x,x}}+2x_k,`$ (32)
$`h\stackrel{~}{p}_k`$ $`=`$ $`{\displaystyle \frac{2(\stackrel{~}{x}_k+x_k)}{1+\stackrel{~}{x},x}}+2\stackrel{~}{x}_k.`$ (33)
Clearly, these two equations yield also the Newtonian form (18) of the equations of motion.
The equations (32), (33) define a symplectic map $`(x,p)T^{}S(\stackrel{~}{x},\stackrel{~}{p})T^{}S`$ explicitly. Indeed, the first equation (32) yields
$$\frac{2(\stackrel{~}{x}_k+x_k)}{1+\stackrel{~}{x},x}=\frac{4\alpha _kx_k}{\mathrm{A}x,x}2x_k+hp_k,$$
which implies
$$\frac{2}{1+\stackrel{~}{x},x}=\frac{2\mathrm{A}x}{\mathrm{A}x,x}x+\frac{hp}{2}^2.$$
(34)
This, substituted back into (32), allows us to determine $`\stackrel{~}{x}`$, and then, finally, the second equation of motion (33) defines $`\stackrel{~}{p}`$. (Clearly, this is a perifrase of the similar argument in the previous section).
## 5 Integrability
We can now express the integrals of motion $`I_1`$, $`I_2`$ in terms of canonically conjugate variables $`(x,p)`$. Straightforward calculations verify the following formulas:
$$I_1(\stackrel{~}{x},x)=\frac{2\mathrm{A}\stackrel{~}{x},x}{1+\stackrel{~}{x},x}=\mathrm{A}x,xh\mathrm{A}x,p\frac{h^2}{4}p,p\mathrm{A}x,x,$$
(35)
$$I_2(\stackrel{~}{x},x)=\frac{\mathrm{A}^1(\stackrel{~}{x}+x),\stackrel{~}{x}+x}{(1+\stackrel{~}{x},x)^2}=\mathrm{A}^1x,xh\mathrm{A}^1x,p+\frac{h^2}{4}\mathrm{A}^1p,p.$$
(36)
These two integrals are enough to assure the Liouville–Arnold integrability of the map (32), (33) for $`N=3`$. The full set of integrals in the general case is given in the following statement, which constitutes the main result of this Letter.
###### Theorem 1
If all $`\alpha _k`$’s are distinct, then the following functions are integrals of motion of the Adler’s discrete time Neumann system:
$$_k=x_k^2hx_kp_k+\frac{h^2}{4}\underset{jk}{}\frac{(x_kp_jx_jp_k)(\alpha _kx_kp_j\alpha _jx_jp_k)}{\alpha _j\alpha _k}.$$
(37)
Proof. Denote
$$\mathrm{X}_{kj}=x_kp_jx_jp_k,\mathrm{Y}_{kj}=\alpha _kx_kp_j\alpha _jx_jp_k.$$
(38)
We have:
$$\underset{jk}{}\frac{\stackrel{~}{\mathrm{X}}_{kj}\stackrel{~}{\mathrm{Y}}_{kj}}{\alpha _j\alpha _k}\underset{jk}{}\frac{\mathrm{X}_{kj}\mathrm{Y}_{kj}}{\alpha _j\alpha _k}=\underset{jk}{}\frac{\stackrel{~}{\mathrm{X}}_{kj}(\stackrel{~}{\mathrm{Y}}_{kj}\mathrm{Y}_{kj})+\mathrm{Y}_{kj}(\stackrel{~}{\mathrm{X}}_{kj}\mathrm{X}_{kj})}{\alpha _j\alpha _k}.$$
(39)
Using the equations of motion (32), (33), we find:
$`{\displaystyle \frac{h}{2}}\stackrel{~}{\mathrm{X}}_{ij}`$ $`=`$ $`{\displaystyle \frac{x_k\stackrel{~}{x}_j\stackrel{~}{x}_kx_j}{1+\stackrel{~}{x},x}},`$
$`{\displaystyle \frac{h}{2}}\mathrm{Y}_{kj}`$ $`=`$ $`{\displaystyle \frac{\alpha _kx_k\stackrel{~}{x}_j\alpha _j\stackrel{~}{x}_kx_j+(\alpha _k\alpha _j)x_kx_j}{1+\stackrel{~}{x},x}}+(\alpha _k\alpha _j)x_kx_j,`$
and
$`{\displaystyle \frac{h}{2}}{\displaystyle \frac{\stackrel{~}{\mathrm{X}}_{kj}\mathrm{X}_{kj}}{\alpha _j\alpha _k}}`$ $`=`$ $`{\displaystyle \frac{2x_kx_j}{\mathrm{A}x,x}},`$
$`{\displaystyle \frac{h}{2}}{\displaystyle \frac{\stackrel{~}{\mathrm{Y}}_{kj}\mathrm{Y}_{kj}}{\alpha _j\alpha _k}}`$ $`=`$ $`{\displaystyle \frac{x_kx_j+\stackrel{~}{x}_kx_j+x_k\stackrel{~}{x}_j+\stackrel{~}{x}_k\stackrel{~}{x}_j}{1+\stackrel{~}{x},x}}+x_kx_j\stackrel{~}{x}_k\stackrel{~}{x}_j.`$
Calculating further, we find:
$`{\displaystyle \frac{h^2}{4}}{\displaystyle \underset{jk}{}}{\displaystyle \frac{\stackrel{~}{\mathrm{X}}_{kj}(\stackrel{~}{\mathrm{Y}}_{kj}\mathrm{Y}_{kj})}{\alpha _j\alpha _k}}=`$
$`=`$ $`{\displaystyle \frac{1}{1+\stackrel{~}{x},x}}{\displaystyle \underset{j=1}{\overset{N}{}}}(x_k\stackrel{~}{x}_j\stackrel{~}{x}_kx_j)\left({\displaystyle \frac{x_kx_j+\stackrel{~}{x}_kx_j+x_k\stackrel{~}{x}_j+\stackrel{~}{x}_k\stackrel{~}{x}_j}{1+\stackrel{~}{x},x}}+x_kx_j\stackrel{~}{x}_k\stackrel{~}{x}_j\right)`$
$`=`$ $`{\displaystyle \frac{1}{1+\stackrel{~}{x},x}}\left(x_k^2(1+\stackrel{~}{x},x)2\stackrel{~}{x}_kx_k\stackrel{~}{x}_k^2(1\stackrel{~}{x},x)\right)`$
$`=`$ $`x_k^2\stackrel{~}{x}_k^2+h\stackrel{~}{x}_k\stackrel{~}{p}_k;`$
$`{\displaystyle \frac{h^2}{4}}{\displaystyle \underset{jk}{}}{\displaystyle \frac{\mathrm{Y}_{kj}(\stackrel{~}{\mathrm{X}}_{kj}\mathrm{X}_{kj})}{\alpha _j\alpha _k}}=`$
$`=`$ $`{\displaystyle \frac{2}{\mathrm{A}x,x}}{\displaystyle \underset{j=1}{\overset{N}{}}}x_kx_j\left({\displaystyle \frac{\alpha _kx_k\stackrel{~}{x}_j\alpha _j\stackrel{~}{x}_kx_j+(\alpha _k\alpha _j)x_kx_j}{1+\stackrel{~}{x},x}}+(\alpha _k\alpha _j)x_kx_j\right)`$
$`=`$ $`{\displaystyle \frac{2x_k}{\mathrm{A}x,x}}\left(2\alpha _kx_k{\displaystyle \frac{(\stackrel{~}{x}_k+x_k)}{1+\stackrel{~}{x},x}}\mathrm{A}x,xx_k\mathrm{A}x,x\right)`$
$`=`$ $`hx_kp_k.`$
Collecting all results, we find:
$$\frac{h^2}{4}\underset{jk}{}\frac{\stackrel{~}{\mathrm{X}}_{kj}\stackrel{~}{\mathrm{Y}}_{kj}}{\alpha _j\alpha _k}\frac{h^2}{4}\underset{jk}{}\frac{\mathrm{X}_{kj}\mathrm{Y}_{kj}}{\alpha _j\alpha _k}=x_k^2\stackrel{~}{x}_k^2+h\stackrel{~}{x}_k\stackrel{~}{p}_khx_kp_k.$$
This proves the Theorem.
The involutivity of the integrals $`_k`$ may be established by the arguments similar to those in . It is easy to see that the two previously found integrals (35), (36) admit the following expression in terms of $`_k`$:
$$2I_1=\underset{k=1}{\overset{N}{}}\alpha _k_k,I_2=\underset{k=1}{\overset{N}{}}\alpha _k^1_k.$$
## 6 Conclusions
Several things remain to be done to put the V. Adler’s discrete time Neumann system into the modern framework of discrete integrable systems: to find Lax representations and their $`r`$–matrix interpretation, and to perform an integration in terms of theta–functions. I hope to have an opprtunity to present these results elsewhere. I thank V. Adler and A. Shabat for showing me their results prior to publication.
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# Deviations from linear theory for fluctuations below the supercritical primary bifurcation to electroconvection
## Abstract
We report measurements of thermally-induced mean-square director-angle fluctuations $`\theta ^2`$ below primary supercritical bifurcations to electroconvection of the nematic liquid crystals I52 and “Merck Phase V”. For $`ϵ_{\mathrm{mf}}V^2/V_{\mathrm{c},\mathrm{mf}}^210.1`$ ($`V`$ is the amplitude of the applied alternating voltage) we find $`\theta ^2|ϵ_{\mathrm{mf}}|^\gamma `$ with $`\gamma `$ given by linear theory (LT). Closer to the bifurcation there are deviations from LT with a smaller $`\gamma `$ and with $`V_c^2>V_{\mathrm{c},\mathrm{mf}}^2`$. For I52 measurements as a function of the conductivity $`\sigma `$ of $`\theta ^2`$ above $`V_c^2`$ suggest a tricritical bifurcation at $`\sigma _t4.0\times 10^9\mathrm{\Omega }^1\mathrm{m}^1`$, and $`(V_c^2V_{\mathrm{c},\mathrm{mf}}^2)/V_c^2`$ increases strongly as $`\sigma _t`$ is approached from above.
Convection in fluids is a classical system for the study of pattern formation under nonequilibrium conditions because of its similarity to numerous pattern-forming phenomena in nature . Rayleigh-Bénard convection (RBC) is the most prominent example. Here a horizontal fluid layer, confined at the bottom and top, is heated from below. If the temperature difference exceeds a threshold, the system undergoes a sharp but continuous (supercritical) bifurcation from a uniform state to a state where patterns, e.g., stripes, squares, or spirals, occur . However, already below this bifurcation there exist fluctuations $`\delta T`$ of the temperature field which become “large” near the bifurcation point and which are induced by thermal noise. The fluctuation amplitudes have zero mean but a finite mean-square $`\delta T^2`$. For RBC quantitative predictions of $`\delta T^2`$ were made three decades ago on the basis of linear theory (LT) which neglects interactions between the fluctuations. Since $`\delta T^2`$ is extremely small, quantitative experimental verifications could be obtained only much more recently .
Closer to the bifurcation, LT should break down because of nonlinear interactions between the fluctuations. In analogy to critical phenomena in equilibrium systems, one then expects a modified “critical” (rather than “mean field”) behavior of the system. For RBC it was predicted by Swift and Hohenberg that the fluctuation interactions should lead to a first-order transition, i.e., to a subcritical bifurcation. Experimentally this interesting phenomenon has been out of reach so far because under most circumstances it is expected to become noticeable only within a few parts per million of the bifurcation point .
A more favorable system to study the influence of thermal noise in pattern-forming systems is electroconvection (EC) in a nematic liquid crystal (NLC) . Here an alternating voltage of amplitude $`V`$ is applied to a cell filled with NLC. The role of the temperature difference is now taken by $`V`$, and EC occurs for $`V>V_c`$. For NLCs the effects of thermal noise are larger than for RBC because of the small elastic constants of the NLC . This already large susceptibility is enhanced even further in EC by the very small thickness of the cell. Indeed, already a decade ago it was possible to visualize the fluctuating convective patches and to measure their amplitudes below onset . Good agreement with LT was found. We do not know of a detailed nonlinear theory for this system. Its critical behavior need not be the same as that of RBC because the anisotropy of the NLC suggests that it may belong to a different universality class. Although one expects the critical region to be wider than for RBC, its study had been beyond experimental resolution heretofore.
We report results for thermally-induced fluctuations of the director angle $`\theta `$ of the NLCs I52 and “Merck Phase V” (MPV) both far below and very close to the primary supercritical bifurcation. For I52 we measured the mean square $`\theta ^2`$, averaged over time as well as over all fluctuating modes of the system as described in . In the case of MPV, however, we measured the time averaged mean square amplitudes $`A^2`$ of the fluctuations of only the $`x`$-component of the critical mode of the system, as described in . In agreement with earlier work, our data well below $`V_c`$ are consistent with $`\theta ^2ϵ_{\mathrm{mf}}^\gamma `$ ($`A^2ϵ_{\mathrm{mf}}^{\gamma _0}`$) with $`\gamma =1/2`$ ($`\gamma _0=1`$) as predicted by LT for the multi-mode (single-mode) measurements (here $`ϵ_{\mathrm{mf}}V^2/V_{\mathrm{c},\mathrm{mf}}^21`$). The data extrapolate to a mean-field threshold at $`V_{\mathrm{c},\mathrm{mf}}`$. However, closer to the bifurcation we find $`\theta ^2ϵ^\gamma `$ with $`ϵV^2/V_c^21`$, a smaller $`\gamma 0.22`$ ($`\gamma _00.5`$) for the multi-mode (single-mode) measurements, and a shifted threshold $`V_c>V_{\mathrm{c},\mathrm{mf}}`$. So far as we can tell the bifurcation remains supercritical unlike the prediction for RBC. We suggest that an explanation of this deviation from LT may be found in the nonlinear interactions of the fluctuations. Unfortunately there is as yet no detailed theory for the critical behavior of this system with which our results could be compared.
In the experiments reported here we used samples with planar alignment. The I52 (4-ethyl-2-fluoro-4-\[2-(trans-4-pentylcyclohexyl)ethyl\]-biphenyl) was doped with $`4.3\%`$ by weight of molecular iodine (I<sub>2</sub>) and studied in the apparatus and by the cell-assembly techniques of Ref. . The bifurcation to EC is supercritical over a range of the electrical conductivity $`\sigma `$ . Above the bifurcation the pattern consists of chaotic traveling zig and zag modes. The cell had a thickness $`d=28\pm 1\mu `$m. We changed $`\sigma `$ by varying the temperature (see Tab. I) and measured $`\sigma `$ at a frequency of 50 Hz and $`V=2.0`$ V. For the experiment we used a frequency of 25 Hz. At each voltage we waited 110 s, and then took 128 images 10 s apart. The combination of cell thickness, I<sub>2</sub> concentration, and drive frequency assured that the “worm” state did not occur for $`\sigma >4\times 10^9\mathrm{\Omega }^1\mathrm{m}^1`$. For MPV we used a frequency of 30 Hz and $`d=23.1\pm 0.2\mu `$.
Figure 1 shows two examples of single snapshots for I52 at different $`ϵ`$ and for $`\sigma =7.8\times 10^9\mathrm{\Omega }^1`$m<sup>-1</sup>. Far below onset \[Fig. 1(a)\] we see patches of patterns with a small correlation length. The patterns are very weak, although dividing by a background image, Fourier filtering, and using the full available greyscale uncovers the expected zig and zag modes. Much closer to onset \[Fig. 1(c)\] a pattern containing extended patches of zig and zag rolls is found.
For the multi-mode analysis with I52 we closely followed the method of Ref. to extract $`\theta ^2`$. We calculated $`I_i(𝐱,ϵ)\stackrel{~}{I}_i(𝐱,ϵ)/\stackrel{~}{I}_0(𝐱,ϵ)1`$ for each image $`\stackrel{~}{I}_i(𝐱,ϵ),i=1,\mathrm{},128`$. Here $`𝐱=(x,y)`$ are the coordinates in real space and $`\stackrel{~}{I}_0(𝐱,ϵ)`$ is a background image obtained by averaging 128 images at the same $`ϵ`$. For each $`I_i(𝐱,ϵ)`$ we derived the structure factor (the square of the modulus of the Fourier transform) $`S_i(𝐤,ϵ)`$ and averaged 128 $`S_i(𝐤,ϵ)`$ to get $`S(𝐤,ϵ)`$, where $`𝐤=(k_x,k_y)`$ is the wave vector. Figures 1(b) and (d) are examples. In agreement with Refs. we see two pairs of peaks corresponding to two sets of rolls oriented obliquely to the director which get sharper and larger as we approach the onset of convection. The two modes are called zig and zag modes and correspond to those of the extended chaos above onset . We computed the total power under the peaks of $`S(𝐤)`$ as described in , and then converted it to $`\theta ^2`$ (see also Eq. (5) in ).
Figure 2(a) shows $`\theta ^2^{1/2}`$ as a function of $`V^2`$ for I52 and $`\sigma =7.8\times 10^9\mathrm{\Omega }^1\mathrm{m}^1`$. It is small for low voltages but then increases sharply above onset. As expected, the primary bifurcation is supercritical in this intermediate region of $`\sigma `$, and the points above onset follow a square-root law. The square-root fit above onset \[dotted line in (a)\] extrapolates to $`\theta ^2^{1/2}=0`$ at $`V_c^2`$.
In Fig. 2(b) we plotted $`\theta ^2^2`$ versus $`V^2`$. The data are the same as those in Fig. 2(a). For $`V^2113.6\text{V}^2`$ they can be fitted by a straight line. This is in agreement with LT, which gives $`\theta ^2=\theta _0^2ϵ_{\mathrm{mf}}^{1/2}`$. The straight-line fit shown in the linear region of Fig. 2(b) yielded $`V_{\mathrm{c},\mathrm{mf}}^2=122.685\text{V}^2`$ and $`\theta _0=1.8`$ mrad. The value of $`\theta _0`$ is in fairly good agreement with the approximate theoretical estimate $`\theta _0=2.8`$ mrad (see Ref. and Eq. (6) in ). Hence, the measured mean-square director-angle fluctuations are consistent with thermal noise. The mean-field threshold $`V_{\mathrm{c},\mathrm{mf}}^2`$ is well below the actual bifurcation point at $`V_\mathrm{c}^2`$. A similar, albeit somewhat smaller, shift was found for MPV (see Fig. 3(b) below).
Figure 2(b) reveals that the points close to but below onset deviate from the prediction of LT. Similar deviations were observed over a range of $`\sigma `$ (see Tab. I), as well as for MPV. To illustrate the behavior close to the bifurcation, we plotted $`\mathrm{log}(\theta ^2)`$ versus $`\mathrm{log}(|ϵ|)`$ in Fig. 3(a) for I52 and $`\sigma =7.8\times 10^9\mathrm{\Omega }^1`$m<sup>-1</sup>. For $`ϵ<0`$ (open circles) the data points far away from $`V_c`$ (far right of the figure) follow the behavior predicted by LT (short-dashed curve). Note that in a plot where the horizontal axis is $`\mathrm{log}(|ϵ_{\mathrm{mf}}|)`$ this should give a straight line with a slope of -1/2 for the multi-mode analysis used here. The line is curved and diverges at the $`ϵ`$-value corresponding to $`V_{\mathrm{c},\mathrm{mf}}^2`$. Closer to onset the data points deviate from the linear prediction. We find a crossover to a regime which can be described by a new powerlaw: $`\theta ^2ϵ^\gamma `$ with $`\gamma 0.22`$. In order to characterize this crossover, we calculated the local exponent $`\gamma _{\mathrm{eff}}(ϵ)`$ from fits to data spanning half a decade of $`ϵ`$. Figure 3(c) shows that $`\gamma _{\mathrm{eff}}`$ matches the expected $`\gamma =0.5`$ in the linear region at large $`|ϵ|`$. As we approach the onset of convection, the exponent approaches a plateau of 0.22. Thus we plotted a line in Fig. 3(a) with the slope of -0.22 (straight solid line) and found good agreement with the data over a wide range.
Data for MPV are shown for comparison in Fig. 3(b). As mentioned above, they are based on a single-mode analysis. Far below the bifurcation they yield the expected LT exponent $`\gamma _0=1`$ (note that the resolutions of the vertical scales of Figs. 3(a) and (b) differ by a factor of two so that the corresponding slopes look equal). With decreasing $`|ϵ|`$ there is a crossover to a smaller exponent close to $`\gamma _0=0.5`$, which is consistent with the crossover from $`\gamma =0.5`$ to $`\gamma =0.22`$ found from the multimode-analysis for I52.
For I52, measurements similar to those discussed above were made at four different conductivities (see Tab. I). Figure 4 shows the results in the vicinity of onset. The data for $`ϵ>0`$ can be fit by $`\theta ^2=S_1(\sigma )ϵ`$ as expected for a supercritical bifurcation. The slope $`S_1`$ increases as $`\sigma `$ decreases. In Fig. 5 we show $`1/S_1`$ (open circles) as a function of $`\sigma `$. The data suggest that $`1/S_1`$ vanishes at $`\sigma _t4.0\times 10^9\mathrm{\Omega }^1`$m<sup>-1</sup>. This is consistent with a tricritical bifurcation at $`\sigma _t`$, with a transition from a supercritical to a subcritical bifurcation as $`\sigma `$ decreases below $`\sigma _t`$. The results for $`1/S_1`$ are consistent with recent weakly-nonlinear calculations .
In Fig. 5 we also show $`1/\mathrm{\Delta }ϵ`$ where $`\mathrm{\Delta }ϵ(V_cV_{\mathrm{c},\mathrm{mf}})/V_c`$. Here the solid squares are from the present work, and the open square is from . The dashed straight line is a least-squares fit to the data. Within our resolution it passes through zero at $`\sigma _t`$, suggesting that the critical region broadens strongly near $`\sigma _t`$ .
In this paper we showed that the fluctuations below onset of electroconvection reveal a crossover as the bifurcation is approached from the behavior predicted by linear theory to a different region characterized by a smaller exponent and a shifted threshold. In analogy to equilibrium phase transitions, we suggest that this phenomenon may be attributable to nonlinear interactions between the fluctuations. Equivalent behavior was found in the two NLCs I52 and MPV, even though we used very different methods of analysis for the two cases.
The work on I52 was done at Santa Barbara and supported by National Science Foundation Grant DMR00-71328. The work on MPV was supported by Deutsche Forschungsgemeinschaft Grant Re-588/6. One of us (MAS) greatfully acknowledges support through a Feodor Lynen Fellowship from the Alexander von Humboldt-Foundation.
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# References
KEK-TH-694
UTHEP-424
hep-th/0005152
Path Integral Approach to String Theory on $`AdS_3`$
Nobuyuki Ishibashi<sup>2</sup><sup>2</sup>2ishibash@post.kek.jp, Kazumi Okuyama<sup>3</sup><sup>3</sup>3kazumi@post.kek.jp
High Energy Accelerator Research Organization (KEK)
Tsukuba, Ibaraki 305-0801, Japan
and
Yuji Satoh<sup>4</sup><sup>4</sup>4ysatoh@het.ph.tsukuba.ac.jp
Institute of Physics, University of Tsukuba
Tsukuba, Ibaraki 305-8571, Japan
Abstract
Using the path integral approach, we discuss the correlation functions of the $`SL(2,𝐂)/SU(2)`$ WZW model, which corresponds to the string theory on the Euclidean $`AdS_3`$. We obtain the two- and three-point functions for generic primary fields in closed forms. By an appropriate change of the normalization of the primary fields, our results coincide with those by Teschner, which were obtained by using the bootstrap approach. The supergravity results are also obtained in the semi-classical limit. May 2000
1 Introduction
The three-dimensional anti-de Sitter space ($`AdS_3`$) is a simple space-time with a constant negative curvature. From a group theoretical point of view, it is nothing but the $`SL(2,𝐑)`$ group manifold. Because of this simplicity, it provides useful testing grounds for investigating strings in curved space-time and non-rational conformal field theories (see, for example, and references therein). Furthermore, $`AdS_3`$ is closely related to various black hole geometries. This implies that the string theory on $`AdS_3`$ offers a key to the quantum theory of black holes.
Besides these features, $`AdS_3`$ gives the simplest example of the AdS/CFT correspondence -. This stimulated the recent studies of the string theories on $`AdS_3`$ and its Euclidean analog $`SL(2,𝐂)/SU(2)=H_3^+`$. Since the S-dual configuration of the $`D1/D5`$-brane system does not have the RR-field background, its near horizon geometry can be analyzed by the standard world-sheet technique, namely, the $`SL(2,𝐑)`$ or $`H_3^+`$ WZW model -. In particular, the authors of showed that strings in the bulk of $`AdS_3`$, or ‘short strings’, can be treated beyond the free field approach.
However, in spite of the importance of the $`SL(2,𝐑)`$ and $`H_3^+`$ WZW models, it seems that these models are not yet completely understood. For a precise understanding, one needs to clarify the fundamental properties such as the true spectrum, modular invariance, fusion rules and unitarity. For recent progress and discussions on these issues, see ,-.
In this paper, we concentrate on the $`H_3^+`$ WZW model corresponding to the Euclidean $`AdS_3`$. This model has been studied by several approaches, even before the AdS/CFT correspondence was proposed. The early one used path integral , and the correlation functions were obtained for certain fields with non-negative half-integral $`SL(2,𝐂)`$ spins . The important fact is that the $`H_3^+`$ WZW model allows us the Lagrangian approach, which is impossible in the case of other WZW models. Later, for primary fields with generic spins, the correlation functions and fusion rules were discussed based on the symmetry and bootstrap . There are also arguments about the correlation functions using the free field realization of the $`\widehat{sl_2}`$ algebra and the supergravity approximation, e.g., ,-. Taking these into account, the $`H_3^+`$ WZW model seems to be more tractable than the $`SL(2,𝐑)`$ WZW model. Furthermore, since the precise formulation of the AdS/CFT correspondence is given for the Euclidean $`AdS`$, $`H_3^+`$ seems to have a direct connection to this correspondence.
The aim of this paper is to discuss the correlation functions of the primary fields with generic spins using the path integral approach. In this approach, we can calculate the correlation functions directly by a somewhat familiar method. Moreover, this enables us to discuss beyond the ‘free field approximation’ . In the following, we first argue that, by an appropriate definition of the correlation functions, their calculation of is essentially reduced to that in . We then discuss in detail the cases of two- and three-point functions and obtain them in closed forms. The supergravity calculation is recovered in the semi-classical limit. The results are also compared with those by Teschner and an exact agreement is found after a change of normalizations. Thus, Teschner’s approach and ours here are complementary to each other. However, because of the advantages mentioned above, further extensions of our approach may be possible. For example, we may be able to calculate the correlation functions of the energy-momentum tensor of the boundary CFT.
This paper is organized as follows. In section 2, we summarize the $`H_3^+`$ WZW model. In section 3, we review the discussion of in some detail to make this paper self-contained. In section 4, the general formalism is given for the calculation of the correlation functions of generic primary fields. Section 5 is devoted to the calculation of the two- and three-point functions. In section 6, we compare our results with those from different approaches. We conclude with a brief discussion in section 7. Some useful integral formulas and properties of the $`\mathrm{{\rm Y}}`$-function, which appear in section 6, are collected in appendix A and B, respectively.
2 $`H_3^+`$ WZW model
We begin with a description of the conformal field theory whose target space is the Euclidean $`AdS_3`$, namely, $`SL(2,𝐂)/SU(2)=H_3^+`$ -, -. After a brief summary, we introduce a spin $`0`$ primary field, which appears in a later discussion.
2.1 Action and symmetry
An element $`g`$ of $`H_3^+`$ is parametrized as
$`g`$ $`=`$ $`e^{\gamma \tau _+}e^{\varphi \tau _3}e^{\overline{\gamma }\tau _{}}=\left(\begin{array}{cc}e^\varphi |\gamma |^2+e^\varphi & e^\varphi \gamma \\ e^\varphi \overline{\gamma }& e^\varphi \end{array}\right),`$ (2.3)
where $`\gamma ^{}=\overline{\gamma }`$; and $`\tau _\pm =(\tau _1\pm i\tau _2)/2`$ and $`\tau _3`$ are Pauli matrices. The coset structure becomes manifest when $`g`$ is written as
$`g`$ $`=`$ $`hh^{},h=\left(\begin{array}{cc}e^{\varphi /2}& e^{\varphi /2}\gamma \\ 0& e^{\varphi /2}\end{array}\right)SL(2,𝐂),`$ (2.6)
because $`g`$ is invariant under $`hhu`$ with $`uSU(2)`$. In this parametrization, the isometry of $`H_3^+`$ is
$`g`$ $``$ $`g^A=AgA^{},ASL(2,𝐂).`$ (2.7)
The conformal field theory with the target space $`H_3^+`$ is described by the WZW action $`S_{\mathrm{WZW}}(g(z))`$. Substituting (2.3) yields
$`S_{WZW}`$ $`=`$ $`{\displaystyle \frac{k}{\pi }}{\displaystyle d^2z\left(\varphi \overline{}\varphi +e^{2\varphi }\overline{\gamma }\overline{}\gamma \right)}.`$ (2.8)
Here, $`k`$ is the level of the WZW model and $`d^2z=d\sigma _1d\sigma _2`$ with $`z=\sigma _1+i\sigma _2`$. $`=_z`$ and $`\overline{}=_{\overline{z}}`$. The full theory is defined by this action and the invariant measure,
$`𝒟g`$ $`=`$ $`𝒟\varphi 𝒟(e^\varphi \gamma )𝒟(e^\varphi \overline{\gamma }).`$ (2.9)
The above action and measure have left and right affine symmetries $`\widehat{SL}(2,𝐂)_L\times \widehat{SL}(2,𝐂)_R`$, which act on $`g(z)`$ as $`g(z)A(z)g(z)B^{}(z)`$ with $`A(z),B(z)SL(2,𝐂)`$. In order to keep $`g`$ an element of $`H_3^+`$, they need to be related to each other by $`A(z)=B(z)`$. Thus, the symmetry of the model is $`\widehat{SL}(2,𝐂)\times \widehat{\overline{SL}}(2,𝐂)`$. In particular, the global symmetry corresponds to a constant matrix $`A`$ and given by (2.7). The currents of this global symmetry are represented by
$`J_0^{}=_\gamma ,J_0^3=\gamma _\gamma {\displaystyle \frac{1}{2}}_\varphi ,J_0^+=\gamma ^2_\gamma \gamma _\varphi e^{2\varphi }_{\overline{\gamma }},`$ (2.10)
and similar expressions with bars.
The action (2.8) can be rewritten by introducing the auxiliary fields $`\beta `$ and $`\overline{\beta }`$ . The resultant action looks like an action for the free fields $`\varphi `$, $`\beta `$-$`\gamma `$ and $`\overline{\beta }`$-$`\overline{\gamma }`$, except for the term $`\beta \overline{\beta }e^{2\varphi }`$. This additional term drops out in the region $`\varphi \mathrm{}`$, which corresponds to the boundary of $`H_3^+`$. Thus, near to the boundary of $`H_3^+`$ the free field approach is applicable, but it is not completely clear to what extent one can use this approach in a generic region. Regarding this issue, see . In our approach based on the full Lagrangian, we do not have such subtleties.
2.2 Primary fields
The primary fields of the model form the representations of the global $`SL(2,𝐂)`$. These representations are well organized by introducing auxiliary coordinates $`(x,\overline{x})`$ . They are interpreted as the coordinates of the boundary CFT in the AdS/CFT correspondence . Using these, the spin $`j`$ primary field is given by
$`\mathrm{\Phi }_j(g(z),x)`$ $`=`$ $`\left[(1,x)g\left(\begin{array}{c}1\\ \overline{x}\end{array}\right)\right]^{2j}`$ (2.11)
$`=`$ $`\left(|\gamma (z)x|^2e^{\varphi (z)}+e^{\varphi (z)}\right)^{2j}.`$
Note that one cannot separate the left and right sectors in this expression. This is because the left and right symmetries are related to each other. By expanding $`\mathrm{\Phi }_j`$ in terms of $`(x,\overline{x})`$ as
$`\mathrm{\Phi }_j`$ $`=`$ $`{\displaystyle \underset{m,\overline{m}}{}}x^{jm}\overline{x}^{j\overline{m}}\mathrm{\Phi }_{m\overline{m}}^j,`$ (2.12)
one obtains primary fields with definite eigenvalues $`(m,\overline{m})`$ of $`(J_0^3,\overline{J}_0^3)`$. The range of $`m`$ and $`\overline{m}`$ depends on the value of $`j`$. For example, $`\mathrm{\Phi }_{1/2}`$ is expanded as
$`\mathrm{\Phi }_{1/2}`$ $`=`$ $`(|\gamma |^2e^\varphi +e^\varphi )x(\overline{\gamma }e^\varphi )\overline{x}(\gamma e^\varphi )+x\overline{x}e^\varphi .`$ (2.13)
It is straightforward to check that the action of the $`SL(2,𝐂)`$ currents on $`\mathrm{\Phi }_j`$ gives
$`J_0^a\mathrm{\Phi }_j(g,x)`$ $`=`$ $`D^a\mathrm{\Phi }(g,x),`$ (2.14)
where
$`D^{}=_x,D^3=x_xj,D^+=x^2_x2jx.`$ (2.15)
In other words, $`\mathrm{\Phi }_j`$ transforms under the global transformation (2.7) as
$`(R_A\mathrm{\Phi }_j)(g,x)`$ $`=`$ $`\mathrm{\Phi }_j(g^{A^1},x)=|cx+d|^{4j}\mathrm{\Phi }_j(g,Ax)`$ (2.16)
with
$`Ax`$ $`=`$ $`{\displaystyle \frac{ax+b}{cx+d}},A=\left(\begin{array}{cc}a& b\\ c& d\end{array}\right)SL(2,𝐂).`$ (2.19)
In the discussions of the $`H_3^+`$ WZW model, various $`SL(2,𝐂)`$ representations appear. An important class is called the principal continuous series. This class of representations is unitary, and has spin $`j=1/2+i\rho `$ $`(\rho 𝐑)`$.<sup>1</sup><sup>1</sup>1 $`J_0^3`$ and $`\overline{J}_0^3`$ take $`m=(ip+n)/2,\overline{m}=(ipn)/2`$ with $`p𝐑,n𝐙`$. These are different from the corresponding representation of $`SL(2,𝐑)`$ with the same $`j`$ because $`m`$ and $`\overline{m}`$ are real in this case. The space of the square-integrable functions on $`H_3^+`$ is decomposed into these representations $`_{1/2+i\rho }`$ :
$`L^2(H_3^+,dg)`$ $``$ $`{\displaystyle _{\rho >0}^{}}𝑑\rho \rho ^2_{1/2+i\rho }.`$ (2.20)
A class of the representations with $`j1/2`$ appears in the discussion of the AdS/CFT correspondence -. This is an analog of the discrete series representations of $`SL(2,𝐑)`$. When the spin is a non-negative half-integer, $`\mathrm{\Phi }_j`$ is expanded into a finite sum of $`\mathrm{\Phi }_{m,\overline{m}}^j`$ as in (2.13). This case appears in relation to the $`SU(2)`$ WZW model .
Since spin $`j`$ is just the label of the second Casimir of the $`SL(2,𝐂)`$, i.e., $`j(j+1)`$, the representation with $`j`$ and that with $`j1`$ are equivalent. This appears to be obvious for the principal continuous series because of the relation $`j1=j^{}`$. In general, the primary fields $`\mathrm{\Phi }_j`$ and $`\mathrm{\Phi }_{j1}`$ are classically related by
$`\mathrm{\Phi }_j(g,x)`$ $`=`$ $`{\displaystyle \frac{2j+1}{\pi }}{\displaystyle d^2y|xy|^{4j}\mathrm{\Phi }_{j1}(g,y)}.`$ (2.21)
However, this expression for a generic $`j`$ may be modified at the values $`j𝐙/2`$. This phenomena is called ‘resonance’ in .
2.3 Spin $`0`$ primary
It turns out that the spin $`0`$ primary field appears in the definition of our correlation functions. An obvious ‘spin $`0`$ primary field’ is just a constant $`\mathrm{\Phi }_0`$. In addition to this, there exists a non-trivial spin $`0`$ field. In fact, because of the formula
$`f(\gamma )_\gamma ^n\delta (\gamma x)={\displaystyle \underset{l=0}{\overset{n}{}}}(1)^l\left(\begin{array}{c}n\\ l\end{array}\right)_x^lf(x)_\gamma ^{nl}\delta (\gamma x),`$ (2.22)
the operator
$`\widehat{\mathrm{\Phi }}_0(g,x)`$ $`=`$ $`{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(1)^n}{n!(n+1)!}}e^{2(n+1)\varphi }_\gamma ^n_{\overline{\gamma }}^n\delta ^2(\gamma x)`$ (2.23)
satisfies (2.14) with $`j=0`$. Up to a coefficient and a constant term, this is also obtained by taking the limit $`j0`$ in (2.21), namely,
$`\widehat{\mathrm{\Phi }}_0`$ $``$ $`{\displaystyle d^2x\mathrm{\Phi }_1(x)}.`$ (2.24)
In deriving this, we need the integral formula (A.2) in appendix A and
$`\underset{ϵ0}{lim}{\displaystyle \frac{|x|^{2+2ϵ}}{\mathrm{\Gamma }(ϵ)}}`$ $`=`$ $`\pi \delta ^2(x),`$ (2.25)
in . This implies that the right-hand side of (2.21) with $`j0`$ is different from $`\mathrm{\Phi }_0`$ in (2.11). This is an example of the ‘resonance’ mentioned above.
Since $`\mathrm{\Phi }_1`$ corresponds to the dimension $`(1,1)`$ operator of the boundary CFT, $`\widehat{\mathrm{\Phi }}_0`$ is regarded as its vertex operator. Moreover, at least semi-classically $`\mathrm{\Phi }_1`$ satisfies
$`_{\overline{z}}\mathrm{\Phi }_1`$ $`=`$ $`_{\overline{x}}\left(\overline{J}\mathrm{\Phi }_1\right),`$
$`\overline{J}\mathrm{\Phi }_1`$ $`=`$ $`_{\overline{z}}\mathrm{\Lambda },`$ (2.26)
$`\mathrm{\Phi }_1\mathrm{\Phi }_j`$ $``$ $`(\text{regular terms in }z,\overline{z}),`$
and similar equations with $`_z,_x`$ and $`J`$. Here $`\overline{J}(x,z)=2x\overline{J}^3(z)\overline{J}^+(z)x^2\overline{J}^{}(z)`$, $`\overline{J}^a(z)`$ are the $`\widehat{sl_2}`$ currents, and $`\mathrm{\Lambda }(g,x)`$ is a certain function. $`J`$ is defined similarly. The first two equations further imply that
$`_{\overline{z}}\widehat{\mathrm{\Phi }}_0`$ $`=`$ $`_{\overline{z}}{\displaystyle d^2x_{\overline{x}}\mathrm{\Lambda }}0.`$ (2.27)
Thus, we see that $`\widehat{\mathrm{\Phi }}_0`$ behaves as the identity (constant) operator on the world-sheet. Although this argument is based on the semi-classical analysis in , we will see that $`\widehat{\mathrm{\Phi }}_0`$ actually behaves as the identity. This supports the argument in conversely from the point of view of the full quantum theory. Note that the identity operator of the boundary theory is
$`I`$ $`=`$ $`{\displaystyle d^2zJ\overline{J}\mathrm{\Phi }_1}.`$ (2.28)
3 Review of path integral approach
The $`H_3^+`$ WZW model was discussed early in , and it was found that the functional integral of certain correlation functions can be performed. Later, such an argument was further developed by Gawȩdzki in relation to $`G/H`$ coset models .
In the next section, we discuss the correlation functions of the primary fields $`\mathrm{\Phi }_j`$ with generic $`j`$. We argue that the calculation of these correlation functions can be reduced to that of certain correlation functions with $`j𝐙_0/2`$, which has been discussed by Gawȩdzki . Thus, we first review his discussion. It is understood that all of the spins are non-negative half-integers in this section.
In the study of the $`H_3^+`$ WZW model, a difficulty often arises from the non-compactness of $`H_3^+`$. In the path integral approach, this typically appears as the problem of zero-modes and requires a careful treatment of them in the definition of the correlation functions.
A naive definition of a correlation function may be
$`𝒪`$ $``$ $`{\displaystyle 𝒟ge^{S_{WZW}[g]}𝒪}.`$ (3.1)
In a compact case such as $`U(1)`$, the zero-mode part in the functional integral $`𝒟g`$ picks up the invariant part of $`𝒪`$. However, in the non-compact case the zero-mode integral diverges generically. The prescription in is: (i) choose $`𝒪`$ which is already invariant under the global symmetry, and (ii) fix the zero-mode integral by inserting a delta function $`\delta (g(z_0)g_0)`$ in the functional integral, where $`g_0`$ is a constant element of $`SL(2,𝐂)`$. The delta function here maintains both the independence of $`z_0`$ and invariance under $`\widehat{SL}(2,𝐂)`$: since $`𝒪`$ is invariant under $`SL(2,𝐂)`$, the insertion of $`V^1=V^1𝑑A\delta (g^A(z_0)g_0)`$ with $`ASL(2,𝐂)`$ and $`V`$ the volume of $`SL(2,𝐂)`$ gives the delta function after the integration over $`A`$. Note that the integration over $`A`$ splits into those over $`H_3^+`$ and $`SU(2)`$ since $`g^A=(Ah)(Ah)^{}`$. Hence, instead of (3.1), the correlation function is defined by
$`𝒪`$ $`=`$ $`{\displaystyle \frac{1}{Z_0}}{\displaystyle 𝒟g\delta (g(z_0)g_0)e^{S_{WZW}[g]}𝒪},`$ (3.2)
with $`Z_0=𝒟g\delta (g(z_0)g_0)e^{S_{WZW}}`$ and $`𝒪`$ invariant under the global $`SL(2,𝐂)`$. In the parametrization (2.3), the delta function takes the form
$`\delta (g(z_0)g_0)`$ $`=`$ $`\delta ^2\left(e^{\varphi (z_0)}(\gamma (z_0)\gamma _0)\right)\delta (\varphi (z_0)\varphi _0)`$ (3.3)
$`=`$ $`e^{2\varphi (z_0)}\delta ^2(\gamma (z_0)\gamma _0)\delta (\varphi (z_0)\varphi _0).`$
The simplest example of the correlation functions is the two-point function of the spin $`j=1/2`$ field. In this case, the invariant operator is given by<sup>2</sup><sup>2</sup>2 From the geometrical point of view, this represents the distance in $`H_3^+`$: $`\frac{1}{2}\mathrm{Tr}(g_1g_2^1)=u_{12}+1=\mathrm{cosh}\sigma _{12},`$ where $`u_{12}`$ and $`\sigma _{12}`$ are the chordal and geodesic distances of $`H_3^+`$, respectively.
$`𝒪_2^G(j=1/2)`$ $`=`$ $`\mathrm{Tr}\left(g(z_1)g^1(z_2)\right)`$
$`=`$ $`e^{\varphi (z_1)\varphi (z_2)}+e^{\varphi (z_2)\varphi (z_1)}+e^{\varphi (z_1)+\varphi (z_2)}|\gamma (z_1)\gamma (z_2)|^2.`$
Since the action is bi-linear in $`\gamma `$, the functional integral over $`\gamma `$ is Gaussian and can be carried out. The propagator is then<sup>3</sup><sup>3</sup>3Here, we use $`\gamma `$ for $`\gamma \gamma _0`$ for simplicity. We use a similar kind of abuse of notation for $`\varphi `$ in the following. Since we will calculate expectation values of quantities invariant under the global $`SL(2,𝐂)`$, we do not have to be careful about such notations.
$`\overline{\gamma }(z)\gamma (w)`$ $`=`$ $`{\displaystyle \frac{d^2y}{\pi k}e^{2\varphi (y)}\left(\frac{1}{\overline{y}\overline{z}}+\frac{1}{2}\overline{}\sigma (y)\right)\left(\frac{1}{yw}+\frac{1}{2}\sigma (y)\right)},`$ (3.5)
where $`\sigma `$ is the conformal factor of the metric $`g_{ab}=e^\sigma \delta _{ab}`$ in the conformal gauge. This satisfies
$`{\displaystyle \frac{k}{\pi }}_{\overline{z}}e^{2\varphi (z)}_z\overline{\gamma }(z)\gamma (w)`$ $`=`$ $`\delta ^2(zw)\nu (z),`$ (3.6)
with
$`\nu (z)`$ $`=`$ $`{\displaystyle \frac{1}{8\pi }}\sqrt{g}R={\displaystyle \frac{1}{2\pi }}\overline{}\sigma ,`$ (3.7)
and $`\nu (z)=1`$. $`R`$ is the world-sheet curvature. The $`\sigma `$-dependence in (3.5) disappears in the actual calculation, since it turns out that one needs only the $`\sigma `$-independent combination
$`\left(\overline{\gamma }(z_1)\overline{\gamma }(z_2)\right)\left(\gamma (z_3)\gamma (z_4)\right)={\displaystyle \frac{d^2y}{\pi k}e^{2\varphi (y)}\frac{(\overline{z}_1\overline{z}_2)(z_3z_4)}{(\overline{y}\overline{z}_1)(\overline{y}\overline{z}_2)(yz_3)(yz_4)}}.`$ (3.8)
When the world-sheet curvature is concentrated on $`z=\widehat{z}_0`$, $`\sigma (z)`$ is given by $`4\mathrm{log}|z\widehat{z}_0|`$. In other words,
$`ds^2=e^{\sigma (z)}|dz|^2={\displaystyle \frac{|dz|^2}{|z\widehat{z}_0|^4}}=\left|d\left({\displaystyle \frac{1}{z\widehat{z}_0}}\right)\right|^2.`$ (3.9)
Then, the propagator further satisfies $`\overline{\gamma }(\widehat{z}_0)\gamma (w)=0`$. This is consistent with the boundary condition following from the delta function (3.3) if $`z_0=\widehat{z}_0`$. Thus, this choice of the propagator implies that $`z_0`$ is the point of the support of the curvature. However, this fact is not important in the actual calculation, since the choice of $`\widehat{z}_0`$ is arbitrary, and hence so is $`z_0`$. In fact, the expressions of the correlators (without the $`\sigma `$-dependent part) turn out to be independent of $`z_0`$ and hence one need not necessarily take $`z_0\widehat{z}_0`$. This is understood as the remnant of the original $`SL(2,𝐂)`$ invariance.
Taking the measure (2.9) into account, one finds that the $`\gamma `$-integration gives the Jacobian,
$`\mathrm{Det}^{}_{}{}^{}1(e^{\varphi \frac{1}{2}\sigma }\overline{}e^{2\varphi }e^{\varphi \frac{1}{2}\sigma }).`$ (3.10)
By the standard procedure, this Jacobian is found to be
$`\mathrm{exp}\left({\displaystyle \frac{1}{\pi }}{\displaystyle d^2z\mathrm{\hspace{0.17em}2}\varphi \overline{}\varphi }+{\displaystyle \frac{\varphi }{4}}\sqrt{g}R+{\displaystyle \frac{1}{12}}\sigma \overline{}\sigma \right),`$ (3.11)
where we have dropped $`det^1\overline{}`$, which is canceled by $`Z_0`$.
Consequently, the resultant effective action for $`\varphi `$ becomes
$`S_\varphi `$ $`=`$ $`{\displaystyle \frac{1}{\pi }}{\displaystyle d^2z\left[(k2)\varphi \overline{}\varphi \frac{\varphi }{4}\sqrt{g}R\right]}.`$ (3.12)
Using this, the two-point function is written as
$`𝒪_2^G(j=1/2)`$ $``$ $`{\displaystyle 𝒟\varphi \delta (\varphi (z_0)\varphi _0)e^{2\varphi (z_0)}e^{S_\varphi }}`$
$`\times \left(e^{\varphi (z_1)\varphi (z_2)}+e^{\varphi (z_2)\varphi (z_1)}+e^{\varphi (z_1)+\varphi (z_2)}|\gamma (z_1)\gamma (z_2)|^2\right).`$
The $`\varphi `$-charge in this expression is neutral because the contribution form the anomaly term $`\sqrt{g}R`$ is canceled with that from $`e^{2\varphi (z_0)}`$.
The last ingredient to complete the calculation is the propagator of $`\varphi `$. The choice in is
$`\varphi (z)\varphi (w)=b^2\mathrm{log}|zw|+G_\sigma ,`$
$`G_\sigma ={\displaystyle \frac{1}{4}}b^2\left(\sigma (z)+\sigma (w)+{\displaystyle \frac{1}{2\pi }}{\displaystyle d^2z\sigma \overline{}\sigma }\right),`$ (3.14)
with
$`b^2{\displaystyle \frac{1}{k2}}.`$ (3.15)
This propagator satisfies
$`{\displaystyle \frac{2}{b^2\pi }}_{\overline{z}}_z\varphi (z)\varphi (w)`$ $`=`$ $`\delta ^2(zw)\nu (z),`$ (3.16)
and $`\varphi (\widehat{z}_0)\varphi (w)=0`$. The latter is again consistent with the boundary condition if $`z_0=\widehat{z}_0`$. Note that, with this choice, the curvature term in (3.12) does not contribute to the following calculation, since $`\varphi \varphi \overline{}\sigma =0`$.
An important point here is that the $`\varphi `$-integration gives divergent factors through the self contraction of $`\varphi `$. We regularize this divergence by the point splitting method. Namely, we replace $`\varphi (z)\varphi (z)`$ by
$`\varphi (z)\varphi (z+\mathrm{\Delta }z)=b^2\mathrm{log}ϵ{\displaystyle \frac{b^2}{8\pi }}{\displaystyle \sigma \overline{}\sigma },`$ (3.17)
where $`ϵ`$ is the infinitesimal UV cut-off and
$`ϵ`$ $`=`$ $`\mathrm{dist}(z,z+\mathrm{\Delta }z)=e^{\frac{1}{2}\sigma (z)}|\mathrm{\Delta }z|.`$ (3.18)
The strongest divergence comes from the term including $`|\gamma (z_1)\gamma (z_2)|^2`$. In fact, it diverges as $`ϵ^{5b^2}`$, since $`e^{a\varphi }`$ in the correlator gives $`ϵ^{a^2b^2/2}`$. This requires the multiplicative renormalization $`Z_0ϵ^{2b^2}Z_0`$, which cancels the divergence from $`e^{2\varphi (z_0)}`$, and
$`𝒪_2^G(j=1/2)`$ $``$ $`ϵ^{4\mathrm{\Delta }_{1/2}}𝒪_2^G(j=1/2).`$ (3.19)
Here, $`\mathrm{\Delta }_j`$ is the expected scaling dimension of the spin $`j`$ field,
$`\mathrm{\Delta }_j`$ $`=`$ $`b^2j(j+1).`$ (3.20)
Because of this renormalization, the first and second terms in (S3.Ex6) disappear. This is the simplest example of the general rule: for non-negative half-integral $`j`$, only the term with the highest power of $`\gamma `$ survives the renormalization. This is confirmed by simple counting.
In all, omitting the factor including $`\sigma `$’s which have the support only at $`\widehat{z}_0`$, one arrives at
$`𝒪_2^G(j=1/2)`$ (3.21)
$`=|(z_0z_1)(z_0z_2)|^{2b^2}|z_1z_2|^{2b^2}{\displaystyle d^2y|yz_0|^{4b^2}|(yz_1)(yz_2)|^{2+2b^2}}.`$
By simple changes of variables, one confirms that this is independent of $`z_0`$, as expected. The $`\sigma `$-dependence is found to be $`𝒜_2(\sigma ,z_1,z_2,\frac{1}{2},\frac{1}{2})`$, which is defined by
$`𝒜_n(\sigma ,z_a,j_a)=\mathrm{exp}\left({\displaystyle \frac{c}{24\pi }}{\displaystyle d^2z\sigma \overline{}\sigma }{\displaystyle \underset{a=1}{\overset{n}{}}}\mathrm{\Delta }_{j_a}\sigma (z_a)\right)`$ (3.22)
with
$`c=2+1+6b^2={\displaystyle \frac{3k}{k2}}.`$ (3.23)
This $`\sigma `$-dependence is canceled by the internal CFT and $`b`$-$`c`$ ghosts when we consider the critical string theory.
An interesting consequence in this calculation is that the Coulomb-gas picture of the free field approach naturally appeared: the anomaly term $`\sqrt{g}R`$ corresponds to the charge at infinity (when $`\widehat{z}_0\mathrm{}`$) and the $`\gamma `$-propagator looks like the screening operator. Thus, the calculation here seems similar to that of the free field approach. However, the precise relationship does not seem to be completely clear.
The generalization of the above discussion to a generic $`j𝐙_0/2`$ is straightforward. In such a case, the invariant combination of the two-point function is
$`𝒪_2^G(j)`$ $`=`$ $`P^{2j}\left[\mathrm{Tr}(g(z_1)g^1(z_2))\right],`$ (3.24)
where $`P^{2j}(x)`$ is a polynomial of order $`2j`$ with coefficient $`1`$ at $`x^{2j}`$. Repeating a similar procedure, one finds the renormalization
$`𝒪_2^G(j)`$ $``$ $`ϵ^{4\mathrm{\Delta }_j}𝒪_2^G(j),`$ (3.25)
and the term which survives the renormalization,
$`\stackrel{~}{𝒪}_2^G(j)`$ $`=`$ $`e^{2j\left(\varphi (z_1)+\varphi (z_2)\right)}|\gamma (z_1)\gamma (z_2)|^{4j}.`$ (3.26)
Finally, we consider the three-point function for spins $`j_1,j_2,j_3`$ with
$`j_1+j_2+j_2𝐙,|j_1j_2|j_3j_1+j_2.`$ (3.27)
These conditions assure that $`j_{ab}`$ defined by $`j_{12}=j_1+j_2j_3`$ and similar expressions are also non-negative integers. In this case, the invariant combination is obtained by using an invariant tensor, the explicit form of which is found in . Then, similarly to the above, one finds the renormalization factor $`ϵ^{2(\mathrm{\Delta }_{j_1}+\mathrm{\Delta }_{j_2}+\mathrm{\Delta }_{j_3})}`$ and the relevant term after the renormalization,
$`\stackrel{~}{𝒪}_3^G(j_a)`$ $`=`$ $`e^{2j_1\varphi (z_1)+2j_2\varphi (z_2)+2j_3\varphi (z_3)}`$
$`\times |\gamma (z_1)\gamma (z_2)|^{2j_{12}}|\gamma (z_2)\gamma (z_3)|^{2j_{23}}|\gamma (z_3)\gamma (z_1)|^{2j_{31}}.`$
The invariants (3.26) and (S3.Ex9) will appear in a later discussion.
4 Correlation functions of primary fields
In the previous section, we reviewed the calculation in of certain correlation functions for non-negative half-integral spins. We now move on to the discussion of the correlation functions of the primary field $`\mathrm{\Phi }_j(g,x)`$ with generic $`j`$.
4.1 Definition of correlation functions
In section 3, we saw that a careful treatment of zero-modes is necessary because of the non-compactness of $`H_3^+`$. Taking this into account, we define the correlation function of $`\mathrm{\Phi }_j`$ by
$`{\displaystyle \underset{a=1}{\overset{n}{}}}\mathrm{\Phi }_{j_a}(g(z_a),x_a)`$ $`=`$ $`{\displaystyle \frac{1}{Z}}{\displaystyle 𝒟ge^{S_{WZW}[g]}\widehat{\mathrm{\Phi }}_0𝒪_n(g(z_a),j_a,x_a)},`$ (4.1)
with $`Z=𝒟ge^{S_{WZW}}\widehat{\mathrm{\Phi }}_0`$. Here $`𝒪_n`$ is the invariant part of $`_{a=1}^n\mathrm{\Phi }_{j_a}(g(z_a),x_a)`$, which will be determined in the next subsection. Since $`𝒪_n`$ is invariant under the global symmetry and $`_\gamma =J_0^{}`$, we find that, in the correlator, $`\widehat{\mathrm{\Phi }}_0`$ is reduced to
$`\widehat{\mathrm{\Phi }}_0`$ $``$ $`e^{2\varphi (z_0)}\delta ^2(\gamma (z_0)x_0),`$ (4.2)
and hence $`𝒟g\widehat{\mathrm{\Phi }}_0`$ to
$`𝒟g\widehat{\mathrm{\Phi }}_0`$ $``$ $`𝒟(e^\varphi \gamma )𝒟(e^\varphi \overline{\gamma })d\varphi _0𝒟^{}\varphi \delta ^2(\gamma (z_0)x_0)e^{2\varphi (z_0)}.`$ (4.3)
Here, we have separated the measure of $`\varphi `$ to its zero-mode part $`d\varphi _0`$ and non-zero-mode part $`𝒟^{}\varphi `$. Since the $`𝒪_n`$ is invariant under the global $`SL(2,𝐂)`$, the integrand in (4.1) does not depend on the zero-mode of $`\varphi `$. The divergent volume coming from the integration of $`\varphi _0`$ is canceled by the same factor in $`Z`$. The $`SL(2,𝐂)`$ invariance and the independence of $`z_0`$ and $`x_0`$ follow from the fact that $`\widehat{\mathrm{\Phi }}_0`$ behaves as the identity operator on the world-sheet.
Thus, the treatment of zero-modes here seems to be almost the same as that discussed in the previous section. In fact, we find that it is equivalent. In (3.3), an additional delta function $`\delta (\varphi (z_0)\varphi _0)`$ was inserted instead of performing the zero-mode integral and dividing by its volume. This delta function imposed a boundary condition on $`\varphi (z)`$. In turn, this boundary condition imposed the choice of the propagator (3.14) and the condition $`z_0\widehat{z}_0`$. However, such a difference does not matter. This is because (i) in the following calculation we use the same Green functions (3.5) and (3.14) (this is indeed a consistent choice), and (ii) though logically one should take $`z_0\widehat{z}_0`$ in the last step in the previous section, $`z_0`$ disappears in the actual calculation as discussed in the previous section.
Although our treatment of zero-modes and Gawȩdzki’s are essentially equivalent, the use of $`\widehat{\mathrm{\Phi }}_0`$ has an advantage. Since $`\widehat{\mathrm{\Phi }}_0`$ transforms as a primary field under $`SL(2,𝐂)`$, it is a conformal field. Thus, the conformal property of the correlation function is manifest. However $`\delta (\varphi (z_0)\varphi _0)`$ does not transform properly under $`SL(2,𝐂)`$, so its inclusion in the path integral makes the transformation property of the correlation functions apparently unclear.
The zero-mode integral is convergent for some correlation functions such as those of the primary fields in the principal continuous series. In such cases the prescription in eq.(4.1) coincides with the usual definition, because the zero-mode integral, which was fixed by the insertion of $`\widehat{\mathrm{\Phi }}_0`$, is essentially recovered by the projection defined in the next subsection.
4.2 $`SL(2,𝐂)`$ projection
To proceed further, we need to determine the invariant part of $`_{a=1}^n\mathrm{\Phi }_{j_a}(g(z_a),x_a)`$. This is achieved by the following projection:<sup>4</sup><sup>4</sup>4 Precisely, the integral is over $`PSL(2,𝐂)`$ in the later calculations.
$`𝒪_n(g(z_a),j_a,x_a)`$ $`=`$ $`𝒩{\displaystyle _{SL(2,𝐂)}}𝑑A{\displaystyle \underset{a=1}{\overset{n}{}}}(R_A\mathrm{\Phi }_{j_a})(g(z_a),x_a),`$ (4.4)
where $`𝒩`$ is a normalization factor. Indeed, if the integral over $`SL(2,𝐂)`$ is convergent, $`𝒪_n`$ is invariant under $`SL(2,𝐂)`$:
$`𝒪_n(g^A(z_a))`$ $`=`$ $`𝒪_n(g(z_a)).`$ (4.5)
This projection can be performed explicitly. As the simplest example, let us first consider the $`n=2`$ case. From (2.16), it follows that
$`𝒪_2(g(z_a))=𝒩{\displaystyle \frac{d^2ad^2cd^2d}{|c|^2}|cx_1+d|^{4j_1}|cx_2+d|^{4j_2}\mathrm{\Phi }_{j_1}(g(z_1),Ax_1)\mathrm{\Phi }_{j_2}(g(z_2),Ax_2)}.`$ (4.6)
The change of variables $`(a,c,d)(y,\lambda ,w)`$ with
$`y=Ax_1,\lambda =cx_1+d,w={\displaystyle \frac{1}{\lambda c}},`$ (4.7)
gives
$`𝒪_2(g(z_a))`$ $`=`$ $`𝒩{\displaystyle d^2yd^2\lambda d^2c|\lambda |^{4j_1}|cx_{12}\lambda |^{4j_2}\mathrm{\Phi }_{j_1}(g(z_a),y)\mathrm{\Phi }_{j_2}(g(z_2),y+\frac{x_{12}}{\lambda (cx_{12}\lambda )})}`$
$``$ $`𝒩|x_{12}|^{4j_2}{\displaystyle d^2yd^2\lambda d^2c|\lambda |^{4j_1}|c|^{4j_2}\mathrm{\Phi }_{j_1}(g(z_1),y)\mathrm{\Phi }_{j_2}(g(z_2),y+\frac{1}{\lambda c})}`$
$`=`$ $`𝒩|x_{12}|^{4j_2}{\displaystyle d^2yd^2\lambda d^2w|\lambda |^{2+4(j_1j_2)}|w|^{44j_2}\mathrm{\Phi }_{j_1}(g(z_1),y)\mathrm{\Phi }_{j_2}(g(z_2),y+w)},`$
were $`x_{12}=x_1x_2`$. We will use similar notations in the following. In going from the first line to the second line above, we have been sloppy about the treatment of the singular parameter region $`x_{12}0`$. As we will show, a careful treatment of such a region gives an additional contribution to $`𝒪_2`$. Let us define $`𝒪_2^{}`$ to be the quantity in the last line of eq.(S4.Ex11). By further renaming the variables, $`\lambda =y_3`$, $`y=y_1`$ and $`y+w=y_2`$, $`𝒪_2^{}(g(z_a))`$ becomes
$`𝒪_2^{}(g(z_a))`$ $`=`$ $`𝒩|x_{12}|^{4j_2}{\displaystyle \underset{a=1}{\overset{3}{}}d^2y_a|y_3|^{2+4(j_1j_2)}|y_{12}|^{44j_1}\mathrm{\Phi }_{j_1}(g(z_1),y_1)\mathrm{\Phi }_{j_2}(g(z_2),y_2)}`$
$`=`$ $`\pi ^2𝒩i\delta (j_1j_2)|x_{12}|^{4j_2}{\displaystyle d^2y_1d^2y_2|y_{12}|^{44j_1}\mathrm{\Phi }_{j_1}(g(z_1),y_1)\mathrm{\Phi }_{j_1}(g(z_2),y_2)}.`$
To obtain the second line, the spins have to take the values of the principal continuous series $`j_a=1/2+i\rho _a`$ and $`i\delta (j_1j_2)`$ should be understood as $`\delta (\rho _1\rho _2)`$. For other values, the integral over $`y_3`$ is not well-defined. Thus, in such cases we ‘continue’ the expression of the second line to generic $`j`$. We will find that this prescription is consistent with the three-point function. In other words, we obtain the same result by (i) calculating the two-point functions for $`j_a=1/2+i\rho _a`$ from the three-point functions and (ii) continuing the final expression to generic spins. In any case, it is straightforward to check that (LABEL:O2g) is invariant under the $`SL(2,𝐂)`$ transformation. Note that the above integral is nothing but $`d^2x\mathrm{\Phi }_{j_1}(g(z_1),x)\mathrm{\Phi }_{j_11}(g(z_2),x)`$.
In (S4.Ex11), the change of variables becomes singular for $`x_{12}0`$. In this case, another rescaling of the variables in (S4.Ex11) gives
$`𝒪_2^{\prime \prime }`$ $`=`$ $`𝒩{\displaystyle d^2\lambda d^2c|\lambda |^{4j_1}|cx_{12}\lambda |^{4j_2}d^2y\mathrm{\Phi }_{j_1}(g(z_1),y)\mathrm{\Phi }_{j_2}(g(z_2),y)}`$ (4.10)
$`=`$ $`𝒩{\displaystyle \frac{\pi ^4}{(2j_1+1)^2}}i\delta (j_1+j_2+1)\delta ^2(x_{12}){\displaystyle d^2y\mathrm{\Phi }_{j_1}(g(z_1),y)\mathrm{\Phi }_{j_2}(g(z_2),y)},`$
where we have used (2.25). Such a contribution should be added to $`𝒪_2^{}`$ and we have $`𝒪_2=𝒪_2^{}+𝒪_2^{\prime \prime }`$.
Using the generators of $`SL(2,𝐂)`$ in (2.15), one can show that the possible $`SL(2,𝐂)`$ invariant combinations of $`x_a`$ are only $`i\delta (j_1j_2)|x_{12}|^{4j_1}`$ and $`i\delta (j_1+j_2+1)\delta ^2(x_{12})`$ . Thus we do not have any other invariants besides (LABEL:O2g) and (4.10). The appearance of the contact term (4.10) is one of the special features of the $`H_3^+`$ WZW model: it is possible since the left and right movers are combined from the beginning.
The projections in other cases are performed similarly to the $`n=2`$ case. For generic spins, we then obtain
$`𝒪_3(g(z_a))`$ $`=`$ $`{\displaystyle \frac{1}{2}}𝒩{\displaystyle \underset{a<b}{\overset{3}{}}}|x_{ab}|^{2j_{ab}}{\displaystyle \underset{a=1}{\overset{3}{}}d^2y_a\mathrm{\Phi }_{j_a}(g(z_a),y_a)\underset{a<b}{\overset{3}{}}|y_{ab}|^{22j_{ab}}},`$ (4.11)
$`𝒪_4(g(z_a))`$ $`=`$ $`{\displaystyle \frac{1}{2}}𝒩{\displaystyle \underset{a<b}{\overset{4}{}}}\left|x_{ab}\right|^{\frac{2}{3}J+2(j_a+j_b)}{\displaystyle _{y=x}}{\displaystyle \frac{d^2y_1d^2y_2d^2y_3}{|y_{12}|^2|y_{23}|^2|y_{31}|^2}}{\displaystyle \underset{a=1}{\overset{4}{}}}\mathrm{\Phi }_{j_a}(y_a){\displaystyle \underset{a<b}{\overset{4}{}}}\left|y_{ab}\right|^{\frac{2}{3}J2(j_a+j_b)}.`$
Here, $`J=_{a=1}^4j_a`$; $`x`$ and $`y`$ are the cross-ratios $`x=x_{13}x_{24}/x_{14}x_{23}`$ and $`y=y_{13}y_{24}/y_{14}y_{23}`$ respectively; and
$`y_4={\displaystyle \frac{y_1y_2(1x)+y_3(y_1xy_2)}{y_1y_2x+y_3(x1)}}.`$ (4.12)
The factor $`1/2`$ on the right hand side of (4.11) needs some explanation. For the change of the integration variables from $`(a,c,d)`$ in (4.6) to $`y_a(a=1,2,3)`$, the Jacobian gives the factor $`1/4`$. However, because this change of variables is 2 to 1, we should multiply the integral by 2.
One can explicitly confirm that these are invariant under (2.16). For some special cases, possibly other invariants similar to $`𝒪_2^{\prime \prime }`$ may appear. Note that $`𝒪_3`$ and $`𝒪_2`$ are related by
$`\underset{j_30}{lim}𝒪_3(g(z_a))=𝒪_2(g(z_a)).`$ (4.13)
Here, $`j_3`$ should approach zero from the negative real axis so that the integral is convergent.
4.3 Continuation in $`j`$
Given the definition (4.1) and the invariants $`𝒪_n`$, we would like to calculate the correlation functions of generic primary fields $`\mathrm{\Phi }_j`$. In this paper, we obtain them from the correlation functions for $`j𝐙_0/2`$ by continuing $`j`$ to generic values. (We also use some consistency conditions to determine the two-point function.) The reason is two-fold. First, although $`\mathrm{\Phi }_j`$ is expanded by polynomials in $`\gamma `$ and $`e^{\pm \varphi }`$ for $`j𝐙_0/2`$, it becomes an infinite series for a generic $`j`$ when expanded in $`\gamma `$ and $`e^\varphi `$. In such a case, it is not clear if the classical expression (2.11) makes sense in the quantum theory. Second, it turns out that the explicit calculation is possible for $`j𝐙_0/2`$, since it is reduced to that in section 3.
This prescription may be justified by defining $`\mathrm{\Phi }_j`$ as
$`\mathrm{\Phi }_j`$ $`=`$ $`{\displaystyle \frac{1}{\mathrm{\Gamma }(2j)}}{\displaystyle _0^{\mathrm{}}}𝑑tt^{2j1}\mathrm{exp}\left(t\mathrm{\Phi }_{\frac{1}{2}}\right)`$ (4.14)
$`=`$ $`{\displaystyle \frac{1}{\mathrm{\Gamma }(2j)}}{\displaystyle _0^{\mathrm{}}}𝑑tt^{2j1}{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(1)^n}{n!}}t^n\mathrm{\Phi }_{\frac{n}{2}},`$
for generic $`j𝐙_0/2`$. In this expression, we assume that all of the operators are regularized by the point splitting method. The renormalized operator is discussed later. From this definition, the invariant part of $`_{a=1}^n\mathrm{\Phi }_{j_a}(g(z_a),x_a)`$ is given by
$`𝒪_n(g(z_a),j_a,x_a)={\displaystyle _0^{\mathrm{}}}{\displaystyle \underset{a=1}{\overset{n}{}}}dt_a{\displaystyle \frac{t^{2j_a1}}{\mathrm{\Gamma }(2j_a)}}{\displaystyle \underset{m_a=0}{\overset{\mathrm{}}{}}}\left({\displaystyle \underset{a}{}}{\displaystyle \frac{(1)^{m_a}}{m_a!}}t_a^{m_a}\right)𝒪_n(g(z_a),{\displaystyle \frac{m_a}{2}},x_a).`$ (4.15)
Furthermore, for an analytic function $`f(x)`$ its value at a generic point can be reconstructed from the data on the non-negative integers:
$`{\displaystyle \frac{1}{\mathrm{\Gamma }(x)}}{\displaystyle _0^{\mathrm{}}}𝑑tt^{x1}{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(1)^n}{n!}}t^nf(n)`$
$`=`$ $`{\displaystyle \frac{1}{\mathrm{\Gamma }(x)}}{\displaystyle _0^{\mathrm{}}}𝑑tt^{x1}{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(1)^n}{n!}}t^n{\displaystyle _0^{\mathrm{}}}𝑑se^{ns}\stackrel{~}{f}(s)`$
$`=`$ $`{\displaystyle _0^{\mathrm{}}}𝑑s\stackrel{~}{f}(s){\displaystyle \frac{1}{\mathrm{\Gamma }(x)}}{\displaystyle _0^{\mathrm{}}}𝑑tt^{x1}e^{te^s}`$
$`=`$ $`{\displaystyle _0^{\mathrm{}}}𝑑se^{xs}\stackrel{~}{f}(s)`$
$`=`$ $`f(x).`$
Here, $`\stackrel{~}{f}(s)`$ is the inverse Laplace transform of $`f(x)`$. From (4.15) and (S4.Ex20), we find that $`𝒪_n(g(z_a),j_a,x_a)`$ is obtained by the analytic continuation
$`𝒪_n(g(z_a),j_a,x_a)`$ $`=`$ $`𝒪_n(g(z_a),{\displaystyle \frac{m_a}{2}},x_a)|_{m_a=2j_a}.`$ (4.17)
This expression holds also when some of the spins $`j_a`$ are non-negative half-integers. Thus the definition (4.14) indeed gives our prescription for the correlation functions. We will shortly see that (4.14) is also consistent with the renormalization.
If it is possible to calculate $`𝒪_n(g(z_a),m_a/2,x_a)`$ for arbitrary $`m_a𝐙_0`$, we could take (4.14) as the starting point of the discussion for generic $`j`$. However, we need to impose some conditions on $`m_a`$ in the later calculation. Thus, our modest statement is that the continuation of the correlation functions, the definition of the primary fields $`\mathrm{\Phi }_j`$ in (4.14) and the renormalization are all consistent.
In any case, what we need in the following is to calculate the correlation functions for the cases where the spins are non-negative half-integers and then continue the results to other cases. This is in the same spirit as that in for the Liouville theory. However, we remark that in our case there exists a parameter region of $`j`$ in which the correlation functions are actually calculable.
4.4 Renormalization
Once we focus on the case $`j𝐙_0/2`$, the following calculation is carried out similarly to that in section 3. As noticed there, the renormalization picks up a term which has the strongest divergence. Such a term is obtained by dropping $`e^\varphi `$ in $`\mathrm{\Phi }_j`$. For example, for $`𝒪_2^{}`$ in (LABEL:O2g) the surviving term is
$`\stackrel{~}{𝒪}_2^{}(g(z_a))`$ $`=`$ $`\pi ^2𝒩|x_{12}|^{4j_2}i\delta (j_1j_2)e^{2j_1(\varphi (z_1)+\varphi (z_2))}`$ (4.18)
$`\times {\displaystyle }d^2y_1d^2y_2|y_{12}|^{44j_1}|y_1\gamma _1|^{4j_1}|y_2\gamma _2|^{4j_1}.`$
Here and in the following, it is understood that integrals such as the above are defined by the continuation from the parameter region in which they converge. By simple changes of integration variables, we further obtain
$`\stackrel{~}{𝒪}_2^{}(g(z_a))`$ $`=`$ $`\pi ^2𝒩a_2i\delta (j_1j_2)\left(e^{\varphi (z_1)+\varphi (z_2)}|\gamma _{12}|^2|x_{12}|^2\right)^{2j_1}`$ (4.19)
$`=`$ $`\pi ^2𝒩a_2i\delta (j_1j_2)|x_{12}|^{4j_1}\stackrel{~}{𝒪}_2^G(j_a),`$
where
$`a_2`$ $`=`$ $`{\displaystyle d^2y_1d^2y_2|y_{12}|^{44j_1}|y_1|^{4j_1}|y_21|^{4j_1}}.`$ (4.20)
To compute $`a_2`$, we should regularize the integral to define it:
$`a_2`$ $`=`$ $`\underset{ϵ0}{lim}{\displaystyle d^2y_1d^2y_2|y_{12}|^{44j_1+ϵ}|y_1|^{4j_1}|y_21|^{4j_1}}`$ (4.21)
$`=`$ $`\underset{ϵ0}{lim}{\displaystyle d^2y_1|y_11|^{44j_1+ϵ}|y_1|^{4j_1}d^2y_2|y_2|^{2+ϵ}|y_21|^{4j_1}}`$
$`=`$ $`{\displaystyle \frac{\pi ^2}{(2j_1+1)^2}}.`$
Here, we have used the formula (A.2). The first and second integrals in the second line of (4.21) are zero and divergent, respectively, but the product gives a finite answer. Note that $`\stackrel{~}{𝒪}_2^{}`$ is the same up to a factor as the invariant combination $`\stackrel{~}{𝒪}_2^G`$ appeared in section 3. Thus the renormalization of $`𝒪_2^{}`$ is also given by (3.25). It is straightforward to check that the terms in (LABEL:O2g) other than $`\stackrel{~}{𝒪}_2^{}`$ disappear after the renormalization.
If we simply apply the above argument to $`𝒪_2^{\prime \prime }`$ and drop the term $`e^\varphi `$ in $`\mathrm{\Phi }_j`$, we obtain
$`\stackrel{~}{𝒪}_2^{\prime \prime }`$ $`=`$ $`𝒩{\displaystyle \frac{\pi ^4}{(2j_1+1)^2}}i\delta (j_1+j_2+1)\delta ^2(x_{12})e^{2j_1\varphi (z_1)+2j_2\varphi (z_2)}{\displaystyle d^2y|y\gamma _1|^{4j_1}|y\gamma _2|^{44j_1}}`$ (4.22)
$`=`$ $`𝒩{\displaystyle \frac{\pi ^6}{(2j_1+1)^4}}i\delta (j_1+j_2+1)\delta ^2(x_{12})\delta ^2(\gamma _{12})e^{2j_1\varphi (z_1)+2j_2\varphi (z_2)}.`$
However, it is not clear if $`\stackrel{~}{𝒪}_2^{\prime \prime }`$ represents the correct contribution from $`𝒪_2^{\prime \prime }`$ after the renormalization: since $`𝒪_2^{\prime \prime }`$ always includes spins $`j𝐙_0/2`$, the above argument for $`j𝐙_0/2`$ may not be valid. Here, we assume that $`𝒪_2^{\prime \prime }`$ is also renormalized by the multiplicative factor in (3.25). We do not use this expression in the actual calculation of $`\stackrel{~}{𝒪}_2^{\prime \prime }`$. Instead we determine it from consistency as in subsection 5.1.
For the three-point function with $`j𝐙_0/2`$, the relevant term after the renormalization is obtained similarly to the case of $`𝒪_2^{}`$:
$`\stackrel{~}{𝒪}_3(g(z_a))`$ $`=`$ $`{\displaystyle \frac{1}{2}}𝒩{\displaystyle \underset{k<l}{\overset{3}{}}}|x_{kl}|^{2j_{kl}}{\displaystyle \underset{a=1}{\overset{3}{}}d^2y_ae^{2j_a\varphi _a}|y_a\gamma _a|^{4j_a}\underset{a<b}{\overset{3}{}}|y_ay_b|^{22j_{ab}}}`$
$`=`$ $`{\displaystyle \frac{1}{2}}𝒩a_3{\displaystyle \underset{a<b}{\overset{3}{}}}\left(e^{\varphi _a+\varphi _b}|\gamma _{ab}|^2|x_{ab}|^2\right)^{j_{ab}}`$
$`=`$ $`{\displaystyle \frac{1}{2}}𝒩a_3{\displaystyle \underset{a<b}{\overset{3}{}}}|x_{ab}|^{2j_{ab}}\stackrel{~}{𝒪}_3^G.`$
Here, the coefficient $`a_3`$ is
$`a_3`$ $`=`$ $`{\displaystyle \underset{a=1}{\overset{3}{}}d^2y_a|y_1|^{4j_1}|y_21|^{4j_2}\underset{a<b}{\overset{3}{}}|y_ay_b|^{22j_{ab}}}`$ (4.24)
$`=`$ $`\pi ^3\mathrm{\Delta }(N1){\displaystyle \underset{a=1}{\overset{3}{}}}{\displaystyle \frac{\mathrm{\Delta }(2j_aN)}{\mathrm{\Delta }(2j_a)}},`$
with $`Nj_1+j_2+j_3`$ and
$`\mathrm{\Delta }(x)`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Gamma }(x)}{\mathrm{\Gamma }(1x)}}.`$ (4.25)
We notice again that $`\stackrel{~}{𝒪}_3`$ is $`\stackrel{~}{𝒪}_3^G`$ up to a factor, and hence the renormalization is the same as that for $`\stackrel{~}{𝒪}_3^G`$.
These examples show that the divergence in the calculation is absorbed by the renormalization of the primary fields,
$`\mathrm{\Phi }_{\frac{n}{2}}^{\mathrm{ren}}`$ $`=`$ $`ϵ^{2\mathrm{\Delta }_{n/2}}\mathrm{\Phi }_{\frac{n}{2}}.`$ (4.26)
This expression makes sense even for a generic spin $`j`$ through (4.14). To see this, we first rewrite the renormalization factor as
$`ϵ^{2\mathrm{\Delta }_j}`$ $`=`$ $`ϵ^{2b^2j(j+1)}=\alpha ^j{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{d\lambda }{\sqrt{\pi }}}e^{\lambda ^2+2j\lambda \sqrt{\mathrm{ln}\alpha }},`$ (4.27)
with $`\alpha =ϵ^{2b^2}`$. Then, by rescaling the integration variable $`t`$, we find that
$`ϵ^{2\mathrm{\Delta }_j}\mathrm{\Phi }_j`$ $`=`$ $`{\displaystyle \frac{1}{\mathrm{\Gamma }(2j)}}{\displaystyle _0^{\mathrm{}}}𝑑tt^{2j1}{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(1)^n}{n!}}t^nϵ^{2\mathrm{\Delta }_{n/2}}\mathrm{\Phi }_{\frac{n}{2}}.`$ (4.28)
Thus, (4.26) indeed absorbs the divergence for a generic $`j`$. From now on, $`\mathrm{\Phi }_j`$ should be understood to be the renormalized operator.
Such a prescription for renormalization of operators may be reliable for the cases in which the expression eq.(4.14) can be used for the calculation, for example, in calculating $`𝒪_2^{}`$. Here we assume the same prescription of renormalization for other cases. We will confirm its validity by checking the relations among various correlation functions and also by finding an agreement with the results obtained in other approaches.
5 Two- and three-point functions
We are now ready to go into the details of the calculation. In this section, we explicitly calculate the two- and three-point functions and obtain them in closed forms. According to the argument in the previous section, the spins are supposed to be non-negative half-integers in the calculation of $`\stackrel{~}{𝒪}_2^{}`$ and $`\stackrel{~}{𝒪}_3`$ until we arrive at the final expression. $`𝒪_2^{\prime \prime }`$ is determined by some consistency conditions. We then carry out the analytic continuation in $`j`$ and obtain the results for generic spins.
5.1 Two-point functions
First, let us consider the two-point function
$`\mathrm{\Phi }_{j_1}(g(z_1),x_1)\mathrm{\Phi }_{j_2}(g(z_2),x_2)`$ $`=`$ $`\stackrel{~}{𝒪}_2^{}+𝒪_2^{\prime \prime },`$ (5.1)
with $`\stackrel{~}{𝒪}_2^{}`$ and $`𝒪_2^{\prime \prime }`$ given in (4.19) and (4.10), respectively. Following the procedure in section 3, $`\stackrel{~}{𝒪}_2^G`$ in the first term is expressed by the integral
$`\stackrel{~}{𝒪}_2^G(j)=`$ $`\mathrm{\Gamma }(2j+1)|(z_0z_1)(z_0z_2)|^{4jb^2}|z_{12}|^{4j4j^2b^2}`$
$`\times {\displaystyle }{\displaystyle \underset{a=1}{\overset{2j}{}}}({\displaystyle \frac{d^2y_a}{\pi k}}|y_az_0|^{4b^2}|(y_az_1)(y_az_2)|^{2+4jb^2}){\displaystyle \underset{a<b}{\overset{2j}{}}}|y_ay_b|^{4b^2}.`$
By making simple changes of variables<sup>5</sup><sup>5</sup>5 One may take $`z_0=\mathrm{}`$ here but this is not necessary. and using the Dotsenko-Fateev formula (S1.Ex48) , we obtain
$`\stackrel{~}{𝒪}_2^G(j)`$ $`=`$ $`C_2(j)|z_{12}|^{4j(j+1)b^2},`$ (5.3)
with
$`C_2(j)`$ $`=`$ $`\mathrm{\Gamma }(2j+1){\displaystyle \underset{a=1}{\overset{2j}{}}\left(\frac{d^2y_a}{\pi k}|y_a(y_a1)|^{2+4jb^2}\right)\underset{a<b}{\overset{2j}{}}|y_ay_b|^{4b^2}}`$ (5.4)
$`=`$ $`kb^4(2j+1)^2\left({\displaystyle \frac{\mathrm{\Delta }(b^2)}{k}}\right)^{2j+1}\mathrm{\Delta }((2j+1)b^2).`$
$`C_2(j)`$ satisfies $`C_2(0)=1`$ and $`\stackrel{~}{𝒪}_2^G(j)`$ is independent of $`z_0`$ as it should be. This has poles at $`2j+1=n(k2)`$ with positive integers $`n`$. In particular, the first one from $`n=1`$ corresponds to the convergence condition discussed in , which was associated with the fusion rule $`j\stackrel{~}{k}/2(k4)/2`$ of the $`SU(2)`$ WZW model. Combining $`C_2(j)`$ with $`a_2`$ yields
$`B(j)`$ $``$ $`\pi ^2𝒩a_2C_2(j)=𝒩\pi ^4kb^4\left({\displaystyle \frac{\mathrm{\Delta }(b^2)}{k}}\right)^{2j+1}\mathrm{\Delta }((2j+1)b^2).`$ (5.5)
Next, we turn to the contribution from $`𝒪_2^{\prime \prime }`$. Since this term always has $`j𝐙_0/2`$ and may contain distributions such as $`\delta ^2(\gamma _{12})`$ in (4.22), we do not know how to calculate its expectation value in our formalism. However, it is determined by the consistency as follows.
First, let us recall that $`\mathrm{\Phi }_j`$ and $`\mathrm{\Phi }_{j1}`$ are classically related by (2.21). The structure of the integral transformation is almost completely fixed by the $`SL(2,𝐂)`$ symmetry. Here, we allow that the coefficient in front of the integral changes in the quantum theory as
$`\mathrm{\Phi }_j(g,x)`$ $`=`$ $`R(j){\displaystyle d^2y|xy|^{4j}\mathrm{\Phi }_{j1}(g,y)}.`$ (5.6)
$`R(j)`$ is the reflection coefficient. Repeating the above transformation twice gives
$`R(j)R(j1)`$ $`=`$ $`{\displaystyle \frac{(2j+1)^2}{\pi ^2}}.`$ (5.7)
Next, by introducing $`A(j)`$ to denote the coefficient in $`𝒪_2^{\prime \prime }`$, we rewrite (5.1) as
$`\mathrm{\Phi }_{j_1}(g(z_1),x_1)\mathrm{\Phi }_{j_2}(g(z_2),x_2)`$
$`=`$ $`|z_{12}|^{4b^2j_1(j_1+1)}\left[A(j_1)i\delta (j_1+j_2+1)\delta ^2(x_{12})+B(j_1)i\delta (j_1j_2)|x_{12}|^{4j_1}\right].`$
Substituting (5.6) into $`\mathrm{\Phi }_{j_1}`$, we obtain
$`A(j)`$ $`=`$ $`{\displaystyle \frac{\pi ^2}{(2j+1)^2}}R(j)B(j1),`$
$`B(j)`$ $`=`$ $`R(j)A(j1).`$ (5.9)
Further substitution of (5.6) into $`\mathrm{\Phi }_{j_2}`$ gives
$`A(j)`$ $`=`$ $`A(j1),`$
$`B(j)`$ $`=`$ $`{\displaystyle \frac{\pi ^2}{(2j+1)^2}}R^2(j)B(j1).`$ (5.10)
Together with the result of $`B(j)`$, these determine $`A(j)`$ and $`R(j)`$:
$`A(j)`$ $`=`$ $`𝒩{\displaystyle \frac{\pi ^5kb^2}{(2j+1)^2}},`$
$`R(j)`$ $`=`$ $`{\displaystyle \frac{(2j+1)^2b^2}{\pi }}\left({\displaystyle \frac{\mathrm{\Delta }(b^2)}{k}}\right)^{2j+1}\mathrm{\Delta }((2j+1)b^2).`$ (5.11)
Since the consistency conditions (5.9) and (5.10) are invariant under $`(A(j),B(j),R(j))(A(j),B(j),R(j))`$, there is an ambiguity in the sign of $`A(j)`$ and $`R(j)`$ for a given $`B(j)`$. This sign is fixed by demanding that $`R(j)`$ is reduced to its classical value $`(2j+1)/\pi `$ in the limit $`k\mathrm{}`$. This completes the calculation of the two-point function.
5.2 Three-point functions
Let us move on to the discussion of the three-point function. In the previous section, we argued that for generic $`j`$ the three-point function is given by
$`\mathrm{\Phi }_{j_1}(g(z_1),x_1)\mathrm{\Phi }_{j_2}(g(z_2),x_2)\mathrm{\Phi }_{j_3}(g(z_3),x_3)`$
$`=\stackrel{~}{𝒪}_3(g(z_a),x_a){\displaystyle \frac{1}{2}}𝒩a_3{\displaystyle \underset{a<b}{\overset{3}{}}}|x_{ab}|^{2j_{ab}}G_3(j_a,z_a),`$ (5.12)
with $`G_3\stackrel{~}{𝒪}_3^G`$. Following the procedure in section 3, for the spins satisfying (3.27), $`G_3`$ is given by the integral
$`G_3`$ $`=`$ $`{\displaystyle \underset{a<b}{\overset{3}{}}}|z_az_b|^{4j_aj_bb^2+2j_{ab}}{\displaystyle \underset{a=1}{\overset{3}{}}}|z_0z_a|^{4j_ab^2}{\displaystyle \underset{a=1}{\overset{N}{}}\frac{d^2y_a}{\pi k}|y_az_0|^{4b^2}}`$
$`\times {\displaystyle \underset{b=1}{\overset{3}{}}}|y_az_b|^{4j_ab^2}{\displaystyle \underset{a<b}{\overset{N}{}}}|y_ay_b|^{4b^2}{\displaystyle \underset{\sigma S_N}{}}{\displaystyle \underset{a2j_1}{}}\left[(y_az_1)(\overline{y}_{\sigma (a)}\overline{z}_1)\right]^1`$
$`\times {\displaystyle \underset{aj_{12}\mathrm{or}a>2j_1}{}}\left[(y_az_2)(\overline{y}_{\sigma (a)}\overline{z}_2)\right]^1{\displaystyle \underset{a>j_{12}}{}}\left[(y_az_3)(\overline{y}_{\sigma (a)}\overline{z}_3)\right]^1,`$
where $`S_N`$ stands for the permutations of $`N=j_1+j_2+j_3`$ elements. Note that $`2j_2j_{12}`$. By some changes of variables, this is brought into the form
$`G_3`$ $`=`$ $`{\displaystyle \underset{a<b}{\overset{3}{}}}|z_{ab}|^{2\mathrm{\Delta }_{ab}}C(j_1,j_2,j_3,\xi ),`$ (5.14)
where $`\xi `$ is the cross-ratio
$`\xi ={\displaystyle \frac{z_{01}z_{23}}{z_{03}z_{21}}},`$ (5.15)
and $`\mathrm{\Delta }_{ab}`$ are given by
$`\mathrm{\Delta }_{12}`$ $`=`$ $`\mathrm{\Delta }_{j_3}\mathrm{\Delta }_{j_1}\mathrm{\Delta }_{j_2}=b^2[j_{12}(N+1)2j_1j_2],`$ (5.16)
and similar expressions. The coefficient $`C(j_1,j_2,j_3,\xi )`$ is roughly speaking a kind of a four-point function,
$`{\displaystyle e^{S_{WZW}}\mathrm{\Phi }_{j_1}(0)\mathrm{\Phi }_{j_2}(1)\mathrm{\Phi }_{j_3}(\mathrm{})\widehat{\mathrm{\Phi }}_0(\xi )},`$ (5.17)
and we can obtain
$`C(j_1,j_2,j_3,\xi )`$ (5.18)
$`=|\xi |^{4b^2j_1}|1\xi |^{4b^2j_2}{\displaystyle \underset{a=1}{\overset{N}{}}\frac{d^2y_a}{\pi k}|y_a|^{4b^2j_1}|y_a1|^{4b^2j_2}|y_a\xi |^{4b^2}\underset{a<b}{}|y_ay_b|^{4b^2}}`$
$`\times {\displaystyle \underset{\sigma S_N}{}}{\displaystyle \underset{a2j_1}{}}{\displaystyle \frac{1}{y_a\overline{y}_{\sigma (a)}}}{\displaystyle \underset{aj_{12}}{}}{\displaystyle \frac{1}{(y_a1)(\overline{y}_{\sigma (a)}1)}}{\displaystyle \underset{a>2j_1}{}}{\displaystyle \frac{1}{(y_a1)(\overline{y}_{\sigma (a)}1)}}.`$
Since $`j_a`$ $`(a=1,2,3)`$ were on an equal footing originally, different changes of variables in $`G_3`$ give expressions in which $`j_a`$ are permuted:
$`C(j_1,j_2,j_3,\xi )=C(j_2,j_1,j_3,1\xi )=C(j_3,j_2,j_1,{\displaystyle \frac{1}{\xi }}).`$ (5.19)
Since $`\mathrm{\Phi }_j`$ are conformal fields, their correlation function factorizes into the holomorphic and anti-holomorphic parts. Therefore, if $`C(j_a,\xi )`$ has no singularity in $`\xi `$, it is an entire function on $`\mathrm{𝐂𝐏}^1`$, a constant. The possible singularities of $`C(j_a,\xi )`$ are located at the insertion points of other operators, i.e., $`\xi =0,1,\mathrm{}`$. From the relation (5.19), the existence of the limit
$`\underset{\xi 0}{lim}C(j_1,j_2,j_3,\xi )`$ $``$ $`C_3(j_1,j_2,j_3),`$ (5.20)
ensures that $`C(j_a,\xi )`$ is independent of $`\xi `$, as it should be. We show this by an explicit calculation.
For this purpose, we make the rescalings of variables
$`y_a`$ $`=`$ $`\xi w_a,(a=1,\mathrm{},2j_1).`$ (5.21)
We can then take the limit $`\xi 0`$ and find that many terms drop out. Consequently, we obtain
$`C_3(j_a)`$ $`=`$ $`\mathrm{\Gamma }(2j_1+1)\mathrm{\Gamma }(j_{23}+1){\displaystyle \underset{a2j_1}{}\frac{d^2w_a}{\pi k}|w_a|^{4b^2j_12}|w_a1|^{4b^2}\underset{a<b2j_1}{}|w_aw_b|^{4b^2}}`$ (5.22)
$`\times {\displaystyle }{\displaystyle \underset{a>2j_1}{}}{\displaystyle \frac{d^2y_a}{\pi k}}|y_a|^{4(j_1+1)b^2}|y_a1|^{4j_2b^22}{\displaystyle \underset{2j_1<a<b}{}}|y_ay_b|^{4b^2}.`$
Here, we have used the following equations:
$`\underset{\xi 0}{lim}{\displaystyle \underset{a=1}{\overset{N}{}}}d^2y_a{\displaystyle \underset{\sigma S_N}{}}{\displaystyle \underset{a2j_1}{}}{\displaystyle \frac{1}{y_a\overline{y}_{\sigma (a)}}}{\displaystyle \underset{aj_{12}}{}}{\displaystyle \frac{1}{(y_a1)(\overline{y}_{\sigma (a)}1)}}{\displaystyle \underset{a>2j_1}{}}{\displaystyle \frac{1}{(y_a1)(\overline{y}_{\sigma (a)}1)}}`$
$`=`$ $`{\displaystyle \underset{a2j_1}{}}d^2w_a{\displaystyle \underset{a>2j_1}{}}d^2y_a{\displaystyle \underset{\sigma S_{2j_1}}{}}{\displaystyle \underset{\tau S_{j_{23}}}{}}{\displaystyle \underset{a2j_1}{}}{\displaystyle \frac{1}{w_a\overline{w}_{\sigma (a)}}}{\displaystyle \underset{a>2j_1}{}}{\displaystyle \frac{1}{(y_a1)(\overline{y}_{\tau (a)}1)}}`$
$`=`$ $`\mathrm{\Gamma }(2j_1+1)\mathrm{\Gamma }(j_{23}+1){\displaystyle \underset{a2j_1}{}}d^2w_a|w_a|^2{\displaystyle \underset{a>2j_1}{}}d^2y_a|y_a1|^2.`$
From (5.22), we find that $`C_3(j_a)`$ is factorized into a product of two Dotsenko-Fateev integrals in (S1.Ex48):
$`C_3(j_a)`$ $`=`$ $`{\displaystyle \frac{1}{(\pi k)^N}}\mathrm{\Gamma }(2j_1+1)\mathrm{\Gamma }(j_{23}+1)`$
$`\times J_{2j_1}(2b^2j_11,2b^2,b^2)J_{j_{23}}(2b^2j_12b^2,2b^2j_21,b^2).`$
The first integral is evaluated to be
$`J_{2j_1}(2b^2j_11,2b^2,b^2)`$ $`=`$ $`{\displaystyle \frac{\left(\pi \mathrm{\Delta }(b^2)\right)^{2j_1+1}}{\pi \mathrm{\Gamma }(2j_1+1)\mathrm{\Delta }((2j_1+1)b^2)}}.`$ (5.25)
The second integral takes the form $`J_{j_{23}}_{n=1}^{j_{23}}[\mathrm{\Delta }(f_1(n))\mathrm{\Delta }(f_2(n))\mathrm{}.]`$ with certain functions $`f_a(n)`$. Although, as discussed in section 4, we would like to analytically continue the final expression in term of $`j_a`$, it appears difficult to do so in this form. However, this is achieved with the help of the $`\mathrm{{\rm Y}}`$-function introduced in (see also ). We have collected the definition and basic properties of $`\mathrm{{\rm Y}}(x)`$ in appendix B. To use $`\mathrm{{\rm Y}}(x)`$, we first rewrite $`J_{j_{23}}`$ using $`I_m(\alpha _a)`$ defined in (S2.Ex51):
$`J_{j_{23}}(2b^2j_12b^2,2b^2j_21,b^2)`$ $`=`$ $`I_{j_{23}}(j_1b+b,j_2b+{\displaystyle \frac{1}{2b}},j_3b+{\displaystyle \frac{1}{2b}}).`$ (5.26)
By further making use of the relation between $`\mathrm{{\rm Y}}(x)`$ and $`I_m`$, (B.6), we arrive at
$`C_3(j_a)`$ $`=`$ $`kb\left({\displaystyle \frac{1}{k}}b^{2b^2}\mathrm{\Delta }(b^2)\right)^{N+1}{\displaystyle \frac{\mathrm{{\rm Y}}^{}(0)}{\mathrm{{\rm Y}}((N+2)b)}}{\displaystyle \underset{a=1}{\overset{3}{}}}{\displaystyle \frac{\mathrm{{\rm Y}}((2j_a+1)b)}{\mathrm{{\rm Y}}((N2j_a+1)b)}},`$ (5.27)
where $`\mathrm{{\rm Y}}^{}(x)=d\mathrm{{\rm Y}}/dx`$. This is symmetric with respect to $`j_a`$, though the expressions in the intermediate stage were not. Since $`\mathrm{{\rm Y}}(x)`$ is analytic in $`x`$, we can continue the above expression to that for arbitrary $`j_a`$. Finally, putting everything together, we obtain the expression of the three-point function,
$`{\displaystyle \underset{a=1}{\overset{3}{}}}\mathrm{\Phi }_{j_a}(g(z_a),x_a)`$ $`=`$ $`D(j_a){\displaystyle \underset{a<b}{\overset{3}{}}}|x_{ab}|^{2j_{ab}}|z_{ab}|^{2\mathrm{\Delta }_{ab}},`$ (5.28)
with
$`D(j_a)`$ $``$ $`{\displaystyle \frac{1}{2}}𝒩a_3C_3(j_a)`$
$`=`$ $`{\displaystyle \frac{1}{2}}𝒩\pi ^3kb^4\left({\displaystyle \frac{1}{k}}b^{2b^2}\mathrm{\Delta }(b^2)\right)^{N+1}{\displaystyle \frac{\mathrm{{\rm Y}}^{}(0)}{\mathrm{{\rm Y}}((N+1)b)}}{\displaystyle \underset{a=1}{\overset{3}{}}}{\displaystyle \frac{\mathrm{{\rm Y}}(2j_ab)}{\mathrm{{\rm Y}}((2j_aN)b)}}.`$
The structure of the poles of the three-point function is important to consider the fusion rules . It is read off from the zeros of $`\mathrm{{\rm Y}}(x)`$ given in (B.3). For generic $`j_a`$, $`D(j_a)`$ has poles at
$`j_{ab},N+1`$ $`=`$ $`m+nb^2,(m+1)(n+1)b^2,m,n𝐙_0.`$ (5.30)
However, for example, for $`j_a𝐙_0/2`$, many poles are canceled with the zeros from the numerator. This is also confirmed by noting that in this case $`\mathrm{{\rm Y}}(x)`$ is reduced to the Dotsenko-Fateev integral given by a product of $`\mathrm{\Delta }(x)`$. Incidentally, the pole at $`N=k3=\stackrel{~}{k}+1`$ corresponds to the convergence condition discussed in , which was associated to the three-point fusion rule of the $`SU(2)`$ WZW model, $`j_1+j_2+j_3\stackrel{~}{k}`$.
Finally, let us check the consistency of our calculation. As the simplest check, we see that $`C_3(j,j,0)=C_2(j)`$. Furthermore, for $`j_{1,2}=1/2+i\rho _{1,2}`$ and $`j_30`$, the three-point function is reduced exactly to the two-point function:
$`\underset{j_30}{lim}D(j_a){\displaystyle \underset{a<b}{}}|x_{ab}|^{2j_{ab}}|z_{ab}|^{2\mathrm{\Delta }_{ab}}`$ (5.31)
$`=`$ $`|z_{12}|^{4\mathrm{\Delta }_{j_1}}\left[A(j_1)i\delta (j_1+j_2+1)\delta ^2(x_{12})+B(j_1)i\delta (j_1j_2)|x_{12}|^{4j_1}\right].`$
To derive this relation, we need to take the limit carefully so that we do not miss the distributions . Here, the factor $`a_3`$, which comes from the $`SL(2,𝐂)`$ projection, gives the delta functions of $`j`$’s.
6 Comparison with other approaches
In the previous section, we obtained the closed forms of the two- and three-point functions (S5.Ex31) and (5.28), which are valid for generic spins. Now let us compare these with the results obtained by other approaches.
6.1 Supergravity approximation
In the discussion of the AdS/CFT correspondence, the various correlation functions have been calculated in the supergravity approximation, e.g., ,-. The supergravity approximation for the correlation functions of $`\mathrm{\Phi }_j`$ is nothing but the zero-mode approximation from the point of view of the $`H_3^+`$ WZW model .
Note that $`\mathrm{\Phi }_j`$ coincides with the boundary-to-bulk propagator on $`AdS_3`$, i.e., $`\mathrm{\Phi }_j`$ satisfies
$`(\mathrm{\Delta }m^2)\mathrm{\Phi }_j(g,x)=0,`$
$`\underset{\varphi \mathrm{}}{lim}\mathrm{\Phi }_j(g,x)={\displaystyle \frac{\pi }{2j+1}}e^{2(j+1)\varphi }\delta ^2(\gamma x),`$ (6.1)
where $`\mathrm{\Delta }=4\eta _{ab}J_0^aJ_0^b/k`$ is the Laplacian on $`AdS_3`$ and the mass $`m`$ and spin $`j`$ are related by
$`j={\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{2}}\sqrt{1+km^2}.`$ (6.2)
Since the two-point function in the supergravity calculation is not the same object as ours, we will not make a direct comparison. In the case of the three-point function, the supergravity result is obtained by following the so-called GKPW-prescription :
$`{\displaystyle e^{2\varphi }𝑑\varphi d^2\gamma \underset{a=1}{\overset{3}{}}\mathrm{\Phi }_{j_a}(g,x_a)}`$ $`=`$ $`D(j_a)^{SG}{\displaystyle \underset{a<b}{}}|x_{ab}|^{2j_{ab}},`$ (6.3)
with
$`D(j_a)^{SG}`$ $`=`$ $`{\displaystyle \frac{\pi }{2}}\mathrm{\Gamma }(N1){\displaystyle \underset{a=1}{\overset{3}{}}}{\displaystyle \frac{\mathrm{\Gamma }(2j_aN)}{\mathrm{\Gamma }(2j_a)}}.`$ (6.4)
In our world-sheet calculation, the supergravity limit corresponds to $`\alpha ^{}0`$ or $`k\mathrm{}`$. Since $`\mathrm{{\rm Y}}(x)`$ appears singular in this limit, i.e., $`b0`$ (see (B.1)), it is useful to go back to the expression using $`J_m`$. We then find that in this limit our calculation is reduced to the supergravity approximation as expected:
$`\underset{k\mathrm{}}{lim}D(j_a)`$ $`=`$ $`𝒩\pi ^2D(j_a)^{SG}.`$ (6.5)
From (6.4), we see that the basic structure of $`D(j_a)^{SG}`$, such as the location of the poles, is encoded in the coefficient $`a_3`$ in (4.24). This is because the zero-mode integral in (6.3) is essentially the same as the integral in the $`SL(2,𝐂)`$ projection in (4.4). However, the precise connection is not yet clear. The coefficient in (6.5) may indicate a difference of these two integrals.
6.2 Bootstrap approach
Next, we turn to the other approach to the quantum theory. In , the correlation functions for generic spins are discussed based on the symmetry and bootstrap. In particular, the three-point function is obtained as the solution to the functional relation derived from the crossing symmetry.
Since the normalizations in and are different, we first consider the result in . The three-point function in corresponding to our $`D(j_a)`$ is<sup>6</sup><sup>6</sup>6 We put an extra minus sign in the original expression in . This sign is needed because $`j_3`$ is taken to zero from the positive real axis in to obtain the two-pint function from the three-point function.
$`D(j_a)^T`$ $`=`$ $`{\displaystyle \frac{1}{2\pi ^3b}}\left({\displaystyle \frac{\pi b^{2b^22}}{\mathrm{\Delta }(b^2)}}\right)^{N+2}{\displaystyle \frac{\mathrm{{\rm Y}}^{}(0)}{\mathrm{{\rm Y}}((N+1)b)}}{\displaystyle \underset{a=1}{\overset{3}{}}}{\displaystyle \frac{\mathrm{{\rm Y}}((2j_a+1)b)}{\mathrm{{\rm Y}}((2j_aN)b)}}.`$ (6.6)
The two-point function is obtained by taking the limit $`j_30`$ with $`j_a=1/2+i\rho _a`$ $`(a=1,2)`$ as in (5.31):
$`\underset{j_30}{lim}D(j_a)^T{\displaystyle \underset{a<b}{\overset{3}{}}}|x_{ab}|^{2j_{ab}}`$ $`=`$ $`i\delta (j_1j_2)B(j_1)^T|x_{12}|^{4j_1}+i\delta (j_1+j_2+1)\delta ^2(x_{12}),`$ (6.7)
where
$`B(j)^T`$ $`=`$ $`{\displaystyle \frac{1}{\pi b^2}}\left({\displaystyle \frac{\pi }{b^2\mathrm{\Delta }(b^2)}}\right)^{2j+1}\mathrm{\Delta }((2j+1)b^2)^1.`$ (6.8)
Once the above expression is obtained, one can continue it to generic $`j`$. In this expression, the quantity corresponding to our $`A(j)`$ is $`A(j)^T=1`$, and the reflection coefficient in is given by $`R(j)^T=B(j)^T`$. We can check that these $`A(j)^T`$, $`B(j)^T`$ and $`R(j)^T`$ satisfy the consistency conditions (5.7), (5.9) and (5.10).
By comparing these with ours, we find that the results in are equivalent to ours, since the difference is absorbed by the normalization of the primary fields. To see this, we first note that, from the two-point functions $`B(j)`$ and $`B(j)^T`$, our $`\mathrm{\Phi }_j`$ and the primary fields $`\mathrm{\Phi }_j^T`$ in are related by
$`\mathrm{\Phi }_j=E(j)\mathrm{\Phi }_j^T,`$ (6.9)
with
$`E(j)=\left({\displaystyle \frac{B(j)}{B(j)^T}}\right)^{\frac{1}{2}}=𝒩^{\frac{1}{2}}\pi ^2b^4\left({\displaystyle \frac{b^2}{\pi k}}\right)^j\mathrm{\Delta }(b^2)^{2j+1}\mathrm{\Delta }((2j+1)b^2).`$ (6.10)
This rescaling is consistent with the relation between $`A(j)`$ and $`A(j)^T`$:
$`A(j)`$ $`=`$ $`A(j)^TE(j)E(j1).`$ (6.11)
Furthermore, the three-point functions satisfy
$`D(j_a)=\left({\displaystyle \frac{1}{\pi ^4𝒩}}\right)^{\frac{1}{2}}D(j_a)^T{\displaystyle \underset{a=1}{\overset{3}{}}}E(j_a).`$ (6.12)
Thus, with the choice of the normalization factor $`𝒩`$,
$`𝒩`$ $`=`$ $`{\displaystyle \frac{1}{\pi ^4}},`$ (6.13)
the two results are in complete agreement including the numerical coefficients.
In addition, the relation between the normalizations in and has been discussed in . From (6.9), we find that our normalization is essentially the same as that in .<sup>7</sup><sup>7</sup>7 The normalization in is not completely fixed. For generic $`j_a`$, the choice of these two normalizations is irrelevant to the pole structure. However, it is relevant in some cases.
7 Discussion
Using the path integral approach, we discussed the correlation functions of the primary fields in the $`SL(2,𝐂)/SU(2)`$ WZW model which corresponds to the string theory on the Euclidean $`AdS_3`$. Because of the non-compactness of $`SL(2,𝐂)/SU(2)=H_3^+`$, a careful definition of the correlation functions was necessary. We argued that the calculation for generic primary fields is reduced to that of Gawȩdzki for certain invariants with non-negative half-integral spins. The point was the $`SL(2,𝐂)`$ projection for $`\mathrm{\Phi }_j`$ in section 4.2 and the analytic continuation in the spin $`j`$. Regarding the latter, there still remain subtleties and hence we may need further discussions for a rigorous treatment. We then carried out an explicit calculation of the two- and three-point functions and obtained their closed forms. The three-point function was reduced to the supergravity result in the semi-classical limit. Furthermore, by an appropriate change of the normalization of the primary fields, we found an exact agreement with the results by Teschner using the bootstrap approach. Notice that a mere analytic continuation of Gawȩdzki’s correlation functions $`C_2,C_3`$ does not reproduce the Teschner’s results. The coefficients $`a_2,a_3`$ which were derived from the $`SL(2,𝐂)`$ projection were important.
As discussed in the introduction, the $`H_3^+`$ WZW model has applications in various directions. The exact result of the correlation functions will be used for these investigations. Some applications are found in . In particular, it will serve as the starting point for the precise understanding of the AdS/CFT correspondence beyond the supergravity approximation. It is also interesting to apply our formalism to the correlation functions of other fields, such as the energy-momentum tensor of the boundary CFT.
As for the $`H_3^+`$ WZW model itself, it is important to study the fusion rules and the issue of the factorization in order to know the true spectrum of the model. From (2.20), the Hilbert space of the model consists of the principal continuous series. Thus, the states in this series may give the complete basis when one factorizes the four-point functions. On the other hand, since the spins take continuous values, the poles in the three-point function may contribute to the fusion rules and the states in other representations may appear. The role of such states seems to be similar to that of the non-normalizable states in the Liouville theory. These issues have also been discussed in . In the case of the $`SL(2,𝐑)`$ WZW model corresponding to the Lorentzian $`AdS_3`$, it has been argued that the winding modes play an important role (see also ). It is not clear how to incorporate such modes in our formalism.
In our formalism or that in , it seems difficult to push the calculation to the higher point functions though it is possible in principle. The free field approach discussed in (and the free field approach to $`\widehat{sl_2}`$) is certainly a powerful tool for this purpose. As discussed in section 3, the path integral approach gives expressions which look very similar to those in the free field approach. This implies that, when appropriately treated, the free field approach might be used in the region besides near the boundary of $`H_3^+`$. Thus, it will be useful to consider the precise connection between these two approaches.
Acknowledgments
We would like to thank J. de Boer, G. Giribet, A. Giveon, K. Hamada, K. Hori, K. Hosomichi, H. Ishikawa, K. Ito, K. Itoh, M. Kato, K. Mohri, C. Núñez, Y. Sugawara, N. Taniguchi for useful discussions and correspondences. The work of N.I. was supported in part by Grant-in-Aid for Scientific Research from the Ministry of Education, Science and Culture in Japan. The work of K.O. was supported in part by JSPS Research Fellowships for Young Scientists. The work of Y.S. was also supported in part by Grant-in-Aid for Scientific Research on Priority Area 707 from the Ministry of Education, Science and Culture in Japan.
A Integral formulas
In this appendix we collect useful integral formulas. The first one is the Dotsenko-Fateev formula , given by
$`J_n(\alpha ,\beta ,\rho )`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{n}{}}d^2y_i|y_i|^{2\alpha }|y_i1|^{2\beta }\underset{i<j}{}|y_iy_j|^{4\rho }}`$
$`=`$ $`n!\pi ^n\left({\displaystyle \frac{\mathrm{\Gamma }(1+\rho )}{\mathrm{\Gamma }(\rho )}}\right)^n{\displaystyle \underset{l=1}{\overset{n}{}}}{\displaystyle \frac{\mathrm{\Gamma }(l\rho )}{\mathrm{\Gamma }(1+l\rho )}}`$
$`\times {\displaystyle \underset{l=0}{\overset{n1}{}}}{\displaystyle \frac{\mathrm{\Gamma }(1+\alpha l\rho )\mathrm{\Gamma }(1+\beta l\rho )\mathrm{\Gamma }(1\alpha \beta +(n1+l)\rho )}{\mathrm{\Gamma }(\alpha +l\rho )\mathrm{\Gamma }(\beta +l\rho )\mathrm{\Gamma }(2+\alpha +\beta (n1+l)\rho )}}.`$
Setting $`n=1`$ and $`\rho =0`$ in the above, we obtain the second one,
$`{\displaystyle d^2z|z|^{2\alpha }|z1|^{2\beta }}`$ $`=`$ $`\pi \mathrm{\Delta }\left(1+\alpha \right)\mathrm{\Delta }\left(1+\beta \right)\mathrm{\Delta }\left(1\alpha \beta \right),`$ (A.2)
where $`\mathrm{\Delta }(x)=\mathrm{\Gamma }(x)/\mathrm{\Gamma }(1x)`$.
B $`\mathrm{{\rm Y}}`$-function
Here, we give the definition of the $`\mathrm{{\rm Y}}`$-function and its basic properties. The function $`\mathrm{{\rm Y}}(x)`$ is defined by (see also )
$`\mathrm{log}\mathrm{{\rm Y}}(x)`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dt}{t}}\left[({\displaystyle \frac{Q}{2}}x)^2e^t{\displaystyle \frac{\mathrm{sinh}^2\left(\frac{Q}{2}x\right)\frac{t}{2}}{\mathrm{sinh}\frac{bt}{2}\mathrm{sinh}\frac{t}{2b}}}\right],`$ (B.1)
with $`Q=b+1/b`$. This integral converges in the strip $`0<`$ Re $`x<Q`$. For other $`x`$, $`\mathrm{{\rm Y}}(x)`$ is defined through the functional relations
$`\mathrm{{\rm Y}}(x+b)=\mathrm{\Delta }(bx)b^{12bx}\mathrm{{\rm Y}}(x),`$
$`\mathrm{{\rm Y}}\left(x+{\displaystyle \frac{1}{b}}\right)=\mathrm{\Delta }\left({\displaystyle \frac{x}{b}}\right)b^{\frac{2x}{b}1}\mathrm{{\rm Y}}(x),`$ (B.2)
$`\mathrm{{\rm Y}}(Qx)=\mathrm{{\rm Y}}(x).`$
From these relations, one finds that $`\mathrm{{\rm Y}}(x)`$ has zeros at
$`x=mb{\displaystyle \frac{n}{b}},(m+1)b+{\displaystyle \frac{n+1}{b}},m,n𝐙_0.`$ (B.3)
This function can be used in the analytic continuation of the the Dotsenko-Fateev integral $`J_n`$ in (S1.Ex48) with respect to $`n`$. To see this, we first denote a Dotsenko-Fateev integral by $`I_m(\alpha _a)`$:
$`I_m(\alpha _1,\alpha _2,\alpha _3)`$ $`=`$ $`J_m(2b\alpha _1,2b\alpha _2,b^2)`$
$`=`$ $`\mathrm{\Gamma }(m+1)\left(\pi \mathrm{\Delta }(1+b^2)\right)^m{\displaystyle \underset{l=1}{\overset{m}{}}}\mathrm{\Delta }(lb^2){\displaystyle \underset{l=0}{\overset{m1}{}}}{\displaystyle \underset{a=1}{\overset{3}{}}}\mathrm{\Delta }^1(2b\alpha _a+lb^2),`$
where $`\alpha _3`$ is given by
$`\mathrm{\Sigma }`$ $``$ $`{\displaystyle \underset{i=1}{\overset{3}{}}}\alpha _i=Qmb.`$ (B.5)
Using (B.2), this can be rewritten as
$`I_m(\alpha _a)`$ $`=`$ $`\mathrm{\Gamma }(m+1)\left(\pi b^{22b^2}\mathrm{\Delta }(b^2)\right)^m{\displaystyle \frac{\mathrm{{\rm Y}}^{}(0)}{\mathrm{{\rm Y}}^{}(mb)}}{\displaystyle \underset{i=1}{\overset{3}{}}}{\displaystyle \frac{\mathrm{{\rm Y}}(2\alpha _i)}{\mathrm{{\rm Y}}(\mathrm{\Sigma }2\alpha _i)}}`$ (B.6)
$`=`$ $`\left(\pi b^{2b^2}\mathrm{\Delta }(b^2)\right)^m{\displaystyle \frac{\mathrm{{\rm Y}}^{}(0)}{\mathrm{\Gamma }(m+1)\mathrm{{\rm Y}}((m+1)b)}}{\displaystyle \underset{i=1}{\overset{3}{}}}{\displaystyle \frac{\mathrm{{\rm Y}}(2\alpha _i)}{\mathrm{{\rm Y}}(\mathrm{\Sigma }2\alpha _i)}}.`$
Here, $`\mathrm{{\rm Y}}^{}(x)=d\mathrm{{\rm Y}}/dx`$ and we have used the relation
$`\mathrm{{\rm Y}}^{}(mb)`$ $`=`$ $`(1)^mb^{2m}\mathrm{{\rm Y}}((m+1)b)\mathrm{\Gamma }(m+1)^2.`$ (B.7)
In particular, we have
$`\mathrm{{\rm Y}}^{}(0)`$ $`=`$ $`\mathrm{{\rm Y}}(b).`$ (B.8)
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# A spectroscopic study of NGC 6251 and its companion galaxies
## 1 Introduction
NGC 6251 is an m<sub>B</sub> = $`13^\mathrm{m}.6`$ (de Vaucouleurs et al. 1991) giant E2 radio galaxy known for its remarkable radio jet, which is aligned (within a few degrees) from pc to Mpc scales (see Readhead, Cohen & Blandford 1978, Perley, Bridle & Willis 1984 and Jones et al. 1986 for pc-scale observations, kpc-scale observations, and both, respectively). Keel (1988) detected the radio jet in optical continuum emission and found that the spectrum was unusually steep. Arguments that the galaxy contains a supermassive black hole with mass $`10^9M_{}`$ (Young et al. 1979) were recently supported by HST observations of the nuclear gas and dust disc on a scale of a few $`\times 100`$ pc (Ferrarese & Ford 1999). NGC 6251 has been described as relatively isolated, but loosely associated with the Zwicky cluster Zw 1609.0+8212.
This cluster, which Zwicky (1968) described as ‘medium compact’ and ‘near’ with a population of 260, was found by Gregory & Connolly (1973) to have two main concentrations. One of them is A2247, listed as a separate cluster by Abell (1958). Like NGC 6251, it lies on the Eastern boundary of Zw 1609.0+8212. Its systemic velocity is 11670 km s<sup>-1</sup> (Sargent, Readhead & de Bruyn 1982) and its interest lies mainly in the fact that it contains a striking chain of galaxies. The Western part of the Zwicky cluster surrounds IC 1143. The three galaxies which Gregory & Connolly (1973) ascribed to this cluster segment have velocities close to 6500 km s<sup>-1</sup>. NGC 6251 appears to depart from this velocity by $`1000`$ km s<sup>-1</sup>, and Prestage & Peacock (1988) concluded that the local galaxy density is so low that any atmosphere would more likely be associated with the galaxy than the cluster.
Birkinshaw & Worrall (1993) observed NGC 6251 with the ROSAT PSPC and detected a spatially unresolved X-ray concentration, containing about 90% of the 0.1–2 keV flux and coincident with the radio core. The remaining $``$10% of the flux appeared to originate from an extended emission component, probably a gaseous atmosphere with a scale of $``$3 (130 kpc)<sup>1</sup><sup>1</sup>1In this paper we adopt a Hubble constant $`H_0`$ = 50 km s<sup>-1</sup> Mpc<sup>-1</sup>. FWHM. They obtained a satisfactory fit to the PSPC radial profile by superposing a point source and an isothermal $`\beta `$-model. The limited number of counts from the modelled extended emission did not allow a useful gas temperature measurement to be made. However, Birkinshaw & Worrall showed that for the outer parts of the kpc-scale radio jet to be confined by atmospheric pressure, a gas temperature of $`T5`$ keV is required. Feature A (the brightest part of the jet, only 10<sup>′′</sup>– 40<sup>′′</sup> or $``$ 7 – 29 kpc from the nucleus) can be confined by a gas temperature of $`T2`$ keV. The galaxy’s internal stellar velocity dispersion of $`\sigma _z=293\pm 20`$ km s<sup>-1</sup> measured by Heckman, Carty & Bothun (1985a) suggests that the stellar gravitational field cannot hold an atmosphere this hot. In this paper, we demonstrate the existence of a cluster associated more strongly with NGC 6251 than Zw 1609.0+8212 based on velocities for 13 galaxies including IC 1143, and we use the velocity dispersion of this cluster to estimate the temperature of the cluster atmosphere. We discuss the consequences for pressure confinement of NGC 6251’s jet.
## 2 Observations and data reduction
Observations of the galaxies listed in Table 1 were carried out on the nights of 1992 September 22 and 23, using the Red Channel spectrograph on the Multiple Mirror Telescope (MMT). All images were obtained on a $`800\times 800`$ CCD (binned 2/1) with $`(15\mu \mathrm{m})^2`$ pixels using a long slit of dimensions 180<sup>′′</sup>$`\times `$$`1^{\prime \prime }.5`$. Low-resolution spectra were taken with a 300 line mm<sup>-1</sup> grating, which had a useable range of 2560 Å centred on $``$ 6000 Å and had spatial and wavelength dispersions of $`0^{\prime \prime }.5`$ and 3.2 Å per pixel, respectively. A resolution of $``$ 10 Å (FWHM) was obtained in this instrument configuration.
The galaxies listed in Table 1 are numbered in order of increasing distance from NGC 6251 (which is object 1). Our sample (which is not complete or magnitude-limited) includes two galaxies with double cores, objects 6 and 11. Although in both cases the two nuclei are listed separately (and labelled *a* and *b*), the average redshifts were used as single measurements in subsequent cluster-related calculations, as they are clearly bound systems.
In addition, high-resolution spectra of NGC 6251 were obtained (see Table 2) with a 1200 line mm<sup>-1</sup> grating, resulting in a wavelength range of 652 Å and a dispersion of 0.9 Å per pixel. Spectra centred on 5200 Å and 6600 Å were obtained along the radio jet (at a position angle of $`115.3^{}`$) and perpendicular to it (P.A. = $`25.3^{}`$). The resolution of these spectra was 2–3 Å (FWHM). The objective of these observations was to search for emission lines in the optical knots detected in continuum by Keel (1988), and measure the rotation velocity and direction for the stars and gas in the galaxy.
The reduction and analysis of our data were carried out using the Image Reduction and Analysis Facility (IRAF). The CCD images were de-biased, trimmed and flat-fielded using the CCDPROC task. Cosmic ray hits and bad lines or columns on the CCD were removed by interpolating across the smallest dimension of the affected regions with the FIXPIX routine. For the low-resolution case, where only a nuclear one-dimensional spectrum was required, the spectra were sky-subtracted using the BACKGROUND task, then wavelength-calibrated using HeNeAr comparison spectra, traced and extracted with the APEXTRACT package.
The data reduction in the high-resolution case was somewhat complicated by the fact that information in the spatial direction was to be preserved, so that the core spectrum could not simply be traced along the geometrically distorted two-dimensional image. A good alignment (subsequently found to be accurate to typically a few tenths of a pixel) of the dispersion axis and spatial axis with the CCD’s columns and lines, respectively, was carried out using the LONGSLIT package. HeNeAr calibration lines and the trace of the galaxy nucleus were used to fit a two-dimensional geometrical rectification function to the data. This correction was then applied to the image, and 1-D spectra at varying offsets from the core of the galaxy were subsequently extracted.
Figure 1 is an un-fluxed spectrum of the core of NGC 6251 from our low-resolution data.
## 3 Redshifts
### 3.1 Measurements
Seven of the fifteen spectra showed emission lines which enabled redshifts to be determined. Table 3 shows which lines were used and the resultant heliocentric velocities. The error bars take account of the scatter of the velocities calculated from the various lines, as well as the errors on the individual line wavelengths. Due to a slight defocussing effect which is particularly noticeable in the emission lines, an error of 10% of the FWHM of the line is included in these latter errors.
We measure the absorption redshifts of the galaxies by the standard method of cross-correlating their stellar spectra with the stellar absorption-line spectrum of an object of known redshift (Tonry & Davis 1979). The cross-correlation was carried out over the wavelength range 5000–5450 Å and 5950–6200 Å (including the Mg<sub>b</sub> and Na D features while avoiding poorly subtracted night sky lines around 5600 Å) using the IRAF task FXCOR in the RV package.
The template used for the cross-correlation was a very high signal-to-noise spectrum of NGC 7619 obtained from a 600s exposure (with the 300 line mm<sup>-1</sup> grating) during the 1992 September 22 observing run. NGC 7619 is a $`12^\mathrm{m}.1`$ E2 galaxy with a velocity of $`V=3747\pm 20`$ km s<sup>-1</sup> (Huchra et al. 1983). More recent velocities for NGC 7619 (e.g. de Vaucouleurs et al. 1991, Huchra et al. 1995) are in reasonable agreement, so that any systematic error introduced into our results by the choice of template velocity is likely to be less than a few tens of km s<sup>-1</sup>.
The cross-correlation velocities of the galaxies in our sample are shown in Table 4.
### 3.2 Comparison of emission and absorption redshifts
Comparing the velocities obtained from emission lines (Table 3) and absorption features (Table 4), it is evident that, although the results are all consistent within the errors, there is a systematic $`V^{(\mathrm{abs})}V^{(\mathrm{em})}=65\pm 9`$ km s<sup>-1</sup> (leaving out NGC 6251, which will be considered separately). This could be due to the slight defocussing effect described in section 3. Alternatively it could indicate that the adopted velocity of the template galaxy NGC 7619 is a slight over-estimate (see section 2). Making a correction of 65 km s<sup>-1</sup> to the $`V^{(\mathrm{em})}`$ of object 8 (the only *emission* velocity used in the velocity dispersion calculation) has a negligible effect on the systemic velocity and on $`\sigma _z`$.
Part of the unusually high discrepancy between the emission and absorption redshifts for NGC 6251 can be ascribed to this systemic error. The remaining $`100`$ km s<sup>-1</sup> difference is in agreement with the results of Ferrarese & Ford (1999), who also find the emission lines to be at a significantly lower velocity than the absorption features. Adding up the gaussian constituents of their fits to the H$`\alpha `$ \+ \[N II\] system over all their ($`0^{\prime \prime }.1`$) HST apertures produces an emission line spectrum which is remarkably similar in shape and position to our nuclear ($`1^{\prime \prime }.8`$ aperture) spectrum.
### 3.3 Comparison of velocities with the literature
The redshifts of several of the galaxies observed here have also been measured by other authors. They are compared to our results in Table 5. There is considerable discord among the velocities, with the most severe disagreement arising when comparing our values to those published in the 1970s and early 1980s.
Of the five galaxies showing serious discrepancies with published values, one (source 7) has consistent absorption and emission redshifts in this paper. We have a very high-quality spectrum for object 3, and the cross-correlation with the template galaxy yielded a high Tonry & Davis ‘R’ factor (an indication of the reliability of the resulting redshift). The coordinates given by Richter & Huchtmeier (1991) for object 8 are 2 away from the correct position, and Sargent et al. (1982) indicate that they are unsure of the accuracy of their velocity measurement for source 10; in both of these cases, we suspect that target misidentification in the earlier observations may be the reason for the different redshift values.
## 4 Cluster systemic redshift and velocity dispersion
We used the cross-correlation results in Table 4 to compute the systemic redshift and the velocity dispersion of the cluster of galaxies using the method of Danese, De Zotti & di Tullio (1980) and as described by Werner, Worrall & Birkinshaw (1999).
The mean velocity of the cluster was found to be $`c\overline{z}=7193\pm 128`$ km s<sup>-1</sup>, equivalent to a redshift $`\overline{z}=0.0240\pm 0.0004`$. The one-dimensional line-of-sight velocity dispersion $`\sigma _z=388(+128,65)`$ km s<sup>-1</sup>, yields a three-dimensional physical velocity dispersion of $`\sigma =672(+239,145)`$ km s<sup>-1</sup>.
Such a low velocity dispersion suggests that the cluster is poor. A comparison with the correlation between $`\sigma `$ and Abell richness class R (e.g. Danese et al. 1980) indicates $`\mathrm{R}0`$, corresponding to a population $`30`$.
As the results in Table 4 indicate, NGC 6251 has a peculiar velocity of $`260\pm 130`$ km s$`{}_{}{}^{1}=0.67\pm 0.33`$ $`\sigma _z`$ within the cluster. It is generally believed that giant elliptical radio galaxies dominating clusters are more or less at rest relative to the cluster’s systemic velocity. Although this is consistent at the two sigma level with the data above, there is a reason that the peculiar velocity of NGC 6251 given in Table 4 may be an overestimate. Considering the projected distances of objects 12 and 13 from the rest of the cluster ($`>`$ 5 Mpc), their comparatively large peculiar velocities ($`1.45\sigma _z`$), and their closeness to one another in position and velocity, it seems likely that they are part of the physically-distinct IC 1143 group, and that they should be removed from the velocity dispersion calculations. This leads to a significantly higher systemic velocity for the cluster, $`c\overline{z}=7328\pm 105`$ km s<sup>-1</sup> ($`\overline{z}=0.0244\pm 0.0004`$) with $`\sigma _z=283(+109,52)`$ km s<sup>-1</sup>. In this case, NGC 6251 is one of the slowest-moving members of the cluster with a peculiar velocity of 128 $`\pm `$ 107 km s<sup>-1</sup>.
## 5 The dynamics of NGC 6251
Heckman et al. (1985b) measured the rotation curves of several radio-loud and radio-quiet elliptical galaxies to test theories that the rotation axis might coincide with the radio axis in powerful radio galaxies (log $`P_{178\mathrm{MHz}}`$ 24 W Hz<sup>-1</sup>). They present rotation curves for NGC 6251 in position angles of $`27^{}`$ and $`124^{}`$ and conclude that the galaxy rotates about an axis at P.A. $`85^{}\pm 28^{}`$ with a velocity of $`V47\pm 16`$ km s<sup>-1</sup>.
We measured rotation curves for two position angles, 25.3 and 115.3 (Table 2), the latter being aligned with the jet. The results of the slit in P.A. = 25.3 suggest a slow rotation of the order of 50 km s<sup>-1</sup> about the jet, consistent with Heckman et al.’s result in P.A. = 27. The velocities *along* the jet were inconclusive. Deeper observations are required to obtain sufficient signal-to-noise in the outer parts of the galaxy (at a radius $``$ 8<sup>′′</sup> or $``$ 6 kpc) if more precise information on the rotation axis or velocity than that found by Heckman et al. is to be obtained.
## 6 Line emission along the radio jet?
The jet of the powerful radio galaxy M87 has been detected at optical wavelengths, and many authors report imaging and spectroscopic studies (see Keel 1988 and references therein). Keel subsequently detected optical continuum emission from the NGC 6251 jet, and his B-, V- and R-band fluxes of feature A (10<sup>′′</sup>– 40<sup>′′</sup> or $``$ 7 – 29 kpc from the nucleus) imply a spectrum much steeper than M87 or other similar jets.
Our observations were not deep enough to reveal significant continuum emission from feature A, but we searched for line emission from \[O III\], H$`\alpha `$ and \[N II\]. No emission lines in the jet were found, at an upper limit (for H$`\alpha `$) of $`10^{17}10^{16}`$ erg cm<sup>-2</sup> s<sup>-1</sup> for a range of line widths of $`3001000`$ Å, respectively. Poor weather prevented us from obtaining the planned, much deeper, exposures.
## 7 Discussion
### 7.1 NGC 6251 and Zw 1609.0+8212
Considering our redshifts in the context of the two subsystems that make up cluster Zw 1609.0+8212 (see section 1), it is clear that our sample does not include any members of the subcluster separately listed as A2247 ($`c\overline{z}=11670`$ km s<sup>-1</sup>), and situated in the Eastern part of the Zwicky cluster, South-East of NGC 6251. Objects 12 and 13 appear to belong to a slightly closer group or small cluster on the Western edge of Zw 1609.0+8212 and we have accordingly argued for their removal from the velocity dispersion calculations in section 4. Objects 7 and 10 have redshifts unlike those of other objects in the sample, and appear to be more or less isolated field galaxies. This leaves us with 8 companion galaxies (two with double nuclei) near the velocity of NGC 6251, and these seem to form a third sub-cluster within the limits of Zw 1609.0+8212. It is clear that not all the brightest galaxies within Zwicky’s boundary are physically associated.
Figure 2 shows the positions of our sources, as well as rough outlines of clusters A2247 and Zw 1609.0+8212.
### 7.2 Velocity dispersion and X-ray temperature
The one-dimensional velocity dispersion of a cluster of galaxies is related to the X-ray gas temperature of the cluster atmosphere (Lubin & Bahcall 1993; Bird, Mushotzky & Metzler 1995; Girardi et al. 1995). The higher velocity dispersion reported in section 4 corresponds to an X-ray temperature of $`T=1.2(+0.8,0.3)\mathrm{keV}`$. The alternative velocity dispersion of $`\sigma _z=283(+109,52)`$ km s<sup>-1</sup> derived for the cluster without IC 1139 and IC 1143 (which we argue are part of a separate group) suggests a lower gas temperature of $`T=0.7(+0.6,0.2)\mathrm{keV}`$.
Comparing this temperature of 0.7 keV with the extrapolated $`L_XT`$ relation of Arnaud & Evrard (1999), we find that it corresponds to a bolometric X-ray luminosity $`L_X^{(bol)}2.4(+11.6,1.5)\times 10^{42}`$ ergs s<sup>-1</sup>, or $`L_X2.2(+10.4,1.4)\times 10^{42}`$ ergs s<sup>-1</sup> in the band 0.2–1.9 keV. Worrall & Birkinshaw (1994) estimate $`L_X^{(0.21.9\mathrm{k}eV)}=8\times 10^{41}`$ ergs s<sup>-1</sup> for gas within a 3 (130 kpc) radius. Given the parameters of their $`\beta `$-model fit, this correponds to a total luminosity of $`L_X^{(0.21.9\mathrm{k}eV)}2\times 10^{42}`$ ergs s<sup>-1</sup> for the whole cluster, which is in good agreement with our velocity dispersion via the $`\sigma _zT`$ and $`L_XT`$ relations.
The predicted temperature for the velocity dispersion also agrees with two-component spectral fits based on ROSAT PSPC data (Birkinshaw & Worrall 1993), within the rather large uncertainties. It is clear that the gas that can be confined in this cluster is too cool for static pressure confinement of the radio jet at distances between 5 and 200 kpc from the core.
## 8 Conclusions
In this paper we have shown that:
1. there is a poor cluster of galaxies associated with NGC 6251; it is one of at least three distinct and not necessarily related sub-clusters of Zw 1609.0+8212;
2. the temperature of the cluster atmosphere inferred from the velocity dispersion measurement is not high enough to provide static pressure confinement of any part of the kpc-scale radio jet (at distances of 5 to 200 kpc from the core) according to the lower limits on jet pressure calculated by Birkinshaw & Worrall (1993);
3. a tentative rotation curve perpendicular to the direction of the jet agrees with that measured by Heckman et al. (1985b); and
4. there is no evidence for \[O III\], H$`\alpha `$, or \[N II\] line emission at feature A on the jet, where Keel (1988) found optical continuum emission.
Better optical spectra of NGC 6251 are needed to probe deeper for line emission and to confirm the tentative dynamical results presented in section 6. Forthcoming X-ray observations should measure the temperature of the cluster atmosphere, predicted to be 0.5-2.0 keV, based on our measurements of the cluster velocity dispersion.
## Acknowledgments
Observations reported in this paper were obtained at the Multiple Mirror Telescope Observatory, a facility operated jointly by the University of Arizona and the Smithsonian Institution.
Second Digitized Sky Survey (DSS2) image obtained from the ESO/ST-ECF Archive (http://archive.eso.org/dss/dss).
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# Constraints on Vacuum Oscillations from Recent Solar Neutrino Data
## 1 Introduction
For three decades the deficit on the observed flux of solar neutrinos compared to that one expected from Standard Solar Models (SSM) has puzzled the scientists and originated several explanations for this problem. These solutions are divided into astrophysical and beyond the standard model . Nowadays, the astrophysical solutions have been highly disfavoured by the helioseismological data which are well explained by standard solar models, however, solutions with new physics, in special the neutrino oscillations, that can be in vacuum or in matter (by MSW effect) , gives a good fit to the solar neutrino data.
In the present work we will focus attention only on vacuum oscillations, which occur in the neutrino way from the Sun to Earth. The evidence of the existence of vacuum oscillations come from the observation of the seasonal effect. Because the Earth orbit is not circular, the variations in the Earth-Sun distance produce a difference in the oscillation probability what can be very important for neutrino line sources, in special, the $`{}_{}{}^{7}Be`$ (0.861 MeV) and is to be confirmed by the Borexino detector . In our study we will deal with two and three neutrino flavours to try to explain the solar neutrino problem. We will vary the parameter $`\mathrm{sin}^2(2\varphi )`$ that is concerned with the $`\nu _e{}_{}{}^{}\nu _{\tau }^{}`$ oscillations in order to discover which scenario (two or three generations) gives a better description for the experimental data. This analysis will be made by the calculation of the $`\delta m_{21}^2`$ x $`\mathrm{sin}^2(2\omega )`$ regions considering first only the rates of the detectors without the spectral distortion, caused by the recoil-electron spectrum in Kamiokande and Super-Kamiokande, and after including these spectrum within the calculation. An investigation in the $`\nu _e`$ survival probability will be made, what will reveal the behavior of the neutrino as a function of the energy.
In section 2 we give the relations needed to calculate the mass regions and mixing angles allowed by the experiments. In section 3 we present the $`\nu _e`$ survival probability as well the $`\nu _\mu `$ and $`\nu _\tau `$ conversion probabilities. In section 4 we analise the obtained data to describe the probabilities as a function of the energy for a set of values of $`\mathrm{sin}^2(2\varphi )`$. In section 5 we present the conclusions of this work.
## 2 Suppression Rates
The first procedure is to calculate the suppression rates of the experiments using neutrino oscillations and compare with the observed ones to search for the values of the parameters $`\delta m_{21}^2`$ and $`\mathrm{sin}^2(2\omega )`$ that fit the five experiments (Homestake , GALLEX , SAGE , Kamiokande and Super-Kamiokande ) together. The suppression rate, to the experimental case, is obtained by dividing the capture rate of the detector to that one expected from the SSM and theoretically, dividing the capture rate calculated using neutrino oscillations to the SSM one. We will make this calculation using the data from the BP98 Standard Solar Model with 99% C.L.
The Solar Neutrino Problem is evidenced when we compare the theoretical capture rates with those obtained experimentally. When this comparison is made we discover that these rates never match, giving values varying from 33% for Homestake to 60% for GALLEX. See table 1.
The solar neutrino suppression rate using neutrino oscillation is given by
$$R=\frac{S_{\text{OSC}}}{S_{\text{SSM}}}$$
(1)
where
$$S_{\text{OSC}}=\underset{i}{}\mathrm{\Phi }_i_{\text{E}_{\text{min}}}^{\text{E}_{\text{max}}}\eta _i\text{(E}_\nu \text{)}\sigma \text{(E}_\nu \text{)}P_{\nu _e\nu _e}\text{(E}_\nu \text{)}𝑑E_\nu $$
(2)
and $`S_{\text{SSM}}`$ is the same expression with $`P_{\nu _e\nu _e}\text{(E}_\nu \text{)}=1`$
The equation (2) is available for Homestake, GALLEX and SAGE experiments, where $`i`$ runs for each neutrino source, $`\mathrm{\Phi }_i`$ is the total neutrino flux from the source $`i`$, $`\eta _i\text{(E}_\nu \text{)}`$ is its normalized neutrino energy spectrum, $`\sigma \text{(E}_\nu \text{)}`$ is the cross section for the experiment considered and $`P_{\nu _e\nu _e}\text{(E}_\nu \text{)}`$ is the electron neutrino survival probability. The neutrino sources that we consider for these experiments are $`pp`$, $`{}_{}{}^{7}Be`$, $`{}_{}{}^{8}B`$, $`pep`$, $`{}_{}{}^{13}N`$ and $`{}_{}{}^{15}O`$, except for Homestake that is not sensitive to $`pp`$ neutrinos.
For Super-Kamiokande we consider the $`{}_{}{}^{8}B`$ neutrino source only and we have to take into account the fact that this experiment is also sensitive to the $`\nu _\mu ,e`$ and $`\nu _\tau ,e`$ scattering, so $`S_{\text{OSC}}`$ becomes
$$S_{\text{OSC}}=\mathrm{\Phi }_{\text{E}_{\text{min}}}^{\text{E}_{\text{max}}}\eta \text{(E}_\nu \text{)}\left\{P_{\nu _e\nu _e}\text{(E}_\nu \text{)}\sigma _{\nu _e}\text{(E}_\nu \text{)}+P_{\nu _\mu \nu _e}\text{(E}_\nu \text{)}\sigma _{\nu _\mu }\text{(E}_\nu \text{)}+P_{\nu _\tau \nu _e}\text{(E}_\nu \text{)}\sigma _{\nu _\tau }\text{(E}_\nu \text{)}\right\}𝑑E_\nu $$
(3)
since $`\sigma _{\nu _\mu }\text{(E}_\nu \text{)}=\sigma _{\nu _\tau }\text{(E}_\nu \text{)}`$ and $`P_{\nu _\mu \nu _e}\text{(E}_\nu \text{)}+P_{\nu _\tau \nu _e}\text{(E}_\nu \text{)}=1P_{\nu _e\nu _e}\text{(E}_\nu \text{)}`$ the equation (3) is simplified to
$$S_{\text{OSC}}=\mathrm{\Phi }_{\text{E}_{\text{min}}}^{\text{E}_{\text{max}}}\eta \text{(E}_\nu \text{)}\left\{P_{\nu _e\nu _e}\text{(E}_\nu \text{)}\sigma _{\nu _e}\text{(E}_\nu \text{)}+(1P_{\nu _e\nu _e}\text{(E}_\nu \text{)})\sigma _{\nu _\mu }\text{(E}_\nu \text{)}\right\}𝑑E_\nu $$
(4)
For the Kamiokande experiment only the $`{}_{}{}^{8}B`$ source is considered again but the sensitivity to $`\nu _\tau `$ is neglected.
As Super-Kamiokande and Kamiokande are neutrino-electron scattering detectors, different from the other three which use neutrino absorption, we can also take into account the energy resolution in order to observe the influence of the spectral distortion caused by the recoil-electrons in the suppression rates, giving the following expressions for $`S_{\text{OSC}}`$ and $`S_{\text{SSM}}`$
$$S_{\text{OSC}}=N_\text{0}\mathrm{\Phi }_{\text{E}_{\text{min}}}^{\text{E}_{\text{max}}}dE_\nu \eta \text{(E}_\nu \text{)}_{\text{T}_{\text{min}}\text{m}_\text{e}}^{\text{T}_{\text{max}}\text{m}_\text{e}}dT_\text{0}^{\text{T’}_{\text{max}}}dT^{}R\text{(T’,T)}\{P_{\nu _e\nu _e}\text{(E}_\nu \text{)}\frac{d\sigma _{\nu _e}\text{(T’,E}_\nu \text{)}}{dT^{}}+$$
$$+P_{\nu _\mu \nu _e}\text{(E}_\nu \text{)}\frac{d\sigma _{\nu _\mu }\text{(T’,E}_\nu \text{)}}{dT^{}}+P_{\nu _\tau \nu _e}\text{(E}_\nu \text{)}\frac{d\sigma _{\nu _\tau }\text{(T’,E}_\nu \text{)}}{dT^{}}\}$$
(5)
$$S_{\text{SSM}}=N_\text{0}\mathrm{\Phi }_{\text{E}_{\text{min}}}^{\text{E}_{\text{max}}}𝑑E_\nu \eta \text{(E}_\nu \text{)}_{\text{T}_{\text{min}}\text{m}_\text{e}}^{\text{T}_{\text{max}}\text{m}_\text{e}}𝑑T_\text{0}^{\text{T’}_{\text{max }}}𝑑T^{}R\text{(T’,T)}\frac{d\sigma _{\nu _e}\text{(T’,E}_\nu \text{)}}{dT^{}}$$
(6)
The same procedure used to simplify the eq.(3) is taken here, what leaves eq.(5) as
$$S_{\text{OSC}}=N_\text{0}\mathrm{\Phi }_{\text{E}_{\text{min}}}^{\text{E}_{\text{max}}}dE_\nu \eta \text{(E}_\nu \text{)}_{\text{T}_{\text{min}}\text{m}_\text{e}}^{\text{T}_{\text{max}}\text{m}_\text{e}}dT_\text{0}^{\text{T’}_{\text{max}}}dT^{}R\text{(T’,T)}\{P_{\nu _e\nu _e}\text{(E}_\nu \text{)}\frac{d\sigma _{\nu _e}\text{(T’,E}_\nu \text{)}}{dT^{}}+$$
$$(1P_{\nu _e\nu _e}\text{(E}_\nu \text{)})\frac{d\sigma _{\nu _\mu }\text{(T’,E}_\nu \text{)}}{dT^{}}\}$$
(7)
The energy resolution is described by
$$R\text{(T’,T)}=\frac{1}{\mathrm{\Delta }_T^{}\sqrt{2\pi }}exp\left\{\frac{(T^{}T+\delta )^2}{2\mathrm{\Delta }_T^{}^2}\right\}$$
(8)
where $`T`$ and $`T^{}`$ are the measured and true electron kinetic energy, respectively, and the limit $`T_{\text{max}}^{}`$ in the third integral of the eq.(7) is the maximum kinetic energy that an electron can achieve given the neutrino energy $`E_\nu `$, $`T_{\text{max}}^{}=E_\nu /(1+m_e/2E_\nu )`$. For more details see .
The limits of energy used to calculate these rates are not the same the neutrinos have in the Sun, so we have to calculate the normalized detector sensitivity to know these limits, as follows
$$\text{f}_i\text{(E}_\nu \text{)}=\frac{\sigma \text{(E}_\nu \text{)}\eta _i\text{(E}_\nu \text{)}}{_E\sigma \text{(E}_\nu \text{)}\eta _i\text{(E}_\nu \text{)}𝑑E_\nu }$$
(9)
We can notice in the figure 1 the existence of regions where the spectral sensitivity is zero.
## 3 Electron Neutrino Survival Probability
For three neutrino flavours the $`\nu _e`$ survival probability is written as
$$P_{\nu _e\nu _e}\text{(E}_\nu \text{)}=1C_\varphi ^4S_{2\omega }^2\mathrm{sin}^2(\frac{\delta m_{21}^2x}{4\mathrm{}cE})C_\omega ^2S_{2\varphi }^2\mathrm{sin}^2(\frac{\delta m_{31}^2x}{4\mathrm{}cE})S_\omega ^2S_{2\varphi }^2\mathrm{sin}^2(\frac{\delta m_{32}^2x}{4\mathrm{}cE})$$
(10)
where the terms $`C_\varphi ^4`$, $`S_{2\omega }^2`$, $`S_\omega ^2`$, $`C_\omega ^2`$ and $`S_{2\varphi }^2`$ are short forms for $`\mathrm{cos}^4(\varphi )`$, $`\mathrm{sin}^2(2\omega )`$, $`\mathrm{sin}^2(\omega )`$, $`\mathrm{cos}^2(\omega )`$ and $`\mathrm{sin}^2(2\varphi )`$, respectively.
In this work we will consider the following mass hierarchy
$$m1<<m2<<m3$$
(11)
what leads us to $`\delta m_{31}^2>>\delta m_{21}^2`$ and $`\delta m_{32}^2\delta m_{31}^2`$, since $`\delta m_{32}^2=\delta m_{31}^2\delta m_{21}^2`$, thus we can simplify the equation (10) to the form
$$P_{\nu _e\nu _e}\text{(E}_\nu \text{)}=1C_\varphi ^4S_{2\omega }^2\mathrm{sin}^2(\frac{\delta m_{21}^2x}{4\mathrm{}cE})S_{2\varphi }^2\mathrm{sin}^2(\frac{\delta m_{31}^2x}{4\mathrm{}cE})$$
(12)
Now we have two choices
i) if $`\delta m_{21}^210^{11}eV^2`$ then the term $`\mathrm{sin}^2(\frac{\delta m_{21}^2x}{4\mathrm{}cE})`$ tends to be very small and we fall in the case of two generations with $`\varphi `$ as the mixing angle and $`\delta m_{31}^2`$ as the mass parameter;
ii) if $`\delta m_{21}^210^{10}eV^2`$, for the range of energy considered the term $`\mathrm{sin}^2(\frac{\delta m_{31}^2x}{4\mathrm{}cE})`$ can be averaged to $`1/2`$, giving the final equation for the $`\nu _e`$ survival probability, which applies for two and three neutrino oscillations
$$P_{\nu _e\nu _e}\text{(E}_\nu \text{)}=1\frac{1}{2}S_{2\varphi }^2C_\varphi ^4S_{2\omega }^2\mathrm{sin}^2(\frac{\delta m_{21}^2x}{4\mathrm{}cE})$$
(13)
The introduction of the seasonal effect causes a modification in the probability since the distance $`x`$ varies with the time on the following way
$$x\text{(t)}=x_\text{0}(1ϵ\text{ }\mathrm{cos}(\frac{2\pi t}{\tau }))$$
(14)
where $`x_\text{0}`$ is the mean Earth-Sun distance ($`1.49`$ . $`10^{11}m`$), $`ϵ`$ is the elipticity of the orbit and $`\tau `$ = 365 days. Once we are taking a temporal average over the probability the eq.(13) turns.
$$P_{\nu _e\nu _e}\text{(t,E}_\nu \text{)}=1\frac{1}{2}S_{2\varphi }^2C_\varphi ^4S_{2\omega }^2\frac{1}{(t_2t_1)}_{\text{t}_\text{1}}^{\text{t}_\text{2}}\mathrm{sin}^2\left\{\frac{\delta m_{21}^2x_\text{0}(1ϵ\text{ }\mathrm{cos}(\frac{2\pi t}{\tau }))}{4\mathrm{}cE}\right\}𝑑t$$
(15)
where we integrate in a time interval $`[t_1,t_2]`$, which in this work we consider as one year.
For $`P_{\nu _\mu \nu _e}\text{(t,E}_\nu \text{)}`$ and $`P_{\nu _\tau \nu _e}\text{(t,E}_\nu \text{)}`$ we have
$$P_{\nu _\mu \nu _e}\text{(t,E}_\nu \text{)}=C_\varphi ^2S_{2\omega }^2\frac{1}{(t_2t_1)}_{\text{t}_\text{1}}^{\text{t}_\text{2}}\mathrm{sin}^2\left\{\frac{\delta m_{21}^2x_\text{0}(1ϵ\text{ }\mathrm{cos}(\frac{2\pi t}{\tau }))}{4\mathrm{}cE}\right\}𝑑t$$
(16)
and
$$P_{\nu _\tau \nu _e}\text{(t,E}_\nu \text{)}=\frac{1}{2}S_{2\varphi }^2\frac{1}{4}S_{2\varphi }^2S_{2\omega }^2\frac{1}{(t_2t_1)}_{\text{t}_\text{1}}^{\text{t}_\text{2}}\mathrm{sin}^2\left\{\frac{\delta m_{21}^2x_\text{0}(1ϵ\text{ }\mathrm{cos}(\frac{2\pi t}{\tau }))}{4\mathrm{}cE}\right\}𝑑t$$
(17)
In figure 2 it is shown the expected maximal and minimal variation of these probabilities as a function of $`\mathrm{sin}^2(2\varphi )`$.
## 4 Analysis of the Results
The figure 3 illustrates the plots of $`\delta m_{21}^2`$ x $`\mathrm{sin}^2(2\omega )`$ considering the seasonal effect. We can notice an increase in the regions that explain the five experiments together as $`\mathrm{sin}^2(2\varphi )`$ runs from 0 to 1. The first column shows the regions without taking into account the recoil-electron spectrum of Kamiokande and Super-Kamiokande and the second column gives the regions with the inclusion of that spectrum, what causes a decrease in the mass regions in the order of 33% for $`\mathrm{sin}^2(2\varphi )=0`$ to 23% for $`\mathrm{sin}^2(2\varphi )=1`$. The $`\chi ^2`$ analysis was made following the references and is shown in table 2 and we can observe that the inclusion of the recoil-electron spectrum gives a better fit.
With the $`\delta m_{21}^2`$ and $`\mathrm{sin}^2(2\omega )`$ points from figure 3 we can obtain the averaged electron neutrino survival probabilities as a function of the energy, what are ploted on figure 4. In a first sight we observe a considerable decrease of the probability on the energy region dominated by the $`{}_{}{}^{8}B`$ neutrino and a slight decrease in the $`{}_{}{}^{7}Be(0.861MeV)`$ line source, because it lies in a region where there are CNO neutrinos also. As the parameter $`\mathrm{sin}^2(2\varphi )`$ grows, the probability range decrease with the energy. For $`\mathrm{sin}^2(2\varphi )=0`$, $`0.30P_{\nu _e\nu _e}0.80`$ and for $`\mathrm{sin}^2(2\varphi )=1`$, $`0.39P_{\nu _e\nu _e}0.42`$.
To make a better analysis it is useful to adopt the procedure given by Barger et al., , where the suppression rates of the detectors are given by means of the averaged probabilities. So we have for the detectors the following expressions,
$$\begin{array}{ccc}\hfill R_{Hom}& =& 0.76P_{\nu _e\nu _e}_{{}_{}{}^{8}B}+0.15P_{\nu _e\nu _e}_{{}_{}{}^{7}Be}+0.09P_{\nu _e\nu _e}_{CNO,pep}\hfill \\ \hfill R_{Gal}& =& 0.10P_{\nu _e\nu _e}_{{}_{}{}^{8}B}+0.27P_{\nu _e\nu _e}_{{}_{}{}^{7}Be}+0.09P_{\nu _e\nu _e}_{CNO,pep}+0.54P_{\nu _e\nu _e}_{pp}\hfill \\ \hfill R_{Kam}& =& P_{\nu _e\nu _e}_{{}_{}{}^{8}B}+\frac{1}{7}P_{\nu _\mu \nu _e}_{{}_{}{}^{8}B}\hfill \\ \hfill R_{SK}& =& \frac{1}{7}+\frac{6}{7}P_{\nu _e\nu _e}_{{}_{}{}^{8}B}\hfill \end{array}$$
(18)
where for simplification on the calculus we take into account the fact that $`\sigma _{\nu _e,e}\text{(E}_\nu \text{)}7\sigma _{\nu _\mu ,e}\text{(E}_\nu \text{)}`$ in Kamiokande and Super-Kamiokande. In table 3 there are the values (99% C.L.) of the suppression rates using the probabilities from figure 4 considering the following range of energies: $`E_\nu 0.420MeV`$ for $`pp`$ and $`E_\nu =0.861MeV`$ for $`{}_{}{}^{7}Be`$. For $`{}_{}{}^{8}B`$ we used $`E_\nu 5.0MeV`$ for the radiochemical detectors and $`E_\nu 6.5`$ and $`7.5MeV`$ for Super-Kamiokande and Kamiokande, respectively. For $`CNO`$ neutrinos the range is $`0.814E_\nu 1.732MeV`$ for Homestake and $`0.233E_\nu 1.732MeV`$ for the gallium detectors.
A comparison between table 3 and the experimental data from table 1 shows us that the suppression rates for Homestake are over the experimental ones for all values of $`\mathrm{sin}^2(2\varphi )`$, but as this parameter tends to 1 the fit of the values turns better and the rates of Homestake can be well explained within $`3.5\sigma `$ for $`\mathrm{sin}^2(2\varphi )0.75`$, considering the rates with or without recoil-electron spectrum<sup>1</sup><sup>1</sup>1Note that Homestake, GALLEX and SAGE are not affected individualy by the recoil spectrum as Kamiokande and Super-Kamiokande are, but we are dealing with the data from the plots that fits the five experiments together.. This is also verified in Super-Kamiokande for $`\mathrm{sin}^2(2\varphi )0.5`$. For the gallium experiments all rates are checked for any $`\mathrm{sin}^2(2\varphi )`$ with $`3.5\sigma `$, but small values of this parameter give a better agreement, so we can check GALLEX and SAGE within an experimental $`2\sigma `$ error for $`\mathrm{sin}^2(2\varphi )0.25`$. For Kamiokande the data are explained for all values of $`\mathrm{sin}^2(2\varphi )`$ within $`3.5\sigma `$, but for $`\mathrm{sin}^2(2\varphi )=1`$ it is checked with $`2\sigma `$.
A better fit for Homestake is obtained considering the maximum possible suppression of $`{}_{}{}^{7}Be`$ neutrino<sup>2</sup><sup>2</sup>2The total suppression of the $`{}_{}{}^{7}Be`$ neutrino only occurs for $`\mathrm{sin}^2(2\varphi )=0`$ (see figure 2). (this suppression is limited by eq.15); in special for $`\mathrm{sin}^2(2\varphi )0.5`$ this agreement is found whitin $`3\sigma `$ error. Unfortunatelly this fact leads to a decrease in the GALLEX and SAGE rates. To explain these rates with the maximum suppression of $`{}_{}{}^{7}Be`$ neutrinos, we need to assume a $`P_{\nu _e\nu _e}_{pp}0.60`$. In this case the fits are obtained, within $`3\sigma `$ error, for any values of $`\mathrm{sin}^2(2\varphi )`$. See table 4 for more details.
So a better agreement for the five experiments is found, with 99% C.L., for $`\mathrm{sin}^2(2\varphi )0.50`$. The allowed regions that fit the observed rates of the five experiments with 99% C.L. are shown in the figure 5. In this figure are plotted the calculated rates using the maximum suppression of $`{}_{}{}^{7}Be`$ neutrinos and $`P_{\nu _e\nu _e}_{pp}0.60`$. From the figure we see that the allowed regions of $`\delta m_{21}^2`$ x $`\mathrm{sin}^2(2\omega )`$ grows when $`\mathrm{sin}^2(2\varphi )`$ rises. For $`\mathrm{sin}^2(2\varphi )=0`$, the range of the parameters are, $`0.61\mathrm{sin}^2(2\omega )1`$ and $`\delta m_{21}^25.0`$ . $`10^{11}eV^2`$; for $`\mathrm{sin}^2(2\varphi )=0.50`$, $`0.48\mathrm{sin}^2(2\omega )1`$ and $`\delta m_{21}^24.8`$ . $`10^{11}eV^2`$ and for $`\mathrm{sin}^2(2\varphi )=1`$, $`0.29\mathrm{sin}^2(2\omega )1`$ and $`\delta m_{21}^23.1`$ . $`10^{11}eV^2`$. The $`\chi ^2`$ analysis for all plots in figure 5 are shown in table 5 and we can observe again that the inclusion of the recoil-electron spectrum gives allways smaller values of $`\chi ^2`$.
## 5 Conclusions
The recent Super-Kamiokande data on solar neutrinos brought new constraints on the previously allowed solutions and have restricted them. In this work we show that the vacuum oscillations still give a good explanation to the solar neutrino problem and that three neutrino solutions gives better results. In three neutrino scenario the allowed regions for $`\delta m_{21}^2`$ and $`\mathrm{sin}^2(2\omega )`$ parameters that fits all experimental data increase as $`\mathrm{sin}^2(2\varphi )`$ grows.
The calculated suppression rates including the recoil-electron spectrum leads to a reduction of approximately 30% in the mass regions, but it does not affect the fitting of the data because the averaged probabilities are almost the same as those obtained considering the rates only. An analysis with and without the recoil-electron spectrum shows that the inclusion of this spectrum checks better the experimental data.
A better fit for the experiments are obtained, with 99% C.L., if we consider the maximum suppression of $`{}_{}{}^{7}Be`$ neutrinos and a suppression of $`pp`$ neutrinos from 0 to 40% as well a suppression of about 60% of $`{}_{}{}^{8}B`$ neutrinos. In this case the best agreement with the experimental data is obtained for $`\mathrm{sin}^2(2\varphi )0.50`$. The inclusion of the recoil-electron spectrum gives a better $`\chi ^2`$ fit than the calculated with rates only, for any value of $`\mathrm{sin}^2(2\varphi )`$.
## Acknowledgments
We would like to thank the CNPq (Brazilian Council of Scientific and Technologic Developments) for the financial support and the CBPF (Centro Brasileiro de Pesquisas Físicas) for the facilities.
Figure 1 - Normalized spectral sensitivity as a function of the neutrino energy, for the five experiments.
Figure 2 - Limits of variation for $`P_{\nu _e\nu _e}`$, $`P_{\nu _\mu \nu _e}`$ and $`P_{\nu _\tau \nu _e}`$ as a function of $`\mathrm{sin}^2(2\varphi )`$.
Figure 3 - Mass regions versus mixing angles for the BP98 SSM with 99% C.L. in vacuum, with seasonal effect, for different values of $`\mathrm{sin}^2(2\varphi )`$. The first column is for the rates only and the second column is for the rates with recoil-electron spectrum. The black dot in each plot represents the best fit.
Figure 4 - Electron neutrino survival probability as a function of the energy for the BP98 SSM with 99% C.L. in vacuum, for different values of $`\mathrm{sin}^2(2\varphi )`$. The full lines represent the best fit for $`P_{\nu _e\nu _e}`$ calculated with the rates only (column 1 on figure 3) and the dashed lines the same fits with rates and recoil-electron spectrum (column 2 on figure 3).
Figure 5 - Mass regions versus mixing angles for the BP98 SSM with 99% C.L. in vacuum, with seasonal effect, for different values of $`\mathrm{sin}^2(2\varphi )`$ considering maximal suppression of $`{}_{}{}^{7}Be`$ neutrinos. The first column is for the rates only and the second column is for the rates with recoil-electron spectrum. The black dot in each plot represents the best fit.
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# Soft Modes, Resonances and Quantum Transport11footnote 1submitted to Phys. At. Nucl. (Rus.), the volume dedicated to the memory of A.B. Migdal
## 1 Bremsstrahlung from Classical Sources
For a clarification of the soft mode problem following we first discuss an example in classical electrodynamics. We consider a stochastic source, the hard matter, where the motion of a single charge is described by a diffusion process in terms of a Fokker–Planck equation for the probability distribution $`f`$ of position $`𝒙`$ and velocity $`𝒗`$
$`{\displaystyle \frac{}{t}}f(𝒙,𝒗,t)=\left(D\mathrm{\Gamma }_x^2{\displaystyle \frac{^2}{𝒗^2}}+\mathrm{\Gamma }_x{\displaystyle \frac{}{𝒗}}𝒗𝒗{\displaystyle \frac{}{𝒙}}\right)f(𝒙,𝒗,t).`$ (1)
Fluctuations also evolve in time according to this equation, or equivalently by a random walk process , and this way determine correlations. This charge is coupled to the Maxwell field. On the assumption of a non-relativistic source, this case does not suffer from standard pathologies encountered in hard thermal loop (HTL) problems of QCD, namely the collinear singularities, where $`𝒗𝒒1`$, and from diverging Bose-factors. The advantage of this Abelian example is that damping can be fully included without violating current conservation and gauge invariance. This problem is related to the Landau–Pomeranchuk–Migdal effect of bremsstrahlung in high-energy scattering .
The two macroscopic parameters, the spatial diffusion $`D`$ and friction $`\mathrm{\Gamma }_x`$ coefficients determine the relaxation rates of velocities. In the equilibrium limit ($`t\mathrm{}`$) the distribution attains a Maxwell-Boltzmann velocity distribution with the temperature $`T=m𝒗^2/3=mD\mathrm{\Gamma }_x`$. The correlation function can be obtained in closed form and one can discuss the resulting time correlations of the current at various values of the spatial photon momentum $`𝒒`$, Fig. 1 (details are given in ref. ). For the transverse part of the correlation tensor this correlation decays exponentially as $`e^{\mathrm{\Gamma }_x\tau }`$ at $`𝒒=0`$, and its width further decreases with increasing momentum $`q=|𝒒|`$. The in-medium production rate is given by the time Fourier transform $`\tau \omega `$, Fig. 1 (right part). The hard part of the spectrum behaves as intuitively expected, namely, it is proportional to the microscopic collision rate expressed through $`\mathrm{\Gamma }_x`$ (cf. below) and thus can be treated perturbatively by incoherent quasi-free (IQF) scattering prescriptions. However, independently of $`\mathrm{\Gamma }_x`$ the rate saturates at a value of $`1/2`$ in these units around $`\omega \mathrm{\Gamma }_x`$, and the soft part shows the inverse behavior. That is, with increasing collision rate the production rate is more and more suppressed! This is in line with the picture, where photons cannot resolve the individual collisions any more. Since the soft part of the spectrum behaves like $`\omega /\mathrm{\Gamma }_x`$, it shows a genuine non-perturbative feature which cannot be obtained by any power series in $`\mathrm{\Gamma }_x`$. For comparison: the dashed lines show the corresponding IQF yields, which agree with the correct rates for the hard part while completely fail and diverge towards the soft end of the spectrum. For non-relativistic sources $`𝒗^21`$ one can ignore the additional $`q`$-dependence (dipole approximation; cf. Fig. 1) and the entire spectrum is determined by one macroscopic scale, the relaxation rate $`\mathrm{\Gamma }_x`$. This scale provides a quenching factor
$$C_0(\omega )=\frac{\omega ^2}{\omega ^2+\mathrm{\Gamma }_x^2}$$
(2)
by which the IQF results have to be corrected in order to account for the finite collision time effects in dense matter.
The diffusion result represents a re-summation of the microscopic Langevin multiple collision picture and altogether only macroscopic scales are relevant for the form of the spectrum and not the details of the microscopic collisions. Note also that the classical result fulfills the classical version ($`\mathrm{}0`$) of the sum rules discussed in refs. .
## 2 Radiation at the Quantum Level
We have seen that at the classical level the problem of radiation from dense matter can be solved quite naturally and completely at least for simple examples, and Figs. 1 display the main physics. They show, that the damping of the particles due to scattering is an important feature, which in particular has to be included right from the onset. This does not only assure results that no longer diverge, but also provides a systematic and convergent scheme. On the quantum level such problems require techniques beyond the standard repertoire of perturbation theory or the quasi-particle approximation. In terms of non-equilibrium diagrammatic technique in Keldysh notation, the production or absorption rates are given by the self-energy diagrams of the type presented in Fig. 2
with an in– and out-going radiating particle (e.g. photon) line . The hatched loop area denotes all strong interactions of the source. The latter give rise to a whole series of diagrams. As mentioned, for the particles of the source, e.g. the nucleons, one has to re-sum Dyson’s equation with the corresponding full complex self-energy in order to determine the full Green’s functions in dense matter. Once one has these Green’s functions together with the interaction vertices at hand, one could in principle calculate the required diagrams. However, both the computational effort to calculate a single diagram and the number of diagrams increase dramatically with the loop order of the diagrams, such that in practice only lowest-order loop diagrams can be considered in the quantum case. In certain limits some diagrams drop out. We could show that in the classical limit, which in this case implies the hierarchy $`\omega ,|𝒒|,\mathrm{\Gamma }Tm`$ together with low phase-space occupations for the source, i.e. $`f(x,p)1`$, only the following set of diagrams survives
$$\text{}\text{}+\text{}\text{}\text{}+\mathrm{}+\text{}\text{}\text{}\text{}\text{}\text{}$$
(3)
In these diagrams the bold lines denote the full nucleon Green’s functions which also include the damping width, the black blocks represent the effective nucleon-nucleon interaction in matter, and the full dots, the coupling vertex to the photon. The thin dashed lines show how the diagrams are to be cut into two interfering amplitudes. This way each of these diagrams with $`n`$ interaction loop insertions just corresponds to the $`n^{th}`$ term in the corresponding classical Langevin process, where hard scatterings occur at random with a constant mean collision rate $`\mathrm{\Gamma }`$. These scatterings consecutively change the velocity of a point charge from $`𝒗_0`$ to $`𝒗_1`$, to $`𝒗_2`$, $`\mathrm{}`$. In between scatterings the charge moves freely. For such a multiple collision process the space integrated current-current correlation function takes a simple Poisson form
$`\mathrm{i}\mathrm{\Pi }^{\mu \nu +}`$ $``$ $`{\displaystyle \mathrm{d}^3x_1\mathrm{d}^3x_2j^\nu (𝒙_1,t\frac{\tau }{2})j^\mu (𝒙_2,t+\frac{\tau }{2})}`$ (4)
$`=`$ $`e^2v^\mu (0)v^\nu (\tau )=e^2e^{|\mathrm{\Gamma }\tau |}{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{|\mathrm{\Gamma }\tau |^n}{n!}}v_0^\mu v_n^\nu `$ (5)
with $`v=(1,𝒗)`$. Here $`\mathrm{}`$ denotes the average over the discrete collision sequence. This form, which one writes down intuitively, agrees with the analytic result of the quantum correlation diagrams (3) in the limit $`f(x,p)1`$ and $`\mathrm{\Gamma }T`$. Fourier transformed it determines the spectrum in completely regular terms (void of any infra-red singularities), where each term describes the interference of the photon being emitted at a certain time or $`n`$ collisions later. In special cases where velocity fluctuations are degraded by a constant fraction $`\alpha `$ in each collision, such that $`𝒗_0𝒗_n=\alpha ^n𝒗_0𝒗_0`$, one can re-sum the whole series in Eq. (4) and thus recover the relaxation result with $`2\mathrm{\Gamma }_x𝒗^2=\mathrm{\Gamma }(𝒗_0𝒗_1)^2`$ at least for $`𝒒=0`$ and the corresponding quenching factor (2). Thus the classical multiple collision example provides a quite intuitive picture about such diagrams. Further details can be found in ref. .
The above example shows that we have to deal with particle transport that explicitly takes account of the particle mass-width in order to properly describe soft radiation from the system.
## 3 The $`\rho `$-meson in Dense Matter
Following $`\mathrm{\Phi }`$ derivable scheme we will first discuss two examples within thermo-equilibrium systems. First we will concern properties of the $`\rho `$-meson and their consequences for the $`\rho `$-decay into di-leptons . In terms of the non-equilibrium diagrammatic technique, the exact production rate of di-leptons is given by the following formula
$`{\displaystyle \frac{\mathrm{d}n^{\text{e}^+\text{e}^{}}}{\mathrm{d}t\mathrm{d}m}}`$ $`=`$ (6)
$`=`$ $`f_\rho (m,𝒑,𝒙,t)A_\rho (m,𝒑,𝒙,t)\mathrm{\hspace{0.33em}2}m\mathrm{\Gamma }^{\rho \text{e}^+\text{e}^{}}(m).`$
Here $`\mathrm{\Gamma }^{\rho \text{e}^+\text{e}^{}}(m)1/m^3`$ is the mass-dependent electromagnetic decay rate of the $`\rho `$ into the di-lepton pair of invariant mass $`m`$. The phase-space distribution $`f_\rho (m,𝒑,𝒙,t)`$ and the spectral function $`A_\rho (m,𝒑,𝒙,t)`$ define the properties of the $`\rho `$-meson at space-time point $`𝒙,t`$. Both quantities are in principle to be determined dynamically by an appropriate transport model. However till to-date the spectral functions are not treated dynamically in most of the present transport models. Rather one employs on-shell $`\delta `$-functions for all stable particles and spectral functions fixed to the vacuum shape for resonances.
As an illustration, we follow the two channel example presented by one of us in ref. . There the $`\rho `$-meson just strongly couples to two channels, i.e. the $`\pi ^+\pi ^{}`$ and $`\pi N\rho N`$ channels, the latter being relevant at finite nuclear densities. The latter component is representative for all channels contributing to the so-called direct $`\rho `$ in transport codes. For a first orientation the equilibrium properties<sup>4</sup><sup>4</sup>4Far more sophisticated calculations have already been presented in the literature . It is not the point to compete with them at this place. are discussed in simple analytical terms with the aim to discuss the consequences for the implementation of such resonance processes into dynamical transport simulation codes.
Both considered processes add to the total width of the $`\rho `$-meson
$`\mathrm{\Gamma }_{\mathrm{tot}}(m,𝒑)`$ $`=`$ $`\mathrm{\Gamma }_{\rho \pi ^+\pi ^{}}(m,𝒑)+\mathrm{\Gamma }_{\rho \pi NN^1}(m,𝒑),`$ (7)
and the equilibrium spectral function then results from the cuts of the two diagrams
$`A_\rho (m,𝒑)`$ $`=`$ $`\underset{{\displaystyle \frac{2m\mathrm{\Gamma }_{\rho \pi ^+\pi ^{}}+2m\mathrm{\Gamma }_{\rho \pi NN^1}}{\left(m^2m_\rho ^2\text{Re}\mathrm{\Sigma }^R\right)^2+m^2\mathrm{\Gamma }_{\mathrm{tot}}^2}}}{\underset{}{\text{}+\text{}}}.`$ (8)
In principle, both diagrams have to be calculated in terms of fully self-consistent propagators, i.e. with corresponding widths for all particles involved. This formidable task has not been done yet. Using micro-reversibility and the properties of thermal distributions, the two terms in Eq. (8) contributing to the di-lepton yield (6), can indeed approximately be reformulated as the thermal average of a $`\pi ^+\pi ^{}\rho \mathrm{e}^+\mathrm{e}^{}`$-annihilation process and a $`\pi N\rho N\mathrm{e}^+\mathrm{e}^{}N`$-scattering process, i.e.
$`{\displaystyle \frac{\mathrm{d}n^{\mathrm{e}^+\mathrm{e}^{}}}{\mathrm{d}m\mathrm{d}t}}`$ $``$ $`f_{\pi ^+}f_\pi ^{}v_{\pi \pi }\sigma (\pi ^+\pi ^{}\rho \mathrm{e}^+\mathrm{e}^{})`$ (10)
$`+f_\pi f_Nv_{\pi N}\sigma (\pi N\rho N\mathrm{e}^+\mathrm{e}^{}N)_T,`$
where $`f_\pi `$ and $`f_N`$ are corresponding particle occupations and $`v_{\pi \pi }`$ and $`v_{\pi N}`$ are relative velocities. However, the important fact to be noticed is that in order to preserve unitarity the corresponding cross sections are no longer the free ones, as given by the vacuum decay width in the denominator, but rather involve the medium dependent total width (7). This illustrates in simple terms that rates of broad resonances can no longer simply be added in a perturbative way. Since it concerns a coupled channel problem, there is a cross talk between the different channels to the extent that the common resonance propagator attains the total width arising from all partial widths feeding and depopulating the resonance. While a perturbative treatment with free cross sections in Eq. (10) would enhance the yield at resonance mass, $`m=m_\rho `$, if a channel is added, cf. Fig. 3 left part, the correct treatment (8) even inverts the trend and indeed depletes the yield at resonance mass, right part in Fig. 3. Furthermore, one sees that only the total yield involves the spectral function, while any partial cross section refers to that partial term with the corresponding partial width in the numerator! Compared to the shape of the spectral function both thermal components in Fig. 3 show a significant enhancement on the low mass side and a strong depletion at high masses due to the thermal weight $`f\mathrm{exp}(p_0/T)`$ in the rate (6). This kinematical effect related to the broad width also survives in non-equilibrium calculations and is a signature of phase space restrictions imposed for particles with higher energies. The related question how to preserve detailed balance in the case of broad resonances was addressed by Danielewicz and Bertsch . The latter method has then been implemented in transport models mostly applied to the description of the $`\mathrm{\Delta }`$-resonance. For the transport description of the $`\rho `$ meson only quite recently a description level has been realized that properly includes the width effects discussed above, e.g. in ref. , c.f. also the comments given in . The transport treatment of broad resonances is further discussed in sections 4 - 7.
As an example we show an exploratory study of the interacting system of $`\pi `$, $`\rho `$ and $`a_1`$-mesons described by the $`\mathrm{\Phi }`$-functional
(11)
$`\mathrm{\Phi }=\text{}+\text{}+\text{}`$ (12)
(cf. section 5 below). The couplings and masses are chosen as to reproduce the known vacuum properties of the $`\rho `$ and $`a_1`$ meson with nominal masses and widths $`m_\rho =770`$ MeV, $`m_{a_1}=1200`$ MeV, $`\mathrm{\Gamma }_\rho =150`$ MeV, $`\mathrm{\Gamma }_{a_1}=400`$ MeV. The results of a finite temperature calculation at $`T=150`$ MeV with all self-energy loops resulting from the $`\mathrm{\Phi }`$-functional of Eq. (11) computed with self-consistent broad width Green’s functions are displayed in Fig. 4 (corrections to the real part of the self-energies were not yet included). The last diagram of $`\mathrm{\Phi }`$ with the four pion self-coupling has been added in order to supply pion with broad mass-width as they would result from the coupling of pions to nucleons and the $`\mathrm{\Delta }`$ resonance in nuclear matter environment. As compared to first-order one-loop results which drop to zero below the 2-pion threshold at 280 MeV, the self-consistent results essentially add in strength at the low-mass side of the di-lepton spectrum.
### 3.1 Virial Limit
In the dilute-density limit (virial limit) the corresponding self-energies of the particles and intermediate resonances are entirely determined by two-body scattering properties, in particular, by scattering phase shifts. We illustrate this at the example of the interacting system of nucleons, pions and delta resonances, which has recently been investigated by Weinhold et al. . Following their study we consider a pedagogical example, where the $`\pi NN`$-interaction is omitted. Then with a $`p`$-wave $`\pi N\mathrm{\Delta }`$-coupling vertex among the three fields the first and only diagram of $`\mathrm{\Phi }`$ up to two vertices and the corresponding three self-energies are given by
$`\mathrm{\Phi }=\text{}\mathrm{\Sigma }_N=\text{}\mathrm{\Sigma }_\pi =\text{}\mathrm{\Sigma }_\mathrm{\Delta }=\text{}`$ (13)
Here the solid, dashed and double lines denote the propagators of $`N`$, $`\pi `$ and $`\mathrm{\Delta }`$, respectively. In non-relativistic approximation for the baryons we ignore contributions from the baryon Dirac-sea. Then the bare pion mass agrees with its vacuum value, while the nucleon and delta masses require appropriate mass counter terms. The $`\mathrm{\Delta }`$ self-energy $`\mathrm{\Sigma }_\mathrm{\Delta }`$ attains the vacuum width and position of the delta resonance due to the decay into a pion and a nucleon. The corresponding scattering diagrams are obtained by opening two propagator lines of $`\mathrm{\Phi }`$ with the prominent feature that the $`\pi N`$-scattering proceeds through the delta resonance. Since in this case a single resonance couples to a single scattering channel, the vacuum spectral function of the resonance can directly be expressed through the scattering $`T`$-matrix and hence through measured scattering phase shifts
$`\left|T_{33}\right|^2=4\mathrm{sin}^2\delta _{33}(p)=\mathrm{\Gamma }_\mathrm{\Delta }^{\mathrm{vac}}(p)A_\mathrm{\Delta }^{\mathrm{vac}}(p),`$ (14)
where $`p=p_N+p_\pi `$. Thus through (14) the vacuum properties of the delta can almost model-independently be obtained from scattering data.
For the multi-component system the renormalized thermodynamic potential including vacuum counter terms can be written as
$`\mathrm{\Omega }\{G_\pi ,G_N,G_\mathrm{\Delta }\}`$ (15)
$`=T{\displaystyle \underset{a\{\pi ,N,\mathrm{\Delta }\}}{}}\kappa \mathrm{Tr}\left\{\mathrm{ln}\left[G_a^R(p_0+\mathrm{i0},𝒑)\right]+G_a^R\mathrm{\Sigma }_a^R\right\}_{T,\mu }+\mathrm{\Phi }_T,`$
$`\kappa =\{\begin{array}{cc}1/2\hfill & \text{for neutral bosons},\hfill \\ 1\hfill & \text{for charged bosons and fermions}.\hfill \end{array}`$ (18)
For any function $`f(p)`$ the thermodynamic trace $`\mathrm{Tr}\{\mathrm{}\}_{T,\mu }`$ is defined as
$`\mathrm{Tr}\{f(p)\}_{T,\mu }=d{\displaystyle \frac{V}{T}}{\displaystyle \frac{\mathrm{d}^4p}{(2\pi )^4}n(p_0\mu )\mathrm{\hspace{0.33em}2}\mathrm{Im}f(p_0+\mathrm{i0},𝒑)}`$ (19)
an energy integral over thermal occupations $`n(\epsilon )=\left[\mathrm{exp}(\epsilon /T)\pm 1\right]^1`$, of Fermi–Dirac/Bose–Einstein type. The upper sign appears for fermions the lower, for bosons, $`d`$ is the degeneracy in that particle channel, and $`V`$ denotes the volume. Eq. (15) still has the functional property to provide the retarded Dyson’s equations for the $`G_a^R`$ from the stationary condition which we use in order to determine the physical value of $`\mathrm{\Omega }`$. For the particular case here one further can exploit the property
$`\mathrm{\Phi }_T=\pm \kappa T\mathrm{Tr}\{\mathrm{\Sigma }_aG_a\}_{T,\mu };\text{for}a\{N,\pi ,\mathrm{\Delta }\}\text{ and }\mathrm{\Phi }\text{ of form (}\text{13}\text{)},`$
valid for $`\mathrm{\Phi }_T`$ that depend linearly on all propagators. Compatible with the low density limit one can expand the $`\mathrm{Tr}\mathrm{ln}\{G\}`$ terms for the pion and nucleon around the free propagators, and finally obtains
$`\mathrm{\Omega }_{\pi N\mathrm{\Delta }}`$ $`=\mathrm{\Omega }\{G_\pi ,G_N,G_\mathrm{\Delta }\}|_{\text{stationary}}`$ (22)
$`=\mathrm{\Omega }_N^{\mathrm{free}}+\mathrm{\Omega }_\pi ^{\mathrm{free}}+T\mathrm{Tr}\left\{\mathrm{ln}\left[G_\mathrm{\Delta }^R(p_0+\mathrm{i0},𝒑)\right]\right\}_{T,\mu }`$
$`=\mathrm{\Omega }_N^{\mathrm{free}}+\mathrm{\Omega }_\pi ^{\mathrm{free}}+d_\mathrm{\Delta }TV{\displaystyle \frac{\mathrm{d}^4p}{(2\pi )^4}2\frac{\delta _{33}(p)}{p_0}\mathrm{ln}\left[1n_\mathrm{\Delta }\left(p_0\mu _\mathrm{\Delta }\right)\right]}`$
for the physical value of $`\mathrm{\Omega }`$. Here the $`\mathrm{\Omega }_a^{\mathrm{free}}`$ are the free single-particle thermodynamic potentials<sup>5</sup><sup>5</sup>5The appropriate cancellation of terms for the result (22) is only achieved, if one uses $`\mathrm{\Omega }^{\mathrm{free}}`$, i.e. the partition sum of free particles with the free energy–momentum dispersion relation. Within this model already on the vacuum level the nucleon would acquire loop corrections to its self-energy which would lead to deviations between $`\mathrm{\Omega }^{\mathrm{vac}}`$ and $`\mathrm{\Omega }^{\mathrm{free}}`$, as well as between the corresponding propagators off their mass shell., while $`\mu _\mathrm{\Delta }=\mu _N+\mu _\pi `$ and $`d_\mathrm{\Delta }=16`$ are the chemical potential and degeneracy factor of the $`\mathrm{\Delta }`$ resonance, respectively. The last term in (22) obtained through (14), represents a famous result derived by Beth-Uhlenbeck , later generalized by Dashen, Ma and Bernstein and applied to nuclear resonance matter in refs. . It illustrates that the virial corrections of the system’s level density due to interactions are entirely given by the energy variation of the corresponding two-body scattering phase shifts $`\delta /p_0`$.
All thermodynamic properties can be obtained from $`\mathrm{\Omega }`$ through partial differentiations with respect to $`T`$ and the $`\mu `$. The final form (22) may give the impression that one deals with non-interacting nucleons and pions. This is however not the case. For instance the densities of baryons and pions derived from (22) become<sup>6</sup><sup>6</sup>6In equilibrium $`\mu _\pi `$ has to be put to zero after differentiation.
$`\rho _B={\displaystyle \frac{\mathrm{\Omega }_{\pi N\mathrm{\Delta }}}{\mu _N}}=\rho _N^{\mathrm{free}}+\rho _\mathrm{\Delta }+\rho _{\mathrm{corr}},\rho _\pi ={\displaystyle \frac{\mathrm{\Omega }_{\pi N\mathrm{\Delta }}}{\mu _\pi }}=\rho _\pi ^{\mathrm{free}}+\rho _\mathrm{\Delta }+\rho _{\mathrm{corr}},`$ (23)
with
$`\rho _\mathrm{\Delta }`$ $`=`$ $`d_\mathrm{\Delta }{\displaystyle \frac{\mathrm{d}^4p}{(2\pi )^4}n_\mathrm{\Delta }(p_0\mu _\mathrm{\Delta })A_\mathrm{\Delta }^{\mathrm{vac}}(p)},`$ (24)
$`\rho _{\mathrm{corr}}`$ $`=`$ $`d_\mathrm{\Delta }{\displaystyle \frac{\mathrm{d}^4p}{(2\pi )^4}n_\mathrm{\Delta }(p_0\mu _\mathrm{\Delta })B_{\mathrm{corr}}(p)},`$ (25)
Here the density of deltas $`\rho _\mathrm{\Delta }`$ is determined by the delta spectral function. The interaction contribution contained in the correlation density $`\rho _{\mathrm{corr}}`$ depends on the difference between the phase-shift variation and the spectral function
$`B_{\mathrm{corr}}`$ $`=`$ $`2{\displaystyle \frac{\delta _{33}(p_0)}{p_0}}A_\mathrm{\Delta }^{\mathrm{vac}}(p)=2\mathrm{I}\mathrm{m}\left[{\displaystyle \frac{\mathrm{\Sigma }_\mathrm{\Delta }^R(p)}{p_0}}G_{\mathrm{\Delta }}^{\mathrm{vac}}{}_{}{}^{R}(p)\right].`$ (26)
Due to the fact that $`\mathrm{\Gamma }_\mathrm{\Delta }(p)`$ grows with energy and the real part of $`G_\mathrm{\Delta }`$ changes sign at the resonance energy, $`B_{\mathrm{corr}}`$ becomes positive below and negative above resonance, respectively. It leads to an enhancement of both densities at low energies, i.e. below resonance and this way to a further softening of the resulting equation of state compared to the naive spectral function treatment ignoring the $`B_{\mathrm{corr}}`$ terms. This illustrates that an interacting resonance gas cannot consistently be described by a set of free particles (here the pions and nucleons) plus vacuum resonances (here the delta), described by their spectral function. Rather the coupling of a bare resonance to the stable particles determines its width, and thus its spectral properties in vacuum. At the same time the stable particles are modified due to the interaction with the resonance. Only the account of all three self-energies in (13) provides a conserving and thermodynamically consistent approximation.
Alternatively to the picture above, the properties of the system can be discussed entirely in terms of the asymptotic particles, i.e. the pion and the nucleon. The thermodynamic potential is then still given by (22). This form is valid even without intermediate resonances and the phase-shifts just account for the $`\pi N`$ interaction properties. Also the self-energy of the pion can be obtained from phase shifts by means of the optical theorem . To linear order in the nucleon density $`\rho _N`$ one determines the pion self-energy
$`\mathrm{\Sigma }_\pi (p_{\mathrm{lab}})=4\pi {\displaystyle \frac{p_{\mathrm{lab}}}{p_{\mathrm{cm}}}}\rho _NF_{\pi N}(0)=2\pi {\displaystyle \frac{p_{\mathrm{lab}}}{p_{\mathrm{cm}}^2}}{\displaystyle \frac{d_\mathrm{\Delta }}{d_\pi }}{\displaystyle \frac{\rho _N}{d_N}}2\mathrm{sin}\delta _{33}e^{\mathrm{i}\delta _{33}},`$ (27)
from the forward $`\pi N`$-scattering amplitude $`F_{\pi N}(0)`$. Here $`p_{\mathrm{lab}}`$ and $`p_{\mathrm{cm}}`$ refer to the pion 3-momenta in the matter rest frame and the c.m. frame of the $`\pi N`$ coliisions. The arising kinematical factor $`p_{\mathrm{lab}}/p_{\mathrm{cm}}=\sqrt{s}/m_N`$ which has mostly escaped notice even in standard references on the low desity theorem, e.g. , becomes important for heavier projectiles like kaons, cf. ref. . Here the degeneracy factors $`d_N:d_\pi :d_\mathrm{\Delta }=4:3:16`$ just provide the proper spin/isospin counting. This self-energy, which determines an optical potential or index of refraction, is attractive below the delta resonance energy and repulsive above. It agrees with a related effect in optics, where a resonance in the medium causes an anomalous behavior of the real part of the index of refraction, which is larger than 1 below the resonance frequency and less than 1 above the resonance. Thus, absorption, e.g. by exciting a resonance, is always accompanied by a change of the real part of the index of refraction of the scattered particle. The $`\mathrm{\Phi }`$-derivable principle automatically takes care about these features.
As has been discussed in , the corrections to the system’s level density (last term in (22)) can also be inferred from the time shifts (or time delays) induced by the scattering processes. From ergodicity arguments one obtains for a single partial wave
$`{\displaystyle \frac{}{p_0}}`$ $`\left(N_{\mathrm{level}}(p_0)N_{\mathrm{level}}^{\mathrm{free}}(p_0)\right)=\tau _{\mathrm{forward}}+\tau _{\mathrm{scatt}.}=\tau _{\mathrm{delay}}`$ (29)
$`=2{\displaystyle \frac{}{p_0}}\left[\mathrm{sin}\delta _{33}\mathrm{cos}\delta _{33}\right]+4\mathrm{sin}^2\delta _{33}{\displaystyle \frac{\delta _{33}}{p_0}}=2{\displaystyle \frac{\delta _{33}}{p_0}}.`$
These expressions apply to the c.m. frame. Here the forward delay time $`\tau _{\mathrm{forward}}`$ relates to the change of the group velocity induced by the real part of the optical potential, c.f. (27). The scattering time $`\tau _{\mathrm{scatt}.}`$ finally results from the delayed re-emission of the pion from the intermediate resonance to angles off the forward direction.
## 4 Quantum Kinetic Equation
The three above-presented examples unambiguously show that for a consistent dynamical treatment of non-equilibrium evolution of soft radiation and broad resonances we need a transport theory that takes due account of mass-widths of constituent particles. A proper frame for such a transport is provided by Kadanoff–Baym equations. We consider the Kadanoff–Baym equations in the first-order gradient approximation, assuming that time–space evolution of a system is smooth enough to justify this approximation.
First of all, it is helpful to avoid all the imaginary factors inherent in the standard Green’s function formulation ($`G^{ij}`$ with $`i,j\{+\}`$) and introduce quantities which are real and, in the quasi-homogeneous limit, positive and therefore have a straightforward physical interpretation , much like for the Boltzmann equation. In the Wigner representation we define
$`F(X,p)`$ $`=`$ $`A(X,p)f(X,p)=()\mathrm{i}G^+(X,p),`$
$`\stackrel{~}{F}(X,p)`$ $`=`$ $`A(X,p)[1f(X,p)]=\mathrm{i}G^+(X,p),`$ (30)
$`A(X,p)`$ $``$ $`2\mathrm{I}\mathrm{m}G^R(X,p)=\stackrel{~}{F}\pm F=\mathrm{i}\left(G^+G^+\right)`$ (31)
for the generalized Wigner functions $`F`$ and $`\stackrel{~}{F}`$ with the corresponding four-phase-space distribution functions $`f(X,p)`$ and Fermi/Bose factors $`[1f(X,p)]`$, with the spectral function $`A(X,p)`$ and the retarded propagator $`G^R`$. Here and below the upper sign corresponds to fermions and the lower one, to bosons. According to relations between Green’s functions $`G^{ij}`$ only two independent real functions of all the $`G^{ij}`$ are required for a complete description. Likewise the reduced gain and loss rates of the collision integral and the damping rate are defined as
$`\mathrm{\Gamma }_{\text{in}}(X,p)`$ $`=`$ $`()\mathrm{i}\mathrm{\Sigma }^+(X,p),\mathrm{\Gamma }_{\text{out}}(X,p)=\mathrm{i}\mathrm{\Sigma }^+(X,p),`$ (32)
$`\mathrm{\Gamma }(X,p)`$ $``$ $`2\mathrm{I}\mathrm{m}\mathrm{\Sigma }^R(X,p)=\mathrm{\Gamma }_{\text{out}}(X,p)\pm \mathrm{\Gamma }_{\text{in}}(X,p),`$ (33)
where $`\mathrm{\Sigma }^{ij}`$ are contour components of the self-energy, and $`\mathrm{\Sigma }^R`$ is the retarded self-energy.
In terms of this notation and within the first-order gradient approximation, the Kadanoff–Baym equations for $`F`$ and $`\stackrel{~}{F}`$ (which result from differences of the corresponding Dyson’s equations with their adjoint ones) take the kinetic form
$`𝒟F\{\mathrm{\Gamma }_{\text{in}},\mathrm{Re}G^R\}`$ $`=`$ $`C,`$ (34)
$`𝒟\stackrel{~}{F}\{\mathrm{\Gamma }_{\text{out}},\mathrm{Re}G^R\}`$ $`=`$ $`C`$ (35)
with the drift operator and collision term respectively
$`𝒟`$ $`=`$ $`\left(2\pi _\mu {\displaystyle \frac{\mathrm{Re}\mathrm{\Sigma }^R}{p^\mu }}\right)_X^\mu +{\displaystyle \frac{\mathrm{Re}\mathrm{\Sigma }^R}{X^\mu }}{\displaystyle \frac{}{p_\mu }},`$ (36)
$`C(X,p)`$ $`=`$ $`\mathrm{\Gamma }_{\text{in}}(X,p)\stackrel{~}{F}(X,p)\mathrm{\Gamma }_{\text{out}}(X,p)F(X,p).`$ (37)
$`2\pi _\mu =v^\mu =(1,𝒑/m)`$ for non-relativistic particles and $`\pi _\mu =p_\mu `$ for relativistic bosons. Within the same approximation level there are two alternative equations for $`F`$ and $`\stackrel{~}{F}`$
$`MF\mathrm{Re}G^R\mathrm{\Gamma }_{\text{in}}`$ $`=`$ $`{\displaystyle \frac{1}{4}}\left(\{\mathrm{\Gamma },F\}\{\mathrm{\Gamma }_{\text{in}},A\}\right),`$ (38)
$`M\stackrel{~}{F}\mathrm{Re}G^R\mathrm{\Gamma }_{\text{out}}`$ $`=`$ $`{\displaystyle \frac{1}{4}}\left(\{\mathrm{\Gamma },\stackrel{~}{F}\}\{\mathrm{\Gamma }_{\text{out}},A\}\right)`$ (39)
with the “mass” function
$`M(X,p)=\{\begin{array}{cc}p_0𝒑^2/2m\mathrm{Re}\mathrm{\Sigma }^R(X,p)\hfill & \text{for non-relativistic particles},\hfill \\ m^2+p^2\mathrm{Re}\mathrm{\Sigma }^R(X,p)\hfill & \text{for relativistic bosons}\hfill \end{array}`$ (42)
These two equations result from sums of the corresponding Dyson’s equations with their adjoint ones. Eqs. (38) and (39) can be called the mass-shell equations, since in the quasiparticle limit they provide the on-mass-shell condition $`M=0`$. Appropriate combinations of the two sets (34)–(35) and (38)–(39) provide us with retarded Green’s function equations, which are simultaneously solved by
$`G^R={\displaystyle \frac{1}{M(X,p)+\mathrm{i}\mathrm{\Gamma }(X,p)/2}}\{\begin{array}{ccc}\hfill A& =& {\displaystyle \frac{\mathrm{\Gamma }}{M^2+\mathrm{\Gamma }^2/4}},\hfill \\ \hfill \mathrm{Re}G^R& =& {\displaystyle \frac{M}{M^2+\mathrm{\Gamma }^2/4}}.\hfill \end{array}`$ (45)
With the solution (45) for $`G^R`$ equations (34) and (35) become identical to each other, as well as Eqs. (38) and (39). However, Eqs. (34)–(35) still are not identical to Eqs. (38)–(39), while they were identical before the gradient expansion. Indeed, one can show that Eqs. (34)–(35) differ from Eqs. (38)–(39) in second order gradient terms. This is acceptable within the gradient approximation, however, the still remaining difference in the second-order terms is inconvenient from the practical point of view. Following Botermans and Malfliet , we express $`\mathrm{\Gamma }_{\text{in}}=\mathrm{\Gamma }f+O(_X)`$ and $`\mathrm{\Gamma }_{\text{in}}=\mathrm{\Gamma }(1f)+O(_X)`$ from the l.h.s. of mass-shell Eqs. (38) and (39), substitute them into the Poisson bracketed terms of Eqs. (34) and (35), and neglect all the resulting second-order gradient terms. The so obtained quantum four-phase-space kinetic equations for $`F=fA`$ and $`\stackrel{~}{F}=(1f)A`$ then read
$`𝒟\left(fA\right)\{\mathrm{\Gamma }f,\mathrm{Re}G^R\}`$ $`=`$ $`C,`$ (46)
$`𝒟\left((1f)A\right)\{\mathrm{\Gamma }(1f),\mathrm{Re}G^R\}`$ $`=`$ $`C.`$ (47)
These quantum four-phase-space kinetic equations, which are identical to each other in view of the retarded relation (45), are at the same time completely identical to the correspondingly substituted mass-shell Eqs. (38) and (39).
The validity of the gradient approximation relies on the overall smallness of the collision term $`C=\{\text{gain}\text{loss}\}`$ rather than on the smallness of the damping width $`\mathrm{\Gamma }`$. Indeed, while fluctuations and correlations are governed by time scales given by $`\mathrm{\Gamma }`$, the Kadanoff–Baym equations describe the behavior of the ensemble mean of the occupation in phase-space $`F(X,p)`$. It implies that $`F(X,p)`$ varies on space-time scales determined by $`C`$. In cases where $`\mathrm{\Gamma }`$ is not small enough by itself, the system has to be sufficiently close to equilibrium in order to provide a valid gradient approximation through the smallness of the collision term $`C`$. Both the Kadanoff–Baym (KB), eq. (34), and the Botermans–Malfliet (BM) choice (46) are, of course, equivalent within the validity range of the first-order gradient approximation. Frequently, however, such equations are used beyond the limits of their validity as ad-hoc equations, and then the different versions may lead to different results. So far we have no physical condition to prefer one of the choices. The procedure, where in all Poisson brackets the $`\mathrm{\Gamma }_{\text{in}}`$ and $`\mathrm{\Gamma }_{\text{out}}`$ terms have consistently been replaced by $`f\mathrm{\Gamma }`$ and $`(1f)\mathrm{\Gamma }`$, respectively, is therefore optional. However, in doing so we gained some advantages. Beside the fact that quantum four-phase-space kinetic equation (46) and the mass-shell equation are then exactly equivalent to each other, this set of equations has a particular features with respect to the definition of a non-equilibrium entropy flow in connection with the formulation of an exact H-theorem in certain cases. If we omit these substitutions, both these features would become approximate with deviations at the second-order gradient level. A numerical scheme of the BM choice in application to heavy ion collisions is constructed in refs. .
The equations so far presented, mostly with the Kadanoff–Baym choice (34), were the starting point for many derivations of extended Boltzmann and generalized kinetic equations, ever since these equations have been formulated in 1962. Most of those derivations use the equal-time reduction by integrating the four-phase-space equations over energy $`p_0`$, thus reducing the description to three-phase-space information, cf. refs. and refs. therein. This can only consistently be done in the limit of small width $`\mathrm{\Gamma }`$ employing some kind of quasi-particle ansatz for the spectral function $`A(X,p)`$. Particular attention has been payed to the treatment of the time-derivative parts in the Poisson brackets, which in the four-phase-space formulation still appear time-local, i.e. Markovian, while they lead to retardation effects in the equal-time reduction. Generalized quasiparticle ansätze were proposed, which essentially improve the quality and consistency of the approximation, providing those extra terms to the naive Boltzmann equation (some times called additional collision term) which are responsible for the correct second-order virial corrections and the appropriate conservation of total energy, cf. and refs. therein. However, all these derivations imply some information loss about the differential mass spectrum due to the inherent reduction to a 3-momentum representation of the distribution functions by some specific ansatz. With the aim to treat cases as those displayed in Figs. 2 and 3, where the differential mass spectrum can be observed by di-lepton spectra, within a self-consistent non-equilibrium approach, one has to treat the differential mass information dynamically, i.e. by means of Eq. (45) avoiding any kind of quasi-particle reductions and work with the full quantum four phase-space kinetic Eq. (46). In the following we discuss the properties of this set of quantum kinetic equations.
## 5 $`\mathrm{\Phi }`$-Derivable Approximations
The preceding considerations have shown that one needs a transport scheme adapted to broad resonances. Besides the conservation laws it should comply with requirements of unitarity and detailed balance. A practical suggestion has been given in ref. in terms of cross-sections. However, this picture is tied to the concept of asymptotic states and therefore not well suited for the general case, in particular, if more than one channel feeds into a broad resonance. Therefore, we suggest to revive the so-called $`\mathrm{\Phi }`$-derivable scheme, originally proposed by Baym on the basis of the generating functional, or partition sum, given by Luttinger and Ward , and later reformulated in terms of path-integrals .
With the aim to come to a self-consistent and conserving treatment on the two-point function level, we generalized the $`\mathrm{\Phi }`$-functional method to the real-time contour ($`𝒞`$) in ref. . It was based on a decomposition of the generating functional $`\mathrm{\Gamma }`$ with bilocal sources into a two-particle reducible part and an auxiliary functional $`\mathrm{\Phi }`$ which compiles all two-particle-irreducible (2PI) vacuum diagrams
$`\mathrm{i}\mathrm{\Gamma }\{G,\varphi ,\lambda \}`$ $`=`$ $`\mathrm{i}\mathrm{\Gamma }^0\left\{G^0\right\}+{\displaystyle _𝒞}dx^0\{\varphi ,_\mu \varphi \}`$ (48)
$`+`$ $`\left\{\underset{\pm \mathrm{ln}(1G^0\mathrm{\Sigma })}{\underset{}{{\displaystyle \underset{n_\mathrm{\Sigma }}{}}{\displaystyle \frac{1}{n_\mathrm{\Sigma }}}\text{}}}\underset{\pm G\mathrm{\Sigma }}{\underset{}{\text{}}}\right\}\underset{+\mathrm{i}\mathrm{\Phi }\{G,\varphi ,\lambda \}}{\underset{}{+{\displaystyle \underset{n_\lambda }{}}{\displaystyle \frac{1}{n_\lambda }}\text{}}}.`$
Here $`^0(\varphi )`$ is the free classical Lagrangian of the classical field $`\varphi `$, $`G^0`$ and $`G`$ denote the free and full contour Green’s functions, while $`\mathrm{\Sigma }`$ is the full contour self-energy of the particles. Contrary to the perturbation theory, here the auxiliary functional $`\mathrm{\Phi }`$ is given by all two particle irreducible closed diagrams in terms of full propagators $`G`$, full time dependent classical fields $`\varphi `$ and bare vertices. Upper signs in Eq. (48) relate to fermion quantities, whereas lower signs, to boson ones, while $`n_\mathrm{\Sigma }`$ and $`n_\lambda `$ count the number of self-energy insertions in the ring diagrams and the number of vertices in the diagrams of $`\mathrm{\Phi }`$, respectively, $`\lambda `$ is the scaling factor in each vertex. The stationarity conditions
$`\delta \mathrm{\Gamma }\{G,\varphi ,\lambda \}/\delta G=0,\delta \mathrm{\Gamma }\{G,\varphi ,\lambda \}/\delta \varphi =0`$ (49)
provide the set of coupled equations of motion for the classical fields $`\varphi `$ and Green’s functions $`G`$ (Dyson Eq.)
$`\varphi (x)`$ $`=`$ $`\varphi ^0(x){\displaystyle _𝒞}dyG^0(x,y)J(y),`$ (50)
$`G(x,y)`$ $`=`$ $`G^0(x,y)+{\displaystyle _𝒞}dzdz^{}G^0(x,z)\mathrm{\Sigma }(z,z^{})G(z^{},y),`$ (51)
where the superscript <sup>0</sup> marks the free Green’s functions and classical fields. The functional $`\mathrm{\Phi }\{G,\varphi \}`$ acts as the generating functional for the self-energy $`\mathrm{\Sigma }`$ and source currents $`J(x)`$ via the functional variations
$`\mathrm{i}J(x)={\displaystyle \frac{\delta \mathrm{i}\mathrm{\Phi }}{\delta \varphi (x)}},\mathrm{i}\mathrm{\Sigma }(x,y)={\displaystyle \frac{\delta \mathrm{i}\mathrm{\Phi }}{\delta \mathrm{i}G(y,x)}}.`$ (52)
The advantage of this formulation is that $`\mathrm{\Phi }`$ can be truncated at any level, thus defining approximation schemes with built in internal consistency with respect to conservation laws and thermodynamic consistency. For details we refer to and our previous paper . Note that $`\mathrm{\Phi }`$ itself is constructed in terms of “full” Green’s functions, where “full” now takes the sense of solving self-consistently the Dyson’s equation with the driving term derived from this approximate $`\mathrm{\Phi }`$ through relation (52). It means that even restricting ourselves to a single diagram in $`\mathrm{\Phi }`$, in fact, we deal with a whole sub-series of diagrams in terms of free propagators, and “full” takes the sense of the sum of this whole sub-series. Thus restricting the infinite set of diagrams for $`\mathrm{\Phi }`$ to either only a few of them or some sub-series of them defines a $`\mathrm{\Phi }`$-derivable approximation. Such approximations have the following distinct properties: (a) they are conserving, if $`\mathrm{\Phi }`$ preserves the invariances and symmetries of the Lagrangian for the full theory; (b) lead to a consistent dynamics, and (c) are thermodynamically consistent. These properties originally shown within the imaginary time formalism with a time-dependent external perturbation also to hold in the genuine non-equilibrium case formulated in the real-time field theory .
Transport equation (46) weighted either with the charge $`e`$ or with 4-momentum $`p^\nu `$, integrated over momentum and summed over internal degrees of freedom like spin ($`\mathrm{Tr}`$) gives rise to the charge or energy–momentum conservation laws, respectively, with the Noether 4-current and Noether energy–momentum tensor defined by the following expressions
$`j^\mu (X)`$ $`=`$ $`e\text{Tr}{\displaystyle \frac{\mathrm{d}^4p}{(2\pi )^4}2\pi ^\mu F(X,p)},`$ (53)
$`\mathrm{\Theta }^{\mu \nu }(X)`$ $`=`$ $`\text{Tr}{\displaystyle \frac{\mathrm{d}^4p}{(2\pi )^4}2\pi ^\mu p^\nu F(X,p)}+g^{\mu \nu }\left(^{\text{int}}(X)^{\text{pot}}(X)\right).`$ (54)
Here
$`^{\text{int}}(X)=\widehat{}^{\text{int}}(X)={\displaystyle \frac{\delta \mathrm{\Phi }}{\delta \lambda (x)}}|_{\lambda =1}`$ (55)
is interaction energy density, which in terms of $`\mathrm{\Phi }`$ is given by a functional variation with respect to a space-time dependent coupling strength of interaction part of the Lagrangian density $`\widehat{}^{\text{int}}\lambda (x)\widehat{}^{\text{int}}`$, cf. ref. . The potential energy density $`^{\text{pot}}`$ takes the form
$`^{\text{pot}}=\text{Tr}{\displaystyle \frac{\mathrm{d}^4p}{(2\pi )^4}\left[\mathrm{Re}\mathrm{\Sigma }^RF+\mathrm{Re}G^R\frac{\mathrm{\Gamma }}{A}F\right]}.`$ (56)
Whereas the first term in squared brackets complies with quasiparticle expectations, namely mean potential times density, the second term displays the role of fluctuations in the potential energy density.
The conservation laws only hold, if all the self-energies are $`\mathrm{\Phi }`$-derivable. In ref. , it was shown that this implies the following consistency relations (a) for the conserved current
$$\mathrm{i}\text{Tr}\frac{\mathrm{d}^4p}{(2\pi )^4}\left[\{\mathrm{Re}\mathrm{\Sigma }^R,F\}\{\mathrm{Re}G^R,\frac{\mathrm{\Gamma }}{A}F\}+C\right]=0,$$
(57)
and (b) for the energy-momentum tensor
$`^\nu \left(^{\text{pot}}^{\text{int}}\right)=\text{Tr}{\displaystyle \frac{p^\nu \mathrm{d}^4p}{(2\pi )^4}\left[\{\mathrm{Re}\mathrm{\Sigma }^R,F\}\{\mathrm{Re}G^R,\frac{\mathrm{\Gamma }}{A}F\}+C\right]}.`$ (58)
They are obtained after first-order gradient expansion of the corresponding exact relations. The contributions from the Markovian collision term $`C`$ drop out in both cases, cf. Eq. (61) below. The first term in each of the two relations refers to the change from the free velocity $`𝒗`$ to the group velocity $`𝒗_g`$ in the medium. It can therefore be associated with a corresponding drag–flow contribution of the surrounding matter to the current or energy–momentum flow. The second (fluctuation) term compensates the former contribution and can therefore be associated with a back–flow contribution, which restores the Noether expressions (53) and (54) to be indeed the conserved quantities. In this compensation we see the essential role of fluctuations in the quantum kinetic description. Dropping or approximating this term would spoil the conservation laws. Indeed, both expressions (53) and (54) comply with the quantum kinetic equation (46), being approximate (up to the first-order gradient terms) integrals of it.
Expressions (53) and (54) for 4-current end energy–momentum tensor, respectively, as well as self-consistency relations (57) and (58) still need a renormalization. They are written explicitly for the case of non-relativistic particles which number is conserved. This follows from the conventional way of non-relativistic renormalization for such particles based on normal ordering. When the number of particles is not conserved (e.g., for phonons) or a system of relativistic particles is considered, one should replace $`F(X,p)\frac{1}{2}\left(F(X,p)\stackrel{~}{F}(X,p)\right)`$ in all above formulas in order to take proper account of zero point vibrations (e.g., of phonons) or of the vacuum polarization in the relativistic case. These symmetrized equations, derived from special ($``$) combinations of the transport equations (46) and (47), are generally ultra-violet divergent, and hence, have to be properly renormalized at the vacuum level.
## 6 Collision Term
To further discuss the transport treatment we need an explicit form of the collision term (36), which is provided from the $`\mathrm{\Phi }`$ functional in the $`+`$ matrix notation via the variation rules (52) as
$`C(X,p)=`$ $`{\displaystyle \frac{\delta \mathrm{i}\mathrm{\Phi }}{\delta \stackrel{~}{F}(X,p)}}\stackrel{~}{F}(X,p){\displaystyle \frac{\delta \mathrm{i}\mathrm{\Phi }}{\delta F(X,p)}}F(X,p).`$ (59)
Here we assumed $`\mathrm{\Phi }`$ be transformed into the Wigner representation and all $`\mathrm{i}G^+`$ and $`\mathrm{i}G^+`$ to be replaced by the Wigner-densities $`F`$ and $`\stackrel{~}{F}`$. Thus, the structure of the collision term can be inferred from the structure of the diagrams contributing to the functional $`\mathrm{\Phi }`$. To this end, in close analogy to the consideration of ref. , we discuss various decompositions of the $`\mathrm{\Phi }`$-functional, from which the in- and out-rates are derived. For the sake of physical transparency, we confine our treatment to the local case, where in the Wigner representation all the Green’s functions are taken at the same space-time coordinate $`X`$ and all non-localities, i.e. derivative corrections, are disregarded. Derivative corrections give rise to memory effects in the collision term, which will be analyzed separately for the specific case of the triangle diagram.
Consider a given closed diagram of $`\mathrm{\Phi }`$, at this level specified by a certain number $`n_\lambda `$ of vertices and a certain contraction pattern. This fixes the topology of such a contour diagram. It leads to $`2^{n_\lambda }`$ different diagrams in the $`+`$ notation from the summation over all $`+`$ signs attached to each vertex. Any $`+`$ notation diagram of $`\mathrm{\Phi }`$, which contains vertices of either sign, can be decomposed into two pieces in such a way that each of the two sub-pieces contains vertices of only one type of sign<sup>7</sup><sup>7</sup>7To construct the decomposition, just deform a given mixed-vertex diagram of $`\mathrm{\Phi }`$ in such a way that all $`+`$ and $``$ vertices are placed left and respectively right from a vertical division line and then cut along this line.
$`\mathrm{i}\mathrm{\Phi }_{\alpha \beta }=\text{}=\left(\alpha \left|F_1\mathrm{}\stackrel{~}{F}_1^{}\mathrm{}\right|\beta \right)`$
$``$ $`{\displaystyle \frac{\mathrm{d}^4p_1}{(2\pi )^4}\mathrm{}\frac{\mathrm{d}^4p_1^{}}{(2\pi )^4}\mathrm{}(2\pi )^4\delta ^4\left(\underset{i}{}p_i\underset{i}{}p_i^{}\right)V_\alpha ^{}F_1\mathrm{}\stackrel{~}{F}_1^{}\mathrm{}V_\beta }`$
with $`F_1\mathrm{}F_m\stackrel{~}{F}_1^{}\mathrm{}\stackrel{~}{F}_{\stackrel{~}{m}}^{}`$ linking the two amplitudes. The $`V_\alpha ^{}(X;p_1,\mathrm{}p_1^{},\mathrm{})`$ and $`V_\beta (X;p_1,\mathrm{}p_1^{},\mathrm{})`$ amplitudes represent multi-point vertex functions of only one sign for the vertices, i.e. they are either entirely time ordered ($``$ vertices) or entirely anti-time ordered ($`+`$ vertices). Here we used the fact that adjoint expressions are complex conjugate to each other. Each such vertex function is determined by normal Feynman diagram rules. Applying the matrix variation rules (59), we find that the considered $`\mathrm{\Phi }`$ diagram gives the following contribution to the local part of the collision term (36)
$`C^{\text{loc}}(X,p){\displaystyle \frac{1}{2}}{\displaystyle \frac{\mathrm{d}^4p_1}{(2\pi )^4}\mathrm{}\frac{\mathrm{d}^4p_1^{}}{(2\pi )^4}\mathrm{}R\left[\underset{i}{}\delta ^4(p_ip)\underset{i}{}\delta ^4(p_i^{}p)\right]}`$
$`\times \left\{\stackrel{~}{F}_1\mathrm{}F_1^{}\mathrm{}F_1\mathrm{}\stackrel{~}{F}_1^{}\mathrm{}\right\}(2\pi )^4\delta ^4\left({\displaystyle \underset{i}{}}p_i{\displaystyle \underset{i}{}}p_i^{}\right).`$ (61)
with the partial process rates
$$R(X;p_1,\mathrm{}p_1^{},\mathrm{})=\underset{(\alpha \beta )\mathrm{\Phi }}{}\mathrm{Re}\left\{V_\alpha ^{}(X;p_1,\mathrm{}p_1^{},\mathrm{})V_\beta (X;p_1,\mathrm{}p_1^{},\mathrm{})\right\}.$$
(62)
The restriction to the real part arises, since with $`(\alpha |\beta )`$ also the adjoint $`(\beta |\alpha )`$ diagram contributes to this collision term. However these rates are not necessarily positive. In this point, the generalized scheme differs from the conventional Boltzmann kinetics.
An important example of approximate $`\mathrm{\Phi }`$ which we extensively use below is
$`\mathrm{i}\mathrm{\Phi }={\displaystyle \frac{1}{2}}\text{}+{\displaystyle \frac{1}{4}}\text{}+{\displaystyle \frac{1}{6}}\text{}`$ (63)
where logarithmic factors due to the special features of the $`\mathrm{\Phi }`$-diagrammatic technique are written out explicitly, cf. ref. . In this example we assume a system of fermions interacting via a two-body potential $`V=V_0\delta (xy)`$, and, for the sake of simplicity, disregard its spin structure. The $`\mathrm{\Phi }`$ functional of Eq. (63) results in the following local collision term
$`C^{\text{loc}}`$ $`=`$ $`d^2{\displaystyle \frac{\mathrm{d}^4p_1}{(2\pi )^4}\frac{\mathrm{d}^4p_2}{(2\pi )^4}\frac{\mathrm{d}^4p_3}{(2\pi )^4}\left(\left|\text{}+\text{}\right|^2\left|\text{}\right|^2\right)}`$ (64)
$`\times \delta ^4\left(p+p_1p_2p_3\right)\left(F_2F_3\stackrel{~}{F}\stackrel{~}{F}_1\stackrel{~}{F}_2\stackrel{~}{F}_3FF_1\right),`$
where $`d`$ is the spin (and maybe isospin) degeneracy factor. From this example one can see that the positive definiteness of transition rate is not evident.
The first-order gradient corrections to the local collision term (61) are called memory corrections. Only diagrams of third and higher order in the number of vertices give rise to memory effects. In particular, only the last diagram of Eq. (63) gives rise to the memory correction, which is calculated in ref. .
## 7 Entropy
Compared to exact descriptions, which are time reversible, reduced description schemes in terms of relevant degrees of freedom have access only to some limited information and thus normally lead to irreversibility. In the Green’s function formalism presented here the information loss arises from the truncation of the exact Martin–Schwinger hierarchy, where the exact one-particle Green’s function couples to the two-particle Green’s functions, cf. refs. , which in turn are coupled to the three-particle level, etc. This truncation is achieved by the standard Wick decomposition, where all observables are expressed through one-particle propagators and therefore higher-order correlations are dropped. This step provides the Dyson’s equation and the corresponding loss of information is expected to lead to a growth of entropy with time.
We start with general manipulations which lead us to definition of the kinetic entropy flow . We multiply Eq. (46) by $`\mathrm{ln}(F/A)`$, Eq. (47) by $`()\mathrm{ln}(\stackrel{~}{F}/A)`$, take their sum, integrate it over $`\mathrm{d}^4p/(2\pi )^4`$, and finally sum the result over internal degrees of freedom like spin ($`\mathrm{Tr}`$). Then we arrive at the following relation
$`_\mu s_{\text{loc}}^\mu (X)=\text{Tr}{\displaystyle \frac{\mathrm{d}^4p}{(2\pi )^4}\mathrm{ln}\frac{\stackrel{~}{F}}{F}C(X,p)},`$ (65)
$`s_{\text{loc}}^\mu =\text{Tr}{\displaystyle \frac{\mathrm{d}^4p}{(2\pi )^4}A_s^\mu (X,p)\sigma (X,p)},`$ (66)
where
$`\sigma (X,p)`$ $`=`$ $`[1f]\mathrm{ln}[1f]f\mathrm{ln}f,`$ (67)
$`A_s^\mu (X,p)`$ $`=`$ $`{\displaystyle \frac{A\mathrm{\Gamma }}{2}}B^\mu `$ (68)
$`B^\mu =A\left[\left(2\pi ^\mu {\displaystyle \frac{\mathrm{Re}\mathrm{\Sigma }^R}{p_\mu }}\right)M\mathrm{\Gamma }^1{\displaystyle \frac{\mathrm{\Gamma }}{p_\mu }}\right],`$ (69)
cf. the corresponding drift term (proportional to $`_\mu f`$ in Eq. (46)). The zero-components of these functions, $`A_s^0`$ and $`B^0`$, have a meaning of the entropy and flow spectral functions, respectively, and satisfy the same sum rule as $`A`$. If the considered particle is a resonance, like the $`\mathrm{\Delta }`$ or $`\rho `$-meson resonances in hadron physics, the $`B^0`$ function relates to the energy variations of scattering phase shift of the scattering channel coupling to the resonance in the discussed above virial limit. The value $`s_{\text{loc}}^0`$ is interpreted as the local (Markovian) part of the entropy flow. Indeed, the $`s_{\text{loc}}^0`$ has proper thermodynamic and quasiparticle limits . However, to be sure that this is indeed the entropy flow we must prove the H-theorem for this quantity.
First, let us consider the case, when memory corrections to the collision term are negligible. Then we can make use of the form (61) of the local collision term. Thus, we arrive at the relation
$`\text{Tr}{\displaystyle \frac{\mathrm{d}^4p}{(2\pi )^4}\mathrm{ln}\frac{\stackrel{~}{F}}{F}C_{\text{loc}}(X,p)}\text{Tr}{\displaystyle \frac{1}{2}}{\displaystyle \frac{\mathrm{d}^4p_1}{(2\pi )^4}\mathrm{}\frac{\mathrm{d}^4p_1^{}}{(2\pi )^4}\mathrm{}R}`$
$`\times \left\{F_1\mathrm{}\stackrel{~}{F}_1^{}\mathrm{}\stackrel{~}{F}_1\mathrm{}F_1^{}\mathrm{}\right\}\mathrm{ln}{\displaystyle \frac{F_1\mathrm{}\stackrel{~}{F}_1^{}\mathrm{}}{\stackrel{~}{F}_1\mathrm{}F_1^{}\mathrm{}}}(2\pi )^4\delta ^4\left({\displaystyle \underset{i}{}}p_i{\displaystyle \underset{i}{}}p_i^{}\right).`$ (70)
In case all rates $`R`$ are non-negative, i.e. $`R0`$, this expression is non-negative, since $`(xy)\mathrm{ln}(x/y)0`$ for any positive $`x`$ and $`y`$. In particular, $`R0`$ takes place for all $`\mathrm{\Phi }`$-functionals up to two vertices. Then the divergence of $`s_{\text{loc}}^\mu `$ is non-negative
$`_\mu s_{\text{loc}}^\mu (X)0,`$ (71)
which proves the $`H`$-theorem in this case with (66) as the non-equilibrium entropy flow. However, as has been mentioned above, we are unable to show that $`R`$ always takes non-negative values for all $`\mathrm{\Phi }`$-functionals.
If memory corrections are essential, the situation is even more involved. Let us consider this situation again at the example of the $`\mathrm{\Phi }`$ approximation given by Eq. (63). We assume that the fermion–fermion potential interaction is such that the corresponding transition rate of the corresponding local collision term (64) is always non-negative, so that the $`H`$-theorem takes place in the local approximation, i.e. when we keep only $`C^{\text{loc}}`$. Here we will schematically describe calculations of ref. which, to our opinion, illustrate a general strategy for the derivation of memory correction to the entropy, provided the $`H`$-theorem holds for the local part.
Now Eq. (65) takes the form
$$_\mu s_{\text{loc}}^\mu (X)=\text{Tr}\frac{\mathrm{d}^4p}{(2\pi )^4}\mathrm{ln}\frac{\stackrel{~}{F}}{F}C^{\text{loc}}+\text{Tr}\frac{\mathrm{d}^4p}{(2\pi )^4}\mathrm{ln}\frac{\stackrel{~}{F}}{F}C^{\text{mem}},$$
(72)
where $`s_{\text{loc}}^\mu `$ is still the Markovian entropy flow defined by Eq. (66). Our aim here is to present the last term on the r.h.s. of Eq. (72) in the form of full $`x`$-derivative
$$\text{Tr}\frac{\mathrm{d}^4p}{(2\pi )^4}\mathrm{ln}\frac{\stackrel{~}{F}}{F}C^{\text{mem}}=_\mu s_{\text{mem}}^\mu (X)+\delta c_{\text{mem}}(X)$$
(73)
of some function $`s_{\text{mem}}^\mu (X)`$, which we then interpret as a non-Markovian correction to the entropy flow of Eq. (66) plus a correction ($`\delta c_{\text{mem}}`$). For the memory induced by the triangle diagram of Eq.(63) detailed calculations of ref. show that smallness of the $`\delta c_{\text{mem}}`$, originating from small space–time gradients and small deviation from equilibrium, allows us to neglect this term as compared with the first term in r.h.s. of Eq. (73). Thus, we obtain
$$_\mu \left(s_{\text{loc}}^\mu +s_{\text{mem}}^\mu \right)\text{Tr}\frac{\mathrm{d}^4p}{(2\pi )^4}\mathrm{ln}\frac{\stackrel{~}{F}}{F}C^{\text{loc}}0,$$
(74)
which is the $`H`$-theorem for the non-Markovian kinetic equation under consideration with $`s_{\text{loc}}^\mu +s_{\text{mem}}^\mu `$ as the proper entropy flow. The r.h.s. of Eq. (74) is non-negative provided the corresponding transition rate in the local collision term of Eq. (64) is non-negative.
The explicit form of $`s_{\text{mem}}^\mu `$ is very complicated, see ref. . In equilibrium at low temperatures we get $`s_{\text{mem}}^0T^3\mathrm{ln}T`$ that gives the leading correction to the standard Fermi-liquid entropy. This is the famous correction to the specific heat of liquid <sup>3</sup>He. Since this correction is quite comparable (numerically) to the leading term in the specific heat ($`T`$), one may claim that liquid <sup>3</sup>He is a liquid with quite strong memory effects from the point of view of kinetics.
## 8 Pion-Condensate Phase Transition
As a further example for the role of finite width effects we consider the phase transition dynamics into a pion-condensate. The possible formation of such a pion condensate in dense nuclear matter was initially suggested by A.B. Migdal in his pioneering work . In realistic treatments of this problem applied to equilibrated isospin-symmetric nuclear matter at low temperatures $`Tm_\pi `$ the pion self-energy is determined by nucleon–nucleon-hole, $`\mathrm{\Delta }`$–nucleon-hole contributions corrected by nucleon–nucleon correlations, $`\pi \pi `$ fluctuations and a residual interaction . A recent numerical analysis within a variational method with realistic two- and three-nucleon interactions gave $`\rho _c2\rho _0`$ for the critical density of $`\pi ^+,\pi ^{},\pi ^0`$ condensation in symmetric nuclear matter and $`\rho _c1.3\rho _0`$ for $`\pi ^0`$ condensation in neutron matter, with $`\rho _0`$ being nuclear saturation density.
In symmetric nuclear matter the pion condensate frequency vanishes while the magnitude of condensate momentum $`𝒑_c`$, is approximately given by the nucleon Fermi momentum $`𝒑_cp_F`$. The critical behavior of the system is determined by the effective pion gap
$$\stackrel{~}{\omega }^2(𝒑_c)=\underset{𝒑}{\mathrm{min}}\left\{m_\pi ^2+𝒑^2+\text{Re}\mathrm{\Sigma }_\pi ^R(0,𝒑,\phi _\pi =0)\right\},$$
(75)
where the momentum $`𝒑=𝒑_c`$ corresponds to the minimum of the gap at zero mean field $`\phi _\pi =0`$ . Fig. 5 illustrates the behavior of the effective pion gap $`\stackrel{~}{\omega }^2(𝒑_c)`$ as a function of the baryon density $`\rho `$. At low densities, $`\text{Re}\mathrm{\Sigma }_\pi ^R`$ is small and one obviously has $`\stackrel{~}{\omega }^2>0`$. The dashed line in Fig. 5 describes the case where the $`\pi \pi `$ fluctuations are artificially switched off and the phase transition turns out to be of second order. At the critical point of the pion condensation ($`\rho =\rho _c`$) this value of $`\stackrel{~}{\omega }^2`$ with switched-off $`\pi \pi `$ fluctuations changes its sign. In reality the $`\pi \pi `$ fluctuations are significant in the vicinity of the critical point . The corresponding contribution to the pion self-energy behaves as $`T/\stackrel{~}{\omega }(\phi _\pi ,𝒑_c)`$ at $`T>\stackrel{~}{\omega }^2(\phi _\pi ,𝒑_c)/m_\pi `$, and $`\stackrel{~}{\omega }^2(𝒑_c)`$ does not cross the zero line at all<sup>8</sup><sup>8</sup>8Here we have used the $`\stackrel{~}{\omega }^2`$ quantity that already takes account of the pion mean field as explained below, cf. Eq. (80) and the definition of $`\stackrel{~}{\omega }(\phi _\pi ,𝒑_c)`$ after it.. Rather there are two branches (solid curves in Fig. 5) with positive and respectively negative value for $`\stackrel{~}{\omega }^2(𝒑_c)`$ and the transition becomes of the first order. Calculations of refs demonstrate that at $`\rho >\rho _c`$ the free energy of the state with $`\stackrel{~}{\omega }^2(𝒑_0)>0`$, where the pion mean field is zero, becomes larger than that of the corresponding state with $`\stackrel{~}{\omega }^2(𝒑_c)<0`$ and a finite mean field. Thus, at $`\rho =\rho _c`$ the first-order phase transition to the inhomogeneous pion-condensate state occurs. At $`\rho >\rho _c`$ the state with $`\stackrel{~}{\omega }^2(𝒑_c)>0`$ is meta-stable and the state with $`\stackrel{~}{\omega }^2(𝒑_c)<0`$ and $`\stackrel{~}{\phi }_\pi 0`$ becomes the ground state.
Before we discuss a self-consistent scheme for a quantitative treatment of this problem we like to qualitatively explain how the instability towards pion condensation develops dynamically. To simplify the treatment we assume that the pion density is low ($`\rho _\pi \rho `$) and further use the fact that the pion is much lighter than the nucleon ($`m_\pi /m_N1/7`$). This allows us to consider the pion sub-system as a light admixture in a heavy baryon environment, neglecting the feedback of the pions onto the baryons. It provides nucleon Green’s functions unaffected by the pion distribution. This very approximation was used in the first works exploring the possibility of the pion condensation in dense nuclear matter . We will use it for the pion retarded self-energy, thus neglecting the contribution from pion fluctuations (see dashed curve in Fig. 5). Within the above approximations the quantum kinetic equation (46) for the pion distribution $`f_\pi `$ in homogeneous and equilibrated baryon environment becomes
$$\frac{1}{2}\mathrm{\Gamma }B_\mu _X^\mu f_\pi =\mathrm{\Gamma }_{\text{in}}\mathrm{\Gamma }f_\pi .$$
(76)
Here $`B_\mu `$ is defined in Eq. (69) and all subscripts $`\pi `$ are omitted, except for the pion distribution function $`f_\pi `$.
We like now to illustrate that the second branch in Fig. 5 with negative $`\stackrel{~}{\omega }^2`$ constructed under the assumption of vanishing mean field is indeed unstable and becomes stabilized by a finite mean field. The instability of the system can be discussed considering a weak perturbation $`\delta f_\pi `$ of the pion distribution $`f_\pi ^{(0)}=\left[\mathrm{exp}(p_0/T)1\right]^1`$ which we assume equilibrated in the rest frame of the system. Linearizing Eq. (76) we find
$$\frac{1}{2}B_\mu _X^\mu \delta f_\pi +\delta f_\pi =0,$$
(77)
with the solution
$$\delta f_\pi (t,p)=\delta f_0(p)\mathrm{exp}\left[2t/B_0(p)\right],$$
(78)
where for simplicity the initial fluctuation $`\delta f_0(p)`$ of the pion distribution is assumed to be space-independent. Let us consider the case, where $`p_00`$ and $`𝒑p_F`$. This four-momentum region, being far from the pion mass shell, is right the region, where the pion instability is expected in symmetric nuclear matter. Here the real part of the pion self-energy $`\mathrm{Re}\mathrm{\Sigma }^R`$ is an even function of the pion energy $`p_0`$ while the width is an odd function and proportional to $`p_0`$ for $`p_00`$. Using the results of refs. $`2p_0\mathrm{Re}\mathrm{\Sigma }^R/p_00`$, $`\mathrm{\Gamma }=\beta (𝒑)p_0`$ and $`\beta (𝒑)m_\pi `$ for $`p_00`$, we get $`B_0=\beta (𝒑)/\stackrel{~}{\omega }^2(𝒑)`$ from Eq. (69) and therefore
$$\delta f_\pi (t,p_0=0,𝒑)=\delta f_0(p_0=0,𝒑)\mathrm{exp}[2\stackrel{~}{\omega }^2(𝒑)t/\beta (𝒑)].$$
(79)
The above solution shows that for $`\stackrel{~}{\omega }^2>0`$ initial fluctuations are damped, whereas they grow in the opposite case. Thus, the change of sign of $`\stackrel{~}{\omega }^2(𝒑_c)`$ leads to an instability of the virtual pion distribution at low energies and momenta $`𝒑_c`$. The solution (79) illustrates the important role of the width in the quantum kinetic description. If the width would be neglected in the quantum kinetic equation, one would fail to find the above instability.
The growth of the pion distribution $`\delta f_\pi `$ is accompanied by a growth of the condensate field $`\phi _\pi `$. Due to the latter the increase of the virtual pion distribution slows down and finally stops when the mean field reaches its stationary value. Therefore, a consistent treatment of the problem requires the solution of the coupled system of the quantum kinetic equation (46) and the mean field equation (50). In order to find the behavior of the virtual pion distribution one also has to include the mean field contribution to the pion self-energy. Considering only small mean fields we keep terms of the lowest-order in $`\phi _\pi `$. Then $`\mathrm{\Sigma }^R`$ acquires an additional contribution $`\mathrm{\Sigma }^R(\phi _\pi )=\mathrm{\Sigma }^R(\phi _\pi =0)+\lambda _{\text{eff}}\phi _\pi ^2`$, where $`\lambda _{\text{eff}}`$ denotes the total in-medium pion-pion interaction. Within the same order the mean-field equation becomes
$$\left[\stackrel{~}{\omega }^2(𝒑_c)+\lambda _{\text{eff}}\stackrel{~}{\phi }_\pi ^2(t)+\frac{1}{2}\beta (𝒑_c)_t\right]\stackrel{~}{\phi }_\pi (t)=0.$$
(80)
Here we have assumed the simplest structure for the condensate field $`\phi _\pi =\stackrel{~}{\phi }_\pi (t)\text{exp}(\mathrm{i}𝒑_c𝒓)`$, where $`\stackrel{~}{\phi }_\pi (t)`$ is a space-homogeneous real function which varies slowly in time. Also one should do the replacement $`\stackrel{~}{\omega }^2(𝒑_c)\stackrel{~}{\omega }^2(\phi _\pi ,𝒑_c)\stackrel{~}{\omega }^2(𝒑_c)+\lambda _{\text{eff}}\phi _\pi ^2`$ in the above equations (76) - (79) for the pion distribution.
The time dependence of $`\stackrel{~}{\phi }`$ can qualitatively be understood inspecting the two limits of small and large times. At short times the mean field is still small and one can neglect the $`\lambda _{\text{eff}}\stackrel{~}{\phi }^2(t)`$ term in Eq. (80). Then the mean field
$$\stackrel{~}{\phi }_\pi (t)=\stackrel{~}{\phi }_\pi (0)\mathrm{exp}[2\stackrel{~}{\omega }^2(𝒑_c)t/\beta (𝒑_c]$$
(81)
grows exponentially with time, just like the distribution function (79). Here $`\stackrel{~}{\phi }_\pi (0)`$ is an initial small fluctuation of the field. At later times the solution of Eq. (80) approaches the stationary limit $`\stackrel{~}{\phi }_\pi \stackrel{~}{\phi }_\pi ^{\text{stat}}`$ with
$$(\stackrel{~}{\phi }_\pi ^{\text{stat}})^2=\stackrel{~}{\omega }^2(𝒑_c)/\lambda _{\text{eff}}(𝒑_c).$$
(82)
Since simultaneously $`\stackrel{~}{\omega }^2(\phi _\pi ,𝒑_c)=\stackrel{~}{\omega }^2(𝒑_c)+\lambda _{\text{eff}}\phi _\pi ^20`$, the change in the pion distribution $`\delta f_\pi `$ will saturate. This stationary solution $`\stackrel{~}{\phi }_\pi ^{\text{stat}}`$ is stable as can be seen from linearizing Eq. (80) around $`\stackrel{~}{\phi }_\pi ^{\text{stat}}`$
$$\stackrel{~}{\phi }_\pi (t)=\stackrel{~}{\phi }_\pi ^{\text{stat}}\delta \stackrel{~}{\phi }_0\mathrm{exp}\left[4\stackrel{~}{\omega }^2(𝒑_c)t/\beta (𝒑_c)\right],$$
(83)
since the exponent is negative. Here $`\delta \stackrel{~}{\phi }_0`$ denotes an arbitrary initial space-homogeneous fluctuation.
The physics can again be cast into a $`\mathrm{\Phi }`$-derivable form, where the $`\mathrm{\Phi }`$ functional should include at least the following diagrams
$`\mathrm{\Phi }`$ $`=`$ $`\text{}+\text{}+\text{}\mathrm{}+\text{}`$
$`+`$ $`\text{}_{\text{(e)}}+\text{}_{\text{(f)}}+\text{}_{\text{(g)}}+\text{}_{\text{(h)}}+\text{}_{\text{(i)}}`$ (84)
Here bold and bold-wavy lines relate to baryon and pion Green’s functions, respectively, while the wavy line terminated by cross denotes the pion condensate. Since in the broken phase the mean pion field mixes nucleon with $`\mathrm{\Delta }`$ configurations we adopt the $`SU(4)`$ formulation of the model, introduced in ref. . There one deals with a unified description of baryons ($`N`$ and $`\mathrm{\Delta }`$), based on $`20\times 20`$ matrix Hamiltonian in the basis of $`20`$ $`\mathrm{\Delta }`$–nucleon spin–isospin states. Thus, the solid lines symbolize a unified propagator matrix for $`\mathrm{\Delta }`$-resonance and nucleon. The mixing is provided by condensate–baryon coupling (diagram (g)). Numerical symmetry factors are omitted in Eq. (8).
Functional variation of $`\mathrm{\Phi }`$ with respect to propagators provides the corresponding self-energies. Diagrammatically this variation corresponds to cutting and opening the respective propagator lines of the diagrams of $`\mathrm{\Phi }`$ in Eq. (8). Thus diagrams (a) to (d), (f) and (h) contribute to the pion self-energy. Diagram (a) accounts for the baryon particle–hole contributions to the pion self-energy. It includes $`NN^1`$, $`\mathrm{\Delta }N^1`$, $`N\mathrm{\Delta }^1`$ and $`\mathrm{\Delta }\mathrm{\Delta }^1`$ terms. The subsequent series of diagrams (b) to (d) renormalizes baryon–pion vertex including baryon–baryon correlations in terms of the Landau–Migdal parameter $`g^{}`$. Diagram (f) accounts for the pion fluctuations. It is proportional to $`T/\stackrel{~}{\omega }(\phi _\pi ,𝒑_c)`$ and thus causes the transition to be of first order. This becomes especially important for the case of heated and even non-equilibrium dense matter, where the effective pion gap drops. One should notice that pion fluctuation contributions are also present in the particle-hole diagram (a) when opened perturbatively. Diagram (h) corresponds to pion interactions with the condensate which is responsible for the stabilization of the condensate solution (82).
Likewise cutting and opening the solid lines in $`\mathrm{\Phi }`$ determines the baryon self-energy which describes the feedback of the pions onto the baryonic subsystem. This feedback is required for the conserving and thermodynamically consistent treatment of the problem. Diagrams of the first line correspond to the modification of the baryon motion by the multiple interaction with the pions corrected by correlations. Diagram (e) generates a purely local interaction contribution whereas diagram (g) with the coupling of the condensate to baryons leads to the mixing of $`N`$ and $`\mathrm{\Delta }`$.
Variation of $`\mathrm{\Phi }`$ with respect to the condensates (wavy line with cross) determines the source term $`J`$ in the equation for the mean field (50). The value $`\lambda _{\text{eff}}`$ entering Eq. (80) is generated by the the last two diagrams (h) and (i) of Eq. (8).
The kinetic description (46) for the particle distribution together with the equation of motion for the mean field (50) is still insufficient for the numerical simulations of the dynamics of the phase transition. The reason is that the creation of seeds of the new phase, which initiate the growth of the mean field and the particle distribution, is due to fluctuations, cf. Eqs. (79) and (81). However, the scheme of Eqs. (46) and (50) provides no sources of stochastic fluctuations. Thus, it can only simulate the dynamics of one of the phases rather than the transition between them. The required stochastic sources may be introduced into the transport theory in the spirit of the Boltzmann–Langevin approach developed in refs and the stochastic interpretation of the Kadanoff–Baym equations . The stochastic transport approach offers an appropriate framework for the description of the unstable dynamics by means of a stochastic force in the mean field equation and a stochastic collision term in the transport equation, which both act as a source for a continuous branching of the dynamical trajectories.
The above example shows that we really need the off-mass-shell kinetics to describe the dynamics of the pion-condensate phase transition, since the corresponding instability of the pion distribution function occurs far from the pion mass shell, cf. Eq. (79). Besides the conserving property and thermodynamic consistency of the $`\mathrm{\Phi }`$-derivable approximation it also leads us to the proper order of the phase transition.
## 9 Summary and Prospects
A number of problems arising in different dynamical systems, e.g. in heavy-ion collisions, require an explicit treatment of dynamical evolution of particles with finite mass-width. This was demonstrated for the example of bremsstrahlung from a nuclear source, where the soft part of the spectrum can be reproduced only provided the mass-widths of nucleons in the source are taken explicitly into account. In this case the mass-width arises due to collisional broadening of nucleons. Another examples considered concern propagation of broad resonances (like $`\rho `$-meson and $`\mathrm{\Delta }`$) in the medium. Decays of $`\rho `$-mesons are an important source of di-leptons radiated by excited nuclear matter. As shown, a consistent description of the invariant-mass spectrum of radiated di-leptons can be only achieved if one accounts for the in-medium modification of the $`\rho `$-meson width (more precisely, its spectral function). The principle of actio = re-actio was demonstrated on a pedagogical example when there is only $`\pi N\mathrm{\Delta }`$ coupling and in the limit of a dilute nuclear matter. We also expect a consistent description of chiral $`\sigma `$-, $`\pi `$\- condensates together with fluctuations, as an immediate application of our results to multi-component systems.
We have argued that the Kadanoff–Baym equation within the first-order gradient approximation, slightly modified to make the set of Dyson’s equations exactly consistent (rather than up to the second-order gradient terms), together with algebraic equation for the spectral function provide a proper frame for a quantum four-phase-space kinetic description that applies also to systems of unstable particles. The quantum four-momentum-space kinetic equation proves to be charge and energy–momentum conserving and thermodynamically consistent, provided it is based on a $`\mathrm{\Phi }`$-derivable approximation. The $`\mathrm{\Phi }`$ functional also gives rise to a very natural representation of the collision term. Various self-consistent approximations are known since long time which do not explicitly use the $`\mathrm{\Phi }`$-derivable concept like self-consistent Born and T-matrix approximations. The advantage the $`\mathrm{\Phi }`$ functional method consists in offering a regular way of constructing various self-consistent approximations.
We have also addressed the question whether a closed non-equilibrium system approaches the thermodynamic equilibrium during its evolution. We obtained a definite expression for a local (Markovian) entropy flow and were able to explicitly demonstrate the $`H`$-theorem for some of the common choices of $`\mathrm{\Phi }`$ approximations. This expression holds beyond the quasiparticle picture and thus generalizes the well-known Boltzmann kinetic entropy. Memory effects in the quantum four-momentum-space kinetics were discussed and a general strategy to deduce memory corrections to the entropy was outlined.
At the example of pion-condensate phase transition in symmetric nuclear matter we demonstrated important role of the width effects in the dynamics and we formulated a self-consistent $`\mathrm{\Phi }`$ derivable scheme for the transport treatment of this problem. An interesting application of such self-consistent transport description is possible to dynamics of the phase transition of a neutron star to the pion or kaon condensate state accompanied by the corresponding neutrino burst. In view of the letter, another application concerns description of the neutrino transport in supernovas and hot neutron stars during first few minutes of their evolution. At an initial stage, neutrinos typically of thermal energy, produced outside (in the mantel) and inside the neutron-star core, are trapped within the regions of production. However, coherent effects in neutrino production and their rescattering on nucleons reduce the opacity of the nuclear-medium and may allow for soft neutrinos to escape the core and contribute to the heating off the mantle. The extra energy transport may be sufficient to blow off the supernova’s mantle in the framework of the shock-reheating mechanism . The description of the neutrino transport in the semi-transparent region should therefore be treated with the due account of mass-widths effects.
Further applications concern relativistic plasmas, such as QCD and QED plasmas. The plasma of deconfined quarks and gluons was present in the early Universe, it may exist in cores of massive neutron stars, and may also be produced in laboratory in ultra-relativistic nucleus–nucleus collisions. All these systems need a proper treatment of particle transport. Perturbative description of soft-quanta propagation suffers of infrared divergences and one needs a systematic study of the particle mass-width effects in order to treat them, cf. ref. . A thermodynamic $`\mathrm{\Phi }`$-derivable approximation for hot relativistic QED plasmas—a gas of electrons and positrons in a thermal bath of photons—was recently considered in ref. . Their treatment may be also applied to the high-temperature super-conductors and the fractional quantum Hall effect . Formulated above approach allows for a natural generalization of such a $`\mathrm{\Phi }`$-derivable schemes to the dynamical case.
Acknowledgment: We are grateful to G. Baym, G.E. Brown, P. Danielewicz, H. Feldmeier, B. Friman, C. Greiner, E.E. Kolomeitsev, P.C. Martin, U. Mosel and S. Leupold for fruitful discussions. Two of us (Y.B.I. and D.N.V.) highly appreciate the hospitality and support rendered to us at Gesellschaft für Schwerionenforschung. This work has been supported in part by DFG (project 436 Rus 113/558/0). Y.B.I and D.N.V. were partially supported by RFBR grant NNIO-00-02-04012. Y.B.I. was also partially supported by RFBR grant 00-15-96590.
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# A Simple RevTeX Article
## I Introduction
Two-dimensional electron systems (2DES) over the liquid helium surface have been intensively studied for a long time. More recently, it was possible to confine these surface electrons (SE) in reduced geometries creating also one-dimensional (1D) systems.. Both systems provide a nearly ideal laboratory for studying collective phenomena in the electron plasma in lower dimensions because the cleanness of the helium surface restricts SE scattering mechanisms to those with helium atoms in the vapor phase, which predominates at $`T>1`$ K, and with surface oscillations (ripplons) at lower temperatures. Furthermore both scattering mechanisms become ineffective with lowering temperature and can be discarded at $`T0.1`$ K. In such a regime, collective effects in low-dimensional electron systems due to the Coulomb interaction can be investigated ignoring the interaction with scatterers. Another important feature of these systems is the accessible range of SE densities which is limited to $`n_s10^9`$ cm<sup>-2</sup> (for bulk helium). As a consequence, the 2D Fermi energy $`\epsilon _F10^2`$ K and SE behave like nondegenerate low-dimensional systems differing in many aspects from its quantum counterpart realized in semiconductor structures.
As it is well known, the collective excitation spectrum depends crucially on the way the particles are confined. For instance, for longitudinal plasma oscillations of the 2DES, the spectrum $`\omega _{2D}(q)q^{1/2}`$ is in contrast to the 3D situation in which one has a optical mode starting from the plasma frequency. This is a consequence of the fact that the screening is incomplete in 2D because there are electromagnetic fields in the vacuum surrounding the plane and many-body effects play important role in describing the properties of the 2DES. On the other hand, the longitudinal plasmon mode in the 1DES case is $`\omega _{1D}(q_x)q_x\mathrm{ln}(q_x\mathrm{}`$), where $`\mathrm{}`$ is some characteristic length of the system. In these cases, we have assumed that only the lowest subband, for electron motion along the direction perpendicular to the electron sheet, is occupied. This limiting case is achieved when the Bolztmann factor $`\mathrm{exp}(\mathrm{\Delta }_{21}/T)1`$, where $`\mathrm{\Delta }_{21}=\mathrm{\Delta }_2\mathrm{\Delta }_1`$ is the energy gap between the lowest (1) and the first-occupied (2) subband, and the occupation of higher subbands is negligible. Otherwise, the multisubband nature of low-dimensional electron systems $``$ hereafter referred as quasi-2D(1D)ES $``$ cannot be discarded when the temperature is comparable with $`\mathrm{\Delta }_{21}`$ and population effects of higher subbands cannot be ignored.
In this paper, we address the problem of plasmon spectrum in Q2DES and Q1DES over the surface of liquid helium. We use the many-body dielectric formalism within the random-phase approximation. In this approach, the mode spectrum is obtained from the roots of a determinantal equation for the dielectric function. At first glance, we note that the multisubband character of these systems allows the existence of transverse modes of plasma oscillations in the direction normal to that of unconfined electron motion.
We adopt a two-subband model where the bare electron-electron interaction is evaluated using subband wave functions found by the variational method for the Q2DES and taken as the harmonic-oscillator functions for the parabolic confinement in the Q1DES. We limit ourselves to the case of low enough temperatures which allows us to disregard the coupling of plasma oscillations with ripplon modes. We do not also consider the possible transition of the electron system to the ordered state where the electron-ripplon interaction can strongly modify the mode spectrum.
## II Theoretical approach
The main theoretical approach to the study of plasma oscillations in multisubband low-dimensional charge system is based on many-body dielectric formalism using the generalized dielectric function
$$ϵ_{nn^{},mm^{}}(\omega ,q)=\delta _{nn^{}}\delta _{mm^{}}V_{nn^{},mm^{}}(q)\mathrm{\Pi }_{mm^{}}(\omega ,q)$$
(1)
where $`\mathrm{\Pi }_{mm^{}}(\omega ,q)`$ is the density-density response function, $`\delta _{nn^{}}`$ is the Kronecker symbol and $`V_{nn^{},mm^{}}(q)`$ is the matrix element of Fourier-transformed Coulomb interaction averaged over wave functions of subbands with indices $`n`$, $`n^{}`$, $`m`$, and $`m^{}`$ equal to $`1,`$ $`2,`$ $`3\mathrm{}`$. The dielectric function $`ϵ_{nn^{},mm^{}}(\omega ,q)`$ depends both on the frequency and the wave numbers $`q`$ for the Q2DES and $`q_x`$ for the Q1DES.
In the random-phase approximation (RPA), we assume that the electron system responds to external perturbations as a noninteracting system and we take $`\mathrm{\Pi }_{mm^{}}(\omega ,q)=\mathrm{\Pi }_{mm^{}}^0(\omega ,q)`$, where the free polarizability function is written as
$$\mathrm{\Pi }_{mm^{}}^0(\omega ,q)=\underset{𝐤,\sigma }{}\frac{f_0(E_𝐤+\mathrm{\Delta }_m)f_0(E_{𝐤+𝐪}+\mathrm{\Delta }_m^{})}{\mathrm{}\omega +E_𝐤+\mathrm{\Delta }_mE_{𝐤+𝐪}\mathrm{\Delta }_m^{}+i\delta }.$$
(2)
Here $`E_𝐤=\mathrm{}^2k^2/2m,`$ where $`m`$ is the electron mass, $`\delta `$ is infinitesimal positive, and $`\sigma `$ is spin index. For classical systems, the distribution function $`f_0(E_𝐤+\mathrm{\Delta }_n)=\mathrm{exp}\left[\left(E_𝐤+\mathrm{\Delta }_n\right)/T\right]`$ and is normalized by the condition $`_{n,_𝐤,\sigma }f_0(E_𝐤+\mathrm{\Delta }_n)=N`$ where $`N`$ is the number of particles.
Using the dielectric function given by Eq. (1), Vinter and Das Sarma have studied many-body effects in the degenerate Q2DES. Das Sarma and co-workers , Hu and OConnell and Hai et al. extended these studies to plasma oscillations in degenerate Q1D multisubband system whereas Sokolov and Studart approach the problem in the classical regime.
The well-known bare electron-electron potential is given by
$$V_{nn^{},mm^{}}^{2D}(q)=_0^{\mathrm{}}_0^{\mathrm{}}𝑑z𝑑z_{^{}}\psi _n(z)\psi _n^{}(z)v^{2D}(q)\psi _m(z^{})\psi _m^{}(z^{}),$$
(3)
and
$$V_{nn^{},mm^{}}^{1D}(q_x)=_{\mathrm{}}^{\mathrm{}}_{\mathrm{}}^{\mathrm{}}𝑑y𝑑y^{}\phi _n(y)\phi _n^{}(y)v^{1D}(q_x)\phi _m(y^{})\phi _m^{}(y^{}),$$
(4)
where $`v^{2D}(q)=2\pi \stackrel{~}{e}^2/Sq`$, \[$`v^{1D}(q_x)=2(\stackrel{~}{e}^2/L_x)K_0(|q_x||yy^{}|)`$ is the Coulomb potential, $`S`$ \[$`L_x`$\] the area \[length\] of the system, and $`\psi _n(z)`$ \[$`\phi _n(y)`$\] denotes the $`n`$-th subband wave functions for the Q2DES \[Q1DES\]. Here $`\stackrel{~}{e}=\left[2e^2/(1+\epsilon )\right]`$, with $`\epsilon `$ the helium dielectric constant, is the effective charge taking substrate effects into account.
## III Plasmon spectrum
The dispersion relations for collective modes for a multisubband system are found from the roots of the determinantal equation
$$det|ϵ_{nn^{},mm^{}}(q,\omega )|=0.$$
(5)
In principle, all the subbands should be considered in the above equation. However an useful analytical solution is possible in a two-subband model. In this case, Eq. (5) splits into two independent equations
$$1V_{11,11}\mathrm{\Pi }_{11,11}^0(\omega ,q)=0$$
(7)
$$1V_{12,12}\left[\mathrm{\Pi }_{12}^0(\omega ,q)+\mathrm{\Pi }_{21}^0(\omega ,q)\right]=0.$$
(8)
Mode coupling appears only if one take into account higher subbands. Equation (7) describes the longitudinal intrasubband plasma oscillations whose dispersion law must coincide with that of 2DES or 1DES with one-subband occupancy system whereas Eq. (8) gives the dispersion law for transverse intersubband oscillations involving transitions from the lowest to the second subband.
### A Q2DES
As it is well-known, SE on helium are trapped in the direction perpendicular to the surface ($`z`$ direction) by a potential well due to image forces and a holding electric field $`E_{}`$. For $`E_{}=0,`$ and the image potential $`V(z)=\mathrm{\Lambda }_0/z`$, where $`\mathrm{\Lambda }_0=(e^2/4)(\epsilon 1)/(\epsilon +1)`$, and infinite potential barrier at the interface, the solution of the Schrödinger equation is given by
$$\psi _n(z)=\frac{2\kappa _0^{3/2}z}{n^{5/2}}\mathrm{exp}\left(\frac{\kappa _0z}{n}\right)L_{n1}^{(1)}\left(\frac{2\kappa _0z}{n}\right)$$
(9)
where $`\kappa _0=m\mathrm{\Lambda }_0/\mathrm{}^2`$ ($`=3/(2z_0)`$, where $`z_0`$ is the mean electron distance from the plane) and $`L_n^{(\alpha )}(x)`$ are the associated Laguerre polynomials. The energy subband is given by the hydrogen-like spectrum $`\mathrm{\Delta }_n=\mathrm{\Delta }_0/n^2`$ where $`\mathrm{\Delta }_0=\mathrm{}^2\kappa _0^2/2m`$. If the pressing electric field $`E_{}`$ is turned on, there is no general analytical solution and we assume trial wave functions corresponding to two lowest subbands ($`n=1`$ and $`2`$) of Eq. (9) with variational parameters $`\kappa _1`$ and $`\kappa _2`$:
$$\psi _1(z)=2\kappa _1^{3/2}z\mathrm{exp}\left(\kappa _1z\right),$$
(11)
$$\psi _2(z)=\frac{2\sqrt{3}\kappa _2^{5/2}}{\kappa _{12}}\left[1\left(\frac{\kappa _1+\kappa _2}{3}\right)z\right]z\mathrm{exp}\left(\kappa _2z\right),$$
(12)
and subband energies:
$$\mathrm{\Delta }_1=\frac{\mathrm{}^2\kappa _1^2}{2m}\mathrm{\Lambda }_0\kappa _1+\frac{3eE_{}}{2\kappa _1},$$
(13)
$$\mathrm{\Delta }_2=\frac{\mathrm{}^2\kappa _2^2}{6m}\left[1+\frac{6\kappa _2^2}{\kappa _{12}^2}\right]\frac{\mathrm{\Lambda }_0\kappa _2}{2}\left[1+\frac{2\kappa _2^2\kappa _1\kappa _2}{\kappa _{12}^2}\right]+\frac{eE_{}}{2\kappa _2}\left[1+\frac{4\kappa _1^2\kappa _1\kappa _2+\kappa _2^2}{\kappa _{12}^2}\right].$$
(14)
Here $`\kappa _{12}^2=\kappa _1^2\kappa _1\kappa _2+\kappa _2^2.`$ If we define $`\kappa _1(E_{})=\eta _1\kappa _0`$ and $`\kappa _2(E_{})=\eta _2\kappa _0,`$ one can find $`\eta _1`$ and $`\eta _2`$ as the roots of the system of equations given by
$$\eta _1^3\eta _1^2\left(\frac{\kappa _{}}{\kappa _0}\right)^3=0,$$
(16)
$`\eta _2^3(\eta _1^42\eta _1^3\eta _2+15\eta _1^2\eta _2^211\eta _1\eta _2^3+7\eta _2^4){\displaystyle \frac{3}{2}}\eta _2^2(\eta _1^44\eta _1^3\eta _2+10\eta _1^2\eta _2^26\eta _1\eta _2^3+3\eta _2^4)`$
$$\left(\frac{\kappa _{}}{\kappa _0}\right)^3(5\eta _1^410\eta _1^3\eta _2+15\eta _1^2\eta _2^24\eta _1\eta _2^3+2\eta _2^4)=0$$
(17)
where $`\kappa _{}=(3meE_{}/2\mathrm{}^2)^{1/3}.`$ For $`E_{}=0`$, Eqs. (16) and (17) reproduce the results, given by Eq. (9) and respective eigenenergies with $`\eta _1=1`$ and $`\eta _2=0.5`$. The numerical values of the variational parameters as a function of the pressing electric field are plotted in Fig. 1. We observe a rapid increase at low field and an asymptotic linear behavior at larger fields. With these values for $`\eta _1`$ and $`\eta _2`$, we depicted in Fig. 2, the field dependence of the energy of the lowest-subband and the energy gap $`\mathrm{\Delta }_{21}`$.
Using Eqs. (3), (11) and (12) one can calculate the values of $`V_{11,11}`$ and $`V_{12,12}`$ up to second-order in the parameters $`q/\kappa _11`$ and $`q/(\kappa _1+\kappa _2)1`$ as
$$V_{11,11}=v^{2D}(q)\left[1\frac{3q}{4\kappa _1}+\frac{3q^2}{4\kappa _1^2}\right];$$
(19)
$$V_{12,12}=v^{2D}(q)\alpha (E_{})\frac{q}{\kappa _0}\left[1\frac{16q}{5(\kappa _1+\kappa _2)}+\frac{7q^2}{(\kappa _1+\kappa _2)^2}\right]$$
(20)
with $`\alpha (E_{})=60\eta _1^3\eta _2^5/[(\eta _1+\eta _2)^7(\eta _1^2\eta _1\eta _2+\eta _2^2)].`$ The well-behaved form of $`\alpha (E_{})`$ does not influence strongly $`V_{12,12}`$ because $`\alpha (E_{}=0)=0.146`$ and $`\alpha (E_{})`$ increases by increasing $`E_{}`$ until reaches a maximum $`\alpha _{\mathrm{max}}=0.281`$ near $`E_{}=0.3`$ kV/cm and slightly decreases to $`0.227`$ at $`E_{}=3`$ kV/cm.
For the Q2DES, the noninteracting density-density response function, Eq.(2), can be calculated in a straightforward way. The result is
$$\mathrm{\Pi }_{nn^{}}^0(\omega ,q)=\frac{N}{\mathrm{}qu_TZ_n}\left[\mathrm{exp}\left(\mathrm{\Delta }_n/T\right)U\left(\zeta _{nn^{}}^{()}\right)\mathrm{exp}\left(\mathrm{\Delta }_n^{}/T\right)U\left(\zeta _{nn^{}}^{(+)}\right)\right]$$
(21)
where $`\zeta _{nn^{}}^{(\pm )}=\left[\omega +\left(\mathrm{\Delta }_n\mathrm{\Delta }_n^{}\right)/\mathrm{}\right]/qu_T\pm \mathrm{}q/2mu_T`$, with $`u_T=\sqrt{2T/m}`$ being the thermal velocity and $`Z_n=_n\mathrm{exp}\left(\mathrm{\Delta }_n/T\right)`$. Similar general structure of $`\mathrm{\Pi }_{nn^{}}^0(\omega ,q)`$ is found in the classical regime of the electron gas in 3D case. The function $`U(\zeta )`$ is given by the integral
$$U(\zeta )=\frac{1}{\sqrt{\pi }}_{\mathrm{}}^{\mathrm{}}\frac{\mathrm{exp}(y^2)}{y\zeta i\delta }=2\mathrm{exp}(\zeta ^2)_0^\zeta \mathrm{exp}(t^2)𝑑t+i\sqrt{\pi }\mathrm{exp}(\zeta ^2).$$
(22)
For $`n=n^{}`$ and for small $`q(2m\omega /\mathrm{})^{1/2}`$ Eq. (21) can be approximately expressed through $`W(\zeta ),`$ the well-known function in the plasma theory, as
$$\mathrm{\Pi }_{nn^{}}^{(0)}(\omega ,q)\frac{N}{TZ_n}W\left(\frac{\omega }{qu_T}\right)\mathrm{exp}\left(\frac{\mathrm{\Delta }_n}{T}\right).$$
(23)
The function $`W(\zeta )`$ is connected with $`U(\zeta )`$ by the relation
$`W(\zeta )=(U/\zeta )/2=1+\zeta U(\zeta ).`$
Putting $`\omega =\omega (q)i\gamma _q,`$ and assuming $`\omega (q)/qu_T1`$ and $`\left|\omega (q)\mathrm{\Delta }_{21}/\mathrm{}\right|/qu_T1,`$ we obtain, in the two-subband model, the dispersion relation for longitudinal intrasubband mode frequencies ($`\omega _l`$) and damping ($`\gamma _l`$):
$$\omega _l^2(q)=\omega _{2D}^2(q)\left[1+\frac{3q}{k_D}\frac{3q}{4\kappa _1}\right],$$
(25)
$$\gamma _l(q)=\sqrt{\pi }\frac{\omega _l^4(q)}{(qu_T)^3}\mathrm{exp}\left[\frac{\omega _l^2(q)}{(qu_T)^2}\right],$$
(26)
where $`\omega _{2D}^2(q)=(2\stackrel{~}{e}^2/ma^2)q`$ and $`k_D=2\stackrel{~}{e}^2/Ta^2`$ is the 2D Debye wave number and $`a=(\pi n_s)^{1/2}`$ is the mean interelectron spacing. One can see, from Eq. (25), that the first two-terms of the real part of the longitudinal branch are the same as in the classical 2DES. The extra term ($`3q/4\kappa _1`$) comes from the effect of the layer thickness, because $`\kappa _1`$ is related to the distance of the electron in the lowest subband from the plane, and lowers the dispersion relation at small wavelengths. From Eq. (25), we also observe the competition between screening and layer thickness effects on the Q2DES. The Landau damping $`\gamma _l(q)`$ of the plasma oscillation is practically the same as in the 2DES.
For transverse intersubband modes, we obtain the frequencies ($`\omega _t`$) and damping ($`\gamma _t`$):
$$\omega _t^2(q)\omega _{21}^2+2\omega _{21}\omega _{2D}^{(sh)}\left[1+\frac{\left(1+3\omega _{2D}^{(sh)}/2\omega _{21}\right)Tq^2}{m\left(\omega _{2D}^{(sh)}\right)^2}\frac{16q}{\kappa _1+\kappa _2}\right],$$
(28)
$$\gamma _t(q)\sqrt{\pi }\frac{\left[\omega _t(q)\omega _{21}\right]^2}{qu_T}\mathrm{exp}\left[\frac{\left[\omega _t(q)\omega _{21}\right]^2}{(qu_T)^2}\right].$$
(29)
where $`\omega _{21}=\mathrm{\Delta }_{21}/\mathrm{}`$ and $`\omega _{2D}^{(sh)}=2\alpha (E_{})\stackrel{~}{e}^2/\mathrm{}\kappa _0a^2`$. As one can see the transverse plasmon mode spectrum, given by Eq. (28), is quite different of the longitudinal branch and has a gap at $`q=0.`$ The frequency of the characteristic absorption edge is shifted, relatively to the frequency $`\omega _{12}`$ of the intersubband transition, shown in Fig. 2, by $`\mathrm{\Delta }\omega =\sqrt{\omega _{21}^2+2\omega _{21}\omega _{2D}^{(sh)}}\omega _{21}`$, which is the manifestation of the depolarization shift effect in transverse oscillations of the many-body system. The experimental observation of$`\mathrm{\Delta }\omega ,`$ should be very interesting by evidencing the role of Coulomb effects in the collective electron motion along the $`z`$ direction. Note that for the 2D plasma parameter $`\mathrm{\Gamma }=\stackrel{~}{e}^2/aT1`$, where RPA is formally valid, $`\omega _{2D}^{(sh)}\omega _{21}`$ and $`\mathrm{\Delta }\omega \omega _{2D}^{(sh)},`$ i.e. the absorption edge is very close to $`\omega _{21}`$ being only slightly shifted to higher frequencies. By increasing $`q`$, $`\omega _t(q)`$ decreases according the last term in brackets in Eq. (28). However our estimates show that, for $`T0.11.0`$ K and $`q1010^2`$ cm<sup>-1</sup>, the coefficient of the quadratic term is larger than that of linear one. However, in the long wavelength limit, these coefficients are so small that $`\omega _t(q)`$ $`\omega _{21}\sqrt{1+2\omega _{2D}^{(sh)}/\omega _{21}}`$. As in the longitudinal mode, $`\gamma _t(q),`$ given by Eq. (29), is exponentially small such that $`\left|\gamma _t(q)\right|\omega _t(q)`$.
The absorption edge of the mode $`\omega _t(q)`$ depends strongly on $`\omega _{21}`$. For very small $`E_{},`$ the experimental values of $`\omega _{21}`$ are close to $`3\mathrm{\Delta }_0/4\mathrm{}`$ and increase linearly with $`E_{}.`$ For arbitrary $`E_{},`$ $`\omega _{21}`$ is obtained from the gap energy, displayed in Fig. 2, and is in the range of 100 GHz to 1 THz. The polarization shift $`\mathrm{\Delta }\omega \omega _{sh}^{(2D)}n_s`$ for $`\mathrm{\Gamma }<1`$, even though $`\left|\mathrm{\Delta }\omega \right|\omega _{21}`$. For example for $`n_s=10^6`$ cm<sup>-2</sup> and $`E_{}=0`$, we estimate $`\omega _{sh}^{(2D)}100`$ MHz $`\omega _{21}`$. This makes very difficult the direct experimental observation of depolarization shift at this electron density. However, the effect should be observable at higher densities (for instance $`n_s10^8`$ cm<sup>-2</sup>) even though our results can not be quite reliable in this regime since RPA should not be valid in such a strongly correlated classical Q2DES. However, one can hope that the nature of plasma oscillations does not change drastically, at least qualitatively, even in the high density limit ($`\mathrm{\Gamma }>1`$) and the depolarization shift should be measured for the Q2DES on the helium surface.
### B Q1DES
We now consider plasma oscillations in the Q1DES created along a channel filled with liquid helium. As in previous work, we consider a parabolic confinement $`U(y)=m\omega _0^2y^2/2`$ with the frequency $`\omega _0=(eE_{}mR)^{1/2}`$, where $`R`$ is the curvature radius of the liquid in the channel. Typical values of $`R`$ vary from $`10^4`$ to $`10^3`$ cm. The spectrum of electron subbands along the $`y`$ axis is $`E_n=\mathrm{}\omega _0(n1/2),`$ $`n=1,2,3\mathrm{}`$ in addition to the subbands along the $`z`$ direction. The motion along the $`x`$ direction (the channel axis) is free. The frequency $`\omega _0`$ increases with $`E_{}`$ achieving $`100`$ GHz at $`E_{}=3`$ kV/cm for $`R=5\times 10^4`$ cm. As $`\omega _0\omega _{21}`$, the multisubband system in transverse directions can be decoupled and we ignore electron transitions in $`z`$ direction which are the same as discussed above.
The noninteracting density-density response function was calculated in Ref. . The result was
$$\mathrm{\Pi }_{nn^{}}^0(\omega ,q_x)=\frac{2N\left[\mathrm{exp}\left[(n1)\mathrm{}\omega _0/T\right]U\left(\zeta _{nn^{}}^{()}\right)\mathrm{exp}\left[(n^{}1)\mathrm{}\omega _0/T\right]U\left(\zeta _{nn^{}}^{(+)}\right)\right]}{\mathrm{}q_xu_T\left[1+\mathrm{coth}\left(\mathrm{}\omega _0/2T\right)\right]}$$
(30)
where $`\zeta _{nn^{}}^{(\pm )}=(\omega /q_xu_T)\left[1+(\omega _0/\omega )(nn^{})\right]\pm \mathrm{}q_x/2mu_T`$. For $`\mathrm{}\omega _0T`$, when only the lowest subband ($`n=1)`$ is occupied, the expression for the response function is greatly simplified yielding $`\mathrm{\Pi }_{nn^{}}^0(\omega ,q_x)=(N/T)W(\omega /q_xu_T).`$
Using the wave functions of the two lowest subbands $`(n=1`$ and $`n=2)`$
$`\phi _1(y)={\displaystyle \frac{1}{\pi ^{1/4}y_0^{1/2}}}\mathrm{exp}\left({\displaystyle \frac{y^2}{2y_0^2}}\right);\phi _2(y)={\displaystyle \frac{\sqrt{2}}{\pi ^{1/4}y_0^{3/2}}}y\mathrm{exp}\left({\displaystyle \frac{y^2}{2y_0^2}}\right),`$
where $`y_0=(\mathrm{}/m\omega _0)^{1/2}`$, we obtain the matrix elements of Coulomb interaction from Eq. (4):
$$V_{11,11}^{1D}(q_x)=\frac{\stackrel{~}{e}^2}{L_x}\mathrm{exp}\left(\frac{q_x^2y_0^2}{4}\right)K_0\left(\frac{q_x^2y_0^2}{4}\right)\frac{\stackrel{~}{e}^2}{L_x}\mathrm{ln}\frac{1}{|q_xy_0|^2}\text{ for }|q_xy_0|1$$
(32)
and
$$V_{12,12}^{1D}(q_x)=\frac{\stackrel{~}{e}^2}{2L_x}\mathrm{exp}\left(\frac{q_x^2y_0^2}{4}\right)\left[K_0\left(\frac{q_x^2y_0^2}{4}\right)\frac{\sqrt{\pi }}{\sqrt{2}|q_xy_0|}W_{1,0}\left(\frac{q_x^2y_0^2}{2}\right)\right]$$
(33)
$`{\displaystyle \frac{\stackrel{~}{e}^2}{L_x}}\left[1{\displaystyle \frac{q_x^2y_0^2}{2}}\mathrm{ln}{\displaystyle \frac{1}{|q_xy_0|}}\right]\text{ for }|q_xy_0|1.`$
where $`W_{\alpha ,\beta }(x)`$ is Whittacker function.
Using Eqs. (5), (7), and (32), taking $`\omega =\omega (q_x)i\gamma _q,`$ and assuming $`\omega (q_x)/q_xu_T1`$ and $`|\omega (q_x)\omega _0|/q_xu_T`$ $`1`$ we obtain the dispersion relation of the longitudinal intrasubband modes in the long wavelength limit, $`|q_xy_0|1`$, as
$$\omega _l(q_x)=\frac{2\stackrel{~}{e}^2q_x^2}{m\mathrm{}}\mathrm{ln}\frac{1}{|q_xy_0|}\mathrm{exp}\left(\frac{q_x^2y_0^2}{4}\right)\left[1+\frac{3T\mathrm{}}{2\stackrel{~}{e}^2}\mathrm{ln}^1\frac{1}{|q_xy_0|}\right],$$
(35)
$$\gamma _l(q_x)=\sqrt{\pi }\frac{\omega _l^4(q_x)}{\left(q_xu_T\right)^3}\mathrm{exp}\left[\frac{\omega _l^2(q_x)}{(qu_T)^2}\right],$$
(36)
where $`\mathrm{}n_l^1=(N/L_x)^1`$ is the mean interelectron distance along the channel.
The longitudinal spectrum mode, given by Eq. (35), has the same structure of the obtained previously in Ref. and in Refs. where a quasi-crystalline approximation was employed. However we found an additional second term in brackets, which should be quite small for reasonable values of $`T`$ and $`\mathrm{}`$. Note also that condition $`\omega /q_xu_T1`$ assumed here is equivalent to $`Te^2/\mathrm{}`$ in the quasicrystalline approximation. It worth emphasizes that the present result was obtained within RPA which is valid in the opposite limit $`Te^2/\mathrm{}`$. Our conclusion is that the plasmon spectrum in the classical Q1DES has little dependence on the plasma parameter and RPA results should be probably correct in wide range of electron densities.
The transverse branch of collective excitations is rather interesting. Following the same steps as before, we arrive to
$$\omega _t^2(q_x)=\omega _0^2\frac{\stackrel{~}{e}^2q_x^2}{m\mathrm{}}\mathrm{ln}\frac{1}{|q_xy_0|}$$
(38)
$`+2\omega _0\omega _{1D}^{(sh)}\left[1+\left({\displaystyle \frac{\left(1+3\omega _{1D}^{(sh)}/2\omega _0\right)T}{m\left(\omega _{1D}^{(sh)}\right)^2}}+{\displaystyle \frac{\left(1+\omega _{1D}^{(sh)}/\omega _0\right)\mathrm{}}{2m\omega _{1D}^{(sh)}}}\right)q_x^2\right],`$
$$\gamma _t(q_x)=\sqrt{\pi }\frac{\left[\omega _t(q_x)\omega _{21}\right]^2}{q_xu_t}\mathrm{exp}\left[\frac{\left[\omega _t(q_x)\omega _{21}\right]^2}{(q_xu_t)^2}\right]$$
(39)
Here $`\omega _{1D}^{(sh)}=\stackrel{~}{e}^2/\mathrm{}\mathrm{}`$. The first two terms in Eq. (38) correspond to the result obtained in the quasicrystalline approximation if $`y_0`$ is replaced by $`\mathrm{}`$ in the logarithmic factor. The next term is the depolarization shift correction increasing the absorption edge frequency by $`\mathrm{\Delta }\omega =\sqrt{\omega _0^2+2\omega _0\omega _{1D}^{(sh)}}\omega _0`$ $`\omega _{1D}^{(sh)}`$ when $`\omega _{1D}^{(sh)}\omega _0`$. One can see that the instability of the transverse mode ($`\omega _t^2(q_x)<0`$) in the limit of zero confinement ($`\omega _0=0`$) is still manifested in our treatment. We call the attention that we found a quite different result in our previous work because we used an approximate expression $`V_{12,12}^{1D}(q_x)\stackrel{~}{e}^2/L_x`$ considered in Ref. . One estimative is that the polarization shift correction should be quite small for $`n_l10^210^3`$ cm<sup>-1</sup> and $`T10^11`$ K such that $`e^2/\mathrm{}<T`$. For instance, $`\omega _{1D}^{(sh)}10`$ GHz for $`E_{}=3`$ kV/cm and $`n_l=10^2`$ cm<sup>-1</sup> whereas $`\omega _0=100`$ GHz at $`R=5\times 10^4`$ cm. However, this density range can not be achieved in experimental conditions. For higher densities, $`\mathrm{\Delta }\omega `$ should be of the same order of $`\omega _0`$ and the polarization shift should be observed even our results are based on the RPA.
## IV Concluding remarks
In the present work, we have used the many-body dielectric formalism to calculate the spectrum of plasma oscillations for the classical Q2DES and Q1DES formed on the liquid helium surface. We have obtained the general expression for the density-density Q2D and Q1D response functions for any frequency and wave number within the RPA. The results are valid at low temperatures since we have used a two-subband model in which only the lowest subbands of the motion in the direction normal to the electron layer (Q2D) and of the motion in direction across the conducting channel (Q1D) are occupied. The plasma dispersion relations were found from the zeros of the determinantal equation for the generalized multisubband dielectric functions. We have obtained corrections to the gapless longitudinal modes, beyond the q<sup>1/2</sup>-behavior in the Q2DES and sound-like behavior, within logarithmic accuracy, in the Q1DES. The intersubband transverse collective frequency is higher than the corresponding single-particle excitation frequency both in Q2DES and Q1DES. The absorption edge frequencies are increased by the depolarization shift which can be large at high densities. In this connection, the experimental study of intersubband transition in low-dimensional electron systems over liquid helium seems to be attractive, because of the accessibility of wide range of charge concentrations and low temperatures, to observe collective effects on spectroscopic transitions.
We conclude by pointing out some limitations of our approach. The results are based on the RPA, which works quite well at small values of the plasma parameter. We know that RPA results become worse as the dimensionality is reduced, but we do not know how to go beyond RPA in a controlled way mainly in the Q1DES. We are, however, encouraged by the good agreement of our RPA results for the mode spectrum and those obtained in the quasi-crystalline approximation that is valid in the opposite limit of high plasma parameter. Other fact is the excellent agreement between the RPA theory and experiment on collective excitations in semiconductor quantum wells and wires . Our use of a two-subband model can be and should be improved in more realistic calculations . But we do not expect the correction of including other subbands to be qualitatively significant though at low temperatures.
FIGURE CAPTIONS
Fig. 1. Variational parameters $`\eta _1`$ (straight line) and $`\eta _2`$ (dashed line) as a function of the pressing electric field $`E_{}`$ evaluated numerically from Eqs. (16) and (17).
Fig. 2. Lowest-subband energy (straight line) and energy gap $`\mathrm{\Delta }_{21}`$ (dashed line) of single-electron spectroscopic excitation of the Q2DES as a function of the pressing electric field $`E_{}`$.
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# 1 Introduction
## 1 Introduction
The study of superconformal algebras has recently become of central importance because of their dual rôle in describing the gauge symmetries of supergravity in anti-de Sitter bulk and the global symmetries of the boundary field theory .
A special class of configurations which are particularly relevant are the so-called BPS states, i.e. dynamical objects corresponding to representations which undergo “shortening”.
These representations can only occur when the conformal dimension of a (super)primary operator is “quantized” in terms of the R symmetry quantum numbers and they are at the basis of the so-called “non-renormalization” theorems of supersymmetric quantum theories .
There exist different methods of constructing the UIR’s of superconformal algebras. One is the so-called oscillator construction of the Hilbert space in which a given UIR acts -. Another one, more appropriate to describe field theories, is the realization of such representations on superfields defined in superspaces . The latter are “supermanifolds” which can be regarded as the quotient of the conformal supergroup by some of its subgroups.
In the case of ordinary superspace the subgroup in question is the supergroup obtained by exponentiating a non-semisimple superalgebra which is the semidirect product of a super-Poincaré graded Lie algebra with dilatation ($`\text{SO}(1,1)`$) and the R symmetry algebra. This is the superspace appropriate for non-BPS states. Such states correspond to bulk massive states which can have “continuous spectrum” of the AdS mass (or, equivalently, of the conformal dimension of the primary fields).
BPS states are naturally associated to superspaces with lower number of “odd” coordinates and, in most cases, with some internal coordinates of a coset space $`G/H`$. Here $`G`$ is the R symmetry group of the superconformal algebra, i.e. the subalgebra of the even part which commutes with the conformal algebra of space-time and $`H`$ is some subgroup of $`G`$ having the same rank as $`G`$.
Such superspaces are called “harmonic” and they are characterized by having a subset of the initial odd coordinates $`\theta `$. The complementary number of odd variables determines the fraction of supersymmetry preserved by the BPS state. If a BPS state preserves $`K`$ supersymmetries then the $`\theta `$’s of the associated harmonic superspace will transform under some UIR of $`H_K`$.
For 1/2 BPS states, i.e. states with maximal supersymmetry, the superspace involves the minimal number of odd coordinates (half of the original one) and $`H_K`$ is then a maximal subgroup of $`G`$. On the other hand, for states with the minimal fraction of supersymmetry $`H_K`$ reduces to the “maximal torus” whose Lie algebra is the Cartan subalgebra of $`G`$.
It is the aim of the present paper to give a comprehensive treatment of BPS states related to “short representations” of superconformal algebras for the cases which are most relevant in the context of the AdS/CFT correspondence, i.e. the $`d=3`$ ($`N=8`$), $`d=6`$ and $`d=4`$ (for arbitrary $`N`$). The underlying conformal field theories correspond to world-volume theories of $`N_c`$ copies of $`M_2`$, $`M_5`$ and $`D_3`$ branes in the large $`N_c`$ limit - which are “dual” to AdS supergravities describing the horizon geometry of the branes .
Some of the results presented in this paper have already appeared elsewhere -. <sup>1</sup><sup>1</sup>1The new results were reported by one of us at the Workshop on ”Strings, Branes and M-theory” at the CIT-USC Center for Theoretical Physics, Los Angeles, California on April 5 and 7, 2000. Here we give a systematic and unified treatment of the BPS states corresponding to the three superconformal algebras above. The method we use is developed in full detail in the case of the $`d=4`$ superconformal algebra $`\text{SU}(2,2/N)`$ in Sections 2-5. In Section 2 we carry out an abstract analysis of the conditions for Grassmann (G-)analyticity (the generalization of the familiar concept of chirality ) in a superconformal context. We find the constraints on the conformal dimension and R symmetry quantum numbers of a superfield following from the requirement that it do not depend on one or more Grassmann variables. Introducing G-analyticity in a traditional superspace cannot be done without breaking the R symmetry. The latter can be restored by extending the superspace by harmonic variables ,,- parametrizing the coset $`G/H_K`$. In Section 3 the $`(N,p,q)`$ harmonic superspaces relevant to the description of BPS states preserving $`p+q/2N`$ supersymmetries are reviewed. In Section 4 the massless UIR’s (“supersingleton” multiplets) - of $`\text{SU}(2,2/N)`$ are considered, first as constrained superfields in ordinary superspace and then, for a part of them, as $`(N,p,Np)`$ G-analytic harmonic superfields . In Section 5 we use supersingleton multiplication to construct UIR’s of $`\text{SU}(2,2/N)`$. We show that in this way one can reproduce the complete classification of UIR’s of ref. . We give the full list of BPS states obtained by multiplying chiral and G-analytic supersingletons as well as the restricted classes of BPS states obtained from one type of G-analytic supersingleton alone. We also discuss different kinds of shortening which certain superfields (not of the BPS type) may undergo. In Sections 6 and 7 we apply the same method to extend these results to $`d=6`$ and $`d=3`$ for the superalgebras of the maximal supersymmetries, i.e., $`\text{OSp}(8^{}/2N)`$ and $`\text{OSp}(8/4,)`$. We conclude the paper by listing the various BPS states in the physically relevant cases of D3, $`M_2`$ and $`M_5`$ branes horizon geometry where only one type of supersingletons appears.
Applications of the present results are found in the classification of multitrace operators in four-dimensional $`N=4`$ $`\text{SU}(N_c)`$ Yang-Mills theory -, dual to type IIB supergravity on $`AdS_5\times S^5`$ .
Another area of interest is the classification of AdS black holes -, according to the fraction of supersymmetry preserved by the black hole background.
In a parallel analysis with black holes in asymptotically flat background , the AdS/CFT correspondence predicts that such BPS states should be dual to superconformal states undergoing “shortening” of the type discussed here.
## 2 Grassmann analyticity and conformal supersymmetry
In this section we shall study the realizations of $`D=4`$ $`N`$-extended conformal supersymmetry $`\text{SU}(2,2/N)`$ on superfields depending on a subset of the $`4N`$ odd variables. Such superfields will be called Grassmann (G-)analytic.
The non-vanishing (anti)commutation relations involving the odd generators of the superalgebra $`\text{SU}(2,2/N)`$ are given below:
$`\{Q_\alpha ^i,\overline{Q}_{\dot{\alpha }j}\}`$ $`=`$ $`2\delta _j^i(\sigma ^\mu )_{\alpha \dot{\alpha }}P_\mu ,`$
$`\{S_{\alpha j},\overline{S}_{\dot{\alpha }}^i\}`$ $`=`$ $`2\delta _j^i(\sigma ^\mu )_{\alpha \dot{\alpha }}K_\mu ,`$
$`\{Q_\alpha ^i,S_j^\beta \}`$ $`=`$ $`\delta _j^i(\sigma ^{\mu \nu })_\alpha ^\beta M_{\mu \nu }4\delta _\alpha ^\beta T_j^i2\delta _\alpha ^\beta \delta _j^i(R+iD),`$
$`[Q_\alpha ^i,K_\mu ]`$ $`=`$ $`(\sigma _\mu )_{\alpha \dot{\alpha }}\overline{S}^{\dot{\alpha }i},[\overline{Q}_{\dot{\alpha }i},K_\mu ]=(\sigma _\mu )_{\alpha \dot{\alpha }}S_i^\alpha ,`$
$`[S_{\alpha i},P_\mu ]`$ $`=`$ $`(\sigma _\mu )_{\alpha \dot{\alpha }}\overline{Q}_i^{\dot{\alpha }},[\overline{S}_{\dot{\alpha }}^i,P_\mu ]=(\sigma _\mu )_{\alpha \dot{\alpha }}Q^{\alpha i},`$ (2.1)
Here the odd generators are <sup>2</sup><sup>2</sup>2Two-component spinor indices are raised and lowered with the help of the Levi-Civita tensor: $`\psi ^\alpha =ϵ^{\alpha \beta }\psi _\beta `$, $`\overline{\chi }^{\dot{\alpha }}=ϵ^{\dot{\alpha }\dot{\beta }}\overline{\chi }_{\dot{\beta }}`$, $`\psi _\alpha =ϵ_{\alpha \beta }\psi ^\beta `$, $`\overline{\chi }_{\dot{\alpha }}=ϵ_{\dot{\alpha }\dot{\beta }}\overline{\chi }^{\dot{\beta }}`$; $`ϵ_{12}=ϵ_{\dot{1}\dot{2}}=ϵ^{12}=ϵ^{\dot{1}\dot{2}}=1`$.: $`Q_\alpha ^i`$, $`\overline{Q}_{\dot{\alpha }i}=(Q_\alpha ^i)^{}`$ of Poincaré supersymmetry and $`S_{\alpha i}`$, $`\overline{S}_{\dot{\alpha }}^i=(S_{\alpha i})^{}`$ of special conformal supersymmetry. The even generators are: $`P_\mu `$ of translations, $`K_\mu `$ of conformal boosts, $`M_{\mu \nu }=M_{\nu \mu }`$ of the Lorentz group, $`D`$ of dilatations, $`T_j^i`$ of $`\text{SU}(N)`$ and $`R`$ of $`U(1)`$ (“R charge”).
Further, the Lorentz and $`\text{SU}(N)`$ generators commute with $`Q`$ as follows:
$$[M_{\mu \nu },Q_\alpha ]=\frac{1}{2}(\sigma _{\mu \nu })_\alpha {}_{}{}^{\beta }Q_{\beta }^{},[M_{\mu \nu },\overline{Q}_{\dot{\alpha }}]=\frac{1}{2}(\stackrel{~}{\sigma }_{\mu \nu })^{\dot{\beta }}{}_{\dot{\alpha }}{}^{}\overline{Q}_{\dot{\beta }}^{},$$
(2.2)
$$[T_j^i,Q^k]=\delta _j^kQ^i\frac{1}{N}\delta _j^iQ^k,[T_j^i,\overline{Q}_k]=\delta _k^i\overline{Q}_j+\frac{1}{N}\delta _j^i\overline{Q}_k,$$
(2.3)
and similarly for $`S`$. Next, the commutators of $`Q`$ and $`S`$ with the dilatation and R charge generators are given below:
$`[D,Q]={\displaystyle \frac{i}{2}}Q,[D,\overline{Q}]={\displaystyle \frac{i}{2}}\overline{Q};`$
$`[D,S]={\displaystyle \frac{i}{2}}S,[D,\overline{S}]={\displaystyle \frac{i}{2}}\overline{S};`$ (2.4)
$`[R,Q]={\displaystyle \frac{4N}{2N}}Q,[R,\overline{Q}]={\displaystyle \frac{4N}{2N}}\overline{Q};`$
$`[R,S]={\displaystyle \frac{4N}{2N}}S,[R,\overline{S}]={\displaystyle \frac{4N}{2N}}\overline{S}.`$ (2.5)
Finally, the $`\text{SU}(N)`$ generators $`T_j^i`$, $`(T_j^i)^{}=T_i^j`$, $`_{i=1}^NT_i^i=0`$ form the algebra
$$[T_j^i,T_l^k]=\delta _j^kT_l^i\delta _l^iT_j^k.$$
(2.6)
The rest of the superalgebra $`\text{SU}(2,2/N)`$ is the conformal algebra of $`M,P,K,D`$ which will not be needed here.
The superspace traditionally used for the realization of $`\text{SU}(2,2/N)`$ (as well as for Poincaré supersymmetry) is given by the real coset
$$^{4|2N,2N}=\frac{\text{SU}(2,2/N)}{\{K,S,\overline{S},M,D,T,R\}}=(x^\mu ,\theta _i^\alpha ,\overline{\theta }^{\dot{\alpha }i}).$$
(2.7)
It is parametrized by 4 even coordinates $`x^\mu `$ and $`2N`$ left-handed odd spinor coordinates $`\theta _i^\alpha `$ in the fundamental of $`\text{SU}(N)`$ together with the $`2N`$ right-handed complex conjugates $`\overline{\theta }^{\dot{\alpha }i}=\overline{\theta _i^\alpha }`$. The superalgebra is realized on superfields $`\mathrm{\Phi }(x,\theta ,\overline{\theta })`$ defined as functions in the coset (2.7). The generators of the coset denominator $`K,S,\overline{S},M,D,T,R`$ act on the superspace coordinates as well as on the external indices of the superfield. The latter action is given by the matrix parts of these generators, $`K_\mu k_\mu `$, $`S_{\alpha i}s_{\alpha i}`$, $`\overline{S}_{\dot{\alpha }}^i\overline{s}_{\dot{\alpha }}^i`$, $`M_{\mu \nu }m_{\mu \nu }`$, $`Di\mathrm{}`$, $`T_j^it_j^i`$, $`Rr`$. <sup>3</sup><sup>3</sup>3We assign the R charge $`r_\theta =(4N)/2N`$ to the left-handed Grassmann coordinates $`\theta ^\alpha `$ in order to be consistent with the convention that chiral superfields $`\mathrm{\Phi }(\theta )`$ have $`r=\mathrm{}`$ for any $`N`$ (see (2.13)). Note that for $`N=4`$, $`r_\theta =0`$ and the $`r`$ quantum number becomes a “central charge” . In this case one refers to the $`\text{PSU}(2,2/4)`$ algebra for $`r=0`$ and to the $`\text{PU}(2,2/4)`$ algebra for $`r0`$. According to the definition of a (super)conformal primary field, the matrix parts of the transitive generators $`K,S`$ vanish:
$$s_{\alpha i}\mathrm{\Phi }=\overline{s}_{\dot{\alpha }}^i\mathrm{\Phi }=k_\mu \mathrm{\Phi }=0$$
(2.8)
(the third constraint follows from the first two, see (2.1)). The homogeneous action of the remaining ones, $`d,l,r,t`$, on the superfield and, in particular, on its lowest component $`\varphi (x)=\mathrm{\Phi }|_{\theta =\overline{\theta }=0}`$ defines the latter as an irrep of $`\text{SO}(1,1)\times \text{SL}(2,)\times \text{U}(1)\times \text{SU}(N)`$ with the following quantum numbers:
$$𝒟(\mathrm{};j_1,j_2;r;a_1,\mathrm{},a_{N1})$$
(2.9)
where $`\mathrm{}`$ is the conformal dimension, $`j_1,j_2`$ are the two Lorentz quantum numbers (“spins”), $`r`$ is the R charge and $`a_1,\mathrm{},a_{N1}`$ are the $`\text{SU}(N)`$ Dynkin labels.
### 2.1 Chiral superfields
The superalgebra $`\text{SU}(2,2/N)`$ can be realized in a smaller superspace, called “chiral” superspace. It is obtained by adding half of the Poincaré supersymmetry generators, for instance, the right-handed ones $`\overline{Q}_i^{\dot{\alpha }}`$, to the coset denominator:
$$^{4|2N,0}=\frac{\text{SU}(2,2/N)}{\{K,S,\overline{S},M,D,T,R,\overline{Q}\}}=(x^\mu ,\theta _i^\alpha ).$$
(2.10)
This means adding a new constraint to the set (2.8):
$$\overline{q}_i^{\dot{\alpha }}\mathrm{\Phi }=0$$
(2.11)
where $`\overline{q}`$ is the matrix part of the generator $`\overline{Q}`$. However, in this case the superalgebra (2.1) implies restrictions on the allowed values of the quantum numbers (2.9) . Indeed, the constraints (2.11), (2.8) yield the compatibility condition
$$\{\overline{q}_i^{\dot{\alpha }},\overline{s}_{\dot{\beta }}^j\}\mathrm{\Phi }=\left[\delta _i^j(\sigma ^{\mu \nu })^{\dot{\alpha }}{}_{\dot{\beta }}{}^{}m_{\mu \nu }^{}2\delta _{\dot{\beta }}^{\dot{\alpha }}\left(2t_j^i+\delta _i^j(\mathrm{}+r)\right)\right]\mathrm{\Phi }=0.$$
(2.12)
This is only possible if the superfield (i.e., its first component (2.9)) carries no right-handed spin, no $`\text{SU}(N)`$ indices and has R charge $`r=\mathrm{}`$:
$$^{4|2N,0}𝒟(\mathrm{};j_1,0;\mathrm{};0,\mathrm{},0).$$
(2.13)
Such superfields are called (left-handed) chiral. Note that both the superspace (2.10) and the superfields defined in it are complex.
Given a general superfield $`\mathrm{\Phi }(x,\theta ,\overline{\theta })`$, one can restrict it to the coset (2.10) by imposing the following differential “chirality” constraint
$$\overline{D}_i^{\dot{\alpha }}\mathrm{\Phi }(x,\theta ,\overline{\theta })=0.$$
(2.14)
Here $`\overline{D}`$ is the right-handed half of the “covariant spinor derivatives”
$$D_\alpha ^i=\frac{}{\theta _i^\alpha }+i\overline{\theta }^{\dot{\alpha }i}(\sigma ^\mu )_{\alpha \dot{\alpha }}_\mu ,\overline{D}_{\dot{\alpha }i}=\frac{}{\overline{\theta }^{\dot{\alpha }i}}i\theta _i^\alpha (\sigma ^\mu )_{\alpha \dot{\alpha }}_\mu .$$
(2.15)
Note that these derivatives are only covariant with respect to the super-Poincaré subalgebra of $`\text{SU}(2,2/N)`$. They obey the following anticommutation relations:
$$\{D_\alpha ^i,D_\beta ^j\}=\{\overline{D}_{\dot{\alpha }i},\overline{D}_{\dot{\beta }j}\}=0,\{D_\alpha ^i,\overline{D}_{\dot{\beta }j}\}=2i\delta _j^i(\sigma ^\mu )_{\alpha \dot{\beta }}_\mu .$$
(2.16)
A crucial observation is that the chirality constraint (2.14) can be solved by going to the “left-handed chiral” basis
$$x_L^\mu =x^\mu +i\theta _{Li}\sigma ^\mu \overline{\theta }_L^i,\theta _{Li}^\alpha =\theta _i^\alpha ,\overline{\theta }_L^{\dot{\alpha }i}=\overline{\theta }^{\dot{\alpha }i}.$$
(2.17)
There $`\overline{D}`$ becomes just a partial derivative, $`\overline{D}_{\dot{\alpha }i}=/\overline{\theta }_L^{\dot{\alpha }i}`$, so (2.14) simply implies
$$\mathrm{\Phi }=\mathrm{\Phi }(x_L^\mu ,\theta _{Li}^\alpha ).$$
(2.18)
An important property of the chiral superfields (2.18) is that the product of two of them is still a chiral superfield, i.e. they form a “ring structure”. Note the close analogy with the typical property of ordinary analytic functions. As we shall see in the next subsection, this analogy can be further developed.
### 2.2 Grassmann analytic superfields
A natural question is whether one can find other realizations of $`\text{SU}(2,2/N)`$ in superspaces involving only part of the odd coordinates. In the chiral case above we chose to add all of the right-handed generators $`\overline{Q}_i^{\dot{\alpha }}`$, which form an irrep of $`\text{SU}(N)`$, to the coset denominator. Now, let us assume for a moment the possibility to break $`\text{SU}(N)`$. <sup>4</sup><sup>4</sup>4Superspaces of this type can be introduced without breaking $`\text{SU}(N)`$ in the framework of harmonic superspace, see Section 3. We can then take just one of the $`Q`$’s or the $`\overline{Q}`$’s , e.g., $`Q_\alpha ^1`$ and put it in the denominator. The resulting coset has $`2N2`$ left-handed and $`2N`$ right-handed odd coordinates:
$$𝔸^{4|2N2,2N}=\frac{\text{SU}(2,2/N)}{\{K,S,\overline{S},M,D,T,R,Q^1\}}=(x^\mu ,\theta _2^\alpha ,\mathrm{},\theta _N^\alpha ,\overline{\theta }_{\dot{\alpha }}^1,\mathrm{},\overline{\theta }_{\dot{\alpha }}^N).$$
(2.19)
This means replacing the chirality condition (2.11) by
$$q_\alpha ^1\mathrm{\Phi }=0.$$
(2.20)
Then, a compatibility condition analogous to (2.12) follows from the anticommutator
$$\{q_\alpha ^1,s_1^\beta \}\mathrm{\Phi }=\left[(\sigma ^{\mu \nu })_\alpha {}_{}{}^{\beta }m_{\mu \nu }^{}2\delta _\alpha ^\beta \left(2t_1^1\mathrm{}+r\right)\right]\mathrm{\Phi }=0.$$
(2.21)
It implies $`(\sigma ^{\mu \nu })_\alpha {}_{}{}^{\beta }m_{\mu \nu }^{}\mathrm{\Phi }=0`$, i.e. no left-handed spin, as well as a relation between the eigenvalue of the $`\text{SU}(N)`$ generator $`t_1^1`$, the R charge and the conformal dimension:
$$j_1=0,2t_1^1=\mathrm{}r.$$
(2.22)
Further, anticommuting $`q_\alpha ^1`$ with the remaining projections $`s_{2,3,\mathrm{},N}^\beta `$, we obtain
$$t_i^1=0,2iN.$$
(2.23)
Let us now make a digression and discuss the $`\text{SU}(N)`$ generators $`t_j^i`$. In the Cartan decomposition of the $`\text{SU}(N)`$ algebra (2.6) the generators with $`1i<jN`$ are associated to the positive roots (“raising operators”). Among them $`t_{i+1}^i`$, $`i=1,\mathrm{},N1`$ correspond to the simple roots, which means that the other raising operators are obtained by commuting the simple ones. Similarly, the generators with $`Ni>j1`$ are associated to the negative roots (“lowering operators”), the simple ones being $`t_i^{i+1}`$, $`i=1,\mathrm{},N1`$. Finally, the $`N1`$ independent generators $`t_i^i`$ (recall that $`_{i=1}^Nt_i^i=0`$) define the $`N1`$ charges of the Cartan subalgebra of $`[\text{U}(1)]^{N1}\text{SU}(N)`$ as follows:
$$m_k=t_k^kt_N^N=t_k^k+\frac{m}{N},1kN,m=\underset{i=1}{\overset{N}{}}m_i$$
(2.24)
where $`m_N0`$. An irrep of $`\text{SU}(N)`$ is generated from the highest weight state (HWS) $`|a_1,\mathrm{},a_{N1}`$ specified, for example, by the Dynkin labels defined by
$$a_k=m_km_{k+1}0,1kN1.$$
(2.25)
Correspondingly, the charges (2.24) of a HWS take eigenvalues $`m_1m_2\mathrm{}m_{N1}m_N=0`$. In the language of Young tableaux $`m_k`$ is just the number of boxes in the $`k`$-th row. The HWS is by definition annihilated by all the raising operators:
$$t_j^i|a_1,\mathrm{},a_{N1}=0,1i<jN.$$
(2.26)
In these terms conditions (2.23) are just a subset of the irreducibility conditions (2.26). From (2.22) we obtain the following restrictions on the quantum numbers:
$$\frac{2m}{N}2m_1=r\mathrm{}.$$
(2.27)
We can go on and consider a superspace of the type (2.19) where the first $`p`$ $`\theta `$’s are missing:
$`𝔸^{4|2N2p,2N}`$ $`=`$ $`{\displaystyle \frac{\text{SU}(2,2/N)}{\{K,S,\overline{S},M,D,T,R,Q^1,\mathrm{},Q^p\}}}`$ (2.28)
$`=`$ $`(x^\mu ,\theta _{p+1}^\alpha ,\mathrm{},\theta _N^\alpha ,\overline{\theta }_{\dot{\alpha }}^1,\mathrm{},\overline{\theta }_{\dot{\alpha }}^N).`$
As before, this means to impose
$$q_\alpha ^i\mathrm{\Phi }=0,1ip.$$
(2.29)
Then, from the anticommutators $`\{q_\alpha ^i,s_i^\beta \}=0`$, $`1ip`$ we obtain conditions similar to (2.27):
$$\frac{2m}{N}2m_i=r\mathrm{},1ip.$$
(2.30)
Also, $`\{q_\alpha ^i,s_j^\beta \}=0`$ for $`1i<jp`$ yields a bigger subset of the irreducibility conditions (2.26). In addition, this time we obtain a new type of condition:
$$t_j^i|a_1,\mathrm{},a_{N1}=0,pi>j1.$$
(2.31)
The generators in (2.31) are lowering operators of $`\text{SU}(N)`$. In fact, these new constraints are corollaries of (2.30). Indeed, from (2.30) follows
$$a_1=\mathrm{}=a_{p1}=0\text{for}p2.$$
(2.32)
Now, the HWS $`|a_1,\mathrm{},a_{N1}`$ has the property <sup>5</sup><sup>5</sup>5The explanation is as follows. The generators $`t_k^{k+1}`$, $`t_{k+1}^k`$ and $`t_k^kt_{k+1}^{k+1}`$ form the algebra of $`\text{SU}(2)_k\text{SU}(N)`$. The state $`|a_1,\mathrm{},a_{N1}`$ can be regarded as the HWS of an irrep of this $`\text{SU}(2)_k`$ of $`\text{U}(1)`$ charge $`a_k`$, i.e. of dimension $`a_k+1`$. Eq. (2.33) then follows from the fact that $`t_k^{k+1}`$ is the lowering operator of $`\text{SU}(2)_k`$.
$$(t_k^{k+1})^{a_k+1}|a_1,\mathrm{},a_{N1}=0.$$
(2.33)
Then it is obvious that (2.32) and (2.33) imply (2.31).
The argument above can be reversed. Take a superfield defined in the superspace $`𝔸^{4|2N2,2N}`$ (2.19) whose lowest component is in the $`\text{SU}(N)`$ irrep with Dynkin labels $`[0,\mathrm{},0,a_p,\mathrm{},a_{N1}]`$, $`p>1`$. Then (2.31) holds and combining it with the constraint (2.20), we obtain the full set of constraints (2.29). Thus, such a superfield effectively lives in a smaller superspace.
It is clear than we can repeat the same procedure in the right-handed sector. This time the starting point will be a superspace where $`\overline{\theta }_{\dot{\alpha }}^N`$ is absent (note that in our convention $`q^1`$ and $`\overline{q}_N`$ are the HWS’s of the fundamental irrep of $`\text{SU}(N)`$ and of its conjugate, respectively). From the corresponding condition $`\overline{q}_N^{\dot{\alpha }}\mathrm{\Phi }=0`$ we derive
$$j_2=0,\frac{2m}{N}=\mathrm{}+r.$$
(2.34)
Going on and removing $`q`$ right-handed odd variables, $`\overline{\theta }_{\dot{\alpha }}^N,\mathrm{},\overline{\theta }_{\dot{\alpha }}^{Nq+1}`$, i.e., imposing the constraints
$$\overline{q}_i^{\dot{\alpha }}\mathrm{\Phi }=0,Nq+1iN,$$
(2.35)
in addition to (2.34) we find
$$m_i=0,Nq+1iN1\text{for}q2.$$
(2.36)
As before, this implies the vanishing of the last $`q1`$ Dynkin labels:
$$a_i=0,Nq+1iN1\text{for}q2.$$
(2.37)
Correspondingly, the HWS is annihilated by the lowering operators $`t_j^i`$, $`Ni>jNq+1`$.
Finally, we can combine left- and right-handed constraints and define the most general G-analytic superspace as follows:
$`𝔸^{4|2N2p,2N2q}`$ $`=`$ $`{\displaystyle \frac{\text{SU}(2,2/N)}{\{K,S,\overline{S},M,D,T,R,Q^1,\mathrm{},Q^p,\overline{Q}_{Nq+1},\mathrm{},\overline{Q}_N\}}}`$ (2.38)
$`=`$ $`(x^\mu ,\theta _{p+1}^\alpha ,\mathrm{},\theta _N^\alpha ,\overline{\theta }_{\dot{\alpha }}^1,\mathrm{},\overline{\theta }_{\dot{\alpha }}^{Nq}),p+qN.`$
Following we shall call (2.38) an “$`(N,p,q)`$ superspace” <sup>6</sup><sup>6</sup>6The first example of a $`(3,2,1)`$ superspace was given in .. It is important to realize that anticommuting the $`Q`$’s and $`\overline{Q}`$’s in the denominator should not produce the translation generator $`P_\mu `$ which belongs to the coset. This explains the condition $`p+qN`$ in (2.38). The superfields defined in this coset are annihilated by a subset of the Poincaré supersymmetry generators:
$$q_\alpha ^i\mathrm{\Phi }=\overline{q}_j^{\dot{\alpha }}\mathrm{\Phi }=0,1ip,Nq+1jN.$$
(2.39)
These conditions lead to restrictions on the quantum numbers obtained by combining the ones found above:
$`j_1=j_2=0;`$
$`\mathrm{}=m_1;`$
$`r={\displaystyle \frac{2m}{N}}m_1;`$ (2.40)
$`m_1=m_2=\mathrm{}=m_p,`$
$`m_i=0,Nq+1iN1,q2.`$
Such $`\text{SU}(N)`$ representations have the first $`p1`$ and the last $`q1`$ Dynkin labels vanishing:
$$[0,\mathrm{},0,a_p,\mathrm{},a_{Nq},0,\mathrm{},0].$$
(2.41)
An interesting limiting case is obtained when $`p+q=N`$. Such superspaces contain exactly one half of the initial number of Grassmann variables ($`p`$ left-handed and $`Np`$ right-handed spinors). The $`\text{SU}(N)`$ representation of the lowest component of the superfield has only one non-vanishing Dynkin label, $`a_p0`$. Consequently, $`\mathrm{}=a_p`$ and $`r=\left(\frac{2p}{N}1\right)a_p`$. In Section 4 we shall see that in the special case $`a_p=1`$ such superfields describe some of the massless superconformal multiplets.
We remark that chiral superspace can be viewed as a limiting case of the above when, e.g., $`p=0`$ and $`q=N`$. In this case only $`j_1=0`$, the other Lorentz quantum number $`j_2`$ remains arbitrary.
## 3 $`(N,p,q)`$ harmonic superspace
The chiral superspace introduced in Section 2.1 is naturally realized in terms of superfields satisfying a differential constraint of the type (2.14). The question arises if we can formulate similar differential constraints restricting a superfield to the G-analytic superspaces of Section 2.2. It is quite clear that one should impose constraints similar to (2.39) with the supersymmetry generators replaced by spinor covariant derivatives. The only problem is that in (2.29) we have explicitly broken the $`\text{SU}(N)`$ invariance, just like when the concept of Grassmann analyticity ($`N=2`$) was first introduced in ref. . This can be repaired by extending the framework of standard superspace to the so-called harmonic superspace .
### 3.1 Harmonic variables on the coset $`\text{SU}(N)/[\text{U}(1)]^{N1}`$
Harmonic superspace is obtained from the ordinary one (2.7) by tensoring it with a coset of the group $`\text{SU}(N)/H`$ where $`H`$ is a maximal subgroup of $`\text{SU}(N)`$. In order to be able to describe the most general case of G-analytic superfields one has to choose the smallest such subgroup, which is the Cartan subgroup $`[\text{U}(1)]^{N1}`$. The resulting coset $`\text{SU}(N)/[\text{U}(1)]^{N1}`$ (introduced in for $`N=2`$, for $`N=3`$ and for arbitrary $`N`$) is a compact complex manifold (“flag manifold” ) of complex dimension $`N(N1)/2`$. Note, however, that $`(N,p,q)`$ superfields for $`p2`$ and/or $`q2`$ effectively live in the smaller cosets $`\text{SU}(N)/[\text{U}(1)]^{Npq+1}\times \text{SU}(p)\times \text{SU}(q)`$, as we shall explain below (see also ).
#### 3.1.1 Covariant description of the coset $`\text{SU}(N)/[\text{U}(1)]^{N1}`$
The harmonic variables $`u_i^I`$ and their conjugates $`u_I^i=(u_i^I)^{}`$ form an $`\text{SU}(N)`$ matrix where $`i`$ is an index in the fundamental representation of $`\text{SU}(N)`$ and $`I=1,\mathrm{},N`$ are the projections of the second index onto the subgroup $`[\text{U}(1)]^{N1}`$. Further, we define two independent $`\text{SU}(N)`$ groups, a left one acting on the index $`i`$ and a right one acting on the projected index $`I`$ of the harmonics:
$$(u_i^I)^{}=\mathrm{\Lambda }_i^ju_j^J\mathrm{\Sigma }_J^I,\mathrm{\Lambda }\text{SU}(N)_L,\mathrm{\Sigma }\text{SU}(N)_R.$$
(3.1)
In particular, the charge operators (2.24) of $`\text{SU}(N)_R`$ act on the harmonics as follows:
$$m_Ku_i^I=(\delta _{KI}\delta _{KN})u_i^I,m_Ku_I^i=(\delta _{KI}\delta _{KN})u_I^i.$$
(3.2)
The harmonics satisfy the following $`\text{SU}(N)`$ defining conditions:
$`u_i^Iu_J^i=\delta _J^I,`$
$`u\text{SU}(N):`$ $`u_i^Iu_I^j=\delta _i^j,`$
$`\epsilon ^{i_1\mathrm{}i_N}u_{i_1}^1\mathrm{}u_{i_N}^N=1.`$
#### 3.1.2 Harmonic functions
A basic assumption of the harmonic approach to the coset $`\text{SU}(N)/[\text{U}(1)]^{N1}`$ is that any harmonic function is homogeneous under the action of $`[\text{U}(1)_R]^{N1}`$, i.e., it is an eigenfunction of the charge operators $`m_I`$,
$$m_If_{L_1\mathrm{}L_r}^{K_1\mathrm{}K_q}(u)=(\delta _{K_1I}\delta _{K_1N}\delta _{L_1I}+\delta _{L_1N}+\mathrm{})f_{L_1\mathrm{}L_r}^{K_1\mathrm{}K_q}(u)$$
(3.4)
(note that the projections (charges) $`K_1\mathrm{}K_q;L_1\mathrm{}L_r`$ are not necessarily all different). Thus the harmonic function effectively depends on the $`(N^21)(N1)=N(N1)`$ real coordinates of the coset $`\text{SU}(N)/[\text{U}(1)]^{N1}`$. This description of the coset is global and coordinateless. The function (3.4) is given by its harmonic expansion on the coset (hence the term “harmonic space”). In our $`\text{SU}(N)`$ covariant notation this expansion is $`[\text{U}(1)_R]^{N1}`$ covariant and $`\text{SU}(N)_L`$ invariant. To give a simple example, consider the case $`N=2`$ and the harmonic function
$`f^1(u)`$ $`=`$ $`f^iu_i^1+f^{ijk}u_i^1u_j^1u_k^2+\mathrm{}`$ (3.5)
$`+f^{i_1\mathrm{}i_{n+1}j_1\mathrm{}j_n}u_{i_1}^1\mathrm{}u_{i_{n+1}}^1u_{j_1}^2\mathrm{}u_{j_n}^2+\mathrm{}.`$
Note that each term in the expansion has the same overall $`\text{U}(1)_R`$ charge $`1`$. The first coefficient $`f^i`$ is in the fundamental of $`\text{SU}(2)_L`$, and the following ones are symmetric in all of their indices (either because $`u_i^1u_j^1`$ is symmetric in $`i,j`$ or because the antisymmetrization of $`u_i^1u_j^2`$ reduces it to a preceding term in (3.5)), thus realizing irreps of $`\text{SU}(2)_L`$ of isospin $`n+1/2`$. As a second example, consider the function
$$f_2^1(u)f^{11}=f^{ij}u_i^1u_j^1+f^{ijkl}u_i^1u_j^1u_k^1u_l^2+\mathrm{}.$$
(3.6)
This time the overall charge is even, therefore the irreps of the expansion carry integer isospin.
We remark that the irreducible products of harmonics play the rôle of the familiar spherical harmonics in the case $`N=2`$, where the coset $`\text{SU}(2)/\text{U}(1)S^2`$ (see for details).
The above $`N=2`$ examples are generalized to any $`N`$ as follows. <sup>7</sup><sup>7</sup>7We are grateful to P. Sorba for help in developing this argument. Consider first a function of the type
$$f^{\stackrel{\underset{}{\text{1…1}}}{m_1}\stackrel{\underset{}{\text{2…2}}}{m_2}\mathrm{}\stackrel{\underset{}{\text{N-1…N-1}}}{m_{N1}}}(u),m_1m_2\mathrm{}m_{N1}.$$
(3.7)
Note that the charges form a sequence corresponding to the canonical structure of a Young tableau. This tableau defines the smallest irrep of $`\text{SU}(N)_L`$ that one finds in the expansion. All the remaining irreps are obtained by the following procedure. Denote the HWS of the smallest irrep by its Dynkin labels, $`|a_1,\mathrm{},a_{N1}`$ and that of any irrep present in the expansion by $`|A_1,\mathrm{},A_{N1}`$. The vector $`|a_1,\mathrm{},a_{N1}`$ appears in the multiplet generated by the HWS $`|A_1,\mathrm{},A_{N1}`$, so it can be obtained by the action of the lowering operators of $`\text{SU}(N)_L`$:
$$|a_1,\mathrm{},a_{N1}=(t_1^2)^{n_1}(t_2^3)^{n_2}\mathrm{}(t_{N1}^N)^{n_{N1}}|A_1,\mathrm{},A_{N1}.$$
(3.8)
Here we only use the simple roots; the ordering in (3.8) is of no importance for our argument. From the $`\text{SU}(N)`$ algebra we easily find the following relations between the two sets of Dynkin labels:
$$A_k=a_k+2n_kn_{k1}n_{k+1}0,k=1,\mathrm{},N1.$$
(3.9)
Note that the coefficients in (3.9) form the Cartan matrix of $`\text{SU}(N)`$. The total number of boxes of the Young tableaux (i.e., number of indices of the coefficients, see below) is given by
$$M=\underset{k=1}{\overset{N1}{}}kA_k=m+Nn_{N1}.$$
(3.10)
Thus one finds an $`N1`$-parameter family of irreps where the choice of the parameters $`n_k`$ is only limited by the requirements $`A_k0`$.
As an illustration of the above, look at the first term in the expansion of the function (3.7):
$$f^{i_1\mathrm{}i_{m_1}j_1\mathrm{}j_{m_2}\mathrm{}k_1\mathrm{}k_{m_{N1}}}u_{i_1}^1\mathrm{}u_{i_{m_1}}^1u_{j_1}^2\mathrm{}u_{j_{m_2}}^2\mathrm{}u_{k_1}^{N1}\mathrm{}u_{k_{m_{N1}}}^{N1}.$$
(3.11)
Unlike the simple $`\text{SU}(2)`$ examples above, here the coefficients $`f`$ are not necessarily irreducible under $`\text{SU}(N)_L`$. Indeed, they only possess the symmetry associated to each type of harmonic projection but no antisymmetrization between any two different projections has been performed. Comparing the term (3.11) to the general case (3.9) we can say that in (3.11) the total number of indices (boxes in a Young tableau) is $`M=m`$, so what is left is the $`N2`$-parameter family of irreps corresponding to $`n_{N1}=0`$.
The general term in the expansion of the function (3.7) is obtained from (3.11) by multiplying it by the chargeless harmonic monomial $`u_{i_1}^1\mathrm{}u_{i_N}^N`$ (the total antisymmetrization of the indices $`i_1,\mathrm{},i_N`$ results in an $`\text{SU}(N)_L`$ singlet, so it should be eliminated):
$$f^{\stackrel{\underset{}{\text{1…1}}}{m_1}\stackrel{\underset{}{\text{2…2}}}{m_2}\mathrm{}\stackrel{\underset{}{\text{N-1…N-1}}}{m_{N1}}}(u)=$$
$$\underset{n_{N1}=0}{\overset{\mathrm{}}{}}f^{i_1\mathrm{}i_M}(u^1)^{m_1+n_{N1}}\mathrm{}(u^{N1})^{m_{N1}+n_{N1}}(u^N)^{n_{N1}}.$$
(3.12)
We use $`n_{N1}`$ from (3.8) as the expansion parameter. Each term in (3.12) has a coefficient with a total number of indices $`M`$ given by (3.10). This coefficient is decomposed into a set of $`\text{SU}(N)_L`$ irreps according to the rule (3.9).
If the charges ($`[\text{U}(1)_R]^{N1}`$ projections) of the harmonic function do not appear in the canonical order (3.7), then one should reorder the indices $`1,2,\mathrm{},N`$ so that they can label a Young tableau. For instance, the $`N=4`$ function $`f^{122233}`$ should be rewritten as $`f^{222331}`$, so it corresponds to the Young tableau $`(3,2,1)`$. If a complete set of $`N`$ different projections is present, it can be suppressed, e.g., the $`N=4`$ function $`f^{11234}f^1`$. Finally, if the function carries lower indices (projections of the complex conjugate fundamental representation), they should be converted into sets of $`N1`$ upper indices, for example, the $`N=4`$ function $`f_4^1f^{1123}`$ or $`f_1^{12}f^{12234}f^2`$.
#### 3.1.3 Harmonic derivatives
The harmonic derivatives are operators which respect the defining relations (3.1.1):
$$_J^I=u_i^I\frac{}{u_i^J}u_J^i\frac{}{u_I^i}\frac{1}{N}\underset{K=1}{\overset{N}{}}\delta _J^I\left(u_i^K\frac{}{u_i^K}u_K^i\frac{}{u_K^i}\right).$$
(3.13)
They act on the harmonics as follows:
$$_J^Iu_i^K=\delta _J^Ku_i^I\frac{1}{N}\delta _J^Iu_i^K,_J^Iu_K^i=\delta _K^Iu_J^i+\frac{1}{N}\delta _J^Iu_K^i.$$
(3.14)
Note that we prefer to treat $`u_i^I`$ and $`u_I^i`$ as independent variables subject to the constraints (3.1.1).
Clearly, the derivatives $`_J^I`$ are the generators of the group $`\text{SU}(N)_R`$ acting on the $`[\text{U}(1)_R]^{N1}`$ projected indices of the harmonics. The assumption (3.4) is then translated into the requirement that the harmonic functions $`f(u)`$ are eigenfunctions of the diagonal derivatives $`_I^I`$ which count the $`\text{U}(1)_R`$ charges:
$$(_I^I_N^N)f_{L_1\mathrm{}L_r}^{K_1\mathrm{}K_q}(u)=(\delta _{K_1I}\delta _{K_1N}\delta _{L_1I}+\delta _{L_1N}+\mathrm{})f_{L_1\mathrm{}L_r}^{K_1\mathrm{}K_q}(u).$$
(3.15)
Then the independent harmonic derivatives on the coset are the $`N(N1)/2`$ complex derivatives $`_J^I`$, $`I<J`$ corresponding to the raising operators of $`\text{SU}(N)_R`$ (or their conjugates $`_J^I`$, $`I>J`$ corresponding to the lowering operators of $`\text{SU}(N)_R`$).
From the above it follows that the harmonic differential conditions
$$_J^If_{L_1\mathrm{}L_r}^{K_1\mathrm{}K_q}(u)=0,I<J$$
(3.16)
impose severe constraints on the harmonic function. Indeed, if the function is of the type (3.7), it is reduced to just one harmonic monomial giving rise to an $`\text{SU}(N)`$ irrep whose HWS is labeled by the charges. Any other harmonic function subject to the condition (3.16) must vanish.
As an example, take $`N=2`$ and the function $`f^1(u)`$ (3.5) subject to the constraint
$$_2^{\mathrm{\hspace{0.17em}1}}f^1(u)=0f^1(u)=f^iu_i^1$$
(3.17)
since this is the only term in the expansion (3.5) which automatically satisfies the condition (3.17). So, the harmonic function is reduced to a doublet of $`\text{SU}(2)`$. Similarly, for $`N=4`$ the function $`f^{12}(u)`$ is reduced to the $`\underset{¯}{6}`$ of $`\text{SU}(4)`$. Indeed, the constraints $`_3^{\mathrm{\hspace{0.17em}2}}f^{12}(u)=_4^{\mathrm{\hspace{0.17em}3}}f^{12}(u)=0`$ ensure that $`f^{12}(u)`$ depends on $`u^1,u^2`$ only, $`f^{12}(u)=f^{ij}u_i^1u_j^2`$. Then the constraint $`_2^{\mathrm{\hspace{0.17em}1}}f^{12}(u)=f^{ij}u_i^1u_j^1=0`$ implies $`f^{ij}=f^{ji}`$. An example of a harmonic function which vanishes if subject to the constraint (3.16) is, e.g., in $`N=2`$, $`f_1(u)f^2(u)`$, since no term in its expansion can satisfy the condition $`_2^{\mathrm{\hspace{0.17em}1}}f^2(u)=0`$.
Note that not all of the derivatives $`_J^I,I<J`$ are independent, as follows from the $`\text{SU}(N)`$ algebra. The independent ones,
$$_2^{\mathrm{\hspace{0.17em}1}},_3^{\mathrm{\hspace{0.17em}2}},\mathrm{},_N^{N1}$$
(3.18)
correspond to the simple roots of $`\text{SU}(N)`$. Then the constraint (3.16) is equivalent to
$$_{I+1}^If_{L_1\mathrm{}L_r}^{K_1\mathrm{}K_q}(u)=0,I=1,\mathrm{},N1.$$
(3.19)
We remark that the coset $`\text{SU}(N)/\text{U}(1)^{N1}`$ can be parametrized by $`N(N1)/2`$ complex coordinates. In our context this amounts to making a choice of the harmonic matrix $`u_i^I`$ such that the group $`[\text{U}(1)_R]^{N1}`$ is identified with $`[\text{U}(1)_L]^{N1}\text{SU}(N)_L`$. Then the harmonic derivatives become Cartan’s covariant derivatives on the coset. The constraints (3.16) take the form of covariant Cauchy-Riemann analyticity conditions. For this reason we can call the set of constraints (3.16) (or (3.19)) harmonic (H-)analyticity conditions. The above argument shows that H-analyticity is equivalent to defining a HWS of $`\text{SU}(N)`$, i.e. it is the $`\text{SU}(N)`$ irreducibility condition on the harmonic functions.
### 3.2 $`(N,p,q)`$ harmonic superfields
The main purpose of introducing harmonic variables is to be able to define manifestly $`\text{SU}(N)`$ covariant superfields living in the G-analytic superspaces (2.38). This is done following the example of the chiral superfields. There we replaced the condition (2.11) by the differential chirality constraint (2.14). In the case of $`(N,p,q)`$ analyticity we have to replace conditions (2.39) by analogous differential constraints. The crucial point now is to let the superfield depend on the harmonic variables and obtain the adequate $`[\text{U}(1)]^{N1}`$ projections with the help of harmonic variables:
$$D_\alpha ^I\mathrm{\Phi }(x,\theta ,\overline{\theta },u)=\overline{D}_J^{\dot{\alpha }}\mathrm{\Phi }(x,\theta ,\overline{\theta },u)=0$$
(3.20)
where
$$D_\alpha ^I=D_\alpha ^iu_i^I,\overline{D}_J^{\dot{\alpha }}=\overline{D}_i^{\dot{\alpha }}u_J^i,1Ip,Nq+1JN.$$
(3.21)
The derivatives appearing in (3.20) anticommute (see (2.16)), therefore there exists a G-analytic basis in superspace,
$`x_A^\mu =x^\mu i(\theta _1\sigma ^\mu \overline{\theta }^1+\mathrm{}+\theta _p\sigma ^\mu \overline{\theta }^p\theta _{Nq+1}\sigma ^\mu \overline{\theta }^{Nq+1}\mathrm{}\theta _N\sigma ^\mu \overline{\theta }^N),`$
$`\theta _I^\alpha =\theta _i^\alpha u_I^i,\overline{\theta }^{\dot{\alpha }I}=\overline{\theta }^{\dot{\alpha }i}u_i^I.`$ (3.22)
where these derivatives become just $`D_\alpha ^I=/\theta _I^\alpha `$, $`\overline{D}_{\dot{\alpha }J}=/\overline{\theta }^{\dot{\alpha }J}`$. Consequently, in this basis the analytic superfield (3.20) becomes an unconstrained function of $`Np`$ $`\theta `$’s and $`Nq`$ $`\overline{\theta }`$’s, as well as of the harmonic variables:
$$\mathrm{\Phi }(x_A,\theta _{p+1},\mathrm{},\theta _N,\overline{\theta }^1,\mathrm{},\overline{\theta }^{Nq},u).$$
(3.23)
Let us now turn to the harmonic dependence in (3.23). In principle, each component in the $`\theta `$ expansion of the superfield is a harmonic function having an infinite harmonic expansion of the type (3.12). If we want to deal with a finite set of fields, we have to impose a harmonic irreducibility condition of the type (3.16) (or the equivalent subset (3.19)). However, in the G-analytic basis (3.22) the harmonic derivatives become covariant, $`D_J^I`$. In particular, the derivatives
$$D_J^I=_J^I+2i\theta _J\sigma ^\mu \overline{\theta }^I_\mu \theta _J^I+\overline{\theta }^I\overline{}_J,1INq,p+1JN$$
(3.24)
acquire space-time derivative terms. In the next section we shall see that this has important consequences on a G-analytic superfield subject to the additional H-analyticity constraints
$$D_J^I\mathrm{\Phi }^{[a_1,\mathrm{},a_{N1}]}(x_A,\theta _{p+1},\mathrm{},\theta _N,\overline{\theta }^1,\mathrm{},\overline{\theta }^{Nq},u)=0,1I<JN.$$
(3.25)
Here we have indicated the $`\text{SU}(N)`$ representation carried by the superfield.
### 3.3 $`(N,p,q)`$ conformal superfields
So far in this section we have only discussed G-analytic superfields as representations of Poincaré supersymmetry. From the analysis of Section 2 we know that superconformal invariance yields additional restrictions, in particular, on the $`\text{SU}(N)`$ irrep carried by the superfield. Adapting the arguments of Section 2, one finds that (3.20) implies the following harmonic conditions (even if we do not impose the $`\text{SU}(N)`$ irreducibility conditions (3.25)):
$$D_{I+1}^I\mathrm{\Phi }^{[a_1,\mathrm{},a_{N1}]}=D_I^{I+1}\mathrm{\Phi }^{[a_1,\mathrm{},a_{N1}]}=0,$$
$$1Ip1\text{and}Nq+1IN1.$$
(3.26)
These two subsets of raising and lowering operators of $`\text{SU}(N)`$ generate the algebra of $`\text{SU}(p)\times \text{SU}(q)`$. In the spirit of the coset construction of Section 2 this means that we have added the factor $`\text{SU}(p)\times \text{SU}(q)`$ to the denominator of the harmonic coset. In other words, a conformally covariant $`(N,p,q)`$ superfield lives not only in a smaller superspace, but also in a smaller harmonic space as compared to our initial coset $`\text{SU}(N)/[\text{U}(1)]^{N1}`$. From Section 2 we also know that the Dynkin labels of such a superfield are restricted (see (2.41)). To summarize, a G-analytic conformal superfield has the form
$$\mathrm{\Phi }^{[0,\mathrm{},0,a_p,\mathrm{},a_{Nq},0,\mathrm{},0]}(x_A,\theta _{p+1},\mathrm{},\theta _N,\overline{\theta }^1,\mathrm{},\overline{\theta }^{Nq},u)$$
(3.27)
and lives in the harmonic coset
$`{\displaystyle \frac{\text{SU}(N)}{[\text{U}(1)]^{Npq+1}\times \text{SU}(p)\times \text{SU}(q)}}\text{for}p2,q2;`$
$`{\displaystyle \frac{\text{SU}(N)}{[\text{U}(1)]^{Nq}\times \text{SU}(q)}}\text{for}p=0,1,q2;`$ (3.28)
$`{\displaystyle \frac{\text{SU}(N)}{[\text{U}(1)]^{Np}\times \text{SU}(p)}}\text{for}p2,q=0,1;`$
$`{\displaystyle \frac{\text{SU}(N)}{[\text{U}(1)]^{N1}}}\text{for}p=0,1\text{and}q=0,1.`$
This effective reduction of the harmonic coset has been pointed out in . For example, in the particular case
$$\mathrm{\Phi }^{[0,\mathrm{},0,a_p,0,\mathrm{},0,a_{Nq},0,\mathrm{},0]}(x_A,\theta _{p+1},\mathrm{},\theta _N,\overline{\theta }^1,\mathrm{},\overline{\theta }^{Nq},u)$$
$$u\frac{\text{SU}(N)}{\text{S}(\text{U}(p)\times \text{U}(q)\times \text{U}(Npq))}.$$
(3.29)
Note that in the limiting cases $`N=p+q`$ and $`N=p+q+1`$ the two cosets (3.28) and (3.29) coincide.
## 4 Massless superconformal multiplets
Massless multiplets are a particular class of superconformal multiplets. Their components are fields carrying Lorentz spin $`(j_1,0)`$, $`\varphi _{\alpha _1\mathrm{}\alpha _{2j_1}}(x)`$ or $`(0,j_2)`$, $`\overline{\varphi }_{\dot{\alpha }_1\mathrm{}\dot{\alpha }_{2j_2}}(x)`$ (all indices are symmetrized). In addition, they satisfy the massless field equations
$$^\mu \sigma _\mu ^{\alpha \dot{\alpha }}\varphi _{\alpha \alpha _2\mathrm{}\alpha _{2j_1}}=0,^\mu \sigma _\mu ^{\alpha \dot{\alpha }}\overline{\varphi }_{\dot{\alpha }\dot{\alpha }_2\mathrm{}\dot{\alpha }_{2j_2}}=0$$
(4.1)
(or $`\mathrm{}\varphi =0`$ in the case of spin $`(0,0)`$). These massless fields are known to form UIR’s of the conformal algebra $`\text{SU}(2,2)`$ if $`\mathrm{}=j+1`$. Consequently, the massless superconformal multiplets form UIR’s of $`\text{SU}(2,2/N)`$ .
In the language of AdS supersymmetry such multiplets are called “supersingletons” .
In this section we shall formulate the massless multiplets of $`\text{SU}(2,2/N)`$ first in terms of ordinary superfields and then, for a subclass of them, in $`(N,k,Nk)`$ harmonic superspace. <sup>8</sup><sup>8</sup>8The simplest example is provided by the $`N=2`$ hypermultiplet ; the next example is the $`N=3,4`$ on-shell SYM field-strength -; the generalization to the case $`(N,k,Nk)`$ was given in .
### 4.1 Massless multiplets as constrained superfields
There exist three types of massless $`N`$-extended superconformal multiplets. They can be described in terms of ordinary constrained superfields .
(i). The first type is given by scalar superfields
$$W^{i_1\mathrm{}i_k}(x^\mu ,\theta _i^\alpha ,\overline{\theta }^{\dot{\alpha }i}),k=1,\mathrm{},N1$$
(4.2)
with $`k`$ totally antisymmetrized indices of the fundamental representation of $`\text{SU}(N)`$ (i.e., carrying Dynkin labels $`[0,\mathrm{},0,\stackrel{k}{1},0,\mathrm{},0]`$). They satisfy the following constraints:
$`D_\alpha ^{(j}W^{i_1)i_2\mathrm{}i_k}=0,`$ (4.3)
$`\overline{D}_{\dot{\alpha }\{j}W^{i_1\}i_2\mathrm{}i_k}=0`$ (4.4)
where $`()`$ means symmetrization and $`\{\}`$ means the traceless part. In the cases $`N=2,3,4`$ these constraints define the on-shell $`N=2`$ matter (hyper)multiplet and the $`N=3,4`$ on-shell super-Yang-Mills multiplets . Their generalization to arbitrary $`N`$ has been given in Refs. where it has also been shown that they describe on-shell massless multiplets.
After rewriting the constraints (4.3), (4.4) in harmonic superspace in Section 4.2, we shall see that the above massless multiplets are superconformal if
$$\mathrm{}=1,r=\frac{2k}{N}1.$$
(4.5)
We also note their $`\text{SU}(N)`$ quantum numbers
$$m_1=\mathrm{}=m_k=1,m_{k+1}=\mathrm{}=m_{N1}=0,m=k.$$
(4.6)
(ii). The second type is given by a chiral scalar superfield
$$\overline{D}_i^{\dot{\alpha }}\mathrm{\Phi }=0$$
(4.7)
satisfying the additional constraint (field equation)
$$D^{i\alpha }D_\alpha ^j\mathrm{\Phi }=0.$$
(4.8)
This superfield is an $`\text{SU}(N)`$ singlet. The corresponding massless multiplet is superconformal if (see Section 2.1)
$$\mathrm{}=r=1.$$
(4.9)
Similarly, one can introduce an antichiral multiplet:
$$D_\alpha ^i\overline{\mathrm{\Phi }}=0,\overline{D}_{i\dot{\alpha }}D_j^{\dot{\alpha }}\overline{\mathrm{\Phi }}=0$$
(4.10)
with quantum numbers
$$\mathrm{}=r=1.$$
(4.11)
(iii). The third type is given by chiral superfields carrying external Lorentz spin $`(j_1,0)`$:
$$\overline{D}_i^{\dot{\alpha }}w_{\alpha _1\mathrm{}\alpha _{2j_1}}=0.$$
(4.12)
Here the $`2j_1`$ spinor indices are totally symmetrized. These superfields are $`\text{SU}(N)`$ singlets. They satisfy the massless field equation
$$D^{i\alpha }w_{\alpha \alpha _2\mathrm{}\alpha _{2j_1}}=0.$$
(4.13)
As we have seen in Section 2.1, conformal supersymmetry requires that
$$\mathrm{}=r=j_1+1.$$
(4.14)
Similarly, one can introduce antichiral superfields with Lorentz spin $`(0,j_2)`$:
$$D_\alpha ^i\overline{w}_{\dot{\alpha }_1\mathrm{}\dot{\alpha }_{2j_2}}=0,\overline{D}_i^{\dot{\alpha }}\overline{w}_{\dot{\alpha }\dot{\alpha }_2\mathrm{}\dot{\alpha }_{2j_2}}=0$$
(4.15)
with
$$\mathrm{}=r=j_2+1.$$
(4.16)
It is straightforward to see that such massless representations coincide with the massless supermultiplets of $`N`$-extended Poincaré supersymmetry (for an $`N=8`$ example see ref. .).
### 4.2 Type (i) massless multiplets as analytic superfields
Now, let us use the harmonic variables to covariantly project all the $`\text{SU}(N)`$ indices in the constraints (4.3), (4.4) onto $`[\text{U}(1)_R]^{N1}`$. For example, the projection
$$W^{12\mathrm{}k}=W^{i_1i_2\mathrm{}i_k}(x,\theta ,\overline{\theta })u_{i_1}^1u_{i_2}^2\mathrm{}u_{i_k}^k$$
(4.17)
satisfies the constraints
$`D_\alpha ^1W^{12\mathrm{}k}=D_\alpha ^2W^{12\mathrm{}k}=\mathrm{}=D_\alpha ^kW^{12\mathrm{}k}=0,`$ (4.18)
$`\overline{D}_{\dot{\alpha }k+1}W^{12\mathrm{}k}=\overline{D}_{\dot{\alpha }k+2}W^{12\mathrm{}k}=\mathrm{}=\overline{D}_{\dot{\alpha }N}W^{12\mathrm{}k}=0`$ (4.19)
where $`D_\alpha ^I=D_\alpha ^iu_i^I`$ and $`\overline{D}_{\dot{\alpha }I}=\overline{D}_{\dot{\alpha }i}u_I^i`$. The first of them, eq. (4.18), is a corollary of the commuting nature of the harmonics variables, and the second one, eq. (4.19), of the defining conditions (3.1.1). In eqs. (4.18), (4.19) one recognizes the conditions for G-analyticity (3.20) of the type $`(N,k,Nk)`$. As explained in Section 3.2, in the appropriate G-analytic basis (3.22) $`W^{12\mathrm{}k}`$ becomes an unconstrained function of $`k`$ $`\overline{\theta }`$’s and $`Nk`$ $`\theta `$’s:
$$W^{12\mathrm{}k}=W^{12\mathrm{}k}(x_A,\theta _{k+1},\mathrm{},\theta _N,\overline{\theta }^1,\mathrm{},\overline{\theta }^k,u).$$
(4.20)
It is important to realize that the G-analytic superfield (4.20) is an $`\text{SU}(N)`$ covariant object only because it depends on the harmonic variables. In order to recover the original harmonic-independent but constrained superfield $`W^{i_1i_2\mathrm{}i_k}(x,\theta ,\overline{\theta })`$ (4.3), (4.4) we need to impose differential constraints involving the harmonic variables. In Section 3.2 we have shown that they take the form of $`\text{SU}(N)`$ irreducibility conditions, eq. (3.25). In this particular case they are
$$D_J^IW^{12\mathrm{}k}=0,1I<JN$$
(4.21)
or the equivalent set
$$D_{I+1}^IW^{12\mathrm{}k}=0,1I<JN1.$$
(4.22)
In the initial real basis (2.7) of the full superspace $`^{4|2N,2N}`$ these constraints simply mean that the superfield is a polynomial in the harmonics, as in (4.17). However, in the G-analytic basis (3.22) the harmonic derivatives (3.24) contain space-time derivatives. This leads to a number of constraints on the component fields. The detailed analysis can be found in , here we only recall the final result:
$`W^{12\mathrm{}k}`$ $`=`$ $`\varphi ^{12\mathrm{}k}`$ (4.23)
$`+\overline{\theta }_{\dot{\alpha }}^1\overline{\psi }^{\dot{\alpha }\mathrm{\hspace{0.33em}23}\mathrm{}k}+\mathrm{}+\overline{\theta }_{\dot{\alpha }}^k\overline{\psi }^{\dot{\alpha }\mathrm{\hspace{0.33em}12}\mathrm{}k1}`$
$`+\theta _{k+1}^\alpha \chi _\alpha ^{1\mathrm{}kk+1}+\mathrm{}+\theta _N^\alpha \chi _\alpha ^{1\mathrm{}kN}`$
$`+\overline{\theta }_{\dot{\alpha }}^1\overline{\theta }_{\dot{\beta }}^2\overline{\psi }^{(\dot{\alpha }\dot{\beta })\mathrm{\hspace{0.33em}3}\mathrm{}k}+\mathrm{}+\overline{\theta }_{\dot{\alpha }}^{k1}\overline{\theta }_{\dot{\beta }}^k\overline{\psi }^{(\dot{\alpha }\dot{\beta })\mathrm{\hspace{0.33em}1}\mathrm{}k2}`$
$`+\theta _{k+1}^\alpha \theta _{k+2}^\beta \chi _{(\alpha \beta )}^{1\mathrm{}kk+1k+2}+\mathrm{}+\theta _{N1}^\alpha \theta _N^\beta \chi _{(\alpha \beta )}^{1\mathrm{}kN1N}`$
$`\mathrm{}`$
$`+\overline{\theta }_{\dot{\alpha }_1}^1\mathrm{}\overline{\theta }_{\dot{\alpha }_k}^k\overline{\psi }^{(\dot{\alpha }_1\mathrm{}\dot{\alpha }_k)}+\theta _{k+1}^{\alpha _1}\mathrm{}\theta _N^{\alpha _{Nk}}\chi _{(\alpha _1\mathrm{}\alpha _{Nk})}`$
$`+\text{derivative terms}.`$
Here all the component fields belong to totally antisymmetric irreps of $`\text{SU}(N)`$, e.g., $`\varphi ^{12\mathrm{}k}(x,u)=\varphi ^{[i_1i_2\mathrm{}i_k]}(x)u_{i_1}^1u_{i_2}^2\mathrm{}u_{i_k}^k`$. Further, these fields satisfy massless field equations of the type (4.1).
We conclude this section by a remark concerning the conformal properties of the above multiplets. The $`(N,k,Nk)`$ analytic superfield $`W^{12\mathrm{}k}`$ is characterized by the $`\text{SU}(N)`$ quantum numbers $`m_1=\mathrm{}=m_k=1,m_{k+1}=\mathrm{}=m_{N1}=0`$. From eqs. (2.40) we see that if
$$\mathrm{}_k=1,r_k=\frac{2k}{N}1$$
(4.24)
$`W^{12\mathrm{}k}`$ realizes a massless UIR of the superconformal algebra.
## 5 UIR’s of $`D=4`$ $`N`$-extended conformal supersymmetry
In this section we shall show how the complete classification of UIR’s of $`\text{SU}(2,2/N)`$ found in (see also , for the massless case) can be obtained by multiplying the three types of massless superfields introduced in Section 4.
### 5.1 The three series of UIR’s
The results of <sup>9</sup><sup>9</sup>9Our conventions differ from those of in the following sense: $`rr`$, $`2m/N2m_12m/N`$. fall into three distinct series. The simplest one (called series C in ) is given by the following conditions:
$$\mathrm{C})\mathrm{}=m_1,r=\frac{2m}{N}m_1,j_1=j_2=0.$$
(5.1)
We can construct the superfield realization of series C by multiplying massless G-analytic superfields <sup>10</sup><sup>10</sup>10Series of operators obtained as powers of the $`N=4`$ super-Yang-Mills field strength considered as a G-analytic harmonic superfield were introduced in . They were identified with short multiplets of $`SU(2,2/4)`$ and their correspondence with the K-K spectrum of IIB supergravity was established in . (“supersingletons”) of the type (4.20):
$$W^{[a_1,\mathrm{},a_{N1}]}=(W^1)^{a_1}(W^{12})^{a_2}\mathrm{}(W^{12\mathrm{}N1})^{a_{N1}}.$$
(5.2)
Since each factor in (5.2) satisfies the usual harmonic irreducibility constraints, the same is true for the product:
$$D_J^IW^{[a_1,\mathrm{},a_{N1}]}=0,1J<IN.$$
(5.3)
As a result, the lowest component of the superfield (5.2) is an irrep of $`\text{SU}(N)`$ with Dynkin labels $`[a_1,\mathrm{},a_{N1}]`$. This is easily seen by realizing that: i) all the $`\text{SU}(N)`$ indices projected with harmonics $`u_i^K`$ for a given $`K`$ are symmetrized; ii) their total number is $`m_K=_{i=K}^{N1}a_i`$; iii) the harmonic conditions (5.3) remove all symmetrizations between indices projected with different harmonics $`u_i^K`$ and $`u_i^L`$. All this reproduces the structure of a Young tableau with numbers of boxes $`(m_1,m_2,\mathrm{},m_{N1})`$, i.e. Dynkin labels $`[a_1,\mathrm{},a_{N1}]`$.
Further, from (4.24) we find $`\mathrm{}=_{k=1}^{N1}a_k\mathrm{}_k=m_1`$ and $`r=_{k=1}^{N1}a_kr_k=\frac{2m}{N}m_1`$, which exactly reproduces (5.1). Thus, we have proved that the complete series C is realized by the product (5.2) of massless multiplets.
We remark that for a generic choice of the Dynkin labels the superfield (5.2) is $`(N,1,1)`$ G-analytic. However, if the first $`p1`$ or the last $`q1`$ (or both) factors in (5.2) are absent, i.e., if the corresponding Dynkin labels vanish, we obtain further analyticity conditions of the type $`(N,p,q)`$, in accord with (3.27). We should mention that in ref. a list of the possible superconformal differential conditions on superfields is given. There one only finds $`(N,1,1)`$ G-analyticity conditions, but this can be explained by the above observation.
The second series (called B in ) is given by the following conditions:
$$\mathrm{B})\mathrm{}=r+\frac{2m}{N}2+2j_1+r+2m_1\frac{2m}{N},j_2=0$$
(5.4)
(or $`j_1j_2`$, $`rr`$, $`\frac{2m}{N}2m_1\frac{2m}{N}`$). It can be obtained by multiplying the G-analytic massless superfield (5.2) by left-handed chiral ones as follows:
$$w_{\alpha _1\mathrm{}\alpha _{2j_1}}\mathrm{\Phi }^kW^{[a_1,\mathrm{},a_{N1}]}$$
(5.5)
where $`k0`$ is an integer. The first factor in (5.5) brings in the Lorentz spin $`(j_1,0)`$. The second factor adjusts the dimension and R charge of the series,
$$\mathrm{}=1+j_1+m_1+k,r=1j_1km_1+\frac{2m}{N},$$
(5.6)
so that they exactly match (5.4). The conformal bound in (5.4) is obtained for $`k=0`$, i.e. without employing any scalar chiral superfields. The alternative series of this type is obtained by replacing chiral by antichiral superfields.
Finally, the most general series (called A in ) is given by the following conditions:
$$\mathrm{A})\mathrm{}2+2j_2r+\frac{2m}{N}2+2j_1+r+2m_1\frac{2m}{N}$$
(5.7)
(or $`j_1j_2`$, $`rr`$, $`\frac{2m}{N}2m_1\frac{2m}{N}`$). This series is obtained by multiplying together all possible types of massless superfields:
$$w_{\alpha _1\mathrm{}\alpha _{2j_1}}\overline{w}_{\dot{\alpha }_1\mathrm{}\dot{\alpha }_{2j_2}}\mathrm{\Phi }^k\overline{\mathrm{\Phi }}^sW^{[a_1,\mathrm{},a_{N1}]}$$
(5.8)
where $`ks0`$ are integers. This time we find
$$\mathrm{}=2+j_1+j_2+m_1+k+s,r=j_2j_1k+sm_1+\frac{2m}{N}$$
(5.9)
which corresponds to (5.7). The two conformal bounds in (5.7) are saturated for $`s=0`$ or $`k=s=0`$, i.e. without employing one or the other type (or both) of scalar chiral superfields. These bounds correspond to superfields satisfying differential constraints, as explained in Section 5.3. The alternative series is obtained by taking $`sk0`$.
Note that in the abstract series (5.4) and (5.7) the dimension $`\mathrm{}`$ and R charge $`r`$ can be any real numbers. In order to account for this, the powers $`k`$ and $`s`$ in (5.5) and (5.8) will have to take non-integer values, although this might violate unitarity. This does not happen for series C where $`\mathrm{}`$ is always integer and $`r`$ is rational.
One final remark concerns the unitarity of the above series of representations. Earlier we mentioned that the massless multiplets (supersingletons) are known to be UIR’s of the superconformal algebra. Then it is clear that by multiplying them as we did above we automatically obtain series of UIR’s.
### 5.2 Series obtained from one type of supersingleton
In Section 5.1 we used all possible G-analytic supersingletons $`W^{12\mathrm{}n}`$ with $`1nN1`$ to reproduce the complete series C. An alternative approach is to use different realizations of the same type of supersingleton (i.e., for a fixed value of $`n`$). We presented a similar construction in , where we only considered the case $`n=N/2`$ (for even $`N`$). The generalization is straightforward. The result is a series of UIR’s which is a particular case of the series B above.
The supersingleton $`W^{12\mathrm{}n}`$ can be equivalently rewritten by choosing different harmonic projections of its $`\text{SU}(N)`$ indices and, consequently, different sets of G-analyticity constraints. This amounts to superfields of the type
$$W^{I_1I_2\mathrm{}I_n}(\theta _{J_{n+1}},\mathrm{},\theta _{J_N},\overline{\theta }^{I_1},\mathrm{},\overline{\theta }^{I_n})$$
(5.10)
where $`I_1,\mathrm{},I_n`$ and $`J_{n+1},\mathrm{},J_N`$ are two complementary sets of $`N`$ indices. Each of these superfields depends on $`2N`$ Grassmann variables, i.e. half of the total number of $`4N`$. This is the minimal size of a G-analytic superspace, so we can say that the $`W`$’s are the “shortest” superfields (superconformal multiplets).
The idea now is to start multiplying different versions of the $`W`$’s of the type (5.10) (for a fixed value of $`n`$) in order to obtain composite objects depending on various numbers of odd variables. The following choice of $`W`$’s and of the order of multiplication covers all possible intermediate types of G-analyticity:
$`A(p_1,p_2,\mathrm{},p_{N1})`$
$`=[W^{1\mathrm{}n}(\theta _{n+1\mathrm{}N}\overline{\theta }^{1\mathrm{}n})]^{p_1+\mathrm{}+p_{N1}}`$
$`\times [W^{1\mathrm{}n1n+1}(\theta _{\underset{¯}{n}n+2\mathrm{}N}\overline{\theta }^{1\mathrm{}n1\underset{¯}{n+1}})]^{p_2+\mathrm{}+p_{N1}}`$
$`\times [W^{1\mathrm{}n1n+2}(\theta _{nn+1n+3\mathrm{}N}\overline{\theta }^{1\mathrm{}n1\underset{¯}{n+2}})]^{p_3+\mathrm{}+p_{N1}}`$
$`\mathrm{}`$
$`\times [W^{1\mathrm{}n1N1}(\theta _{n\mathrm{}N2N}\overline{\theta }^{1\mathrm{}n1\underset{¯}{N1}})]^{p_{Nn}+\mathrm{}+p_{N1}}`$
$`\times [W^{1\mathrm{}n2nn+1}(\theta _{\underset{¯}{n1}n+2\mathrm{}N}\overline{\theta }^{1\mathrm{}n2nn+1})]^{p_{Nn+1}+\mathrm{}+p_{N1}}`$
$`\times [W^{1\mathrm{}n3n1nn+1}(\theta _{\underset{¯}{n2}n+2\mathrm{}N}\overline{\theta }^{1\mathrm{}n3n1nn+1})]^{p_{Nn+2}+\mathrm{}+p_{N1}}`$
$`\mathrm{}`$
$`\times [W^{13\mathrm{}n+1}(\theta _{\underset{¯}{2}n+2\mathrm{}N}\overline{\theta }^{13\mathrm{}n+1})]^{p_{N2}+p_{N1}}`$
$`\times [W^{23\mathrm{}n+1}(\theta _{\underset{¯}{1}n+2\mathrm{}N}\overline{\theta }^{23\mathrm{}n+1})]^{p_{N1}}.`$ (5.11)
The power $`_{r=k}^{N1}p_r`$ of the $`k`$-th $`W`$ is chosen in such a way that each new $`p_r`$ corresponds to bringing in a new realization of the same supersingleton. As a result, at each step a new $`\theta `$ or $`\overline{\theta }`$ appears (they are underlined in (5.11)), thus adding new odd dimensions to the G-analytic superspace. The only exception of this rule is the second step at which both a new $`\theta `$ and a new $`\overline{\theta }`$ appear. So, the series (5.11) covers the cases $`(N,n,Nn)`$, $`(N,n1,Nn1)`$ and then all intermediate cases up to $`(N,1,0)`$.
The superfield $`A(p_1,p_2,\mathrm{},p_{N1})`$ should be submitted to the same H-analyticity constraints as one would impose on $`W^{1\mathrm{}n}`$ alone,
$$D_{I+1}^IA(p_1,p_2,\mathrm{},p_{N1})=0,I=1,2,\mathrm{},N1.$$
(5.12)
This is clearly compatible with the G-analyticity conditions on $`A(p_1,p_2,\mathrm{},p_{N1})`$ since they form a subset of these on $`W^{1\mathrm{}n}`$. As before, H-analyticity makes $`A(p_1,p_2,\mathrm{},p_{N1})`$ irreducible under $`\text{SU}(N)`$.
By counting the number of occurrences of each projection $`1,2,\mathrm{},N1`$ and the dimensions and R charges in (5.11), we easily find the relations
$$\mathrm{}=\underset{k=1}{\overset{N1}{}}kp_k,m_1=\mathrm{}p_{N1},m=n\mathrm{},r=\left(\frac{2n}{N}1\right)\mathrm{}.$$
(5.13)
If $`N=2n`$ this series has no R charge. If $`p_{N1}=0`$ the product (5.11) represents a G-analytic superfield and is thus a particular case of the series C. If $`p_{N1}1`$ it depends on all $`\theta `$’s and on all $`\overline{\theta }`$’s but $`\overline{\theta }^N`$, so it is a particular case of the series B (5.6) with $`j_1=0`$.
Finally, the Dynkin labels of the $`\text{SU}(N)`$ irrep carried by the first component of $`A(p_1,p_2,\mathrm{},p_{N1})`$ are given below:
$`a_1=p_{N2},`$
$`a_2=p_{N3},\mathrm{},a_{n2}=p_{Nn+1},`$
$`a_{n1}=(Nn2){\displaystyle \underset{k=Nn+1}{\overset{N1}{}}}p_k+{\displaystyle \underset{k=2}{\overset{Nn}{}}}(k1)p_k,`$
$`a_n=p_1,`$ (5.14)
$`a_{n+1}=p_2+{\displaystyle \underset{k=Nn+1}{\overset{N1}{}}}(kN+n)p_k,`$
$`a_{n+2}=p_3,\mathrm{},a_{N2}=p_{Nn1},`$
$`a_{N1}={\displaystyle \underset{k=Nn}{\overset{N1}{}}}p_k.`$
An interesting particular case is obtained if $`a_{N1}=0`$. This implies $`p_{Nn}=\mathrm{}=p_{N1}=0`$, so $`a_1=\mathrm{}=a_{n2}=0`$. In other words, this is a G-analytic superfield of the type $`(N,n1,2)`$. The remaining Dynkin labels are $`a_{n1}=_{k=2}^{Nn1}(k1)p_k`$, $`a_n=p_1`$, $`a_{n+1}=p_2`$, …, $`a_{N2}=p_{Nn1}`$. In general, none of these labels vanishes, therefore the harmonic coset in which this $`(N,n1,2)`$ superfield lives is not smaller than the expected one, $`\text{SU}(N)/[\text{U}(1)]^{Nn}\times \text{SU}(n1)\times \text{SU}(2)`$.
### 5.3 Shortness conditions
In the AdS literature the term “short” applies to multiplets which do not reach their maximal spin (equal to $`(j_1+\frac{N}{2},j_2+\frac{N}{2})`$ where $`(j_1,j_2)`$ is the spin of the first component) or which contain constrained fields like, e.g., conserved vectors. Our construction of the UIR’s of $`\text{SU}(2,2/N)`$ in terms of supersingletons allows us to easily find out when and what type of “shortness” condition takes place.
To this end we recall that the building blocks $`w`$, $`\mathrm{\Phi }`$ and $`W`$ are all constrained superfields corresponding to the “ultrashort” supersingleton multiplets. They are either G-analytic ((4.18), (4.19)) or chiral ((4.7), (4.12)). In addition, they satisfy on-shell constraints which take the form of $`\text{SU}(N)`$ irreducibility harmonic conditions (4.21) in the G-analytic case or are of the type (4.8) or (4.13) in the chiral case.
Now, the most general product of chiral, antichiral and G-analytic superfields as in the series A (5.8) only satisfies the harmonic constraints (4.21) (recall that $`w`$ and $`\mathrm{\Phi }`$ are harmonic-independent). However, there is a number of particular cases where some constraints on the $`\theta `$ dependence still take place.
i) The product $`w_{\alpha _1\mathrm{}\alpha _{2j_1}}W^{[a_1,\mathrm{},a_{N1}]}`$ satisfies the intersection of the constraints (4.12), (4.13) of the factor $`w`$ with the G-analyticity ones of the factor $`W`$. In the generic case the latter is of the type $`(N,1,1)`$, so we have
$`\overline{D}_N^{\dot{\alpha }}(w_{\alpha _1\mathrm{}\alpha _{2j_1}}W^{[a_1,\mathrm{},a_{N1}]})=0,`$ (5.15)
$`D^{1\alpha }(w_{\alpha \alpha _2\mathrm{}\alpha _{2j_1}}W^{[a_1,\mathrm{},a_{N1}]})=0.`$ (5.16)
If $`W`$ carries Dynkin labels like in (3.27), it is of the type $`(N,p,q)`$ and, correspondingly, we obtain $`q`$ equations like (5.15) and $`p`$ ones like (5.16).
Similarly, the product $`\mathrm{\Phi }W^{[a_1,\mathrm{},a_{N1}]}`$ satisfies the constraints
$`\overline{D}_N^{\dot{\alpha }}(\mathrm{\Phi }W^{[a_1,\mathrm{},a_{N1}]})=0,`$ (5.17)
$`D^{1\alpha }D_\alpha ^1(\mathrm{\Phi }W^{[a_1,\mathrm{},a_{N1}]})=0`$ (5.18)
or more of the same type is $`W`$ is $`(N,p,q)`$ analytic.
ii) The bilinear products of chiral with anti-chiral superfields are current-like objects. They satisfy constraints which turn the top spin in the superfield into a conserved “current”. The simplest example is the bilinear $`\mathrm{\Phi }\overline{\mathrm{\Phi }}`$:
$$D^{i\alpha }D_\alpha ^j(\mathrm{\Phi }\overline{\mathrm{\Phi }})=0,\overline{D}_{i\dot{\alpha }}\overline{D}_j^{\dot{\alpha }}(\mathrm{\Phi }\overline{\mathrm{\Phi }})=0.$$
(5.19)
These constraints can be weakened if we multiply $`\mathrm{\Phi }\overline{\mathrm{\Phi }}`$ by a G-analytic factor $`W`$. In this case only certain projections of (5.19) are preserved, e.g.,
$$D^{1\alpha }D_\alpha ^1(\mathrm{\Phi }\overline{\mathrm{\Phi }}W^{[a_1,\mathrm{},a_{N1}]})=\overline{D}_{N\dot{\alpha }}\overline{D}_N^{\dot{\alpha }}(\mathrm{\Phi }\overline{\mathrm{\Phi }}W^{[a_1,\mathrm{},a_{N1}]})=0.$$
(5.20)
Yet another current-like object is the bilinear $`w_{\alpha _1\mathrm{}\alpha _{2j_1}}\overline{w}_{\dot{\alpha }_1\mathrm{}\dot{\alpha }_{2j_2}}`$. It satisfies the constraints
$`\overline{D}_i^{\dot{\alpha }}(w_{\alpha _1\mathrm{}\alpha _{2j_1}}\overline{w}_{\dot{\alpha }\dot{\alpha }_2\mathrm{}\dot{\alpha }_{2j_2}})=0,`$ (5.21)
$`D^{i\alpha }(w_{\alpha \alpha _2\mathrm{}\alpha _{2j_1}}\overline{w}_{\dot{\alpha }_1\mathrm{}\dot{\alpha }_{2j_2}})=0.`$ (5.22)
As before, the product $`w_{\alpha _1\mathrm{}\alpha _{2j_1}}\overline{w}_{\dot{\alpha }_1\mathrm{}\dot{\alpha }_{2j_2}}W^{[a_1,\mathrm{},a_{N1}]}`$ satisfies only the corresponding projections of the above.
Similarly, the bilinear $`w_{\alpha _1\mathrm{}\alpha _{2j_1}}\overline{\mathrm{\Phi }}`$ satisfies the constraints
$`D^{i\alpha }(w_{\alpha \alpha _2\mathrm{}\alpha _{2j_1}}\overline{\mathrm{\Phi }})=0,`$ (5.23)
$`\overline{D}_{i\dot{\alpha }}\overline{D}_j^{\dot{\alpha }}(w_{\alpha _1\mathrm{}\alpha _{2j_1}}\overline{\mathrm{\Phi }})=0.`$ (5.24)
iii) A different class of “short” objects are obtained from the most general product (5.8) of series A either by setting $`s=0`$ or $`j_2=0`$ and $`s=1`$. In other words, we take the current-like bilinears above and multiply them by a BPS object (i.e., product of a chiral and a G-analytic factors). The resulting objects satisfy the constraints (for a generic $`W`$):
$`\overline{D}_N^{\dot{\alpha }}(w_{\alpha _1\mathrm{}\alpha _{2j_1}}\overline{w}_{\dot{\alpha }\dot{\alpha }_2\mathrm{}\dot{\alpha }_{2j_2}}\mathrm{\Phi }^kW^{[a_1,\mathrm{},a_{N1}]})=0,`$ (5.25)
$`\overline{D}_{N\dot{\alpha }}\overline{D}_N^{\dot{\alpha }}(w_{\alpha _1\mathrm{}\alpha _{2j_1}}\overline{\mathrm{\Phi }}\mathrm{\Phi }^kW^{[a_1,\mathrm{},a_{N1}]})=0.`$ (5.26)
We call such objects “intermediate short”. Note that they saturate the first conformal bound in (5.7). Intermediate short multiplets, as they are defined above, will also occur in $`d=6`$ and $`d=3`$ (see Sections 6.4 and 7.4).
### 5.4 BPS states of $`\text{SU}(2,2/N)`$
Here we give a summary of the $`\text{SU}(2,2/N)`$ multiplets which correspond to BPS states. <sup>11</sup><sup>11</sup>11Note that such BPS states have a close resemblance to BPS Poincaré multiplets in five dimensions , as expected by a limiting procedure. They are realized in terms of superfields which do not depend on at least one spinor coordinate. There are three distinct ways to obtain such multiplets.
#### 5.4.1 $`(p,q)`$ BPS states
Superfields which do not depend on the first $`p`$ $`\theta `$’s and the last $`q`$ $`\overline{\theta }`$’s are obtained by multiplying G-analytic objects:
$$\frac{p+q}{2N}\text{ BPS:}W^{[0,\mathrm{},0,a_p,a_{p+1},\mathrm{},a_{Nq},0,\mathrm{},0]}(\theta _{p+1},\mathrm{},\theta _N,\overline{\theta }^1,\mathrm{},\overline{\theta }^{Nq})$$
$$=(W^{12\mathrm{}p})^{a_p}(W^{12\mathrm{}p+1})^{a_{p+1}}\mathrm{}(W^{12\mathrm{}Nq})^{a_{Nq}}$$
(5.27)
where
$$1p,qN1,p+qN.$$
(5.28)
Note that the fraction of supersymmetry preserved by a $`(p,q)`$ BPS state ranges as follows:
$$\frac{1}{N}\frac{p+q}{2N}\frac{1}{2}.$$
(5.29)
The two end points are obtained for $`p=q=1`$ and for $`p+q=N`$.
Such states have the first $`p1`$ and the last $`q1`$ $`\text{SU}(N)`$ Dynkin labels vanishing. The remaining quantum numbers are:
$$\mathrm{}=\underset{k=p}{\overset{Nq}{}}a_k,j_1=j_2=0,r=\underset{k=p}{\overset{Nq}{}}(\frac{2k}{N}1)a_k.$$
(5.30)
Generically, such superfields live in the harmonic space
$$\frac{\text{SU}(N)}{[\text{U}(1)]^{Npq+1}\times \text{SU}(p)\times \text{SU}(q)}.$$
(5.31)
If a subset of the Dynkin labels vanish, for instance,
$$a_{p+m}=a_{p+m+1}=\mathrm{}=a_{Nqn}=0,p+q+m+nN,$$
the coset (5.31) is further restricted to
$$\frac{\text{SU}(N)}{[\text{U}(1)]^{m+n}\times \text{SU}(p)\times \text{SU}(q)\times \text{SU}(Npqmn+2)}.$$
(5.32)
#### 5.4.2 $`(0,q)`$ BPS states
Superfields which do not depend on the last $`q`$ $`\overline{\theta }`$’s (or, alternatively, on the first $`p`$ $`\theta `$’s) are obtained by multiplying G-analytic objects by left- (or right-) handed chiral ones:
$$\frac{q}{2N}\text{ BPS:}W_{\alpha _1\mathrm{}\alpha _{2j_1}}^{[a_1,a_2,\mathrm{},a_{Nq},0,\mathrm{},0]}(\theta _1,\mathrm{},\theta _N,\overline{\theta }^1,\mathrm{},\overline{\theta }^{Nq})$$
$$=w_{\alpha _1\mathrm{}\alpha _{2j_1}}\mathrm{\Phi }^s(W^1)^{a_1}(W^{12})^{a_2}\mathrm{}(W^{12\mathrm{}Nq})^{a_{Nq}}$$
(5.33)
where $`s0`$ is an integer and
$$1qN1.$$
(5.34)
Note that the fraction of supersymmetry preserved by a $`(0,q)`$ BPS state ranges as follows:
$$\frac{1}{2N}\frac{q}{2N}\frac{N1}{2N}.$$
(5.35)
Such states have the last $`q1`$ $`\text{SU}(N)`$ Dynkin labels vanishing. The remaining quantum numbers are:
$$\mathrm{}=1+j_1+s+\underset{k=p}{\overset{Nq}{}}a_k,j_2=0,r=1j_1s+\underset{k=p}{\overset{Nq}{}}(\frac{2k}{N}1)a_k.$$
(5.36)
Generically, such superfields live in the harmonic space
$$\frac{\text{SU}(N)}{[\text{U}(1)]^{Nq}\times \text{SU}(q)}.$$
(5.37)
If a subset of the Dynkin labels vanish, for instance,
$$a_i=0,1nNq1,$$
the coset (5.31) is further restricted to
$$\frac{\text{SU}(N)}{[\text{U}(1)]^{Nqn}\times \text{SU}(q)\times \text{SU}(n+1)}.$$
(5.38)
#### 5.4.3 Chiral BPS states
These are described by superfields which do not depend on all of the $`\overline{\theta }`$’s (or, alternatively, on the $`\theta `$’s), i.e. which are left- (or right-) handed chiral:
$$\frac{1}{2}\text{ BPS:}W_{\alpha _1\mathrm{}\alpha _{2j_1}}(\theta _1,\mathrm{},\theta _N)=w_{\alpha _1\mathrm{}\alpha _{2j_1}}\mathrm{\Phi }^s.$$
(5.39)
They are $`\text{SU}(N)`$ singlets. The remaining quantum numbers are:
$$\mathrm{}=1+j_1+s,j_2=0,r=1j_1s.$$
(5.40)
The chiral superfields are harmonic-independent.
## 6 The six-dimensional case
The method described above can also be applied to the superconformal algebras $`\text{OSp}(8^{}/2N)`$ in six dimensions. We will first examine the consequences of G-analyticity and conformal supersymmetry and find out the relation to BPS states. Then we will construct UIR’s of $`\text{OSp}(8^{}/2N)`$ by multiplying supersingletons. The results exactly match the general classification of UIR’s of $`\text{OSp}(8^{}/2N)`$ of Ref. . Some of the results relevant to the cases $`N=1,2`$ have already been presented in .
### 6.1 The conformal superalgebra $`\text{OSp}(8^{}/2N)`$ and Grassmann analyticity
The part of the conformal superalgebra $`\text{OSp}(8^{}/2N)`$ relevant to our discussion is given below:
$`\{Q_\alpha ^i,Q_\beta ^j\}=2\mathrm{\Omega }^{ij}\gamma _{\alpha \beta }^\mu P_\mu ,`$ (6.1)
$`\{S^{\alpha i},S^{\beta j}\}=2\mathrm{\Omega }^{ij}\gamma _\mu ^{\alpha \beta }K^\mu ,`$ (6.2)
$`\{Q_\alpha ^i,S^{\beta j}\}=i\mathrm{\Omega }^{ij}(\gamma ^{\mu \nu })_\alpha {}_{}{}^{\beta }M_{\mu \nu }^{}+2\delta _\alpha ^\beta (4T^{ij}i\mathrm{\Omega }^{ij}D),`$ (6.3)
$`[D,Q_\alpha ^i]={\displaystyle \frac{i}{2}}Q_\alpha ^i,[D,S^{\alpha i}]={\displaystyle \frac{i}{2}}S^{\alpha i},`$ (6.4)
$`[T^{ij},Q_\alpha ^k]={\displaystyle \frac{1}{2}}(\mathrm{\Omega }^{ki}Q_\alpha ^j+\mathrm{\Omega }^{kj}Q_\alpha ^i),`$ (6.5)
$`[T^{ij},T^{kl}]={\displaystyle \frac{1}{2}}(\mathrm{\Omega }^{ik}T^{lj}+\mathrm{\Omega }^{il}T^{kj}+\mathrm{\Omega }^{jk}T^{li}+\mathrm{\Omega }^{jl}T^{ki}).`$ (6.6)
Here $`Q_\alpha ^i`$ are the generators of Poincaré supersymmetry carrying a right-handed chiral spinor index $`\alpha =1,2,3,4`$ of the Lorentz group $`\text{SU}^{}(4)\text{SO}(5,1)`$ (generators $`M_{\mu \nu }`$) and an index $`i=1,2,\mathrm{},2N`$ of the fundamental representation of the R symmetry group $`\text{USp}(2N)`$ (generators $`T^{ij}=T^{ji}`$); $`S^{\beta j}`$ are the generators of conformal supersymmetry carrying a left-handed chiral spinor index; $`D`$ is the generator of dilations, $`P_\mu `$ of translations and $`K_\mu `$ of conformal boosts. It is convenient to make the non-standard choice of the symplectic matrix $`\mathrm{\Omega }^{ij}=\mathrm{\Omega }^{ji}`$ with non-vanishing entries $`\mathrm{\Omega }^{\mathrm{1\hspace{0.33em}2}N}=\mathrm{\Omega }^{\mathrm{2\hspace{0.33em}2}N1}=\mathrm{}=\mathrm{\Omega }^{NN+1}=1`$. The chiral spinors satisfy a pseudo-reality condition of the type $`\overline{Q_\alpha ^i}=\mathrm{\Omega }^{ij}Q_j^\beta c_{\beta \alpha }`$ where $`c`$ is a $`4\times 4`$ unitary “charge conjugation” matrix. Note that the generators $`M,P,K,D`$ form the Lie algebra of $`\text{SO}(8^{})\text{SO}(2,6)`$ and the generators $`Q,S`$ form an $`\text{SO}(8^{})`$ chiral spinor.
The standard realization of this superalgebra makes use of the superspace
$$^{6|8N}=\frac{\text{OSp}(8^{}/2N)}{\{K,S,M,D,T\}}=(x^\mu ,\theta ^{\alpha i})$$
(6.7)
where $`\theta ^{\alpha i}`$ is a left-handed spinor. Unlike the four-dimensional case, here chirality is not an option but is already built in. The only way to obtain smaller superspaces is through Grassmann analyticity. We begin by imposing a single condition of G-analyticity (cf. eq. (2.20)):
$$q_\alpha ^1\mathrm{\Phi }(x,\theta )=0$$
(6.8)
which amounts to considering the coset
$$𝔸^{6|4(2N1)}=\frac{\text{OSp}(8^{}/2N)}{\{K,S,M,D,T,Q^1\}}=(x^\mu ,\theta ^{\alpha \mathrm{\hspace{0.33em}1},2,\mathrm{},2N1})$$
(6.9)
(note that with our conventions $`\theta ^{\alpha \mathrm{\hspace{0.33em}1}}=\theta _{2N}^\alpha ,\mathrm{},\theta ^{\alpha N}=\theta _{N+1}^\alpha `$, $`\theta ^{\alpha N+1}=\theta _N^\alpha ,\mathrm{},\theta ^{\alpha \mathrm{\hspace{0.33em}2}N}=\theta _1^\alpha `$). From the algebra (6.1)-(6.6) we obtain
$`m_{\mu \nu }=0,`$ (6.10)
$`t^{11}=t^{12}=\mathrm{}=t^{\mathrm{1\hspace{0.33em}2}N1}=0,`$ (6.11)
$`4t^{\mathrm{1\hspace{0.33em}2}N}+\mathrm{}=0.`$ (6.12)
Eq. (6.10) implies that the superfield $`\mathrm{\Phi }`$ must be a Lorentz scalar. In order to interpret eqs. (6.11), (6.12), we need to split the generators of $`\text{USp}(2N)`$ into raising operators (corresponding to the positive roots):
$$T^{k\mathrm{\hspace{0.33em}2}Nl},k=1,\mathrm{},N,l=k,\mathrm{},2Nk(\text{simple if }l=k);$$
(6.13)
$`[\text{U}(1)]^N`$ charges:
$$H_k=2T^{k\mathrm{\hspace{0.33em}2}Nk+1},k=1,\mathrm{},N;$$
(6.14)
the remaining generators are lowering operators (corresponding to the negative roots). The Dynkin labels $`a_k`$ of a $`\text{USp}(2N)`$ irrep are defined as follows:
$$a_k=H_kH_{k+1},k=1,\mathrm{},N1,a_N=H_N,$$
(6.15)
so that, for instance, the generator $`Q^1`$ is the HWS of the fundamental irrep $`(1,0,\mathrm{},0)`$.
Now it becomes clear that (6.11) is part of the $`\text{USp}(2N)`$ irreducibility conditions whereas (6.12) relates the conformal dimension to the sum of the Dynkin labels:
$$\mathrm{}=2\underset{k=1}{\overset{N}{}}a_k.$$
(6.16)
Let us denote the highest-weight UIR’s of the $`\text{OSp}(8^{}/2N)`$ algebra by
$$𝒟(\mathrm{};J_1,J_2,J_3;a_1,\mathrm{},a_N)$$
where $`\mathrm{}`$ is the conformal dimension, $`J_1,J_2,J_3`$ are the $`\text{SU}^{}(4)`$ Dynkin labels and $`a_k`$ are the $`\text{USp}(2N)`$ Dynkin labels of the first component. Then the G-analytic superfields defined above are of the type
$$\mathrm{\Phi }(\theta ^{1,2,\mathrm{},2N1})𝒟(2\underset{k=1}{\overset{N}{}}a_k;0,0,0;a_1,\mathrm{},a_N).$$
(6.17)
The next step is to add the generator $`Q_\alpha ^2`$ to the superspace coset denominator:
$$𝔸^{6|4(2N2)}=\frac{\text{OSp}(8^{}/2N)}{\{K,S,M,D,T,Q^1,Q^2\}}=(x^\mu ,\theta ^{\alpha \mathrm{\hspace{0.33em}1},2,\mathrm{},2N2}).$$
(6.18)
This implies the new constraints
$`4t^{\mathrm{2\hspace{0.33em}2}N1}+\mathrm{}=0a_1=0,`$ (6.19)
$`t^{\mathrm{2\hspace{0.33em}2}N}=0.`$ (6.20)
Note that the vanishing of the lowering operator $`t^{\mathrm{2\hspace{0.33em}2}N}`$ means that the subalgebra $`\text{SU}(2)\text{USp}(2N)`$ formed by $`t^{\mathrm{1\hspace{0.33em}2}N1}`$, $`t^{\mathrm{2\hspace{0.33em}2}N}`$ and $`t^{\mathrm{1\hspace{0.33em}2}N}t^{\mathrm{2\hspace{0.33em}2}N1}`$ acts trivially on the particular $`\text{USp}(2N)`$ irreps. This is equivalent to setting $`a_1=0`$, as in (6.19). Thus, the new G-analytic superfields are of the type
$$\mathrm{\Phi }(\theta ^{1,2,\mathrm{},2N2})𝒟(2\underset{k=2}{\overset{N}{}}a_k;0,0,0;0,a_2,\mathrm{},a_N).$$
(6.21)
From (6.1) it is clear that we can go on in the same manner until we remove half of the $`\theta `$’s, namely $`\theta ^{N+1},\mathrm{},\theta ^{2N}`$. Each time we have to set a new Dynkin label to zero. We can summarize by saying that the superconformal algebra $`\text{OSp}(8^{}/2N)`$ admits the following short UIR’s corresponding to BPS states:
$$\frac{p}{2N}\text{ BPS}:𝒟(2\underset{k=p}{\overset{N}{}}a_k;0,0,0;0,\mathrm{},0,a_p,\mathrm{},a_N),p=1,\mathrm{},N.$$
(6.22)
### 6.2 Supersingletons
There exist three types of massless multiplets in six dimensions corresponding to ultrashort UIR’s (supersingletons) of $`\text{OSp}(8^{}/2N)`$ (see, e.g., for the case $`N=2`$). All of them can be formulated in terms of constrained superfields as follows.
(i) The first type is described by a superfield $`W^{\{i_1\mathrm{}i_n\}}(x,\theta )`$, $`1nN`$, which is antisymmetric and traceless in the external $`\text{USp}(2N)`$ indices (for even $`n`$ one can impose a reality condition). It satisfies the constraint (see and )
$$D_\alpha ^{(k}W^{\{i_1)i_2\mathrm{}i_n\}}=0𝒟(2;0,0,0;0,\mathrm{},0,a_n=1,0,\mathrm{},0)$$
(6.23)
where the spinor covariant derivatives obey the supersymmetry algebra
$$\{D_\alpha ^i,D_\beta ^j\}=2i\mathrm{\Omega }^{ij}\gamma _{\alpha \beta }^\mu _\mu .$$
(6.24)
The components of this superfield are massless fields. In the case $`N=n=1`$ this is the on-shell $`(1,0)`$ hypermultiplet and for $`N=n=2`$ it is the on-shell $`(2,0)`$ tensor multiplet .
(ii) The second type is described by a (real) superfield without external indices, $`w(x,\theta )`$ obeying the constraint
$$D_{[\alpha }^{(i}D_{\beta ]}^{j)}w=0𝒟(2;0,0,0;0,\mathrm{},0).$$
(6.25)
(iii) Finally, there exists an infinite series of multiplets described by superfields with $`n`$ totally symmetrized external Lorentz spinor indices, $`w_{(\alpha _1\mathrm{}\alpha _n)}(x,\theta )`$ (they can be made real in the case of even $`n`$) obeying the constraint
$$D_{[\beta }^iw_{(\alpha _1]\mathrm{}\alpha _n)}=0𝒟(2+n/2;n,0,0;0,\mathrm{},0).$$
(6.26)
As shown in ref. , the six-dimensional massless conformal fields only carry reps $`(J_1,0)`$ of the little group $`\text{SU}(2)\times \text{SU}(2)`$ of a light-like particle momentum. This result is related to the analysis of conformal fields in $`d`$ dimensions . This fact implies that massless superconformal multiplets are classified by a single $`\text{SU}(2)`$ and $`\text{USp}(2N)`$ R-symmetry and are therefore identical to massless super-Poincaré multiplets in five dimensions. Some physical implication of the above circumstance have recently been discussed in ref. where it was suggested that certain strongly coupled $`d=5`$ theories effectively become six-dimensional.
### 6.3 Harmonic superspace
The massless multiplets (i), (ii) admit an alternative formulation in harmonic superspace (see - for $`N=1,2`$). The advantage of this formulation is that the constraints (6.23) become conditions for G-analyticity. We introduce harmonic variables describing the coset $`\text{USp}(2N)/[\text{U}(1)]^N`$:
$$u\text{USp}(2N):u_i^Iu_J^i=\delta _J^I,u_i^I\mathrm{\Omega }^{ij}u_j^J=\mathrm{\Omega }^{IJ},u_i^I=(u_I^i)^{}.$$
(6.27)
Here the indices $`i,j`$ belong to the fundamental representation of $`\text{USp}(2N)`$ and $`I,J`$ are labels corresponding to the $`[\text{U}(1)]^N`$ projections. The harmonic derivatives
$$D^{IJ}=\mathrm{\Omega }^{K(I}u_i^{J)}\frac{}{u_i^K}$$
(6.28)
form the algebra of $`\text{USp}(2N)_R`$ (see (6.6)) realized on the indices $`I,J`$ of the harmonics.
Let us now project the defining constraint (6.23) with the harmonics $`u_k^Ku_{i_1}^1\mathrm{}u_{i_n}^n`$, $`K=1,\mathrm{},n`$:
$$D_\alpha ^1W^{12\mathrm{}n}=D_\alpha ^2W^{12\mathrm{}n}=\mathrm{}=D_\alpha ^nW^{12\mathrm{}n}=0$$
(6.29)
where $`D_\alpha ^K=D_\alpha ^iu_i^K`$ and $`W^{12\mathrm{}n}=W^{\{i_1\mathrm{}i_n\}}u_{i_1}^1\mathrm{}u_{i_n}^n`$. Indeed, the constraint (6.23) now takes the form of a G-analyticity condition. In the appropriate basis in superspace the solution to (6.29) is a short superfield depending on part of the odd coordinates:
$$W^{12\mathrm{}n}(x_A,\theta ^1,\theta ^2,\mathrm{},\theta ^{2Nn},u).$$
(6.30)
In addition to (6.29), the projected superfield $`W^{12\mathrm{}n}`$ automatically satisfies the $`\text{USp}(2N)`$ harmonic irreducibility conditions
$$D^{K\mathrm{\hspace{0.33em}2}NK}W^{12}=0,K=1,\mathrm{},N$$
(6.31)
(only the simple roots of $`\text{USp}(2N)`$ are shown). The equivalence between the two forms of the constraint follows from the obvious properties of the harmonic products $`u_{[k}^Ku_{i]}^K=0`$ and $`\mathrm{\Omega }^{ij}u_i^Ku_j^L=0`$ for $`1K<Ln`$. The harmonic constraints (6.31) make the superfield ultrashort.
Finally, in case (ii), projecting the constraint (6.25) with $`u_i^Iu_j^I`$ where $`I=1,\mathrm{},N`$ (no summation), we obtain the condition
$$D_\alpha ^ID_\beta ^Iw=0.$$
(6.32)
It implies that the superfield $`w`$ is linear in each projection $`\theta ^{\alpha I}`$.
### 6.4 Series of UIR’s of $`\text{OSp}(8^{}/2N)`$ and shortening
It is now clear that we can realize the BPS series of UIR’s (6.22) as products of the different G-analytic superfields (supersingletons) (6.29).<sup>12</sup><sup>12</sup>12As a bonus, we also prove the unitarity of these series, since they are obtained by multiplying massless unitary multiplets. BPS shortening is obtained by setting the first $`p1`$ $`\text{USp}(2N)`$ Dynkin labels to zero:
$$\frac{p}{2N}\text{BPS}:W^{[0,\mathrm{},0,a_p,\mathrm{},a_N]}(\theta ^1,\theta ^2,\mathrm{},\theta ^{2Np})=(W^{1\mathrm{}p})^{a_p}\mathrm{}(W^{1\mathrm{}N})^{a_N}$$
(6.33)
(note that even if $`a_10`$ we still have $`1/2N`$ shortening).
We remark that our harmonic coset $`\text{USp}(2N)/[\text{U}(1)]^N`$ is effectively reduced to
$$\frac{\text{USp}(2N)}{\text{U}(p)\times [\text{U}(1)]^{Np}}$$
(6.34)
in the case of $`p/2N`$ BPS shortening (just as it happened in four dimensions). Such a smaller harmonic space was used in Ref. to formulate the $`(2,0)`$ tensor multiplet.
A study of the most general UIR’s of $`\text{OSp}(8^{}/2N)`$ (similar to the one of Ref. for the case of $`\text{SU}(2,2/N)`$) is presented in Ref. . We can construct these UIR’s by multiplying the three types of supersingletons above:
$$w_{\alpha _1\mathrm{}\alpha _{m_1}}w_{\beta _1\mathrm{}\beta _{m_2}}w_{\gamma _1\mathrm{}\gamma _{m_3}}w^kW^{[a_1,\mathrm{},a_N]}$$
(6.35)
where $`m_1m_2m_3`$ and the spinor indices are arranged so that they form an $`\text{SU}^{}(4)`$ UIR with Young tableau $`(m_1,m_2,m_3)`$ or Dynkin labels $`J_1=m_1m_2,J_2=m_2m_3,J_3=m_3`$. Thus we obtain four distinct series:
A) $`\mathrm{}6+{\displaystyle \frac{1}{2}}(J_1+2J_2+3J_3)+2{\displaystyle \underset{k=1}{\overset{N}{}}}a_k;`$
B) $`J_3=0,\mathrm{}4+{\displaystyle \frac{1}{2}}(J_1+2J_2)+2{\displaystyle \underset{k=1}{\overset{N}{}}}a_k;`$
C) $`J_2=J_3=0,\mathrm{}2+{\displaystyle \frac{1}{2}}J_1+2{\displaystyle \underset{k=1}{\overset{N}{}}}a_k;`$
D) $`J_1=J_2=J_3=0,\mathrm{}=2{\displaystyle \underset{k=1}{\overset{N}{}}}a_k.`$ (6.36)
The superconformal bound is saturated when $`k=0`$ in (6.35). Note that the values of the conformal dimension we can obtain are “quantized” since the factor $`w^k`$ has $`\mathrm{}=2k`$ and $`k`$ must be a non-negative integer to ensure unitarity. With this restriction eq. (6.36) reproduces the results of Ref. . However, we cannot comment on the existence of a “window” of dimensions $`2+\frac{1}{2}J_1+2_{k=1}^Na_k\mathrm{}4+\frac{1}{2}J_1+2_{k=1}^Na_k`$ conjectured in . <sup>13</sup><sup>13</sup>13In a recent paper the UIR’s of the six-dimensional conformal algebra $`\text{SO}(2,6)`$ have been classified. Note that the superconformal bound in case A (with all $`a_i=0`$) is stronger that the purely conformal unitarity bounds found in .
In the generic case the multiplet (6.35) is “long”, but for certain special values of the dimension some shortening can take place . We can immediately identify all these short multiplets. First of all, case D corresponds to BPS shortening. In the other cases let us first set $`a_i=0`$, i.e. no BPS multiplets appear in (6.35). Then saturating the bound in case A (i.e., setting $`k=0`$) leads to the shortening condition (see (6.26)):
$$ϵ^{\delta \alpha \beta \gamma }D_\delta ^i(w_{\alpha \mathrm{}\alpha _{m_1}}w_{\beta \mathrm{}\beta _{m_2}}w_{\gamma \mathrm{}\gamma _{m_3}})=0\mathrm{}=6+\frac{1}{2}(J_1+2J_2+3J_3).$$
(6.37)
Next, in case B we have two possibilities: either we saturate the bound ($`k=0`$) or we use just one factor $`w`$ ($`k=1`$). Using (6.25) and (6.26), we find
$$ϵ^{\delta \gamma \alpha \beta }D_\gamma ^i(w_{\alpha \mathrm{}\alpha _{m_1}}w_{\beta \mathrm{}\beta _{m_2}})=0\mathrm{}=4+\frac{1}{2}(J_1+2J_2);$$
(6.38)
$$ϵ^{\delta \gamma \alpha \beta }D_\delta ^{(i}D_\gamma ^{j)}(ww_{\alpha \mathrm{}\alpha _{m_1}}w_{\beta \mathrm{}\beta _{m_2}})=0\mathrm{}=6+\frac{1}{2}(J_1+2J_2).$$
(6.39)
Similarly, in case C with $`J_10`$ we have three options, namely setting $`k=0\mathrm{}=2+\frac{1}{2}J_1`$ (which corresponds to the supersingleton defining constraint (6.26)) or $`k=1,2`$ which gives:
$$ϵ^{\delta \gamma \beta \alpha }D_\gamma ^{(i}D_\beta ^{j)}(ww_{\alpha \mathrm{}\alpha _{m_1}})=0\mathrm{}=4+\frac{1}{2}J_1,$$
(6.40)
$$ϵ^{\delta \gamma \beta \alpha }D_\delta ^{(i}D_\gamma ^jD_\beta ^{k)}(w^2w_{\alpha \mathrm{}\alpha _{m_1}})=0\mathrm{}=6+\frac{1}{2}J_1.$$
(6.41)
Finally, in case C with $`J_1=0`$ we can take the scalar supersingleton (6.25) itself, i.e. set $`k=1\mathrm{}=2`$, or set $`k=2,3`$:
$$ϵ^{\delta \gamma \beta \alpha }D_\gamma ^{(i}D_\beta ^jD_\alpha ^{k)}(w^2)=0\mathrm{}=4,$$
(6.42)
$$ϵ^{\delta \gamma \beta \alpha }D_\delta ^{(i}D_\gamma ^jD_\beta ^kD_\alpha ^{l)}(w^3)=0\mathrm{}=6.$$
(6.43)
Introducing $`\text{USp}(2N)`$ quantum numbers into the above shortening conditions is achieved by multiplying the short multiplets by a BPS object. The new short multiplets satisfy the corresponding $`\text{USp}(2N)`$ projections of eqs. (6.25), (6.26), (6.37)-(6.43). We call such objects “intermediate short”.
## 7 The three-dimensional case
In this section we carry out the analysis of the $`d=3`$ $`N=8`$ superconformal algebra $`\text{OSp}(8/4,)`$ in a way similar to the above. Some of the results have already been presented in . As in the previous cases, our results could easily be extended to $`\text{OSp}(N/4,)`$ superalgebras with arbitrary $`N`$. The $`N=2`$ and $`N=3`$ cases were considered in Ref. .
### 7.1 The conformal superalgebra $`\text{OSp}(8/4,)`$ and Grassmann analyticity
The part of the conformal superalgebra $`\text{OSp}(8/4,)`$ relevant to our discussion is given below:
$`\{Q_\alpha ^i,Q_\beta ^j\}=2\delta ^{ij}\gamma _{\alpha \beta }^\mu P_\mu ,`$ (7.1)
$`\{Q_\alpha ^i,S_\beta ^j\}=\delta ^{ij}M_{\alpha \beta }+2ϵ_{\alpha \beta }(T^{ij}+\delta ^{ij}D),`$ (7.2)
$`[T^{ij},Q_\alpha ^k]=i(\delta ^{ki}Q_\alpha ^j\delta ^{kj}Q_\alpha ^i),`$ (7.3)
$`[T^{ij},T^{kl}]=i(\delta ^{ik}T^{jl}+\delta ^{jl}T^{ik}\delta ^{jk}T^{il}\delta ^{il}T^{jk}).`$ (7.4)
Here we find the following generators: $`Q_\alpha ^i`$ of $`N=8`$ Poincaré supersymmetry carrying a spinor index $`\alpha =1,2`$ of the $`d=3`$ Lorentz group $`\text{SL}(2,)\text{SO}(1,2)`$ (generators $`M_{\alpha \beta }=M_{\beta \alpha }`$) and a vector <sup>14</sup><sup>14</sup>14Since $`\text{SO}(8)`$ has three 8-dimensional representations, $`8_v`$, $`8_s`$ and $`8_c`$ related by triality, the choice which one to ascribe to the supersymmetry generators is purely conventional. In order to be consistent with the other $`N`$-extended $`d=3`$ supersymmetries where the odd generators always belong to the vector representation, we prefer to put an $`8_v`$ index $`i`$ on the supercharges. index $`i=1,\mathrm{},8`$ of the R symmetry group $`\text{SO}(8)`$ (generators $`T^{ij}=T^{ji}`$); $`S_\alpha ^i`$ of conformal supersymmetry; $`P_\mu `$, $`\mu =0,1,2`$, of translations; $`D`$ of dilations.
The standard realization of this superalgebra makes use of the superspace
$$^{3|16}=\frac{\text{OSp}(8/4,)}{\{K,S,M,D,T\}}=(x^\mu ,\theta ^{\alpha i}).$$
(7.5)
In order to study G-analyticity we need to decompose the generators $`Q_\alpha ^i`$ under $`[\text{U}(1)]^4\text{SO}(8)`$. Besides the vector representation $`8_v`$ of $`\text{SO}(8)`$ we are also going to use the spinor ones, $`8_s`$ and $`8_c`$. In this context we find it convenient to introduce the four subgroups $`\text{U}(1)`$ by successive reductions: $`\text{SO}(8)\text{SO}(2)\times \text{SO}(6)\text{U}(1)\times \text{SU}(4)[\text{SO}(2)]^2\times \text{SO}(4)[\text{U}(1)]^2\times \text{SU}(2)\times \text{SU}(2)[\text{SO}(2)]^4[\text{U}(1)]^4`$. Denoting the four $`\text{U}(1)`$ charges by $`\pm `$, $`(\pm )`$, $`[\pm ]`$ and $`\{\pm \}`$, we decompose the three 8-dimensional representations as follows:
$`8_v:Q^i`$ $``$ $`Q^{\pm \pm },Q^{(\pm \pm )},Q^{[\pm ]\{\pm \}},`$ (7.6)
$`8_s:\varphi ^a`$ $``$ $`\varphi ^{+(+)[\pm ]},\varphi ^{()[\pm ]},\varphi ^{+()\{\pm \}},\varphi ^{(+)\{\pm \}}`$ (7.7)
$`8_c:\sigma ^{\dot{a}}`$ $``$ $`\sigma ^{+(+)\{\pm \}},\sigma ^{()\{\pm \}},\sigma ^{+()[\pm ]},\sigma ^{(+)[\pm ]}`$ (7.8)
The definition of the charge operators $`H_i`$, $`i=1,2,3,4`$ can be read off from the corresponding projections of the relation (7.2):
$`\{Q_\alpha ^{++},S_\beta ^{}\}`$ $`=`$ $`{\displaystyle \frac{1}{2}}M_{\alpha \beta }+ϵ_{\alpha \beta }(D{\displaystyle \frac{1}{2}}H_1),`$
$`\{Q_\alpha ^{(++)},S_\beta ^{()}\}`$ $`=`$ $`{\displaystyle \frac{1}{2}}M_{\alpha \beta }+ϵ_{\alpha \beta }(D{\displaystyle \frac{1}{2}}H_2),`$
$`\{Q_\alpha ^{[+]\{+\}},S_\beta ^{[]\{\}}\}`$ $`=`$ $`{\displaystyle \frac{1}{2}}M_{\alpha \beta }+ϵ_{\alpha \beta }(D{\displaystyle \frac{1}{2}}H_3{\displaystyle \frac{1}{2}}H_4),`$
$`\{Q_\alpha ^{[+]\{\}},S_\beta ^{[]\{+\}}\}`$ $`=`$ $`{\displaystyle \frac{1}{2}}M_{\alpha \beta }ϵ_{\alpha \beta }(D{\displaystyle \frac{1}{2}}H_3+{\displaystyle \frac{1}{2}}H_4).`$ (7.9)
In this notation we have
$`[H_1,Q_\alpha ^{\pm \pm }]=[H_2,Q_\alpha ^{(\pm \pm )}]=\pm 2iQ_\alpha ^{\pm \pm },`$
$`[H_3,Q^{[\pm ]\{\pm \}}]=[H_4,Q^{[\pm ]\{\pm \}}]=\pm iQ^{[\pm ]\{\pm \}}.`$ (7.10)
Let us denote a quasi primary superconformal field of the $`\text{OSp}(8/4,)`$ algebra by the quantum numbers of its HWS:
$$𝒟(\mathrm{};J;a_1,a_2,a_3,a_4)$$
(7.11)
where $`\mathrm{}`$ is the conformal dimension, $`J`$ is the Lorentz spin and $`a_i`$ are the Dynkin labels (see, e.g., ) of the $`\text{SO}(8)`$ R symmetry. In fact, in our scheme the natural labels are the four charges $`h_i`$ (the eigenvalues of $`H_i`$). They are related to the Dynkin labels as follows:
$`h_1=2(a_1+a_2)+a_3+a_4,`$
$`h_2=2a_2+a_3+a_4,`$ (7.12)
$`h_3=a_3,h_4=a_4,`$
or, inversely,
$$a_1=\frac{1}{2}(h_1h_2),a_2=\frac{1}{2}(h_2h_3h_4),a_3=h_3,a_4=h_4.$$
(7.13)
A HWS $`|a_i`$ of $`\text{SO}(8)`$ is by definition annihilated by the positive simple roots of the $`\text{SO}(8)`$ algebra:
$$T^{[++]}|a_i=T^{\{++\}}|a_i=T^{++()}|a_i=T^{(++)[]\{\}}|a_i=0.$$
(7.14)
In order to build G-analytic superspaces we have to add one or more projections of $`Q_\alpha ^i`$ to the coset denominator. In choosing the subset of projections we have to make sure that: i) they anticommute among themselves; ii) the subset is closed under the action of the raising operators of $`\text{SO}(8)`$ (7.14). Then we have to examine the consistency of the vanishing of the chosen projections with the conformal superalgebra (7.9). Thus we find the following sequence of G-analytic superspaces corresponding to BPS states:
$`{\displaystyle \frac{1}{8}}\text{ BPS}:`$ $`\{\begin{array}{c}q_\alpha ^{++}\mathrm{\Phi }=0\hfill \\ \mathrm{\Phi }(\theta ^{++},\theta ^{(\pm \pm )},\theta ^{[\pm ]\{\pm \}})\hfill \\ 𝒟(a_1+a_2+\frac{1}{2}(a_3+a_4);0;a_1,a_2,a_3,a_4)\hfill \end{array}`$ (7.18)
$`{\displaystyle \frac{1}{4}}\text{ BPS}:`$ $`\{\begin{array}{c}q_\alpha ^{++}\mathrm{\Phi }=q_\alpha ^{(++)}\mathrm{\Phi }=0\hfill \\ \mathrm{\Phi }(\theta ^{++},\theta ^{(++)},\theta ^{[\pm ]\{\pm \}})\hfill \\ 𝒟(a_2+\frac{1}{2}(a_3+a_4);0;0,a_2,a_3,a_4)\hfill \end{array}`$ (7.22)
$`{\displaystyle \frac{3}{8}}\text{ BPS}:`$ $`\{\begin{array}{c}q_\alpha ^{++}\mathrm{\Phi }=q_\alpha ^{(++)}\mathrm{\Phi }=q_\alpha ^{[+]\{+\}}\mathrm{\Phi }=0\hfill \\ \mathrm{\Phi }(\theta ^{++},\theta ^{(++)},\theta ^{[+]\{\pm \}},\theta ^{[]\{+\}})\hfill \\ 𝒟(\frac{1}{2}(a_3+a_4);0;0,0,a_3,a_4)\hfill \end{array}`$ (7.26)
$`{\displaystyle \frac{1}{2}}\text{ BPS (type I)}:`$ $`\{\begin{array}{c}q_\alpha ^{++}\mathrm{\Phi }=q_\alpha ^{(++)}\mathrm{\Phi }=q_\alpha ^{[+]\{\pm \}}\mathrm{\Phi }=0\hfill \\ \mathrm{\Phi }(\theta ^{++},\theta ^{(++)},\theta ^{[+]\{\pm \}})\hfill \\ 𝒟(\frac{1}{2}a_3;0;0,0,a_3,0)\hfill \end{array}`$ (7.30)
$`{\displaystyle \frac{1}{2}}\text{ BPS (type II)}:`$ $`\{\begin{array}{c}q_\alpha ^{++}\mathrm{\Phi }=q_\alpha ^{(++)}\mathrm{\Phi }=q_\alpha ^{[\pm ]\{+\}}\mathrm{\Phi }=0\hfill \\ \mathrm{\Phi }(\theta ^{++},\theta ^{(++)},\theta ^{[\pm ]\{+\}})\hfill \\ 𝒟(\frac{1}{2}a_4;0;0,0,0,a_4)\hfill \end{array}`$ (7.34)
Note the existence of two types of $`1/2`$ BPS states due to the two possible subsets of projections of $`q^i`$ closed under the raising operators of $`\text{SO}(8)`$ (7.14).
We remark that in the cases $`1/4`$, $`3/8`$ and $`1/2`$ the states are annihilated by some of the lowering operators of $`\text{SO}(8)`$. This means that certain subalgebras of $`\text{SO}(8)`$ act trivially on them:
$`{\displaystyle \frac{1}{4}}:\text{SU}(2)`$ $``$ $`\{T^{++()},T^{(++)},H_1H_2`$ (7.35)
$`{\displaystyle \frac{3}{8}}:\text{SU}(3)`$ $``$ $`\{\begin{array}{c}T^{++()},T^{(++)},H_1H_2\hfill \\ T^{(++)[]\{\}},T^{()[+]\{+\}},H_2H_3H_4\hfill \end{array}`$ (7.38)
$`{\displaystyle \frac{1}{2}}:\text{SU}(4)_I`$ $``$ $`\{\begin{array}{c}T^{++()},T^{(++)},H_1H_2\hfill \\ T^{(++)[]\{\}},T^{()[+]\{+\}},H_2H_3H_4\hfill \\ T^{\{++\}},T^{\{\}},H_4\hfill \end{array}`$ (7.42)
$`{\displaystyle \frac{1}{2}}:\text{SU}(4)_{II}`$ $``$ $`\{\begin{array}{c}T^{++()},T^{(++)},H_1H_2\hfill \\ T^{(++)[]\{\}},T^{()[+]\{+\}},H_2H_3H_4\hfill \\ T^{[++]},T^{[]},H_3\hfill \end{array}`$ (7.46)
These properties are equivalent to the restrictions on the possible values of the $`\text{SO}(8)`$ Dynkin labels in (7.18)-(7.34). Note that the existence of two types of $`1/2`$ BPS states can be equivalently explained by the two possible ways to embed $`\text{SU}(4)`$ in $`\text{SO}(8)`$, as shown in (7.42) and (7.46).
### 7.2 Supersingletons and harmonic superspace
The supersingletons are the simplest $`\text{OSp}(8/4,)`$ representations of the type (7.30) or (7.34) and correspond to $`𝒟(1/2;0;0,0,1,0)`$ or $`𝒟(1/2;0;0,0,0,1)`$. The existence of two distinct types of $`d=3`$ $`N=8`$ supersingletons has first been noted in Ref. . Each of them is just a collection of eight Dirac supermultiplets made out of “Di” and “Rac” singletons .
In order to realize the supersingletons in superspace we note that the HWS in the two supermultiplets above has spin 0 and the Dynkin labels of the $`8_s`$ or $`8_c`$ of $`\text{SO}(8)`$, correspondingly. Therefore we take a scalar superfield $`\mathrm{\Phi }_a(x^\mu ,\theta _i^\alpha )`$ (or $`\mathrm{\Sigma }_{\dot{a}}(x^\mu ,\theta _i^\alpha )`$) carrying an external $`8_s`$ index $`a`$ (or an $`8_c`$ index $`\dot{a}`$). These superfields are subject to the following on-shell constraints <sup>15</sup><sup>15</sup>15See also for the description of a supersingleton related to ours by $`\text{SO}(8)`$ triality. Superfield representations of other $`OSp(N/4)`$ superalgebras have been considered in .:
type I: $`D_\alpha ^i\mathrm{\Phi }_a={\displaystyle \frac{1}{8}}\gamma _{a\dot{b}}^i\stackrel{~}{\gamma }_{\dot{b}c}^jD_\alpha ^j\mathrm{\Phi }_c;`$ (7.47)
type II: $`D_\alpha ^i\mathrm{\Sigma }_{\dot{a}}={\displaystyle \frac{1}{8}}\stackrel{~}{\gamma }_{\dot{a}b}^i\gamma _{b\dot{c}}^jD_\alpha ^j\mathrm{\Sigma }_{\dot{c}}.`$ (7.48)
The two multiplets consist of a massless scalar in the $`8_s`$ ($`8_c`$) and spinor in the $`8_c`$ ($`8_s`$).
The harmonic superspace description of these supersingletons can be realized by taking the harmonic coset <sup>16</sup><sup>16</sup>16A formulation of the above multiplet in harmonic superspace has been proposed in Ref. (see also and for a general discussion of three-dimensional harmonic superspaces). The harmonic coset used in is $`\text{Spin}(8)/\text{U}(4)`$. Although the supersingleton itself does indeed live in this smaller coset (see Section 7.5.4), its residual symmetry $`U(4)`$ would not allow us to multiply different realizations of the supersingleton. For this reason we prefer from the very beginning to use the coset (7.49) with a minimal residual symmetry.
$$\frac{\text{SO}(8)}{[\text{SO}(2)]^4}\frac{\text{Spin}(8)}{[\text{U}(1)]^4}.$$
(7.49)
Since $`\text{SO}(8)\text{Spin}(8)`$ has three inequivalent fundamental representations, $`8_s,8_c,8_v`$, following we introduce three sets of harmonic variables:
$$u_a^A,w_{\dot{a}}^{\dot{A}},v_i^I$$
(7.50)
where $`A`$, $`\dot{A}`$ and $`I`$ denote the decompositions of an $`8_s`$, $`8_c`$ and $`8_v`$ index, correspondingly, into sets of four $`\text{U}(1)`$ charges (see (7.6)-(7.8)). Each of the $`8\times 8`$ real matrices (7.50) belongs to the corresponding representation of $`\text{SO}(8)\text{Spin}(8)`$. This implies that they are orthogonal matrices (this is a peculiarity of $`\text{SO}(8)`$ due to triality):
$$u_a^Au_a^B=\delta ^{AB},w_{\dot{a}}^{\dot{A}}w_{\dot{a}}^{\dot{B}}=\delta ^{\dot{A}\dot{B}},v_i^Iv_i^J=\delta ^{IJ}.$$
(7.51)
These matrices supply three copies of the group space, and we only need one to parametrize the harmonic coset. The condition which identifies the three sets <sup>17</sup><sup>17</sup>17Although each of the three sets of harmonic variables depends on the same 28 parameters, we need at least two sets to be able to reproduce all possible representations of $`\text{SO}(8)`$. of harmonic variables is
$$u_a^A(\gamma ^I)_{A\dot{A}}w_{\dot{a}}^{\dot{A}}=v_i^I(\gamma ^i)_{a\dot{a}}.$$
(7.52)
Further, we introduce harmonic derivatives (the covariant derivatives on the coset (7.49)):
$$D^{IJ}=u_a^A(\gamma ^{IJ})^{AB}\frac{}{u_a^B}+w_{\dot{a}}^{\dot{A}}(\gamma ^{IJ})^{\dot{A}\dot{B}}\frac{}{w_{\dot{a}}^{\dot{B}}}+v_i^{[I}\frac{}{v_i^{J]}}.$$
(7.53)
They respect the algebraic relations (7.51), (7.52) among the harmonic variables and form the algebra of $`\text{SO}(8)`$ realized on the indices $`A,\dot{A},I`$ of the harmonics.
We now use the harmonic variables for projecting the supersingleton defining constraints (7.47), (7.48). Using the relation (7.52) it is easy to show that the projections $`\mathrm{\Phi }^{+(+)[+]}`$ and $`\mathrm{\Sigma }^{+(+)\{+\}}`$ satisfy the following G-analyticity constraints:
$`D^{++}\mathrm{\Phi }^{+(+)[+]}=D^{(++)}\mathrm{\Phi }^{+(+)[+]}=D^{[+]\{\pm \}}\mathrm{\Phi }^{+(+)[+]}=0,`$ (7.54)
$`D^{++}\mathrm{\Sigma }^{+(+)\{+\}}=D^{(++)}\mathrm{\Sigma }^{+(+)\{+\}}=D^{[+]\{\pm \}}\mathrm{\Sigma }^{+(+)\{+\}}=0`$ (7.55)
where $`D_\alpha ^I=v_i^ID_\alpha ^i`$, $`\mathrm{\Phi }^A=u_a^A\mathrm{\Phi }_a`$ and $`\mathrm{\Sigma }^{\dot{A}}=w_{\dot{a}}^{\dot{A}}\mathrm{\Sigma }_{\dot{a}}`$. This is the superspace realization of the 1/2 BPS shortening conditions (7.30), (7.34). In the appropriate basis in superspace $`\mathrm{\Phi }^{+(+)[+]}`$ and $`\mathrm{\Sigma }^{+(+)\{+\}}`$ depend on different halves of the odd variables as well as on the harmonic variables:
$`\text{type I}:`$ $`\mathrm{\Phi }^{+(+)[+]}(x_A,\theta ^{++},\theta ^{(++)},\theta ^{[+]\{\pm \}},u,w),`$ (7.56)
$`\text{type II}:`$ $`\mathrm{\Sigma }^{+(+)\{+\}}(x_A,\theta ^{++},\theta ^{(++)},\theta ^{[\pm ]\{+\}},u,w).`$ (7.57)
In addition to the G-analyticity constraints (7.54), (7.55), the on-shell superfields $`\mathrm{\Phi }^{+(+)[+]}`$, $`\mathrm{\Sigma }^{+(+)\{+\}}`$ are subject to the $`\text{SO}(8)`$ irreducibility harmonic conditions obtained from (7.14) by replacing the $`\text{SO}(8)`$ generators by the corresponding harmonic derivatives. The combination of the latter with eq. (7.54) is equivalent to the original constraint (7.47).
It should be stressed that $`\mathrm{\Phi }^{+(+)[+]}`$, $`\mathrm{\Sigma }^{+(+)\{+\}}`$ automatically satisfy additional harmonic constraints involving lowering operators of $`\text{SO}(8)`$ (cf. (7.42) and (7.46)). As mentioned earlier, this means that the supersingleton harmonic superfields effectively live in the smaller harmonic coset $`\text{Spin}(8)/\text{U}(4)`$.
### 7.3 $`\text{OSp}(8/4,)`$ supersingleton composites
One way to obtain short multiplets of $`\text{OSp}(8/4,)`$ is to multiply different analytic superfields describing the type I supersingleton. The point is that above we chose a particular projection of, e.g., the defining constraint (7.47) which lead to the analytic superfield $`\mathrm{\Phi }^{+(+)[+]}`$. In fact, we could have done this in a variety of ways, each time obtaining superfields depending on different halves of the total number of odd variables. Leaving out the $`8_v`$ lowest weight $`\theta ^{}`$, we can have four distinct but equivalent analytic descriptions of the type I supersingleton:
$`\mathrm{\Phi }^{+(+)[+]}(\theta ^{++},\theta ^{(++)},\theta ^{[+]\{+\}},\theta ^{[+]\{\}}),`$
$`\mathrm{\Phi }^{+(+)[]}(\theta ^{++},\theta ^{(++)},\theta ^{[]\{+\}},\theta ^{[]\{\}}),`$
$`\mathrm{\Phi }^{+()\{+\}}(\theta ^{++},\theta ^{()},\theta ^{[+]\{+\}},\theta ^{[]\{+\}}),`$
$`\mathrm{\Phi }^{+()\{\}}(\theta ^{++},\theta ^{()},\theta ^{[+]\{\}},\theta ^{[]\{\}}).`$ (7.58)
Then we can multiply them in the following way:
$$(\mathrm{\Phi }^{+(+)[+]})^{p+q+r+s}(\mathrm{\Phi }^{+(+)[]})^{q+r+s}(\mathrm{\Phi }^{+()\{+\}})^{r+s}(\mathrm{\Phi }^{+()\{\}})^s$$
(7.59)
thus obtaining three series of $`\text{OSp}(8/4,)`$ UIR’s exhibiting $`1/8`$, $`1/4`$ or $`1/2`$ BPS shortening:
$`{\displaystyle \frac{1}{8}}\text{ BPS:}`$ $`𝒟(a_1+a_2+{\displaystyle \frac{1}{2}}(a_3+a_4),0;a_1,a_2,a_3,a_4),a_1a_4=2s0;`$
$`{\displaystyle \frac{1}{4}}\text{ BPS:}`$ $`𝒟(a_2+{\displaystyle \frac{1}{2}}a_3,0;0,a_2,a_3,0);`$ (7.60)
$`{\displaystyle \frac{1}{2}}\text{ BPS:}`$ $`𝒟({\displaystyle \frac{1}{2}}a_3,0;0,0,a_3,0)`$
where
$$a_1=r+2s,a_2=q,a_3=p,a_4=r.$$
(7.61)
We see that multiplying only one type of supersingletons cannot reproduce the general result of Section 7.1 for all possible short multiplets. Most notably, in (7.60) there is no $`3/8`$ series. The latter can be obtained by mixing the two types of supersingletons:
$$[\mathrm{\Phi }^{+(+)[+]}(\theta ^{++},\theta ^{(++)},\theta ^{[+]\{\pm \}})]^{a_3}[\mathrm{\Sigma }^{+(+)\{+\}}(\theta ^{++},\theta ^{(++)},\theta ^{[\pm ]\{+\}})]^{a_4}$$
(7.62)
(or the same with $`\mathrm{\Phi }`$ and $`\mathrm{\Sigma }`$ exchanged). Counting the charges and the dimension, we find exact matching with the series (7.26):
$$\frac{3}{8}\text{ BPS:}𝒟(\frac{1}{2}(a_3+a_4);0;0,0,a_3,a_4).$$
(7.63)
Further, mixing two realizations of type I and one of type II supersingletons, we can construct the 1/4 series
$$[\mathrm{\Phi }^{+(+)[+]}]^{a_2+a_3}[\mathrm{\Phi }^{+(+)[]}]^{a_2}[\mathrm{\Sigma }^{+(+)\{+\}}]^{a_4}$$
(7.64)
which corresponds to (7.22):
$$\frac{1}{4}\text{ BPS:}𝒟(a_2+\frac{1}{2}(a_3+a_4);0;0,a_2,a_3,a_4).$$
(7.65)
Finally, the full 1/8 series (7.18) (i.e., without the restriction $`a_1a_4=2s0`$ in (7.60)) can be obtained in a variety of ways.
In this section we have analyzed all short highest-weight UIR’s of the $`\text{OSp}(8/4,)`$ superalgebra whose HWS’s are annihilated by part of the super-Poincaré odd generators. The number of distinct possibilities have been shown to correspond to different BPS conditions on the HWS. When the algebra is interpreted on the $`AdS_4`$ bulk, for which the 3d superconformal field theory corresponds to the boundary M-2 brane dynamics, these states appear as BPS massive excitations, such as K-K states or AdS black holes, of M-theory on $`AdS_4\times S^7`$. Since in M-theory there is only one type of supersingleton related to the M-2 brane transverse coordinates , according to our analysis massive states cannot be 3/8 BPS saturated, exactly as it happens in M-theory on $`M^4\times T^7`$. Indeed, the missing solution was also noticed in Ref. by studying $`AdS_4`$ black holes in gauged $`N=8`$ supergravity. Curiously, in the ungauged theory, which is in some sense the flat limit of the former, the 3/8 BPS states are forbidden by the underlying $`E_{7(7)}`$ symmetry of $`N=8`$ supergravity .
### 7.4 Series of UIR’s of $`\text{OSp}(8/4,)`$
In the cases of even dimension $`d=4,6`$ we had supersingleton superfields carrying either $`R`$ symmetry indices or Lorentz indices or just conformal dimension. Multiplying them we were able to reproduce the corresponding general series of UIR’s. In the case $`d=3`$ the situation is different, since we only have two supersingletons carrying $`\text{SO}(8)`$ spinor indices. Multiplying them we could construct the short objects of the BPS type considered above. Yet, for reproducing the most general UIR’s (see ), we need short objects with spin but without $`\text{SO}(8)`$ indices. These arise in the form of conserved currents. The simplest one is a Lorentz scalar and an $`\text{SO}(8)`$ singlet $`w`$ of dimension $`\mathrm{}=1`$. It can be realized as a bilinear of two supersingletons of the same type, e.g., $`w=\mathrm{\Phi }_a\mathrm{\Phi }_a`$ or $`w=\mathrm{\Sigma }_{\dot{a}}\mathrm{\Sigma }_{\dot{a}}`$. Using (7.47) or (7.48) one can show that it satisfies the constraint (a non-BPS shortness condition)
$$D_\alpha ^iD^{j\alpha }w=\frac{1}{8}\delta ^{ij}D_\alpha ^kD^{k\alpha }w.$$
(7.66)
The other currents carry $`\text{SL}(2,)`$ spinor indices, $`w_{\alpha _1\mathrm{}\alpha _{2J}}`$, have dimension $`\mathrm{}=1+J`$ and satisfy the constraint
$$D^{i\alpha }w_{\alpha \alpha _2\mathrm{}\alpha _{2J}}=0.$$
(7.67)
They can be constructed as bilinears of the two types of supersingletons (for half-integer spin) or of two copies of the same type (for integer spin). For example, the two lowest ones ($`J=1/2`$ and $`J=1`$) are
$$w_\alpha =\gamma _{b\dot{b}}^i\left(D_\alpha ^i\mathrm{\Phi }_b\mathrm{\Sigma }_{\dot{b}}\mathrm{\Phi }_bD_\alpha ^i\mathrm{\Sigma }_{\dot{b}}\right),$$
(7.68)
$$w_{\alpha \beta }=D_{(\alpha }^i\mathrm{\Phi }_a(\gamma ^i\gamma ^j)_{ab}D_{\beta )}^j\mathrm{\Phi }_b^{}+32i(\mathrm{\Phi }_a_{\alpha \beta }\mathrm{\Phi }_a^{}_{\alpha \beta }\mathrm{\Phi }_a\mathrm{\Phi }_a^{}).$$
(7.69)
They are easily generalized to
$`w_{\alpha _1\mathrm{}\alpha _{2n+1}}=\gamma _{b\dot{b}}^i{\displaystyle \underset{k=0}{\overset{n}{}}}(1)^k`$ (7.70)
$`(_{(\alpha _1\alpha _2}\mathrm{}_{\alpha _{2k1}\alpha _{2k}}D_{\alpha _{2k+1}}^i\mathrm{\Phi }_b_{\alpha _{2k+2}\alpha _{2k+3}}\mathrm{}_{\alpha _{2n1}\alpha _{2n})}\mathrm{\Sigma }_{\dot{b}}`$
$`_{(\alpha _1\alpha _2}\mathrm{}_{\alpha _{2k1}\alpha _{2k}}\mathrm{\Phi }_b_{\alpha _{2k+1}\alpha _{2k+2}}\mathrm{}_{\alpha _{2n1}\alpha _{2n}}D_{\alpha _{2n+1})}^i\mathrm{\Sigma }_{\dot{b}});`$
$`w_{\alpha _1\mathrm{}\alpha _{2n}}={\displaystyle \underset{k=0}{\overset{n}{}}}(1)^k`$ (7.71)
$`[_{(\alpha _1\alpha _2}\mathrm{}_{\alpha _{2k1}\alpha _{2k}}D_{\alpha _{2k+1}}^i\mathrm{\Phi }_a(\gamma ^i\gamma ^j)_{ab}D_{\alpha _{2k+2}}^j_{\alpha _{2k+3}\alpha _{2k+4}}\mathrm{}_{\alpha _{2n1}\alpha _{2n})}\mathrm{\Phi }_b^{}`$
$`+32i_{(\alpha _1\alpha _2}\mathrm{}_{\alpha _{2k1}\alpha _{2k}}\mathrm{\Phi }_a_{\alpha _{2k+1}\alpha _{2k+2}}\mathrm{}_{\alpha _{2n1}\alpha _{2n})}\mathrm{\Phi }_a^{}]`$
(note that if $`n=2m`$ the two supersingletons $`\mathrm{\Phi }_a`$ and $`\mathrm{\Phi }_a^{}`$ can be identical).
The generic “long” UIR of $`\text{OSp}(8/4,)`$ can now be obtained as a product of all of the above short objects:
$$w_{\alpha _1\mathrm{}\alpha _{2J}}w^k\text{BPS}[a_1,a_2,a_3,a_4].$$
(7.72)
Here we have used the first factor to obtain the spin, the second one for the conformal dimension and the BPS factor for the $`\text{SO}(8)`$ quantum numbers. The unitarity bound is given by
$$\mathrm{}1+J+a_1+a_2+\frac{1}{2}(a_3+a_4)$$
(7.73)
and is saturated if $`k=0`$ in (7.72). The object (7.72) is short if: (i) $`J0`$ and $`k=0`$ (then it satisfies the intersection of (7.67) with the BPS conditions); (ii) $`J=0`$ and $`k=1`$ (then it satisfies the intersection of (7.66) with the BPS conditions); (iii) $`J=0`$ and $`k=0`$ (then it is BPS short). These results exactly match the classification of Ref. .
### 7.5 BPS states of $`\text{OSp}(8/4,)`$
Here we give a summary of all possible $`\text{OSp}(8/4,)`$ BPS multiplets. Denoting the UIR’s by
$$𝒟(\mathrm{};J;a_1,a_2,a_3,a_4)$$
(7.74)
where $`\mathrm{}`$ is the conformal dimension, $`J`$ is the spin and $`a_1,a_2,a_3,a_4`$ are the $`\text{SO}(8)`$ Dynkin labels, we find four BPS conditions:
#### 7.5.1
$$\frac{1}{8}\text{BPS}:q_\alpha ^{++}=0.$$
(7.75)
The corresponding UIR’s are:
$$𝒟(a_1+a_2+\frac{1}{2}(a_3+a_4);0;a_1,a_2,a_3,a_4)$$
(7.76)
and the harmonic coset is
$$\frac{\text{Spin}(8)}{[\text{U}(1)]^4}.$$
(7.77)
If $`a_2=a_3=a_4=0`$ this coset becomes $`\text{Spin}(8)/\text{U}(4)`$.
#### 7.5.2
$$\frac{1}{4}\text{BPS}:q_\alpha ^{++}=q_\alpha ^{(++)}=0.$$
(7.78)
The corresponding UIR’s are:
$$𝒟(a_2+\frac{1}{2}(a_3+a_4);0;0,a_2,a_3,a_4)$$
(7.79)
and the harmonic coset is
$$\frac{\text{Spin}(8)}{[\text{U}(1)]^2\times \text{U}(2)}.$$
(7.80)
If $`a_3=a_4=0`$ this coset becomes $`\text{Spin}(8)/\text{U}(1)\times [\text{SU}(2)]^3`$.
#### 7.5.3
$$\frac{3}{8}\text{BPS}:q_\alpha ^{++}=q_\alpha ^{(++)}=q_\alpha ^{[+]\{+\}}=0.$$
(7.81)
The corresponding UIR’s are:
$$𝒟(\frac{1}{2}(a_3+a_4);0;0,0,a_3,a_4)$$
(7.82)
and the harmonic coset is
$$\frac{\text{Spin}(8)}{\text{U}(1)\times \text{U}(3)}.$$
(7.83)
#### 7.5.4
$`{\displaystyle \frac{1}{2}}\text{BPS (type I)}:`$ $`q_\alpha ^{++}=q_\alpha ^{(++)}=q_\alpha ^{[+]\{+\}}=q_\alpha ^{[+]\{\pm \}}=0;`$ (7.84)
$`{\displaystyle \frac{1}{2}}\text{BPS (type II)}:`$ $`q_\alpha ^{++}=q_\alpha ^{(++)}=q_\alpha ^{[+]\{+\}}=q_\alpha ^{[\pm ]\{+\}}=0.`$ (7.85)
The corresponding UIR’s are:
$`{\displaystyle \frac{1}{2}}\text{BPS (type I)}:`$ $`𝒟({\displaystyle \frac{1}{2}}a_3;0;0,0,a_3,0);`$ (7.86)
$`{\displaystyle \frac{1}{2}}\text{BPS (type II)}:`$ $`𝒟({\displaystyle \frac{1}{2}}a_4;0;0,0,0,a_4).`$ (7.87)
and the harmonic coset is
$$\frac{\text{Spin}(8)}{\text{U}(4)}.$$
(7.88)
## 8 Conclusions
Here we give a summary of the different types of BPS states which are realized as products of supersingletons described by G-analytic harmonic superfields. We shall restrict ourselves to the physically interesting cases of D3, $`M_2`$ and $`M_5`$ branes horizon geometry where only one type of such supersingletons appears. This construction gives rise to a restricted class of the most general BPS states.
### 8.1 $`\text{PSU}(2,2/4)`$
The BPS states are constructed in terms of the $`N=4`$ $`d=4`$ super-Yang-Mills multiplet $`W^{ij}`$ in three equivalent G-analytic realizations:
$$(W^{12}(\theta _{3,4},\overline{\theta }^{1,2}))^{p+q+r}(W^{13}(\theta _{2,4},\overline{\theta }^{1,3}))^{q+r}(W^{23}(\theta _{1,4},\overline{\theta }^{2,3}))^r.$$
(8.1)
### 8.2 $`\text{OSp}(8^{}/4)`$
The BPS states are constructed in terms of the $`(2,0)`$ $`d=6`$ tensor multiplet $`W^{\{ij\}}`$ in two equivalent G-analytic realizations:
$$(W^{12}(\theta ^{1,2})^{p+q}(W^{13}(\theta ^{1,3}))^q.$$
(8.2)
### 8.3 $`\text{OSp}(8/4,)`$
The type I BPS states are constructed in terms of the $`N=8`$ $`d=3`$ matter multiplet $`\mathrm{\Phi }_a`$ carrying an external $`8_s`$ $`SO(8)`$ spinor index in four equivalent G-analytic realizations:
$`[\mathrm{\Phi }^{+(+)[+]}(\theta ^{++,(++),[+]\{\pm \}})]^{p+q+r+s}\times `$
$`[\mathrm{\Phi }^{+(+)[]}(\theta ^{++,(++),[]\{\pm \}})]^{q+r+s}\times `$
$`[\mathrm{\Phi }^{+()\{+\}}(\theta ^{++,(),[\pm ]\{+\}})]^{r+s}\times `$
$`[\mathrm{\Phi }^{+()\{\}}(\theta ^{++,(),[\pm ]\{\}})]^s.`$ (8.3)
The type II BPS states are constructed in terms of the $`N=8`$ $`d=3`$ matter multiplet $`\mathrm{\Sigma }_{\dot{a}}`$ carrying an external $`8_c`$ $`SO(8)`$ spinor index in four equivalent G-analytic realizations:
$`[\mathrm{\Sigma }^{+(+)\{+\}}(\theta ^{++,(++),[\pm ]\{+\}})]^{p+q+r+s}\times `$
$`[\mathrm{\Sigma }^{+(+)\{\}}(\theta ^{++,(++),[\pm ]\{\}})]^{q+r+s}\times `$
$`[\mathrm{\Sigma }^{+()[+]}(\theta ^{++,(),[+]\{\pm \}})]^{r+s}\times `$
$`[\mathrm{\Sigma }^{+()[]}(\theta ^{++,(),[]\{\pm \}})]^s.`$ (8.4)
## Note added
Just before submitting this paper to the hep-th archive, we saw a new article by P. Heslop and P.S. Howe . It partially overlaps with our treatment of the $`d=4`$ case.
## Acknowledgements
We would like to thank V. Dobrev, L. Frappat and P. Sorba for enlightening discussions. E.S. is grateful to the TH Division of CERN for its kind hospitality. The work of S.F. has been supported in part by the European Commission TMR programme ERBFMRX-CT96-0045 (Laboratori Nazionali di Frascati, INFN) and by DOE grant DE-FG03-91ER40662, Task C.
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# Light propagation in non-linear electrodynamics
## I Introduction
It is now a well established result that the velocity of the electromagnetic waves has its value dependent on the vacuum polarization states. Indeed, such polarization effects appear when a strong field (electrodynamical critical field: $`E_{cr}=B_{cr}=m^2c^2/e\mathrm{}1.3\times 10^{18}V/m4.4\times 10^{13}G`$) is produced in some region of space. The most important consequence of this fact consists in the birefringence effect: the velocity of wave propagation depending on the wave polarization. A experimental method to detect the vacuum birefringence induced by a magnetic field was proposed in $`1979`$ by E. Iacoppini and E. Zavattini . In the experimental context, it is worth to mention the work of D. Bakalov et al , where optical techniques is used to detect birefringence in the presence of a strong magnetic field (PVLAS experiment). The theoretical description of nonlinear effects on light propagation was studied long before by Z. Bialynicka-Birula and I. Bialynicki-Birula , where was calculated the probability of the photon splitting in an external electromagnetic field. The same problem was extensively studied by S.L. Adler . Other beautiful new results on vacuum polarization phenomena in nontrivial vacua, including curved spacetimes, can be found in the works of J.I. Latorre, P. Pascual and R. Tarrach , I.T. Drumond and S.J. Hathrell , G.M. Shore and others. See for instance the works of K. Scharnhorst and G. Barton , where the problem of photon propagation between parallel mirrors is worked out.
Recently, W. Dittrich and H. Gies , within the approach of the geometrical optics, derived the light cone conditions for a class of homogeneous nontrivial QED vacua using the rule of average over polarization states. They generalized some results previously obtained by Latorre and others, in particular the so called “unified formula” . Indeed, such unified formula was identified by Latorre et al for several modified QED vacua and proved by Dittrich and Gies for certain cases. The use of the above mentioned average procedure excludes from their formalism the possibility to analyse the important phenomena of birefringence.
In this paper we deal with a class of Lagrangians depending on the two Lorentz and gauge invariants of the Maxwell field
$$L=L(F^{\mu \nu }F_{\mu \nu },F^{\mu \nu }\stackrel{}{F}{}_{\mu \nu }{}^{})$$
(1)
and working on the approximation of soft photons (the wavelength of propagating wave is large compared to the Compton wavelength), we present the light cone conditions for local theories of gauge invariant spin-one fields without making use of average over polarization states. Recent results by Dittrich and Gies are thus generalized in our approach, whose main contribution relies on the study of birefringence effects in a unified formalism. The polarization problem is worked out and the dispersion law is obtained, showing that there are a different polarization mode associated to each velocity of wave propagation. Finally, we apply the formalism to Euler-Heisenberg Lagrangian and some known results are derived in the context of the present formalism. We set the units $`c=1=\mathrm{}`$.
## II Non-linear spin-one theories
Instead of calculating light cone conditions for each particular theory, we make use here of a general formalism, applicable to any Lagrangian based local theory describing gauge invariant spin-one fields that can be constructed with the two invariants of the Maxwell field. We denote the electromagnetic field strength by the anti-symmetric 2-rank tensor $`F_{\mu \nu }`$, and its dual is defined as
$$\stackrel{}{F}{}_{\alpha \beta }{}^{}=\frac{1}{2}\eta _{\alpha \beta }{}_{}{}^{\sigma \tau }F_{\sigma \tau }^{}.$$
(2)
Let us set the only two local and gauge invariant scalar fields $`F`$ and $`G`$ associated with $`F_{\mu \nu }`$ by
$`F`$ $`=`$ $`F^{\mu \nu }F_{\mu \nu }`$ (4)
$`G`$ $`=`$ $`F^{\mu \nu }\stackrel{}{F}{}_{\mu \nu }{}^{}.`$ (5)
In order to achieve more simplicity, we work in Minkowski spacetime employing a Cartesian coordinate system. Thus, the background metric will be represented by $`\eta _{\mu \nu }`$, which is defined by $`\mathrm{diag}(+1,1,1,1)`$. We defined the completely anti-symmetric tensor $`\eta ^{\alpha \beta \mu \nu }`$ ($`\eta ^{0123}=1`$), and set the notation $`L_X=L/X`$, where the variable $`X`$ stands for any monomial on the field invariants. The gauge invariant density of Lagrangian of electrodynamics is an arbitrary function of $`F`$ and $`G`$:
$$L=L(F,G).$$
(6)
From the minimal action principle we get the equation of motion
$$(L_FF^{\mu \nu }+L_G\stackrel{}{F}{}_{}{}^{\mu \nu }){}_{,\nu }{}^{}=0$$
(7)
where a comma denotes partial derivatives with respect to the Cartesian coordinates. Using relations $`F_{,\nu }=2F^{\alpha \beta }F_{\alpha \beta ,\nu }`$ and $`G_{,\nu }=2F^{\alpha \beta }\stackrel{}{F}_{\alpha \beta ,\nu }`$ in equation (7) we obtain:
$$2N^{\mu \nu \alpha \beta }F_{\alpha \beta ,\nu }+L_FF^{\mu \nu }{}_{,\nu }{}^{}=0$$
(8)
where we introduced the 4-rank tensor $`N^{\mu \nu \alpha \beta }`$ through
$`N^{\mu \nu \alpha \beta }L_{FF}F^{\mu \nu }F^{\alpha \beta }+L_{GG}\stackrel{}{F}{}_{}{}^{\mu \nu }\stackrel{}{F}{}_{}{}^{\alpha \beta }+L_{FG}\left(F^{\mu \nu }\stackrel{}{F}{}_{}{}^{\alpha \beta }+\stackrel{}{F}{}_{}{}^{\mu \nu }F_{}^{\alpha \beta }\right).`$ (9)
Additionally, the field strength $`F_{\mu \nu }`$ must satisfy the Bianchi identity.
Let us now turn our attention to the expressions which represent the light cone conditions for such general non-linear spin-one theory.
## III Wave propagation
In this section we analyse the propagation of linear shock-waves associated with the discontinuities of the field in the limit of geometrical optics . Let us consider a surface of discontinuity $`\mathrm{\Sigma }`$ defined by
$$z(x^\mu )=0.$$
(10)
Whenever $`\mathrm{\Sigma }`$ is a global surface, it divides the spacetime in two distinct regions $`U^{}`$ and $`U^+`$ ($`z<0`$ and $`z>0`$, respectively). Given an arbitrary function of the coordinates, $`f(x^\mu )`$, we define its discontinuity on $`\mathrm{\Sigma }`$ as
$$\left[f(x^\alpha )\right]_\mathrm{\Sigma }\underset{\{P^\pm \}P}{lim}\left[f(P^+)f(P^{})\right]$$
(11)
where $`P^+,P^{}`$ and $`P`$ belong to $`U^+,U^{}`$ and $`\mathrm{\Sigma }`$ respectively. Applying the conditions of discontinuities for the tensor field $`F_{\mu \nu }`$ and its derivatives we set
$`\left[F_{\alpha \beta }\right]_\mathrm{\Sigma }`$ $`=`$ $`0`$ (13)
$`\left[F_{\alpha \beta ,\lambda }\right]_\mathrm{\Sigma }`$ $`=`$ $`f_{\alpha \beta }k_\lambda `$ (14)
where $`f_{\alpha \beta }`$ represents the discontinuities of the field on the surface $`\mathrm{\Sigma }`$ and $`k_\lambda `$ is the wave propagation 4-vector. The discontinuity of the Bianchi identity yields
$$f_{\alpha \beta }k_\lambda +f_{\beta \lambda }k_\alpha +f_{\lambda \alpha }k_\beta =0.$$
(15)
In order to obtain scalar relations, we consider the product of equation (15) with $`F^{\alpha \beta }k^\lambda `$ and with $`\stackrel{}{F}{}_{}{}^{\alpha \beta }k_{}^{\lambda }`$, which leads to
$`\zeta k^\lambda k_\lambda `$ $`=`$ $`2F^{\alpha \beta }f_{\beta \lambda }k^\lambda k_\alpha `$ (17)
$`\zeta ^{}k^\lambda k_\lambda `$ $`=`$ $`2\stackrel{}{F}{}_{}{}^{\alpha \beta }f_{\beta \lambda }^{}k^\lambda k_\alpha `$ (18)
where we have introduced the scalar quantities $`\zeta `$ and $`\zeta ^{}`$ as
$`\zeta `$ $``$ $`F^{\alpha \beta }f_{\alpha \beta }`$ (20)
$`\zeta ^{}`$ $``$ $`\stackrel{}{F}{}_{}{}^{\alpha \beta }f_{\alpha \beta }^{}.`$ (21)
In the same way, taking the discontinuities of the field equation (8), we get
$$f_{\beta \lambda }k^\lambda =\frac{2}{L_F}N_\beta {}_{}{}^{\mu \nu \rho }f_{\nu \rho }^{}k_\mu .$$
(22)
Introducing relation (22) in equations (15) and making use of the useful identities between the tensor field $`F_{\mu \nu }`$ and its dual:
$`\stackrel{}{F}{}_{\mu \alpha }{}^{}F_{}^{\alpha }_\nu `$ $``$ $`{\displaystyle \frac{1}{4}}G\eta _{\mu \nu }`$ (24)
$`F_{\mu \alpha }F^{\nu \alpha }\stackrel{}{F}{}_{\mu \alpha }{}^{}\stackrel{}{F}^{\nu \alpha }`$ $``$ $`{\displaystyle \frac{1}{2}}F\delta _\mu ^\nu `$ (25)
we obtain
$`\zeta k^2`$ $`=`$ $`{\displaystyle \frac{4}{L_F}}F^{\mu \nu }F^\tau {}_{\mu }{}^{}k_{\nu }^{}k_\tau \left(L_{FF}\zeta +L_{FG}\zeta ^{}\right){\displaystyle \frac{G}{L_F}}k^2\left(L_{FG}\zeta +L_{GG}\zeta ^{}\right)`$ (27)
$`\zeta ^{}k^2`$ $`=`$ $`{\displaystyle \frac{4}{L_F}}F^{\mu \nu }F^\tau {}_{\mu }{}^{}k_{\nu }^{}k_\tau \left(L_{FG}\zeta +L_{GG}\zeta ^{}\right){\displaystyle \frac{G}{L_F}}k^2\left(L_{FF}\zeta +L_{FG}\zeta ^{}\right)+{\displaystyle \frac{2F}{L_F}}k^2\left(L_{FG}\zeta +L_{GG}\zeta ^{}\right)`$ (28)
where $`k^2\eta ^{\mu \nu }k_\mu k_\nu `$.
In order to find the equation that represents the propagation of the field discontinuities, we seek for a master relation which should be independent of the quantities $`f_{\alpha \beta }`$ (that is, independent of $`\zeta `$ and $`\zeta ^{}`$). There is a simple way to achieve such goal. We firstly isolate the common term $`F^{\mu \nu }F^\tau {}_{\mu }{}^{}k_{\nu }^{}k_\tau `$ which appears in both equations (27) and (28). The difference of these equations can thus be written as
$`{\displaystyle \frac{\zeta k^2}{L_{FF}\zeta +L_{FG}\zeta ^{}}}{\displaystyle \frac{\zeta ^{}k^2}{L_{FG}\zeta +L_{GG}\zeta ^{}}}={\displaystyle \frac{2Fk^2}{L_F}}+{\displaystyle \frac{Gk^2}{L_F}}\left({\displaystyle \frac{L_{FF}\zeta +L_{FG}\zeta ^{}}{L_{FG}\zeta +L_{GG}\zeta ^{}}}{\displaystyle \frac{L_{FG}\zeta +L_{GG}\zeta ^{}}{L_{FF}\zeta +L_{FG}\zeta ^{}}}\right).`$ (29)
Assuming<sup>1</sup><sup>1</sup>1Note that $`k^2=0`$ represents the standard propagation which occurs for the linear theory $`L=F/4`$. We are interested here in the study of the possible deviations from this simple case. $`k^20`$, we obtain an algebraic linear relation
$$\mathrm{\Omega }_1\zeta _{}^{}{}_{}{}^{2}+\mathrm{\Omega }_2\zeta \zeta ^{}+\mathrm{\Omega }_3\zeta ^2=0$$
(30)
between $`\zeta `$ and $`\zeta ^{}`$, where we defined
$`\mathrm{\Omega }_1`$ $``$ $`L_{FG}+2{\displaystyle \frac{F}{L_F}}L_{FG}L_{GG}{\displaystyle \frac{G}{L_F}}L_{FG}^2+{\displaystyle \frac{G}{L_F}}L_{GG}^2`$ (32)
$`\mathrm{\Omega }_2`$ $``$ $`L_{GG}L_{FF}+2{\displaystyle \frac{F}{L_F}}L_{FF}L_{GG}+2{\displaystyle \frac{F}{L_F}}L_{FG}^22{\displaystyle \frac{G}{L_F}}L_{FF}L_{FG}+2{\displaystyle \frac{G}{L_F}}L_{FG}L_{GG}`$ (33)
$`\mathrm{\Omega }_3`$ $``$ $`L_{FG}+2{\displaystyle \frac{F}{L_F}}L_{FF}L_{FG}{\displaystyle \frac{G}{L_F}}L_{FF}^2+{\displaystyle \frac{G}{L_F}}L_{FG}^2.`$ (34)
Solving the quadratic equation (30) for $`\zeta ^{}`$ we obtain
$$\zeta ^{}=\mathrm{\Omega }_\pm \zeta $$
(35)
with
$$\mathrm{\Omega }_\pm =\frac{\mathrm{\Omega }_2\pm \sqrt{\mathrm{\Omega }_2^24\mathrm{\Omega }_1\mathrm{\Omega }_3}}{2\mathrm{\Omega }_1}.$$
(36)
Using this solution into equation (27) and assuming $`\zeta 0`$ it results the following light cone conditions for spin-one fields:
$`\left[1+{\displaystyle \frac{G}{L_F}}\left(L_{FG}+\mathrm{\Omega }_\pm L_{GG}\right)\right]k^2{\displaystyle \frac{4}{L_F}}\left(L_{FF}+\mathrm{\Omega }_\pm L_{FG}\right)F^{\mu \nu }F^\tau {}_{\mu }{}^{}k_{\nu }^{}k_\tau =0.`$ (37)
In a similar way for equation (28) we obtain
$`[\mathrm{\Omega }\pm {\displaystyle \frac{2F}{L_F}}(L_{FG}+\mathrm{\Omega }_\pm L_{GG})+{\displaystyle \frac{G}{L_F}}(L_{FF}+\mathrm{\Omega }_\pm L_{FG})]k^2{\displaystyle \frac{4}{L_F}}(L_{FG}+\mathrm{\Omega }_\pm L_{GG})F^{\mu \nu }F^\tau {}_{\mu }{}^{}k_{\nu }^{}k_\tau =0.`$ (38)
After some algebra, it can be shown that equation (38) is identical to (37).
The light cone conditions following from such procedure lead to two possible paths of propagation, according with the double solutions $`\mathrm{\Omega }_\pm `$. These two conditions are related to distinct polarizations modes, as we will see in the next section, indicating the possibility of birefringence. This effect depends upon the particular theory we shall consider.
In a more appealing form, we can present expression (37) as
$`k^2=4{\displaystyle \frac{L_{FF}+\mathrm{\Omega }_\pm L_{FG}}{L_F+G\left(L_{FG}+\mathrm{\Omega }_\pm L_{GG}\right)}}F^{\lambda \mu }F^\nu {}_{\lambda }{}^{}k_{\mu }^{}k_\nu .`$ (39)
Since $`k^2=\omega _o^2|\stackrel{}{k}|^2`$, the phase velocity $`\omega _o/|\stackrel{}{k}|v`$ of the propagating light is found to be
$`v_\pm ^2=14{\displaystyle \frac{L_{FF}+\mathrm{\Omega }_\pm L_{FG}}{L_F+G\left(L_{FG}+\mathrm{\Omega }_\pm L_{GG}\right)}}F^{\lambda \mu }F^\nu {}_{\lambda }{}^{}k_{\mu }^{}k_\nu .`$ (40)
This equation indicates that the familiar case $`k^2=0`$, which occurs for linear electrodynamics $`L=F/4`$, is also possible for more complicated situations, as for those theories satisfying the relation $`L_{FF}+\mathrm{\Omega }_\pm L_{FG}=0`$. Solutions of this equation brings up the form of particular Lagrangians for which $`k^2=0`$, despite it was previously assumed that $`k^20`$. A simple solution of this equation can be obtained by setting $`L=F/4+f(G)`$, where $`f(G)`$ is an arbitrary function of the invariant $`G`$. Another example where $`k^2=0`$ occurs consists in the nonlinear Lagrangian of the N. Born and L. Infeld . We are not interested here on the analysis of such theories.
The light cone conditions (39) can also be expressed in terms of the energy-momentum tensor of the non-linear field
$$T_{\mu \nu }=4L_FF_\mu {}_{}{}^{\alpha }F_{\alpha \nu }^{}\left(LGL_G\right)\eta _{\mu \nu }$$
(41)
as
$$k^2=Q_\pm T^{\mu \nu }k_\mu k_\nu $$
(42)
where we defined the quantities
$`Q_\pm {\displaystyle \frac{\left(L_{FF}+\mathrm{\Omega }_\pm L_{FG}\right)}{L_{F}^{}{}_{}{}^{2}+GL_F\left(L_{FG}+\mathrm{\Omega }_\pm L_{GG}\right)+\left(L_{FF}+\mathrm{\Omega }_\pm L_{FG}\right)\left(LGL_G\right)}}.`$ (43)
Thus, in terms of the energy momentum tensor, the phase velocity for each propagation mode, corresponding to the solutions of $`\mathrm{\Omega }_\pm `$, are given by
$$v_\pm ^2=1Q_\pm T^{\mu \nu }n_\mu n_\nu $$
(44)
where we introduced the quantity $`n_\mu k_\mu /|\stackrel{}{k}|`$ specifying the direction of wave propagation.
In the literature one usually makes use of an average over polarization states, which can directly be obtained from our formalism in the form $`v=(v_++v_{})/2`$. This represents the velocity of propagation for the average mode.
The results we had obtained in this section are applied for spin-one theories which is set by the Lagrangian function defined by (6), in the approximation of soft photons. The light cone conditions, here presented in terms of the field strength by (39) or else in terms of the energy-momentum tensor by (42), are useful in a variety of situations, and particularly for the study of birefringence phenomena. Let us now analyse in more details the problem of polarization.
## IV Polarization
The most general decomposition for a skew-symmetric tensor is $`f_{\alpha \beta }=(A_\alpha B_\beta A_\beta B_\alpha )+(C_\alpha D_\beta C_\beta D_\alpha )`$, where the vectors $`A_\alpha `$, $`B_\alpha `$, $`C_\alpha `$, $`D_\alpha `$ are arbitrary. For the case where $`f_{\alpha \beta }`$ is the wave propagation tensor given by equation (14), for which equation (15) applies, it follows that the above decomposition simplifies to
$$f_{\alpha \beta }=a(ϵ_\alpha k_\beta ϵ_\beta k_\alpha )$$
(45)
where $`a`$ is the strength of the wavelet and $`ϵ_\beta `$ represents the polarization vector.
The field equations impose restrictions on the possible states determined by such vector. Introducing (45) in (22) and assuming $`a0`$ we have
$$k^2ϵ^\mu =\frac{4}{L_F}(N^{\mu \alpha }{}_{\nu \beta }{}^{}k_{\alpha }^{}k^\beta )ϵ^\nu .$$
(46)
The $`k^2=0`$ case includes the linear propagation regime, where the polarization modes are well known. In this case equation (46) states that $`N^{\mu \alpha }{}_{\nu \beta }{}^{}k_{\alpha }^{}k^\beta ϵ^\nu =0`$. The $`k^20`$ case can be treated defining a symmetric tensor $`Z_{\mu \nu }`$ by
$$Z^\mu {}_{\nu }{}^{}\delta ^\mu {}_{\nu }{}^{}+\frac{4}{L_Fk^2}N^{\mu \alpha }{}_{\nu \beta }{}^{}k_{\alpha }^{}k^\beta .$$
(47)
With it we can write (46) as an eigenvector equation
$$Z^\mu {}_{\nu }{}^{}ϵ_{}^{\nu }=0.$$
(48)
The solutions of equation (48) (eigenvectors of $`Z^\mu _\nu `$) represent the dynamically allowed polarization modes. The definition of $`N^{\mu \nu \alpha \beta }`$, from equation (9), leads us to conclude that the tensor structure of $`Z^\mu _\nu `$ can be completely determined by the electromagnetic tensor, its dual and the wave vector $`k^\mu `$. Hence, the general solution for the eigenvector problem can be achieved by expanding $`ϵ_\mu `$ as a linear combination of the following linearly independent vectors:
$$F^{\mu \nu }k_\nu a^\mu ,\stackrel{}{F}{}_{}{}^{\mu \nu }k_{\nu }^{}\stackrel{}{a}{}_{}{}^{\mu },F^{\mu \alpha }F_{\alpha \nu }k^\nu b^\mu ,k^\mu .$$
(49)
Thus, the polarization vector takes the form
$$ϵ_\mu =\alpha a^\mu +\beta \stackrel{}{a}{}_{}{}^{\mu }+\gamma k^\mu +\delta b^\mu .$$
(50)
Introducing (50) in (48) and taking the products, results
$`\{\alpha [{\displaystyle \frac{L_F}{4}}k^2+L_{FF}a^2+L_{FG}a^\mu \stackrel{}{a}{}_{\mu }{}^{}]+\beta [L_{FF}a^\mu \stackrel{}{a}{}_{\mu }{}^{}+L_{FG}\stackrel{}{a}{}_{}{}^{\mu }\stackrel{}{a}{}_{\mu }{}^{}]\}a^\nu `$ (51)
$`+`$ $`\{\alpha [L_{FG}a^2+L_{GG}a^\mu \stackrel{}{a}{}_{\mu }{}^{}]+\beta [{\displaystyle \frac{L_F}{4}}k^2+L_{FG}a^\mu \stackrel{}{a}{}_{\mu }{}^{}+L_{GG}\stackrel{}{a}{}_{}{}^{\mu }\stackrel{}{a}{}_{\mu }{}^{}]\}\stackrel{}{a}^\nu `$ (52)
$`+`$ $`\gamma [0]k^\nu +\delta \left[{\displaystyle \frac{L_F}{4}}k^2\right]b^\nu =0.`$ (53)
In order to satisfy the above equation, the coefficients of each independent vector must be null, resulting in
$`\alpha [{\displaystyle \frac{L_F}{4}}k^2+L_{FF}a^2+L_{FG}a^\mu \stackrel{}{a}{}_{\mu }{}^{}]+\beta [L_{FF}a^\mu \stackrel{}{a}{}_{\mu }{}^{}+L_{FG}\stackrel{}{a}{}_{}{}^{\mu }\stackrel{}{a}{}_{\mu }{}^{}]`$ $`=`$ $`0`$ (55)
$`\alpha [L_{FG}a^2+L_{GG}a^\mu \stackrel{}{a}{}_{\mu }{}^{}]+\beta [{\displaystyle \frac{L_F}{4}}k^2+L_{FG}a^\mu \stackrel{}{a}{}_{\mu }{}^{}+L_{GG}\stackrel{}{a}{}_{}{}^{\mu }\stackrel{}{a}{}_{\mu }{}^{}]`$ $`=`$ $`0`$ (56)
$`\gamma `$ $`=`$ $`\mathrm{arbitrary}`$ (57)
$`\delta `$ $`=`$ $`0.`$ (58)
Therefore, from (45), $`\gamma k_\mu `$ does not contribute to $`f_{\alpha \beta }`$, and we shall not consider it in any further. Using the relations (22) yields
$`a^\mu \stackrel{}{a}_\mu `$ $`=`$ $`{\displaystyle \frac{1}{4}}Gk^2`$ (60)
$`\stackrel{}{a}{}_{}{}^{\mu }\stackrel{}{a}_\mu `$ $`=`$ $`a^2{\displaystyle \frac{1}{2}}Fk^2.`$ (61)
Substituting these results in equations (IV) and solving the system for $`k^2`$ we obtain the dispersion laws for both polarization modes, which are described by the vectors $`ϵ_\pm ^\mu `$. Indeed, it can be shown that such dispersion relations are recovered from the light cone conditions (39) for all cases known in the literature, ensuring our previous statement concerning the relation between $`\mathrm{\Omega }_\pm `$ with the two polarization states .
## V Application to Euler-Heisenberg Lagrangian
In this section we apply the previous results to retrieve, from our formalism, a particular case of birefringence presented in the literature . The most familiar non-linear case of electrodynamics is given by Euler-Heisenberg effective action of QED<sup>2</sup><sup>2</sup>2 The limit of weak-field from one loop approximated QED action.,
$$S=𝑑x\left[\frac{1}{4}F+\frac{\mu }{4}\left(F^2+\frac{7}{4}G^2\right)\right]$$
(62)
where $`dx`$ stands for the volume measure of the spacetime, and the quantum parameter $`\mu `$ is defined by
$$\mu \frac{2\alpha ^2}{45m_e^4}.$$
(63)
The light cone condition for each propagation mode can be directly obtained from expression (39) as m
$`k^2`$ $`=`$ $`8\mu F^{\alpha \mu }F_\mu {}_{}{}^{\beta }k_{\alpha }^{}k_\beta `$ (65)
$`k^2`$ $`=`$ $`14\mu F^{\alpha \mu }F_\mu {}_{}{}^{\beta }k_{\alpha }^{}k_\beta .`$ (66)
From equation (43), in the required order of approximation we obtain
$`Q_+`$ $`=`$ $`8\mu `$ (68)
$`Q_{}`$ $`=`$ $`14\mu .`$ (69)
Thus, in terms of the energy-momentum tensor,
$`k^2`$ $`=`$ $`8\mu T^{\alpha \beta }k_\alpha k_\beta `$ (71)
$`k^2`$ $`=`$ $`14\mu T^{\alpha \beta }k_\alpha k_\beta .`$ (72)
The phase velocities (40) corresponding to (63) reduce to
$`v_+`$ $`=`$ $`14\mu F^{\alpha \mu }F_\mu {}_{}{}^{\beta }n_{\alpha }^{}n_\beta `$ (74)
$`v_{}`$ $`=`$ $`17\mu F^{\alpha \mu }F_\mu {}_{}{}^{\beta }n_{\alpha }^{}n_\beta .`$ (75)
These velocities correspond to two polarization states, showing that birefringence effect occurs in Euler-Heisenberg model, as it is well known in the literature. From the polarization sum rule we obtain
$$v^2=111\mu F^{\alpha \mu }F^\beta {}_{\mu }{}^{}n_{\alpha }^{}n_\beta .$$
(76)
This result was presented in the paper of G. M. Shore , and more recently by W. Dittrich and H. Gies .
## VI Conclusion
In this work we derived light cone conditions for a class of local and gauge invariant spin-one field theory constructed with the two invariants of the Maxwell field in the approximation of low frequency without making use of the average over polarization modes. In our formalism we took the different polarization states into account explicitly and one achieved a generalization of the wave propagation formula, which can be applied to the analysis of birefringence effects in a unified way. In order to illustrate its applications, we exhibited how to obtain some results of quantum electrodynamics concerning the wave velocity dependence on polarization states.
An interesting continuation of this work would be the analysis of the wave propagation equations as an effective modification of Minkowskian geometry for each polarization direction, due to non-linear effects. Investigations on this topic had already been performed (see reference , and more recently ). The use of the formalism presented here to the case of wave propagation in non-linear material media, also deserves further investigations.
###### Acknowledgements.
This work was supported by Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) of Brazil.
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# Untitled Document
Liquid Solid Transition of Hard Spheres Under Gravity
Paul V. Quinn and Daniel C. Hong
Physics, Lewis Laboratory, Lehigh University, Bethlehem, Pennsylvania 18015
## Abstract
We investigate the liquid-solid transition of two dimensional hard spheres in the presence of gravity. We determine the transition temperature and the fraction of particles in the solid regime as a function of temperature via Even-Driven molecular dynamics simulations and compare them with the theoretical predictions. We then examine the configurational statistics of a vibrating bed from the view point of the liquid-solid transition by explicitly determining the transition temperature and the effective temperature, $`T`$, of the bed, and present a relation between $`T`$ and the vibration strength.
P.A.C.S: 05.20-y, 64.70Dv, 05.20.Dd, 51.10+y.
The hard sphere model has been quite successful in explaining the macroscopic properties of dense fluids, or gases from the microscopic point of view . At the molecular level, the potential energy of the hard spheres due to gravity is small in comparison to the thermal fluctuations and it has usually been ignored. However, when the mass of the constituent particle is macroscopic in quantity, as in the case of granular materials , gravity cannot be ignored. The purpose of this Letter is to demonstrate the existence of a gravity induced liquid-solid phase transition of hard spheres. This transition is an intrinsic transition associated with any system where the excluded volume interaction is dominant. Such a system cannot be compressed indefinitely, and must exhibit a coherent low energy state. In the hard sphere system, gravity introduces a potential energy, and each available site is associated with an energy state. Then, the formation of a solid at the bottom below the transition point is nothing but a massive occupation of the low energy state at the low temperature, which is the Fermi gas in metals, the Bose condensate in the two dimensional quantum Hall systems , the energy storage mechanism into a single state for biological systems , and a mechanism to produce coherent light in the context of lasers , and the liquid-solid transition in a hard sphere system under gravity, which is the subject of the current work. We will determine via Even-Driven Molecular Dynamics simulation the transition point and the thickness of the boundary layers as a function of external parameters, and make a careful comparison with the theoretical predictions . Next, a new and nontrivial by-product of our investigation is to view the configurational statistics of the vibrating bed from the view point of the liquid-solid transition of hard spheres. This will certainly help one to compare the configurational statistics and other thermodynamic properties of vibrating beds with those equilibrium properties of hard sphere systems. Transition temperature and the thickness of boundary layers: Consider a collection of elastic hard spheres of mass m and diameter D, confined in a two dimensional $`(x,z)`$ container with an open boundary at the top. Gravity acts along the negative z direction. The system is in contact with the thermal reservoir at a temperature $`T`$ in such a way that the average kinetic energy of each hard sphere, $`T=m<v_x^2+v_z^2>/2`$ with $`<..>`$ being the configurational average. We now start from $`T=0`$, at which point all the particles are essentially in a solid regime, and the density profile is simply a rectangle. If we gradually increase the temperature, fluidization starts from the surface, and the boundary layers appear. One may estimate the thickness of the boundary layer, $`h`$, by a simple energy balance between the kinetic and potential energy: $`mgDh\frac{1}{2}m<v^2>T`$. From this, one may obtain the size of the solid-like regime, or equivalently its dimensionless height, say $`\zeta _F(T)`$:
$$\zeta _F(T)=\mu h=\mu \frac{T}{mgD}$$
$`(1)`$
where $`\mu `$ is number of layers of the original rectangle. Eq.(1) predicts the existence of a critical temperature, $`T_c`$, at which point a phase transition from a one phase(solid) to a two phase regime(liquid-solid) occurs. By setting, $`\zeta _F(T_c)=0`$, we find the mean field result: $`T_c^{M.F}=\mu mgD`$. Since the boundary layer exists only when both phases coexist, $`T_c`$ must be the temperature at which point the system becomes fully fluidized. One may equally define the critical temperature as a point at which the density at the bottom layer, $`\varphi _o`$, becomes the closed packed density $`\varphi _c`$, i.e: $`\varphi _o(T_c)=\varphi _c`$. We now rewrite eq. (1) in terms of the critical temperature, and recast the size of the solid region, in term of $`T/T_c`$, as
$$\zeta _F(T)/\mu =(1\frac{T}{T_c})$$
$`(2)`$
A more precise estimate of the transition temperature was given in ref. within the framework of Enskog theory . In particular, the following expression for the density profile, $`\varphi (\zeta )`$, was obtained as a function of the dimensionless variable $`z/D`$:
$$\beta (\zeta \overline{\mu })=ln\varphi +c_1\varphi +c_2log(1\alpha \varphi )+c_3/(1\alpha \varphi )+c_4/(1\alpha \varphi )^2$$
$`(3a)`$
with the constant $`\beta \overline{\mu }`$ given by:
$$\beta \overline{\mu }=ln\varphi _o+c_1\varphi _o+c_2ln(1\alpha \varphi _o)+c_3/(1\alpha _o)+c_4/(1\alpha \varphi _o)^2f(\varphi _o)$$
$`(3b)`$
where $`\beta =mgD/T`$, and $`c_1=2\alpha _2/\alpha ^2\frac{\pi }{2}0.0855`$, $`c_2=\frac{\pi }{2}(\alpha _12\alpha _2/\alpha )/\alpha ^20.710`$ $`c_3=c_2`$,$`c_4=\frac{\pi }{2}(1\alpha _1/\alpha +\alpha _2/\alpha ^2/)\alpha 1.278`$. Note that the relation between the volume fraction $`\nu `$ and $`\varphi `$ is given by: $`\nu =\pi (D/2)^2N/V=\pi \varphi /4`$. If one integrates the density profile, and imposes the sum rule, $`_0^{\mathrm{}}\varphi (\zeta )𝑑\zeta =\varphi _o\mu `$, then one finds that this sum rule breaks down at the temperature $`T_c`$,
$$T_c=mgD\mu \varphi _o/\mu _o$$
$`(4)`$
The departure from the mean field theory is the appearance of a factor $`\varphi _o/\mu _o`$ in (4), where $`\varphi _o=(4/\pi )(\pi /2\sqrt{3})=1.154700538..`$ and $`\mu _o=111.52274..`$. Eq. (2) remains unchanged. We now present MD data to test Eq.(2) and (4). Molecular Dynamics simulations of gravity induced liquid-solid transition: We have used the Event Driven(ED) Molecular Dynamics code, and refer the readers to references for details of the algorithm regarding the collision dynamics that take into account the rotation of hard spheres, and a way to handle the inelastic collapse. The thermal reservoir of our system was modeled using white noise driving , which kicks each particle so that the average kinetic temperature of each particle is the same as that of the reservoir, and hence, the kinetic temperature of the system. Note that we are not driving the system by connecting the bottom wall to the temperature reservoir, which was often used as a model for a vibrating bed.
We present in Fig.1 a typical configuration below the transition temperature ($`T<T_c`$), at which about 17 layers of particles condense and form a crystal near the bottom(Fig.1a). More precisely, the particles first form a loose hexagonal crystal and progressively evolve into a compact hexagonal lattice structure. The solid line in the density profile(Fig.1b) is the Enskog profile given by (3a), which was shifted to fit the data beyond the crysal regime. We point out here that (i) this shift is not an arbitrary parameter, but should be uniquely chosen to fit the data, (ii) this shift in fact determines the measured size of the solid by simulations. The density in the solid regime is then fit by a straight line as shown in the figure. The oscillations in the solid regime are real, but it is simply the finite size effect, i.e, the hexagonal packing in a finite lattice has two more particles in alternative layers. This oscillation must disappear in the thermodynamic limit.
The critical temperature $`T_c`$ is determined as the temperature at which point a compact hexagonal crystal is formed from the bottom layer, beyond which point, the density at the bottom layer remains constant at $`\varphi _o=1.15`$, and this hexagonal structure is permanelty retained. We point out that a loosely hexagonal crystal forms at a temperature, $`T_c^{}`$, which is somewhat larger than $`T_c`$. Between $`T_c`$ and $`T_c^{}`$, particles squeeze themselves, expelling holes, and progressively forming a compact hexagonal crystal. Note that a few vacancies created during this crystallization do not anneal but stay in the system (Fig.1a). Now, in order to carry out the quantitative analysis of the formation of a crystal beyond the transition temperature, we have measured the size of the solid as mentioned above, namely by shifting the Enskog profile (i.e. Fig.1b), and plotted it at different temperature $`T<T_c`$ as a function of the scaled variable $`T/T_c`$ for 1000 particles of $`m=2.09010^6`$, $`D=0.001m`$ and $`\mu =20`$. The solid line in Fig.2a is the prediction Eq.(2). The excellent agreement between the theory and simulations is a confirmation of (i) the existence of the gravity induced liquid-solid transition of hard spheres, and (ii) the validity of the suggested mechanism of this transition via the disappearance of particles from the liquid and their settlement into the solid regime as predicted by Enskog theory .
Next, we present our new analysis of the vibrating bed from the view point of the liquid-solid transition discussed above. It has been fairly well established that the configurational statistics of the vibrating beds seem identical to the equilibrium statistics of a molecular gas at an equal packing fraction , yet the relation between the vibrational strength, $`\mathrm{\Gamma }`$, and the corresponding equilibrium kinetic temperature has remained largely undetermined. There has been a previous attempt to relate $`\mathrm{\Gamma }`$ to the Fermi temperature , which is not the same as the kinetic temperature, but essentially the compactivity . In the present work, we will establish a specific relation between the vibration strength and the kinetic temperature, and test its validity via simulations.
At a low vibration strength, experimental data seems to clearly indicate two distincitve regimes: solid regime near the bottom where there are very little particle movements, and the liquid regime near the surface where particles are dynamically active exchanging their positions via collisions. Hence, the system presented in re.f is below the liquid -solid transition temperature. We will determine both the transition temperature, $`T_c`$, and the effective temperature of the system, and then measure the size of the solid region and compare it with the prediction made by Eq.(2). The control parameters are given in ref., namely the particle diameter $`D=2.99mm`$, and the dimensionless initial layer thicnkness $`\mu =10.2`$, from which we determine the normalized critical temerature of the vibrating bed $`T_c/mg=\mu D\varphi _o/\mu _o=0.607mm`$. The effective temerature of the system is then determined by fitting the tail region and shifting the Enskog profile, by $`\zeta _o`$. We find, $`T/mg=0.36mm`$, and $`\zeta _o=4.41layers`$ from which we measure the size of the solid as $`z_o=\varphi _o\zeta _o/D=12mm4.0layers`$, while the predicted dimensionless height of the solid region, $`\zeta _F`$, is: $`\zeta _F=\mu (1T/T_c)4.15layers`$. The previous fitting of the density profile by the Fermi profile was also satisfactory, but was found to be most difficult near the rounded region, which the Enskog profile fits quite well. One advantage of the present method of analyzing the configurational statistics of the vibrating bed might be that the global kinetic temperature can now be associated with the vibrating bed, and hence comparison can be made between the experimentally determined configurational statistics of the vibrating bed and those of the hard spheres in thermal contact with the heat reservoir. The specific relation between the two can be obtained by comparing the thermal expansion of the hard spheres and the kinetic expansion of the vibrating bed. The thermal expansion is simply the increase in the center of mass $`\mathrm{\Delta }z(T)`$, which can be computed by the Enskog profile near the tail, and the solid rectangle. We find:
$$\mathrm{\Delta }z(T)=\frac{D\mu }{2}(\frac{2|\mathrm{\Lambda }_1|\varphi _o}{\mu _o^2}1)(\frac{T}{T_c})^2$$
$`(5)`$
where the constant $`|\mathrm{\Lambda }_1|=\varphi _o_o^1[f(\rho \varphi _o)f(\varphi _o)][\rho \varphi _of^{}(\rho \varphi _o)d\rho ]=5503.531806`$ with $`f(x)`$ given in (3a). Note that the correction is second order in $`T`$. Let $`H_o(\mathrm{\Gamma })`$ be the single ball jump height on the surface . Then, by equating $`\mathrm{\Delta }z(T)`$ and $`H_o(\mathrm{\Gamma })g/\omega ^2`$, we find the desired relation:
$$\frac{T}{T_c}=\sqrt{\frac{2H_o(\mathrm{\Gamma })g}{D\omega ^2\mu ^2}(\frac{\mu _o^2}{2|\mathrm{\Lambda }_1|\varphi _o\mu _o^2})}$$
$`(6)`$
where $`\omega `$ is the vibration frequency. Putting all the values, eq.(6) predicts $`T/T_c=0.663`$, which is close to the measured value of $`0.593`$ above.
In conclusion, two points are in order. First, we have demonstrated in this Letter that the point at which the Enskog description of hard spheres fails indeed signals the liquid-solid transition, and such a failure arises via the breakdown in the particle conservation. The missing particles form a condensate at the bottom, which essentially determine the fraction of particles in the solid regime, and in turn the thickness of boundary layers. Since only a fraction of grains are mobilized under shear , and avalanches and many interesting dynamics occur in these thin boundary layers , such a determination should be of technological importance. Second, since Enskog theory is a truncation of BBGKY hierarchy at the third order, the existence of gravity induced liquid-solid transitions of hard spheres must have some interesting consequences to higher order kinetic theory, in particular with regard to the dynamic behaviors. Unlike particles in the liquid regime, those particles in the solid regime are largely confined in cages and fluctuate around fixed positions. Their motions resemble the lattice vibrations rather than binary collisions, and it may be a little peculiar, albeite not unphysical, to attempt to describe the lattice vibrations by the kinetic theory. If so, such a description must include much more than binary collisions. Hence, it is not unphysical to see that these particles disappear from the kinetic equation at the level of the Enskog approximation. However, as discussed in the beginning and demonstrated in this paper, this gravity induced liquid-solid transition is not a peculiar phenomenon associated with Enskog equation, but rather an intrinsic transition inherent in a system where an excluded volume interaction is dominant. The formation of a solid at the bottom is the appearance of a massive occupied low energy state due to the Pauli exclusion principle. Therefore, the breakdown in the sum rule, the necessary shift of the density profile due to the formation, and its upward spread of the closed packed regime should persist because the Pauli exclusion principle is in action in real space, even if one may use different approximations \[16-18\] or may try a different form for the pressure, such as the form suggested by Percus-Yevick , and/or in higher order truncation. It only disappears in the limit when the closed volume packing density, $`\nu `$ becomes one, which is possible only in the case of an ideal Appolonian packing . Finally, we point out that the presence of dissipation does not alter the condensation picture at all , if the velocity distribution remains Gaussian. Recent experiments have demonstrated the non-Gaussian nature of the velocity distribution, but if the dissipation is small, which is the case for the simulations carried out in this work, the deviation from Gaussian should be small.
Acknowledgement We wish to thank Stefan Luding for providing us with his MD code and many helpful discussions over the course of this work.
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For Appolonian packing, see B. Mandelbrot, “The Fractal Geometry of nature,”(W. H. Freeman and Company, New York, 1982).
J.S. Olafsen and J.S. Urbach, Phys. Rev. E 60, R2468 (1999). W. Losert, D. Cooper, D. Kudrolli, and J.P. Gollub, Chaos, 9, 682 (1999).
D. C. Hong, Fermi Statistics and Condensation, To appear in ’Granular Gases,’ edited by S. Luding and T. Poschel Springer-Verlag (2000).
Figure Captions
Fig. 1. (a) Snap shot at $`T<T_c`$, where about 17 layers form a crystal. (b) The fitting of the density profile is the combination of the Enskog profile (Eq.3) and the rectangle( straight line).
Fig. 2. The fraction of the hard spheres in the condensed regime as a function of $`T/T_c`$ with $`N=1000`$, $`\mu =20`$, $`g=981cm/sec^2`$, and $`m=1.04710^6`$. (square). The data points are obtained by uniquely determining the shifting position of the Enskog profile, and the solid line is the prediction Eq.(2).
Fig. 3. Experimental density profile of the granular materials in a vibrating bed (ref.5). The fit was by the Enskog profile near the surface, and the rectangle below $`\zeta _F`$.
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# Tracking Extended Quintessence
## I Introduction
Following the experimental evidence in favor of an accelerating universe , the cosmological role of a minimally-coupled scalar field, considered as a ”Quintessence” component (which we call here Q or $`\varphi `$, equivalently), providing the dominant contribution to the energy density of the Universe today in the form of dynamical vacuum energy, has been widely analyzed in the recent past -. The main feature of this dynamical vacuum energy component, that could also allow to distinguish it from a cosmological constant, is its time-dependence and the wide range of possibilities for its equation of state. Moreover, by the principle of general covariance this time varying scalar field should also develop spatial perturbations.
In a number of recent papers the available range of couplings between Q and other physical components has been explored. The possible coupling between a Quintessence field and light matter fields has been investigated in and is subject to restrictions coming from the observational constraints on the time variation of the constants of nature. Also, some recent work explores the cosmological consequences of a coupling between Quintessence and matter fields . The possible coupling between Q and the Ricci scalar $`R`$ was the subject of our recent analysis , where the observable impact of such a coupling has been throughly investigated. Within this ‘Extended Quintessence’ (EQ) model two sets of theories were studied: Induced Gravity (IG, originally proposed in ) and Non-Minimal Coupling (NMC, see for an extensive overview). In both models the term describing the coupling between the Ricci scalar $`R`$ and the Quintessence field $`\varphi `$ in the Lagrangian has the form $`F(\varphi )R/2`$, where $`F(\varphi )=\xi \varphi ^2`$; the difference between the two models is that in the NMC model the Lagrangian contains also the ordinary gravitational term $`R/16\pi G`$, that is instead absent in IG. Both models belong to the general class of scalar-tensor theories of gravity. The effects on Cosmic Microwave Background (CMB) anisotropies, as well as on Large Scale Structure (LSS), have been described and numerically computed for several values of $`\xi >0`$; they turned out to be similar for IG and NMC, although for different values of the coupling constant. The main results of our previous study were a modification of the low redshift dynamics, enhancing the Integrated Sachs Wolfe effect (ISW), as well as a shift of the CMB acoustic peaks and matter power spectrum turnover because of the dynamics of the Hubble length. Predicting in detail the shape and the position of the acoustic peaks in a given cosmological model is of course important in view of the formidable observations of the next decade , but it is also of great importance at present, because of the strong evidence in favor of the existence of subdegree acoustic oscillations in the latest CMB data .
As detailed in our previous paper , we named our models ‘Extended Quintessence’, in analogy with the ‘extended inflation’ models , proposed in the late eighties to rescue the original idea of inflation based on a first-order phase transition. In those models a Jordan-Brans-Dicke (JBD) scalar field was added to the action to solve the ‘graceful exit’ problem of ‘old inflation’. The idea of using a non-minimally coupled scalar field as a decaying cosmological constant dates back to a paper by Dolgov in 1983, which however radically differs from the present class of models by the absence of a true potential energy for the scalar field. The background dynamical properties of a Quintessence field coupled to the Ricci curvature have also been recently studied in , and , where, in particular, the existence and stability of cosmological scaling solutions was analyzed. Models in scalar-tensor theories of gravity involving scalar matter couplings have also been studied .
Let us come now to the subject of the present work. The existence of a considerable amount of vacuum energy in the Universe, as observations seem to imply, brings together two conceptual problems. The first regards the magnitude of this energy, namely the fact that we are right now in the phase in which the vacuum energy is starting to dominate over matter. The second, which we name “fine-tuning” problem, which arises merely from the fact that if the vacuum energy is constant, like in the ‘standard’ cosmological constant scenario, then, at the beginning of the radiation era the Q energy density should have been vanishingly small compared with both radiation and matter.
Important recent work demonstrated that the Quintessence scenario can avoid such fine tunings, while a cosmological constant fitting the data would be affected by both problems. Indeed, in the Quintessence scenario one can select a subclass of models which admit ”tracking solutions” : following early work by Ratra and Peebles , it was shown how the observed amount of scalar field energy density today can be reached starting from a very wide set of initial conditions, covering tens of orders of magnitude. In particular, the Quintessence could have been initially at the level of the ordinary matter, thus being likely one of the products of the decay of the vacuum energy responsible for the inflation era.
Here we face the extension of tracking phenomenology in EQ; we find important results, both for background dynamics and perturbations, and we name this scenario Tracking Extended Quintessence (TEQ). We consider a NMC model for the coupling between Q and $`R`$. We first analyse the background evolution, accurately studying the Quintessence dynamics in the radiation dominated (RDE) and matter dominated (MDE) eras. Then, we compute the evolution of cosmological perturbations pointing out important observable effects on CMB and LSS.
The work is organized as follows: in Sec. II we recall the relevant equations, and we refer to previous works for a complete presentation of the dynamical system for the background and for the perturbations in non-minimally coupled scalar field cosmologies; Sec. III contains the analysis of tracking solutions; Secs. IV and V contain the description and a discussion of the effects on CMB and LSS, respectively; Sec. VI discusses how these effects change if we vary the form of the Q-field potential.Finally, Sec. VII contains a summary of our results and some concluding remarks.
## II Cosmology in scalar-tensor theories of gravity
In this Section we review the relevant equations in scalar-tensor theories of gravity, for the background evolution and linear perturbations. For more details, we refer to previous works .
Following , scalar-tensor theories of gravity are represented by the action
$$S=d^4x\sqrt{g}\left[\frac{1}{2}f(\varphi ,R)\frac{1}{2}\omega (\varphi )\varphi ^{;\mu }\varphi _{;\mu }V(\varphi )+L_{fluid}\right],$$
(1)
where $`R`$ is the Ricci scalar, and $`L_{fluid}`$ includes all components except for $`\varphi `$, that we suppose coupled only with gravity.
The models for $`f(\varphi ,R)`$ that we investigate here are simply a product of a function of $`\varphi `$ and $`R`$; also we assume a standard form for the kinetic part:
$$f(\varphi ,R)=F(\varphi )R,\omega (\varphi )=1.$$
(2)
As in , we assume the cosmological metric has the flat Friedmann-Robertson-Walker (FRW) form:
$$ds^2=a^2[d\tau ^2+(\delta _{ij}+h_{ij})dx^idx^j],$$
(3)
where $`a(\tau )`$ is the scale factor, $`\tau `$ is the conformal time and $`h_{ij}`$ represents the perturbations in the synchronous gauge, to be discussed later. Our units are $`c1`$, and we adopt the signature $`(,+,+,+)`$.
In the next subsections we describe the evolution equations for the relevant quantities, for the background and linear perturbations.
### A Background
The background FRW equations read
$$^2=\left(\frac{\dot{a}}{a}\right)^2=\frac{1}{3F}\left(a^2\rho _{fluid}+\frac{1}{2}\dot{\varphi }^2+a^2V3\dot{F}\right),$$
(4)
$$\dot{}=^2\frac{1}{2F}\left(a^2(\rho _{fluid}+p_{fluid})+\dot{\varphi }^2+\ddot{F}2\dot{F}\right),$$
(5)
where the dot denotes differentiation with respect to the conformal time $`\tau `$; note that in our framework $`1/F`$ today must be $`8\pi G`$.
The Klein-Gordon equation reads
$$\ddot{\varphi }+2\dot{\varphi }=\frac{a^2}{2}F_\varphi Ra^2V_\varphi ,$$
(6)
where the subscript $`\varphi `$ denotes differentiation w.r.t. $`\varphi `$. Furthermore, the continuity equations for the individual fluid components are not directly affected by the changes in the gravitational field equation, and for the $`i`$th component we have
$$\dot{\rho }_i=3(\rho _i+p_i).$$
(7)
Let us give now useful expressions for the Ricci scalar in scalar-tensor theories:
$$R=\frac{1}{F}\left[\rho _{fluid}+3p_{fluid}+\frac{\dot{\varphi }^2}{a^2}4V+3\left(\frac{\ddot{F}}{a^2}+2\frac{\dot{F}}{a^2}\right)\right].$$
(8)
This can also be written as a function of the Hubble parameter and its derivatives:
$$R=\frac{6}{a^2}(\dot{}^2+^2).$$
(9)
As discussed in more detail in , let us recall the two experimental constraints that these models have to satisfy.
One comes from the time variation of the gravitational constant in scalar-tensor gravity theories <sup>§</sup><sup>§</sup>§We consider $`1/8\pi F`$ as effective time dependent gravitational constant. We checked that, for the small values of $`\xi `$ considered here, our definition practically coincides with the more general one given in .
$$\left|\frac{G_t}{G}\right|=\frac{F_t}{F},$$
(10)
where the subscript $`t`$ denotes differentiation w.r.t. the cosmic time $`t`$; $`G_t/G`$ is bounded by local laboratory and solar system experiments to be
$$\frac{G_t}{G}10^{11}\mathrm{per}\mathrm{year}.$$
(11)
Another independent experimental constraint comes from the effects induced on photon trajectories :
$$\omega _{JBD}\frac{F_0}{F_{\varphi 0}^2}500,$$
(12)
where $`F_{\varphi 0}`$ is the derivative of $`F`$ w.r.t. $`\varphi `$ calculated at the present time. The latter bound does not depend on the particular cosmological trajectory at hand, since in contrast to (11), it does not involve time derivatives, but only the present value of the field.
Let us define now the form of $`F(\varphi )`$ that we consider here. We analyse non-minimally coupled scalar field models, defined as in . The term multiplying the curvature scalar $`R`$ is made of a dominant contribution, which is a constant, plus one depending on $`\varphi `$:
$$F(\varphi )\frac{1}{8\pi G}+\stackrel{~}{F}(\varphi )\stackrel{~}{F}(\varphi _0),$$
(13)
where
$$\stackrel{~}{F}(\varphi )=\xi \varphi ^2.$$
(14)
As it is evident from the previous equation, the present value of $`F(\varphi )`$ has been setted in such a way that the gravitational constant reduces to the observed one; it is not our aim here to discuss how this result can be dynamically achieved. More general scalar-tensor theories in which Einstein gravity is an attractor have been discussed in the frame of Quintessence scenarios (see e.g. ).
The second constraint (12) turns out to be the dominant one for our models; as is very easy to verify, it gives rise to the following condition:
$$\xi \frac{10^2}{2\sqrt{G}\varphi _0}.$$
(15)
The only remaining quantity to specify in our model is the potential for the field $`\varphi `$, responsible for the the dominant part of the vacuum energy today. We adopt here inverse power-law potentials, as originally suggested by Ratra and Peebles , and found in some phenomenological supersymmetry breaking models , although cosine and exponential potentials have also been proposed in the literature. We take
$$V(\varphi )=\frac{M^{4+\alpha }}{\varphi ^\alpha },$$
(16)
where the value of $`\alpha >0`$ will be specified later and the mass-scale $`M`$ is fixed by the level of energy contribution today from the Quintessence.
Let us conclude this subsection by defining the quantities describing the Q energy density and pressure. By considering the kinetic and potential terms, we generalize in a straightforward way the definitions in ordinary General Relativity:
$$\rho _\varphi =\frac{1}{2a^2}\dot{\varphi }^2+V(\varphi ).$$
(17)
Similarly, the Quintessence pressure assumes the form
$$p_\varphi =\frac{1}{2a^2}\dot{\varphi }^2V(\varphi ).$$
(18)
However, as it is evident from equation (4), there are other terms in the right-hand side that could be included into the Q energy density and pressure, coming directly from the coupling with $`R`$. Thus we define here the generalized Q energy density and pressure, that include all the NMC terms:
$$\stackrel{~}{\rho }_\varphi =\frac{1}{2a^2}\dot{\varphi }^2+V(\varphi )\frac{3\dot{F}}{a^2}.$$
(19)
$$\stackrel{~}{p}_\varphi =\frac{1}{2a^2}\dot{\varphi }^2V(\varphi )+\frac{\ddot{F}}{a^2}+\frac{\dot{F}}{a^2}.$$
(20)
We stress that, as we’ll see below, in our model the NMC terms are negligible at the present time, so that, from the point of view of observational tests at low redshifts, there is no appreciable difference between the two definitions of energy density and pressure.
In the next Section we will see how $`\rho _\varphi ,p_\varphi `$ may differ substantially from $`\stackrel{~}{\rho }_\varphi ,\stackrel{~}{p}_\varphi `$, while in general they become nearly identical in the MDE.
### B Perturbations
As in , we adopt here the treatment of the scalar perturbations based on the formalism developed in to describe the evolution of perturbations in the synchronous gauge. The perturbing tensor in Eq.(3) is Fourier transformed and the generic component at wavevector $`𝐤`$ may be written as
$$h_{ij}(𝐤,\tau )=\widehat{𝐤}_𝐢\widehat{𝐤}_𝐣h(𝐤,\tau )+(\widehat{𝐤}_𝐢\widehat{𝐤}_𝐣\frac{1}{3}\delta _{ij})6\eta (𝐤,\tau ),$$
(21)
where $`h`$ denotes the trace of $`h_{ij}`$ and $`\eta `$ represents the traceless component; we omit the arguments $`(𝐤,\tau )`$ in the following.
The perturbed Einstein equations read
$`k^2\eta {\displaystyle \frac{1}{2}}\dot{h}`$ $`=`$ $`{\displaystyle \frac{a^2\delta \rho }{2}},`$ (22)
$`k^2\dot{\eta }`$ $`=`$ $`{\displaystyle \frac{a^2(p+\rho )\theta }{2}},`$ (23)
$`\ddot{h}+2\dot{h}2k^2\eta `$ $`=`$ $`3a^2\delta p,`$ (24)
$`\ddot{h}+6\ddot{\eta }+2(\dot{h}+6\dot{\eta })2k^2\eta `$ $`=`$ $`3a^2(p+\rho )\sigma .`$ (25)
The perturbed density, pressure, velocity and shear in the synchronous gauge assume the form
$$\delta \rho =\frac{1}{F}\left[\delta \rho _{fluid}+\frac{\dot{\varphi }\delta \dot{\varphi }}{a^2}+\frac{1}{2}(F_\varphi R+2V_\varphi )\delta \varphi 3\frac{\delta \dot{F}}{a^2}\left(\frac{\rho +3p}{2}+\frac{k^2}{a^2}\right)\delta F+\frac{\dot{F}\dot{h}}{6a^2}\right],$$
(26)
$$\delta p=\frac{1}{F}\left[\delta p_{fluid}+\frac{\dot{\varphi }\delta \dot{\varphi }}{a^2}+\frac{1}{2}(F_\varphi R2V_\varphi )\delta \varphi +\frac{\delta \ddot{F}}{a^2}+\frac{\delta \dot{F}}{a^2}+\left(\frac{p\rho }{2}+\frac{2k^2}{3a^2}\right)\delta F\frac{1}{9}\frac{\dot{F}\dot{h}}{a^2}\right],$$
(27)
$$(p+\rho )\theta =\frac{(p_{fluid}+\rho _{fluid})\theta _{fluid}}{F}\frac{k^2}{a^2}\left(\frac{\dot{\varphi }\delta \varphi \delta \dot{F}+\delta F}{F}\right),$$
(28)
$$(p+\rho )\sigma =\frac{(p_{fluid}+\rho _{fluid})\sigma _{fluid}}{F}+\frac{2k^2}{3a^2F}\left(\delta F+3\frac{\dot{F}}{k^2}(\dot{\eta }+\frac{\dot{h}}{6})\right),$$
(29)
where everything labeled with $`fluid`$ contains contributions from all the species but Quintessence, and has the form as in ordinary General Relativity, obeying the perturbed continuity equations; we refer to for a detailed definition of these terms. There remains the perturbed Klein-Gordon equation:
$$\delta \ddot{\varphi }+2\delta \dot{\varphi }+\left[k^2+a^2\left(\frac{F_\varphi R+2V_\varphi }{2}\right)_\varphi \right]\delta \varphi =\frac{\dot{\varphi }\dot{h}}{6}+\frac{a^2}{2}F_\varphi \delta R.$$
(30)
Note the presence of the Ricci curvature scalar $`R`$ in the left-hand side, as well as its perturbation $`\delta R`$ in the right-hand side: the latter term is not trivial, since it contains $`\delta \ddot{\varphi }`$ (as it can be easily seen by using eqs. (24,27) and (31) below; from we see that in the synchronous gauge it is in fact
$$\delta R=\frac{1}{3a^2}\left(\ddot{h}3\dot{h}+2k^2\eta \right),$$
(31)
so that the Klein Gordon equation, using Eq.(24), assumes the complicated form below:
$$\delta \ddot{\varphi }\left(1\frac{1}{2}\frac{F_\varphi ^2}{F}\right)+\left[2\frac{F_\varphi }{2F}\left(\dot{\varphi }+2F_{\varphi \varphi }\dot{\varphi }+F_\varphi \right)\right]\delta \dot{\varphi }+$$
$$+\left[k^2+a^2\left(\frac{F_\varphi R+2V_\varphi }{2}\right)_\varphi \frac{F_\varphi }{2F}\left(\frac{1}{2}a^2F_\varphi Ra^2V_\varphi +F_{\varphi \varphi \varphi }\dot{\varphi }^2+F_{\varphi \varphi }\ddot{\varphi }+F_{\varphi \varphi }\ddot{\varphi }\right)+\right]\delta \varphi +$$
$$+F_\varphi \left(\frac{a^2pa^2\rho }{2}+\frac{2}{3}k^2\right)\delta \varphi =$$
$$=\frac{\dot{\varphi }\dot{h}}{6}\frac{F_\varphi }{6}\left(\dot{h}10k^2\eta \right)+\frac{F_\varphi }{2F}a^2\delta p_{fluid}\frac{F_\varphi ^2}{18F}\dot{\varphi }\dot{h}.$$
(32)
This set of differential equations can be integrated once initial conditions on the metric and fluid perturbations are given; in this work we adopt adiabatic initial conditions for the various components as well as Gaussian and scale-invariant initial perturbations (see ).
## III Tracking Extended Quintessence
Let us now turn to the study of tracking solutions in our model. As we already mentioned in the Introduction, the existence of this kind of trajectories was first pointed out by Ratra and Peebles . In , it was realized that they could be used in Quintessence scenarios to solve the fine-tuning problem on the initial conditions; this is in favor of Quintessence compared with the ordinary cosmological constant models, which remains affected by this problem.
For what concerns the background parameters, we require the present closure density of Quintessence to be $`\mathrm{\Omega }_\varphi =0.7`$, with Cold Dark Matter at $`\mathrm{\Omega }_{CDM}=0.253`$, three families of massless neutrinos, baryon content $`\mathrm{\Omega }_b=0.047`$ and Hubble constant $`H_0=100h_{100}`$ Km/sec/Mpc (or $`h_{100}=0.65`$ thus keeping $`\mathrm{\Omega }_bh_{100}^2=0.020`$). In section V we will explore the dependence of our results on the potential index $`\alpha `$. Here we adopt $`\alpha =2`$. The case $`\alpha =1`$ was studied in , where however, we did not explore the properties of tracking solutions. As we will discuss in Section VI, however, the dynamical relevance of tracking solutions, becomes more and more relevant, as the potential slope increases, so, our main results of are not essentially modified.
In Figure 1 we plot the evolution of the energy density of the cosmic fluid components (radiation, matter and Quintessence) as a function of redshift, in several models that we are going to describe now. The plotted curves are $`\rho _r`$, $`\rho _m`$ and $`\rho _\varphi `$. The high, dotted lines represent radiation and matter, which do possess the well known scalings $`\rho _r1/a^4`$, $`\rho _m1/a^3`$. Equivalence occurs roughly at $`1+z_{eq}5\times 10^3`$. The other curves represent tracker solutions for the Quintessence energy density $`\rho _\varphi `$. We will describe in detail each curve in the next subsections; let us give here some general considerations. For each curve, the constant $`M`$ in Eq.(16) has been chosen to produce the required $`\mathrm{\Omega }_\varphi `$ today. The NMC dimensionless coupling constant is taken as
$$|\xi |=1.5\times 10^2,$$
(33)
so as to satisfy the experimental constraints (12), because in all the cases shown in Fig.1 the present value of $`\varphi `$ is $`\varphi _00.35M_P`$, where $`M_P=1/\sqrt{G}`$. Also we study both positive and negative values of $`\xi `$. $`\varphi _0`$ is reached starting from initial conditions $`\varphi _{beg}\varphi _0`$ and $`\dot{\varphi }_{beg}`$ which can vary by several tens of orders of magnitude thanks to the capability of tracker solutions to remove any fine tuning of the initial conditions. In fact, it can be immediately noted from the curves in Fig.1 that, despite the huge range of initial values of the energy density, the Q component is going to dominate today at the chosen level. The final aspect we wish to point out before going to a detailed analysis of the dynamics in MDE and RDE, is that we plotted $`\rho _\varphi `$ in the figure, which is always positive, as it is evident from its definition (17). This is not true for $`\stackrel{~}{\rho }_\varphi `$ defined in (19), because the NMC terms may be negative, and in fact they overcome the kinetic and potential energy, as we will see below; this feature was first found and discussed in .
### A TEQ-trajectories in the Radiation Dominated Era: $`R`$-boost
To understand what happens, let us study the Klein-Gordon equation during the Radiation Dominated Era (RDE). The first feature to note is the behavior of the Ricci scalar $`R`$. The dominant fluid is radiation, so that $`a\tau `$, and this could yield the wrong idea that $`R=0`$ from Eq.(9). Actually this is not true as it is evident from Eq.(8): the first two terms $`\rho _{fluid}3p_{fluid}`$ take zero contribution from radiation, but there is a residual contribution $`\rho _m`$, from the subdominant matter component. Thus, there is a divergence $`R1/a^3`$ as $`a0`$, that holds until at least one particle species remains non-relativistic. Also, we will see in a moment that the other terms in Eq.(8), as well as the little dynamics implied by the overall factor $`1/F`$ do not change this argument; in conclusion the behavior of $`R`$ in the RDE is
$$R\frac{8\pi G\rho _{m0}}{a^3}=\frac{3H_0^2(\mathrm{\Omega }_{CDM}+\mathrm{\Omega }_b)}{a^3}\mathrm{for}a0.$$
(34)
This implies that on the RHS of the Klein Gordon equation (6) the term multiplying $`R`$ diverges as $`1/a`$ and has the same sign of $`\xi `$ since $`\varphi `$ is assumed to be always positive. This generates a “gravitational” effective potential causing an enhancement of the dynamics of $`\varphi `$ at early times, that we name “$`R`$-boost”. The field accelerates until the friction term $`2\dot{\varphi }`$ reaches a value that is comparable to the $`R`$-boost term on the RHS. After that, Q enters a phase of slow roll driven by the friction and the $`R`$-boost terms only:
$$2\dot{\varphi }\frac{a^2RF_\varphi }{2}.$$
(35)
The slow roll holds until the true potential energy from $`V`$ becomes important in the Klein Gordon equation. This dynamics is manifest in Fig.2, where the absolute values of the four terms in the Klein Gordon equation are plotted. The thin solid line is the potential term, that is subdominant until $`1+z1000`$. The heavy dashed line is the friction term and the solid heavy one is the $`R`$-boost term. In a very short time the friction grows from zero (the initial Q velocity is here taken to be zero) until it reaches the $`R`$-boost term, setting the onset of the slow rolling regime. The thin dashed line is the Q acceleration, $`\ddot{\varphi }`$, which is positive and decreasing initially; then, it becomes negative (deceleration) at the cusp corresponding to $`1+z10^7`$, and again positive at $`1+z10^3`$ when the potential energy becomes important and the tracker behavior in the MDE starts.
It is quite simple to write an accurate analytic form for the solution during the $`R`$-boost. By using Eqs.(34,35), and the behavior of $`a`$ in the RDE, $`a\sqrt{8\pi G\rho _r^0/3}\tau `$, we easily get
$$\varphi =\varphi _{beg}\mathrm{exp}[𝒞(\tau \tau _{beg})],$$
(36)
where $`beg`$ stands for the time when initial conditions are given, and
$$𝒞=\frac{3H_0^2(\mathrm{\Omega }_{CDM}+\mathrm{\Omega }_b)}{2\sqrt{8\pi G\rho _r^0/3}}\xi .$$
(37)
With our choice of parameters, $`𝒞710^3\xi `$ Mpc<sup>-1</sup>, which implies that the exponent in (36) remains much smaller than one at all relevant times. Therefore,
$$\varphi \varphi _{beg}[1+𝒞(\tau \tau _{beg})].$$
(38)
The behavior expressed by Eqs.(36, 38) corresponds to the dotted dashed line in Fig.1, which mimics very tightly the $`R`$-boost solution. Indeed in this phase the Q kinetic energy density dominates and Eq.(38) implies
$$\frac{1}{2}\varphi _t^2=\frac{1}{2}\frac{\dot{\varphi }}{a^2}=\frac{1}{2}\frac{\varphi _{beg}^2𝒞^2}{a^2}.$$
(39)
The dot-dashed line in Fig.1 has been obtained by inserting the value of $`𝒞`$ and $`\varphi _{beg}`$ at the onset of the $`R`$-boost.
Note that the scaling as $`1/a^2`$ is sensibly different from a truly kinetic dominated phase in minimally coupled models, for which we should have had $`1/a^6`$, from the continuity equation (7) with $`p_\varphi \rho _\varphi `$. The reason why we have a different scaling of $`\rho _\varphi `$ is that the NMC terms in $`\stackrel{~}{\rho }_\varphi `$ are not negligible during all the RDE and the first part of the MDE, as we will show in a moment. Let us conclude the description of the $`R`$-boost by estimating the time of its end. The latter occurs at a redshift $`z_{pot}`$ when the true potential energy becomes comparable with the kinetic energy (39):
$$\frac{1}{2}\varphi _{beg}^2𝒞^2(1+z_{pot})^2=V[\varphi (z_{pot})].$$
(40)
Since the $`R`$-boost is a very high redshift process, it covers a very tiny time interval, and in practice $`\varphi `$ does not move substantially from its initial condition $`\varphi _{beg}`$ during this phase. Therefore we can take $`V[\varphi (z_{pot})]V(\varphi _{beg})`$ in Eq.(40). Moreover, for our inverse power-law potential we have $`V(\varphi _{beg})=V(\varphi _0)(\varphi _0/\varphi _{beg})^2`$, and from the Friedmann equation today $`8\pi GV(\varphi _0)/3=\mathrm{\Omega }_\varphi H_0^2`$. Putting these ingredients together we can write an approximate formula for $`1+z_{pot}`$ giving the end of the $`R`$-boost:
$$1+z_{pot}\sqrt{\frac{6\mathrm{\Omega }_\varphi H_0^2\varphi _0^2}{8\pi G𝒞^2\varphi _{beg}^4}}3000,$$
(41)
where the precise number has been obtained by making use of the actual value of the parameters in our case: it correctly corresponds to the $`R`$-boost end in Fig.1. Note that the end of the $`R`$-boost actually occurs when the Universe has already become matter dominated.
Before concluding this subsection, let us return to the importance of the NMC terms in $`\stackrel{~}{\rho }_\varphi `$ in equation (19); as we already anticipated, we show now that they are dominant with respect to kinetic and potential energy densities until the first part of the MDE. Indeed, the NMC term in $`\stackrel{~}{\rho }_\varphi `$ is $`3F_\varphi \dot{\varphi }/a^2`$ and scales roughly as $`1/a^3`$, since $``$ goes like $`1/a`$; on the contrary, the true potential $`V`$ is roughly constant and the $`R`$-boost kinetic energy scales like $`1/a^2`$; as we explained. Because of these scalings, we expect that there exists a time $`\tau _{NMC}`$ such that for $`\tau <\tau _{NMC}`$ the NMC term is larger than both the kinetic and potential energy, while it becomes subdominant after this time. In fact, assuming that the time dependence of the field is as in the $`R`$-boost solution (38), a simple calculation shows that the NMC energy density term $`3F_\varphi \dot{\varphi }/a^2`$ dominates $`\rho _\varphi `$ up to
$$\tau _{NMC}\left[\frac{3\xi 𝒞\varphi _{beg}^2}{\mathrm{\Omega }_\varphi \rho _{r0}H_0^3}\left(\frac{\varphi _{beg}}{\varphi }\right)^2\right]^{1/3}\mathrm{or}1+z_{NMC}850,$$
(42)
that is long after matter radiation equivalence, as it is evident in Fig.1. Note however that this is only an approximation, since Eq.(41) tells us that the $`R`$-boost solution is no longer satisfied at these redshifts; anyway this clearly shows that the NMC terms become subdominant only after the onset of the matter domination, so that the distinction between $`\rho _\varphi `$ and $`\stackrel{~}{\rho }_\varphi `$ can be relaxed after $`\tau _{NMC}`$. Our analysis is therefore approaching the MDE behavior of $`\varphi `$, subject of the next subsection.
### B TEQ-trajectories in the Matter Dominated Era
Tracking solutions have been recently obtained in the context of Induced Gravity models , whose only difference compared with NMC is the absence of a constant term multiplying the Ricci scalar in the gravitational sector of the Lagrangian, i.e. $`F(\varphi )=\xi \varphi ^2`$. We make two claims here. The first is that the same tracker solutions also exist in NMC models, provided in the MDE the scale factor can be expressed as a power of $`\tau `$. The second is that for $`F(\varphi )\varphi ^\beta `$ the same solutions exist only if $`\beta =2`$, as assumed so far.
In fact, by looking at Eqs.(4, 6), it is immediately realized that the difference between the IG and NMC models resides only in the $`1/3F`$ term multiplying the RHS in (4), since all the other terms involving $`F`$ are derivatives with respect to either time or $`\varphi `$. Tracking solutions in have been obtained by assuming that the scale factor in the MDE is the square of the conformal time $`\tau `$,
$$a(\tau )=a_{}\left(\frac{\tau }{\tau _{}}\right)^2,$$
(43)
($`\tau _{}`$ is a generic time) so that Eq.(4) gets almost identically satisfied and disappears from the treatment. Indeed we show that in NMC models both Eq.(4) and Eq.(43) hold true, simply because matter is dominating and $`F(\varphi )`$, playing the role of the gravitational constant in Eqs.(4, 5), is slowly moving. Since $`\varphi _{beg}\varphi _00.35M_P`$, it is easy to see that the variation of the value of $`F`$ throughout the whole cosmological trajectory is It is also useful to point out here that, because of the small change in the value of $`F(\varphi )`$ throughout the entire cosmological evolution, the well-known constraints on the variation of $`H`$ at the epoch of nucleosynthesis are always satisfied in our models (see e.g. and references therein).
$$\left|\frac{F_0F_{beg}}{F_0}\right|4.6\times 10^2.$$
(44)
To see this in another way, Fig.3 shows the behavior of $``$, indicated on the vertical axis as $`(1+z)H^1`$, where $`H=a_t/a`$, in three important moments of the cosmological evolution, namely present (top), decoupling (middle), and equivalence (bottom); the heavy, solid line represents TEQ with positive $`\xi `$, the thin solid line is TEQ with negative $`\xi `$, the short dashed line, instead, is ordinary Q, and the long dashed one is the cosmological constant, which is sensibly different from Q and TEQ since it is not dynamical. As it is evident, opposite signs of $`\xi `$ imply opposite behaviors for $``$, especially at small redshifts, compared with ordinary Q. At a given redshift, the shift in $``$ is due to the behavior of $`F(\varphi )`$, which is less or more than $`1/8\pi G`$ for positive or negative $`\xi `$, respectively, by an amount given by (44).
Therefore, Eq.(43) holds with good accuracy, and all the solutions obtained in for IG models, as well as their stability properties, hold true also in our NMC case.
Let us come now to our second claim. Let us assume for a while a form $`F(\varphi )=\stackrel{~}{\xi }\varphi ^\beta `$ and $`F(\varphi )=1/(8\pi G)+\stackrel{~}{\xi }(\varphi ^\beta \varphi _0^\beta )`$, respectively. We are searching for power law solutions for the Quintessence
$$\varphi (\tau )=\varphi _{}\left(\frac{\tau }{\tau _{}}\right)^\gamma ;$$
(45)
from (43) and (45), it is matter of simple algebra to check that Eq.(6) takes the form
$$\left(\gamma ^2+3\gamma \right)\frac{\varphi }{\tau ^2}=\frac{a^2R}{2}\beta \stackrel{~}{\xi }\varphi ^{\beta 1}+a^2\alpha \frac{M^{4+\alpha }}{\varphi ^{\alpha +1}}.$$
(46)
Also, from (9) the Ricci scalar in the MDE becomes $`R=12/(a\tau )^2`$. It is easy to see that this is only satisfied if
$$\beta =2\mathrm{and}\alpha =\frac{6}{\gamma }2.$$
(47)
This proves our second claim. If conditions (47) are satisfied, Eq.(46) gives $`\varphi _{}`$ in terms of $`\gamma ,n,\alpha `$; since in our models $`\alpha >0`$ and the field is positive, the following additional condition is derived:
$$\gamma ^2+3\gamma 12\stackrel{~}{\xi }>0.$$
(48)
In this regime, the Quintessence energy density scales as
$$\rho _\varphi =\rho _\varphi \left(\frac{a}{a_{}}\right)^ϵ,ϵ=\frac{3\alpha }{\alpha +2},$$
(49)
and its pressure is
$$p_\varphi =\rho _\varphi \frac{2}{\alpha +2}.$$
(50)
For what concerns the stability of these solutions, we report here only a remarkable result ; solutions satisfying (47) are stable under time dependent perturbations if and only if the following condition holds:
$$1\frac{4}{\alpha +2}<0,$$
(51)
holding for instance for any $`\alpha >0`$. In summary, for the class of solutions we are interested in, namely those satisfying (43,46), the cases of interest here have been treated in ; we have shown here that such solutions apply both to NMC and IG cases.
Let us describe now in detail the solutions we see in Fig.1. Let us focus on the minimal coupling case first. The lowest, dashed line represents a minimally coupled case in which the behavior of the Q component during RDE is equivalent to a pure cosmological constant. The kinetic energy density is initially zero and remains largely subdominant with respect to the potential one. Thus $`\varphi `$ “freezes” for almost all the RDE, and leaves this condition only when its energy density reaches a fraction of about $`10^3`$ of the critical one. Thereafter, Q joins the tracker solution in the MDE regime corresponding to
$$\gamma =ϵ=1.5,$$
(52)
that satisfies the constraint (48) with $`\stackrel{~}{\xi }=0`$. The substantial motion of the field from the initial condition to its final value occurs in this last phase.
The thin long-dashed line represents a case in which the initial kinetic energy density is dominant with respect to the potential one, by 23 orders of magnitude. As it is evident, the field starts from an energy density comparable with the matter one. In this case the kinetic energy is redshifted away during the phase corresponding to the rapidly decreasing part of the trajectory in the figure; the scaling is easily found from the continuity equation, with $`\rho _\varphi p_\varphi `$. Then the field freezes again before joining the tracker solution at $`1+z100`$. Note that because of this early stage of kinetic energy dominance, the field freezes at a value slightly greater than the initial condition $`\varphi _{beg}=10^2`$; that is the reason why the flat part of the curve lies slightly below that corresponding to the previous case. Although not plotted in the figure, a roughly equivalent trajectory might have been obtained by requiring that the initial potential energy density was comparable to the matter one. Note the very large set of initial energy values from which the field reaches the present state.
Let us come now to the analysis of the tracker solutions in the NMC case. The heavy solid line has been obtained for $`\xi =1.5\times 10^2`$. The RDE is dominated by the $`R`$-boost: the field accelerates until the gravitational effective potential is reached by the cosmological friction term in the Klein-Gordon equation. The slow rolling sets in, and holds until the true potential becomes important, when the field freezes. After this early phase, $`\stackrel{~}{\rho }_\varphi `$ and $`\rho _\varphi `$, after having been much different in magnitude and sign, become indistinguishable, and join the tracker solution in the MDE reaching the required value today.
The heavy dashed line corresponds to a case in which the initial kinetic energy density is larger by 23 orders of magnitude with respect to the potential one, thus starting from an energy amount comparable with the matter one. As for the Q case, in this condition the field undergoes an era of kinetic energy dominance until the latter is redshifted below the effective NMC potential energy and the $`R`$-boost is set also in this case. The evolution of the field from this time on is the same as in the zero initial kinetic energy case.
The dot-dashed line is in fact the $`R`$-boost approximate solution (36). Note that it describes very well the $`R`$-boost, and shows as the terms of order higher than the first in Eq.(38) become important only now, when the $`R`$-boost is no longer active.
The last point we want to stress, is that the heavy solid line is actually superposed with a solid thin line, which describes a case identical, but for negative coupling constant, $`\xi =1.5\times 10^2`$. The reason why these two trajectories agree so tightly is that during the $`R`$-boost the kinetic energy density, which dominates $`\rho _\varphi `$, is the same regardless of the sign of $`\xi `$, see Eqs. (36\- 39). The only slight difference between the two trajectories is when the $`R`$-boost ends and the true potential starts to drive the dynamics of $`\varphi `$. For positive $`\xi `$, $`\dot{\varphi }`$ is positive during the $`R`$-boost and later, while, for negative $`\xi `$, $`\dot{\varphi }`$ is negative during the $`R`$-boost. Although the curves describing $`\rho _\varphi `$ for positive and negative values of $`\xi `$ look very similar, this is not true for the perturbations they generate, as will be discussed in the next section.
## IV Cosmic Microwave Background spectra
In this section we analyse the CMB temperature and polarization spectra of our TEQ model.
In Fig.4 we plot the CMB spectra for the models discussed in the previous section; the top panel describes temperature fluctuations; the bottom panel shows polarization spectra. The CMB spectrum coefficients are calculated from
$$C_{\mathrm{}}^T=4\pi \frac{dk}{k}|\mathrm{\Delta }_T\mathrm{}(k,\tau _0)|^2,C_{\mathrm{}}^P=4\pi \frac{dk}{k}|\mathrm{\Delta }_P\mathrm{}(k,\tau _0)|^2,$$
(53)
where the quantities $`\mathrm{\Delta }_T\mathrm{}(k,\tau _0)`$ and $`\mathrm{\Delta }_P\mathrm{}(k,\tau _0)`$ are functions of the photon and baryon perturbed quantities, see e.g. ref. for detailed definitions. The spectra have been normalized at the COBE measurements at $`\mathrm{}=10`$.
The heavy, solid line in Fig.4 describes CMB spectra for the model corresponding to the same line in Fig.1. The thin, solid line describes the same model, but for $`\xi =1.5\times 10^2`$, again as the same line in Fig.1. The short-dashed line, in the left panels, represents a case of ordinary Quintessence with the same potential and $`\mathrm{\Omega }_\varphi =0.7`$. The long-dashed line, in the right panels, describes a cosmological constant, $`\mathrm{\Lambda }`$ model, with $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$. Before entering into the description of the various effects we find, let us stress that the effects of TEQ are quite large, with respect to both ordinary Q and $`\mathrm{\Lambda }`$ models. Also, the models plotted respect the experimental constraints discussed in Section II, having $`\omega _{JBD}500`$ and $`G_t/G10^{12}`$ yr<sup>-1</sup>. We want to mention that the effects are here considerably larger than what we obtained in our previous paper ; the reason is twofold, in we did not follow the tracker solution for the Q field, but for the shallower potential we considered there ($`\alpha =1`$) the size of the effects we find here would have been smaller anyway (see the discussion in Section VI).
First of all, let us consider the dynamics of Q at low redshifts. By looking at Eq.(6), it is easily seen that at present Q obeys a sort of effective potential, caused by the true potential and by the curvature-coupling term:
$$V_{eff}(\varphi ,R)=V(\varphi )\frac{F(\varphi )R}{2}.$$
(54)
At low redshifts when Q starts to dominate, the dynamics of the Hubble length is suppressed since the universe is approaching a de Sitter phase. Therefore, by neglecting $`\dot{}`$ in Eq.(9), we have $`R6H^2`$. Also, from the Friedmann equation we get $`(8\pi G/3)V\mathrm{\Omega }_\varphi H^2`$, and for inverse power-law potentials of the form (16) we have $`dV/d\varphi =\alpha V/\varphi `$. Thus the derivative of the effective potential (54) takes the following approximate form:
$$\frac{dV_{eff}}{d\varphi }\left(\frac{3\alpha \mathrm{\Omega }_\varphi }{8\pi G\varphi }+6\xi \varphi \right)H^2;$$
(55)
for positive $`\xi `$, both terms push toward increasing values of $`\varphi `$, and we can immediately understand that the NMC term is comparable to the ordinary Quintessence one for
$$|\xi |=\frac{\alpha \mathrm{\Omega }_\varphi }{16\pi G\varphi ^2}.$$
(56)
Therefore, for $`\xi =1.5\times 10^2`$ and $`\alpha =2`$, we expect to have a $`10\%`$ extra force coming from the NMC terms in Eq.(4). Just the opposite happens if $`\xi `$ is negative, since the terms in (55) have opposite sign. Indeed what we see in Fig.3 is that for opposite signs of $`\xi `$, the change in the low redshift dynamics of $`^1`$ is also opposite. Also, in Fig.2 it can be seen that at present roughly an order of magnitude separates the gravitational effective potential from the true one.
The Integrated Sachs Wolfe effect (ISW, see e.g. for a review) makes the CMB coefficients on large scales, or small $`\mathrm{}`$’s, change with the variation of the gravitational potential along the CMB photon trajectories. Since the gravitational potential is affected by the low redshift dynamics, we expect an increase or a decrease of the ISW for positive and negative $`\xi `$, respectively. Indeed this is precisely what we see in Fig.4, looking at the curves for $`\mathrm{}10`$: positive or negative $`\xi `$ TEQ make the $`C_{\mathrm{}}`$ larger or smaller than ordinary Q, respectively.
The following simple calculation gives a good estimate of the amount of ISW in TEQ models. Take a cosmological scale comparable with the Hubble horizon today, so to be unaffected by acoustic oscillations. As it is known (see e.g. and references therein), the ISW is essentially due to the change, between decoupling and now, of the gauge-invariant expression of the gravitational potential, $`\mathrm{\Psi }`$. In NMC theories $`\mathrm{\Psi }_{dec}`$ is slightly different from the one calculated in minimally coupled theories, because it receives a contribution from the time variation of the gravitational constant, since $`\mathrm{\Psi }`$ is proportional to $`G1/F`$; going from decoupling to now, an increasing $`F`$ (positive $`\xi `$) makes $`\mathrm{\Psi }`$ decreasing, while the opposite is true for decreasing $`F`$. More precisely, in the limit $`|F_{dec}F_0|F_0`$, $`\mathrm{\Psi }`$ changes by an amount
$$\delta \mathrm{\Psi }=\mathrm{\Psi }\left(\frac{F_0}{F_{dec}}1\right).$$
(57)
The more the gravitational potential decreases, the stronger is the ISW power at $`\mathrm{}10`$, which is roughly given by $`(\delta T/T)_{ISW}2\delta \mathrm{\Psi }`$ . Therefore, recalling that on superhorizon scales $`\delta T/T\mathrm{\Psi }/3`$, on the CMB power spectrum the NMC contribution to the ISW can be estimated as
$$\frac{\delta C_{\mathrm{}10}}{C_{\mathrm{}10}}=\frac{C_{\mathrm{}10}^{TEQ}C_{\mathrm{}10}^Q}{C_{\mathrm{}10}^Q}=\frac{(\delta T/T)_{ISW,NMC}^2(\delta T/T)_{ISW}^2}{(\delta T/T)_{ISW}^2}12\frac{F_0F_{dec}}{F_0}96\pi G\xi \varphi _0^2;$$
(58)
the last equality has been obtained in our particular model, where at decoupling $`\varphi \varphi _0`$, so that $`1F_{dec}/F_08\pi G\xi \varphi _0^2`$. Note again that, depending on the sign of $`\xi `$, the net effect can be an increase or a decrease of the CMB power. Indeed in Fig.3 we see that the above estimate is fairly well respected: since in the present case $`\varphi _00.35M_P`$ on large angular scales Eq.(58) predicts an effect of the order of $`10\%`$, as in the figure.
Let us come now to the evaluation of the effects on the acoustic peaks in the CMB spectrum. There are essentially two effects, peaks amplitude and position, that we describe now.
The amplitude changes in the opposite way for opposite sign of $`\xi `$. This feature can be understood as a normalization effect: we have seen that positive and negative $`\xi `$ give rise to increased and decreased ISW in TEQ with respect to Q models; correspondingly, when the spectra are normalized at $`\mathrm{}=10`$, a decrease and increase of the acoustic peak amplitude occurs. As a consequence, the magnitude of this effect is roughly at the level given by Eq.(58). For completeness, we report also another mechanism that changes the acoustic peaks amplitude, which occurs at decoupling, instead of at low redshifts. As is evident in Fig.3, the size of the Hubble horizon at a given redshift is different in TEQ with respect to Q models. As we noted in , this implies that the horizon reentry for a given comoving scale is delayed for positive $`\xi `$ and anticipated for negative $`\xi `$; therefore, with respect to the ordinary tracking Quintessence, this implies a slight excess or deficit in CDM density when such scale is in horizon crossing, corresponding to a deficit and an excess in the radiation energy density. This slightly suppresses the acoustic oscillations in the first case, and enhances them in the second.
Let us come now to the explanation of the acoustic peaks shift. The angular scales at which acoustic oscillations occur are directly proportional to the size of the CMB sound horizon at decoupling, that in comoving coordinates is roughly $`\tau _{dec}/\sqrt{3}`$, and inversely proportional to the comoving distance covered by CMB photons from last scattering until observation, that is $`\tau _0\tau _{dec}`$ . Therefore, since the spectrum multipoles scale as the inverse of the corresponding angular scale, we have
$$\mathrm{}_{peaks}\frac{\tau _0\tau _{dec}}{\tau _{dec}}.$$
(59)
In our models, $`\tau _0`$ and $`\tau _{dec}`$ shift essentially because of two reasons, namely the change in $`\tau _0`$ due to the domination of the Q component today, and the behavior the Hubble length $`H^1`$ in the past. The first feature mainly makes the Q and TEQ models different from a cosmological constant, since the latter does not have the kinetic degree of freedom. The second feature is simply related to the fact that, for a fixed value of the Hubble length today, in the past it possesses a behavior which is characteristic of the particular model at hand, because of the time evolution of the effective gravitational constant $`1/F(\varphi )`$ (see Fig.3). Let us give a simple analytical formula for the acoustic peaks shift in TEQ models with respect to ordinary tracking Q. First, it can easily be seen that the conformal time $`\tau `$ can be conveniently written as a function of the scale factor as follows:
$$\tau =_0^a\frac{da}{a\dot{a}}.$$
(60)
However, from the Friedmann equation (4), $`\dot{a}`$ scales as the inverse of $`\sqrt{F}`$; therefore, small changes $`\delta FF`$ induce a change $`\delta \dot{a}/\dot{a}(1/2)\delta F/F`$, and consequently in the conformal time, which shifts by an amount
$$\delta \tau =_0^a\frac{da}{a\dot{a}[1(1/2)\delta F/F]}\tau \frac{1}{2}_0^a\frac{da}{a\dot{a}}\frac{\delta F}{F},$$
(61)
where we have defined the time change of $`F`$ as follows:
$$\frac{\delta F}{F}=\frac{F(\varphi )F_0}{F_0}.$$
(62)
Of course $`\delta F/F`$ at any given time depends on various details, but let us make the simplifying assumption that it is constant from the beginning until $`z=2`$ and zero afterwards, empirically following what we see in Fig.3. It is then immediate to deduce that $`\tau _{dec}`$ changes as
$$\delta \tau _{dec}\tau _{dec}\frac{1}{2}\frac{\delta F}{F}.$$
(63)
Instead, for what concerns $`\tau _0`$ we have
$$\delta \tau _0\tau _{z=2}\frac{1}{2}\frac{\delta F}{F},$$
(64)
because, according to our simplifying assumption, $`\delta F/F0`$ for $`z2`$. In conclusion, minding Eq.(59), and after some algebra, we get the shift in the acoustic peaks as a result of the time variation of the effective gravitational constant:
$$\frac{\delta l_{peaks}}{l_{peaks}}=\frac{l_{peaks}^{TEQ}l_{peaks}^Q}{l_{peaks}^Q}\frac{1}{2}\frac{\delta F}{F}\left(\frac{\tau _{z=2}}{\tau _0}1\right).$$
(65)
Numerically we find $`\tau _{z=2}/\tau _075\%`$; also, we already mentioned that the change of the value of $`F`$ during all the cosmological evolution can be written as $`\delta F/F8\pi \xi G\varphi _0^2`$. Therefore, for our specific model Eq.(65) becomes
$$\frac{\delta l_{peaks}}{l_{peaks}}\pi \xi G\varphi _0^2.$$
(66)
Note that, for our values of $`\xi =\pm 1.5\times 10^2`$, the above shift is at the level of $`\pm 6\times 10^3`$, which is in quite good agreement with the results plotted in the left panels of Fig.4, that is $`\pm 5\times 10^3`$.
This completes our description of the TEQ features on the CMB angular power spectrum. We turn now to the analysis of what happens in the matter power spectrum today.
## V Matter power-spectrum
In Fig.5 we plot the matter power spectrum for the same cases shown in Fig.4. We can note immediately differences regarding both amplitude and turnover position.
The $`\mathrm{\Lambda }`$ model has the highest spectrum. The main reason is the different growth of density perturbations . In both Q and $`\mathrm{\Lambda }`$ models the perturbation growth is suppressed at low redshifts due to the domination of the vacuum energy, that tends to keep $`H`$ constant therefore enhancing the cosmological friction in the perturbation equations, where almost everywhere the terms involving the first time derivatives of the perturbations appear multiplied by the Hubble parameter. In Q and TEQ models this effect is considerably enhanced due to the magnitude of $`H`$ which is greater than in $`\mathrm{\Lambda }`$ models at all redshifts, and in particular at the lowest ones, as it is evident from Fig.3. Another independent cause that contributes to push the Q spectrum down with respect to the $`\mathrm{\Lambda }`$ model is the COBE normalization. In fact, we have seen that the ISW effect is enhanced in Q models with respect to $`\mathrm{\Lambda }`$ ones, and the normalization to COBE implies subtraction of power to the true amplitude of the primordial cosmological perturbations.
Let us come now to the difference between Q and TEQ models. The dynamics of the field at low redshifts is almost the same as in Q models, as it is evident again by looking at Fig.1. Thus, the reason of the difference is to be searched for in the COBE normalization. Indeed, by looking at the low wavenumber region, which is the zone of non-processed scales, we see that the amplitude shift is roughly at $`10\%`$ and $`18\%`$ level for TEQ with respect to Q for negative and positive $`\xi `$, respectively; these numbers roughly agree with the ISW corrections that we estimated to come from the NMC terms in the previous section.
Let us come now to the evaluation of the peaks shifts. As it is known (see for example ), the scale of the matter power spectrum turnover is essentially given by the scale entering the Hubble horizon at the matter-radiation equivalence. The latter age is the same for all our models:
$$1+z_{eq}=\frac{\rho _{m0}}{\rho _{r0}}5500.$$
(67)
However, we must take care of what was the Hubble horizon at the equivalence, since the Hubble radius follows different dynamics in the three cases that we are treating. In other words, the shift in the power spectrum turnover is given by
$$\frac{\delta k_{turn}}{k_{turn}}=\left(\frac{\delta H^1}{H^1}\right)_{eq}.$$
(68)
In Fig.3 the different values of the Hubble horizon are displayed at the equivalence (bottom). The Hubble horizon shift in Eq.(68) between the Q and $`\mathrm{\Lambda }`$ model is at the $`18\%`$ level, which corresponds well to the power spectrum shift that we see in Fig.5, where $`\delta k_{turn}/k_{turn}20\%`$. The same reasoning applies to explain the slight shift of the TEQ spectra turnover with respect to the Q one. The Hubble horizon shift in Fig.3 for positive $`\xi `$ is $`2.6\%`$, in good agreement with what we get in Fig.5, $`2.3\%`$; for negative $`\xi `$ we get $`1.7\%`$ from both figures.
We can give a rough analytical estimate of this effect by reasoning as follows. At the equivalence the Q energy density, both in Q and TEQ models, is negligible with respect to matter and radiation as it is evident in Fig.1. Eq.(4) takes the form
$$^2\frac{\rho _{fluid}}{3F(\varphi )}.$$
(69)
Since in our model $`F(\varphi )`$ is smaller or larger than $`F(\varphi _0)`$ if $`\xi `$ is positive or negative, respectively, this implies that the Hubble length $`H^1`$ at the equivalence was different in TEQ models with respect to ordinary Q; the amount and the sign of the difference can be estimated roughly as follows: from Eq.(69) we have
$$\left(\frac{\delta H^2}{H^2}\right)_{eq}\left(\frac{2\delta H}{H}\right)_{eq}=18\pi GF_{eq}(\varphi _{eq}).$$
(70)
Therefore, the matter power spectrum turnover shifts due to the NMC terms by the following amount:
$$\left(\frac{\delta k_{turn}}{k_{turn}}\right)_{NMC}=\left(\frac{\delta H^1}{H^1}\right)_{eq}=\frac{18\pi GF_{eq}(\varphi )}{2}4\pi G\xi \varphi _0^2,$$
(71)
simply by taking $`\varphi _{eq}\varphi _0`$ as it is today. In our models, the quantity in Eq.(71) is roughly $`2\%`$, that agrees quite well with the numbers we obtain.
For what concerns the shape of the power spectrum, there is no significant differences between Q and TEQ models, since this could arise only when the scalar field becomes important at low redshifts, where however the dynamics in the two scenarios is very similar. Notice that the oscillations that can be seen on the decreasing branch at high wavenumbers in figure 5 are just a residual of the acoustic oscillations of the photon-baryon fluid at decoupling.
## VI Variations in the potential slope
Varying the power $`\alpha `$ in the potential (16) implies varying the dynamics of $`\rho _\varphi `$ according to Eq.(49). For increasing slopes of the potential, we expect that the low redshift effects are enhanced correspondingly.
In Fig.6 we show tracking solutions for different exponents: dot-dashed line for $`\alpha =1`$, solid for $`\alpha =2`$, long-dashed for $`\alpha =3`$. It can be immediately seen how the low redshift tracker branch possesses different slopes, according to Eq.(49). Moreover, the $`R`$-boost is the same for all the slopes, again according to the arguments made in Section II. But, for increasing $`\alpha `$, the $`R`$-boost is abandoned earlier. The reason is the mechanism that stops the $`R`$-boost itself, i.e. the fact that the Q potential energy starts to dominate. But, this happens earlier for larger exponents in Eq.(16), since the potential is steeper for $`\varphi <\varphi _0`$.
Another important aspect that we must address is the Q equation of state, $`w_\varphi =p_\varphi /\rho _\varphi `$, since this is a parameter that is quite well constrained by the observations to be less than $`0.6`$ today . In fact, from Eq.(50) we see that small $`\alpha `$ make the equation of state similar to the pure cosmological constant case. The actual value that we find numerically is slightly different from what Eq.(50) would predict, because today the tracker regime has been abandoned, since Q has started to dominate the cosmic evolution. For $`\alpha =1,2,3`$, we find $`w_\varphi =0.75`$, $`0.60`$ and $`0.49`$, respectively, for positive $`\xi `$, and $`w_\varphi =0.78`$, $`0.66`$ $`0.59`$, respectively, for negative $`\xi `$.
Next, let us see what happens in the CMB. Fig.7 shows the behavior of the CMB temperature (top) and polarization (bottom) spectra for the same values of $`\alpha `$ as in Fig.6; the left and right panels are for positive and negative $`\xi `$, respectively. Solid lines, both heavy and thin, refer to the same cases as in Fig.4; the dotted and dot-dashed lines describe models with $`\alpha =3`$ and $`1`$, respectively. As we mentioned above, the low redshift ISW effect is enhanced by increasing $`\alpha `$, merely because the low redshift dynamics is enhanced, as it is evident from Eq.(55). This is a known effect since it does not involve directly NMC terms, but instead is a characteristic feature of dynamical vacuum energy models . The acoustic peaks region is suppressed correspondingly, by an amount that is roughly increasing linearly with $`\alpha `$, due to the COBE normalization at low $`\mathrm{}`$’s. However, as it can be easily noted in Fig.7, the strength of this effect is larger for positive $`\xi `$ compared with negative values. The reason is that negative $`\xi `$ values tend to decrease the ISW effect, as it is evident both in the effective potential (55) and in our estimate of Eq.(58). For what concerns the shift in the position of the acoustic peaks, the different potential mainly influences the low redshift tracking behavior, thus affecting mostly $`\tau _0`$ in (59); since large $`\alpha `$s enhance the low redshift dynamics, the peaks shift increases correspondingly, again as it is evident in Fig.7.
In conclusion, the increased dynamics obtained by increasing $`\alpha `$ has the indirect effect of enhancing all the NMC effects. To see this, let us stress the part of the effects that come from genuine NMC terms. To this aim we build tracking solutions corresponding to those that we show in Fig.6, but for the ordinary Q case, and calculate the CMB spectra for them. We take the ratios Eq.(58), now valid for all the $`\mathrm{}`$’s,
$$\frac{\delta C_{\mathrm{}}}{C_{\mathrm{}}}=\frac{C_{\mathrm{}}^{TEQ}C_{\mathrm{}}^Q}{C_{\mathrm{}}^Q},$$
(72)
to quantify in detail the pure NMC effects in the spectra. These quantities, for the different values of $`\alpha `$ treated in this Section, are displayed as a function of the multipole $`\mathrm{}`$ in Fig.8, temperature (top) and polarization (bottom). The meaning of the curves is the same as in Fig.7. The effects are larger for increasing values of $`\alpha `$. In the upper box we can note the large ISW effect due to the NMC component only: it reaches roughly $`30\%`$ by itself. Correspondingly, due to the normalization at small $`\mathrm{}`$’s, the acoustic peaks region is suppressed or enhanced for positive or negative $`\xi `$, respectively, even up to the $`50\%`$ level. The enhancement of these effects, in particular the ISW one, for increasing $`\alpha `$ in in agreement with our formula (58), since for increasing $`\alpha `$ the field reaches larger values today: namely, for $`\alpha =1,2,3`$, we have $`\varphi _0=0.2,0.35`$ and $`0.5`$ Planck masses for positive $`\xi `$, and similar values for negative $`\xi `$.
The same phenomenology obtained for the temperature anisotropies is found for the polarization (bottom panels); we will not plot the low $`\mathrm{}`$’s region, since even if the NMC effect is large, the absolute value of the polarization multipole moments is significantly high only around degree angular scales.
## VII Conclusions
In this section we will make a self consistent summary of the results obtained in this paper, focusing on the observable features of the cosmological models here investigated.
The present paper is devoted to the study of theoretical aspects and observational imprints of cosmological scenarios in which a dynamical vacuum energy component dominates the cosmic evolution today, as suggested by high-redshift type Ia Supernovae data .
Extended Quintessence means the class of models for which the vacuum energy today is given by a scalar field which has an explicit coupling with the Ricci scalar $`R`$; we proposed this scenario in and performed a preliminary study of its cosmological properties. In the present work we assume a Non-Minimal Coupling (NMC) term of the form
$$\frac{R}{16\pi G}+\xi \left(\varphi ^2\varphi _0^2\right),$$
(73)
where $`\xi `$ is a dimensionless coupling constant, $`\varphi `$ is the Quintessence field, also indicated by Q, and $`\varphi _0`$ is its value today.
As a first step, we investigated the cosmological trajectories in this scenario, focusing on the redshift evolution of the Q energy density. The Q potential is modeled as an inverse power law, namely $`V(\varphi )=M^{4+\alpha }/\varphi ^\alpha `$, where $`\alpha >0`$ and $`M`$ is the energy scale chosen to have the amount of Q energy today.
In the radiation dominated era we find that the divergence of $`R`$ at early times generates an effective gravitational potential in the Klein Gordon equation, which drives the Q evolution in a sort of gravitational slow rolling. We named this era $`R`$-boost. The dominant component in $`\rho _\varphi `$ during this epoch is the kinetic component. The $`R`$-boost ends when this kinetic energy becomes comparable with the true potential energy: we have estimated that this time corresponds to a redshift $`1+z_{pot}3000`$, i.e. the $`R`$-boost lasts also for the earliest part of the matter dominated era.
In the matter dominated era we obtained scaling solutions in NMC theories, which extend the validity of those studied in , for which $`\rho _\varphi `$ and the Q pressure $`p_\varphi `$ scale as follows:
$$\rho _\varphi =\rho _{Q0}\left(\frac{a_0}{a}\right)^ϵ,ϵ=\frac{3\alpha }{\alpha +2},p_\varphi =\rho _\varphi \frac{2}{\alpha +2}.$$
(74)
This regime holds for almost all low redshifts, $`1+z100`$. At recent times, however, $`1+z3`$, the Quintessence component starts to dominate and the expansion accelerates.
These results show that the Extended Quintessence is a tracker field, in the sense of the original works on Quintessence tracker solutions . While the Quintessence potential energy density has to be chosen to produce the observed $`\mathrm{\Omega }_\varphi `$ today, just as if Q was ordinary cosmological constant, the initial amount of $`\rho _\varphi `$ can vary over a very wide range, covering more than 20 orders of magnitude.
We also investigate perturbation spectra in TEQ. The tracker dynamics imprints considerably larger effects compared with ordinary Tracking Quintessence and the cosmological constant, both on CMB and LSS. We gave quite accurate analytical formulas to describe these effects, that we summarize here.
We have shown that in TEQ models the low redshift dynamics of the field is either increased or decreased depending on whether $`\xi `$ is positive or negative, respectively. This leaves its imprints on the large scale CMB angular power spectrum, where the signal is unprocessed by acoustic oscillations, and is affected by the dynamics of the gravitational potential (Integrated Sachs Wolfe effect, ISW). We derived the following simple formula describing this effect. If $`C_{\mathrm{}}`$ is the coefficient describing the power of CMB anisotropies on large angular scales, $`\mathrm{}10`$, the shift in TEQ models compared with ordinary Q is given by
$$\frac{\delta C_{\mathrm{}10}}{C_{\mathrm{}10}}12\left(18\pi GF_{dec}\right),$$
(75)
where $`F`$ is the NMC function in Eq.(73). because of the tracking regime we generally have $`\varphi _{beg}\varphi _0`$, so that the above equation assumes the simple form
$$\frac{\delta C_{\mathrm{}10}}{C_{\mathrm{}10}}96\pi G\xi \varphi _0^2,$$
(76)
which means an effect going from $`10`$ to $`50\%`$ for the potential slope $`\alpha `$ increasing from $`1`$ to $`3`$. Note that for negative $`\xi `$ the ISW is inverted, a feature that is quite unusual in Quintessence models.
The amplitude of the acoustic peaks varies because of the same ISW effect, if the overall power is normalized to COBE at $`\mathrm{}=10`$. There exists also another mechanism that changes the acoustic peaks amplitude, which occurs at decoupling rather than at low redshifts. The Hubble horizon value at a given redshift is different in Extended vs. ordinary Quintessence models, as already noticed in . This is because in order to reach the same value today the Hubble parameter followed a different dynamics in the past; we have shown here that the horizon reentry for a given comoving scale is delayed for positive $`\xi `$ and anticipated for negative $`\xi `$. This implies a slight suppression of the acoustic oscillations in the first case, and an enhancement in the second, as a consequence of the different amounts of CDM when the baryon and photon densities are oscillating.
TEQ imprints also affect the position of the acoustic peaks. The angular multipoles at which CMB acoustic oscillations are occurring are inversely proportional to the comoving size of the CMB sound horizon at decoupling, proportional to $`\tau _{dec}`$, and directly proportional to the comoving distance between last scattering and us, $`\tau _0\tau _{dec}`$. Both these quantities are affected by the TEQ dynamics. The CMB sound horizon is proportional to the Hubble horizon at decoupling, which, as we just mentioned is different in the various models. The comoving distance between last scattering and us is also affected by the TEQ low-redshift dynamics. We derived the following simple analytical formula giving the shift in the positions of the acoustic peaks, which accurately describes our numerical results:
$$\frac{\delta \mathrm{}}{\mathrm{}}\frac{8\pi GF(\varphi _{dec})1}{8}=\pi G\xi \varphi _0^2.$$
(77)
Note that again, depending on the sign of $`\xi `$, Eq.(77) may imply a peak shift towards smaller or larger angular scales.
For what concerns the LSS effects today, the first point to make is that since at the COBE scales, where we normalize our models, the CMB spectrum is affected by the ISW, the amplitude of perturbations on LSS scales is suppressed if $`\xi >0`$ and increased if $`\xi <0`$, by an amount that is approximately the opposite of the quantity in Eq.(76). Second, the turnover scale position $`k_{turn}`$ is shifted, being inversely proportional to the Hubble horizon at the equivalence. The size of this effect can be simply estimated by the Friedmann equation:
$$\left(\frac{\delta k_{turn}}{k_{turn}}\right)_{NMC}=\frac{18\pi GF_{eq}}{2}.$$
(78)
Again, this is roughly $`4\pi G\xi \varphi _0^2`$ because, thanks to the tracking behavior, $`\varphi _{eq}\varphi _0`$.
This completes the list of our main results. A very final comment we want to make is that CMB anisotropies have been shown here to be considerably affected by the dynamical properties of the vacuum energy and by the Non-Minimal Coupling terms present in the Lagrangian. This is an important novelty in the literature on Quintessence models, which deserves as much attention as the dependence of the CMB spectra on the kind of dark matter, value of the primordial perturbation spectral index, etc.. This is made possible by the fact that the CMB itself is more than a snapshot of the early universe; its properties in fact are also determined by a sort of line-of-sight integration over a very long part of the cosmic evolution, which is then able to tell us about the time variation of the gravitational constant and the dynamics of the vacuum energy.
With higher and higher accuracy achieved in CMB data, going from the encouraging, present-day ones to the formidable performance of the Microwave Anisotropy Probe and Planck mission , we will be able to get exciting new insights into the structure of gravity as well as the nature of the vacuum energy.
## ACKNOWLEDGMENTS
Matthias Bartelmann, Andrew Liddle and Uros Seljak are warmly acknowledged for useful comments.
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# Atom Interference using microfabricated structures
## I Introduction
In 1973, Altschuler and Frantz patented an idea for creating an atom interferometer (Altschuler and Frantz, $`1973)`$. The beam splitter in their apparatus was a standing-wave optical field. Their ideas were rekindled by Dubetsky et al. $`\left(1984\right)`$, who presented detailed calculations of atomic scattering by standing-wave fields in the context of atom interferometry. It was not until recently, however, that experimentalists were successful in constructing the first atom interferometers. Double-slit interference (Carnal and Mlynek, 1991; Shimizu et al., 1992), Fraunhofer diffraction by microfabricated structures (MS) (Keith et al., 1991; Ekstrom et al., 1995) or by resonant standing wave fields (SW) (Rasel et al., 1995; Giltner et al., 1995), and Fresnel diffraction by one (Chapman et al., 1995) or two (Clauser and Li, 1994) MS have all been observed using atomic beams as matter waves.
Two types of atom-optical elements have been used as beam splitters in these experiments, standing wave fields or microfabricated structures. A SW beam splitter allows one to operate with relatively dense atomic beams, having densities up to $`10^{10}cm^3`$ and flow densities up to $`10^{15}cm^2s^1`$. Moreover, by varying the atom field detuning, one can use SW beamsplitters as either amplitude or phase gratings. Additional degrees of freedom are provided by the polarization of the field which can act selectively on targeted magnetic state sublevels. A theory of atom interference in standing wave fields has been developed by Altschuler and Frantz $`\left(1973\right),`$ Dubetsky et al. $`\left(1984\right)`$, Chebotayev et al. $`\left(1985\right)`$, Bordé $`\left(1989\right)`$, Friedberg and Hartmann $`(1993,1993a)`$, Dubetsky and Berman $`\left(1994\right)`$ and Janicke and Wilkens $`\left(1994\right)`$. In contrast to SW beam splitters, MS usually scatter atoms in a state independent manner; as a consequence, most experiments involving MS use atoms in their ground (or, possibly, metastable) states. Microfabricated structures provide 100% modulation of the incident atomic beam. They offer the additional advantage that their period and duty cycle (ratio of slit opening to period) can be chosen arbitrarily within the limits of current lithographic technology. A theory of atom interference using MS has been developed by Turchette et al. $`\left(1992\right),`$ Clauser and Reinsch $`\left(1992\right)`$ and Carnal et al. $`\left(1995\right).`$
Both the splitting of an atomic beam into two or more beams coherent with respect to one another and the recombining of the scattered beams are physical processes that are essential to the operation of an atom interferometer. We consider scattering of atoms by an ideal MS, having an infinite number of slits, period $`d`$, duty cycle $`f`$, and 100% transmission through the slits. Each MS is normal to the $`y`$-axis, and the slits are oriented in the $`z`$-direction, so that the axis of the MS is in the $`x`$-direction (see Fig. 1).
After scattering from a MS, each in-coming atomic state $`\psi `$ having $`x`$-component of center-of-mass momentum $`p`$ splits into a set of out-going states $`\psi _n`$ having $`x`$-components of momenta $`p+n\mathrm{}k`$($`k=2\pi /d,`$ $`n`$ is an integer) which evolve as
$$\psi _n\mathrm{exp}\left[\frac{i}{\mathrm{}}\left(p+n\mathrm{}k\right)x\right].$$
(1)
Interference of two components, such as $`\psi _0`$ and $`\psi _1,`$ on a screen (see Fig. 1a) leads to an atomic density grating
$$\rho Re[\psi _0\psi _1^{}]=\mathrm{cos}\left[kx\right]$$
(2)
having the same period $`d`$ as the MS.
Observation of this grating in the experiments listed above often has been considered as direct evidence for matter-wave interference. Nevertheless, one can easily see that such a conclusion is not necessarily justified. For particles moving along classical trajectories (Fig. 1b), and for a beam whose angular divergence is sufficiently small to satisfy
$$\theta _b\frac{d}{L},$$
(3)
where $`L`$ is a distance on the order of the distance between the MS and the screen, a shadow of the MS can be seen on the screen at distances $`L`$ where all matter-wave effects are completely negligible. This example is the simplest manifestation of the classical shadow effect (Chebotayev et al., 1985; Dubetsky and Berman 1994).
To distinguish quantum matter-wave interference from the classical shadow effect, one needs to observe additional features of the phenomena or to choose a scheme where one of the effects is excluded. Young’s double-slit experiment (Carnal and Mlynek, 1991; Shimizu et al., 1992), as well as interference produced by a phase grating created using light that is far-detuned from atomic transition frequencies (Rasel et al., 1995), cannot be explained in terms of atoms moving on classical trajectories. A matter-wave interpretation is also necessary if one observes a shift in the fringe pattern resulting from an index change in one of the arms of an interferometer (Ekstrom et al., 1995). We determine below those particular conditions for which pure quantum interference can be obtained using MS.
Let us estimate a typical distance for which quantum interference effects have to be included. Consider an incident beam which has zero angular divergence. The atoms are assumed to be in a pure state having momentum $`𝐩=(0,p_y,0)`$ (see Fig. 2). Localization of the atoms inside each slit leads to an uncertainty in the x-component of atomic momentum $`\delta p\frac{\mathrm{}}{d}`$, where it is assumed that the slit width $`fd`$ is comparable with the MS period $`d.`$ A beam passing through the slits acquires an angular divergence $`\delta \theta \frac{\delta p}{p_y}`$, and atoms passing through a given slit are deposited on the screen with a spot size $`\delta xL\delta \theta L\frac{\mathrm{}}{dp_y}.`$ Interference occurs when spots produced by neighboring slits overlap, i. e. when $`\delta xd.`$ One finds, therefore, that the characteristic distance for which matter-wave interference plays an essential role is given by
$$LL_T,$$
(4)
where
$$L_T=2d^2/\lambda _{dB}$$
(5)
is the so-called Talbot distance and $`\lambda _{dB}=\frac{h}{p_y}`$ is the atomic de Broglie wavelength.
The manner in which this distance appears in the theory of the optical or atomic Talbot-effect is well known in the context of the Fresnel-Kirchhoff theory of diffraction \[see, for example, (Patorski, 1989; Winthrop and Worthington, 1965) for optical Talbot-effect theory and (Chapman et al., 1995; Turchette et al., 1992; Clauser and Reinsch, 1992; Carnal et al., 1995) for atomic Talbot-effect theory\]. One can obtain Eq. (4, 5) using another description. When the number of slits in the MS and the area of the incident atomic beam are infinite, constructive interference occurs only for those directions in which $`p`$ is changed by an integral multiple of the recoil momentum $`\mathrm{}k.`$ In the atomic ”rest-frame” (a frame moving along the $`y`$axis with velocity
$$u=p_y/M,$$
(6)
where $`M`$ is the atomic mass) an out-going state with momentum $`p+n\mathrm{}k`$ (1) acquires a phase $`\varphi _n=ϵ_{p+n\mathrm{}k}t/\mathrm{},`$ where $`ϵ_p=\frac{p^2}{2M}`$ is the kinetic energy associated with atomic motion along the $`x`$-axis and $`t`$ is the time after scattering from the MS. Comparing this phase with the phase $`\varphi _0`$that an atom would acquire in the absence of the MS, one sees that a dephasing $`\delta \varphi =\varphi _n\varphi _0`$ occurs for the different out-going state amplitudes as a result of diffraction. The relative dephasing is
$$\delta \varphi =n\varphi _D+n^2\varphi _t,$$
(7)
where
$$\varphi _D=kvt,$$
(8)
$$\varphi _t=\omega _kt,$$
(9)
$`v=\frac{p}{M}`$ is the $`x`$ component of atomic velocity, and
$$\omega _k=\frac{\mathrm{}k^2}{2M}$$
(10)
is a recoil frequency, related to the energy that an atom, having initial momentum $`p=0,`$ acquires as a result of recoil during scattering. The two contributions to the dephasing (7) have different origins. The phase $`\varphi _D`$is a Doppler phase that does not disappear in the classical limit $`\mathrm{}0;`$ consequently, it must be classical in nature. It is evident from Fig. 1b that, for atoms incident with a nonzero value of $`p`$, the shadow moves along the $`x`$axis together with atoms. The nodes in the shadow are displaced by a distance $`\mathrm{\Delta }x=vt`$ along the $`x`$axis, which corresponds to a phase shift of $`2\pi \frac{\mathrm{\Delta }x}{d}`$ for the atomic grating, a phase shift that coincides with $`\varphi _D.`$ The phase $`\varphi _D`$ is analogous to the phase a moving dipole driven by an optical field would acquire in its rest frame as a result of the Doppler frequency shift.
The phase $`\varphi _t`$ in Eq. (7) is a quantum addition to the dephasing, resulting from recoil. This contribution is responsible for atomic scattering and for matter-wave interference. Quantum effects have to be included when this phase is of order unity, that is, for times of order
$$t_T=2\pi /\omega _k.$$
(11)
One finds that length associated with this time in laboratory frame coincides with the Talbot distance
$$L_T=ut_T.$$
(12)
Thus, we are led to the same conclusion that we reached above by considering the scattering from two adjacent slits; for $`\omega _kt_T1`$ or $`LL_T`$, one must use a quantized description of the atomic center-of-mass motion.
In this chapter we consider the Talbot-effect and other interference phenomena as a consequence of the recoil-effect. In the context of the nonlinear interaction of optical fields with an atomic vapor, the recoil effect was considered by Kol’chenko et al. $`\left(1968\right)`$ and observed by Hall et al. $`\left(1976\right)`$. Quantum structure resulting from the scattering of atoms by a resonant standing wave (resonant Kapitza-Dirac effect), which can be attributed to atomic recoil, was discussed theoretically by Kazantsev et al. $`\left(1980\right)`$ and observed by Moskovitz et al. $`\left(1983\right)`$. Splitting of optical Ramsey fringes (Baklanov et al., 1976) associated with the resonant Kapitza-Dirac effect was discussed theoretically by Dubetsky and Semibalamut $`\left(1978\right)`$ and observed by Barger et al. $`\left(1979\right)`$. Matter-wave interference resulting from resonant Kapitsa-Dirac scattering in a standing wave field has been studied theoretically by Altschuler and Frantz $`\left(1973\right),`$ Dubetsky et al. $`\left(1984\right)`$ and observed by Rasel et al. $`\left(1995\right)`$. The theory of atom interference presented here, based on an interpretation of scattering of atoms by MS in terms of the recoil effect, is a natural extension of the work involving standing-wave fields.
This chapter is organized as follows: in the next Section we discuss conditions necessary for the observation of matter-wave interference in different regimes. Rigorous proof of the equivalence of theories based on Fresnel-Kirchhoff integrals and on the recoil effect is given in Section III, as is a discusion of the atomic gratings that can be produced as a consequence of the Talbot effect. The classical shadow effect is analyzed in Section IV. Section V is devoted to a theory of the Talbot-Lau effect. The Talbot and Talbot-Lau effects for a thermal beam are considered in the Section VI, in the limit where the characteristic length scale in the problem is larger than the Talbot length $`L_T`$. A discussion of the results is given in Section VII.
## II Qualitative considerations
The scattering of atoms by gratings can be separated roughly into three categories: classical scattering, Fresnel diffraction, and Fraunhofer diffraction. The limit of Bragg scattering (Martin et al., 1988), in which $`\omega _k\mathrm{}^{}/u1`$, where $`\mathrm{}^{}`$ is the grating thickness, is not discussed in this chapter.
### A Fresnel Diffraction
The Fresnel diffraction limit occurs when $`\omega _kt1`$ or $`LL_T`$. Owing to the angular divergence of the incident beam, it is possible that the diffraction pattern at $`LL_T`$ will be washed out. To ensure that this does not occur, it is necessary that the spread of Doppler phases, $`kut_T\theta _b=kL_T\theta _b,`$ be smaller than unity. This requirement corresponds to inequality (3) when $`LL_T`$. Using Eq. (5), the condition on $`\theta _b`$ can be restated as
$$\theta _b\theta _d,$$
(13)
where
$$\theta _d=\frac{\mathrm{}k}{p_y}=\frac{\lambda _{dB}}{d}$$
(14)
is the angle associated with a single atomic recoil at the MS ($`\delta p=\mathrm{}k)`$. The Talbot effect refers to the self-imaging of a grating in the Fresnel diffraction limit. For self-imaging to occur, the displacement of the scattered atomic beam $`L_T\theta _d`$ must be much smaller than the beam diameter $`D,`$ which translates into the condition
$$Dd.$$
(15)
In this limit, one can consider the beam diameter to be infinite to first approximation; finite beam effects (or, equivalently, gratings with finite slit number) are discussed by Clauser and Reinsch $`\left(1992\right).`$
Conditions (4, 13, 15) are sufficient to observe the Talbot effect. In this case, the contribution to the wave function’s phase resulting from atomic recoil is of order unity, the scattered beams overlap almost entirely with one another on the screen, and the atomic gratings are not washed out after averaging over atomic velocities $`v`$ in the incident beam. Matter-wave interference is a critical component of the Talbot effect.
### B Fraunhofer Diffraction
Although the Talbot effect illustrates a matter-wave interference phenomenon, it does not result in an atom interferometer having two arms that are nonoverlapping. We refer to the Fraunhofer diffraction limit as one in which the various diffraction orders are nonoverlapping at a distance $`L`$ from a single grating. The grating then serves as a beam splitter that physically separates the incident beam into two or more beams. To physically separate the various diffraction orders over a distance $`L`$, one must require that
$$L\theta _dD.$$
(16)
Using the fact that $`\theta _d=\lambda _{dB}/d`$ and setting $`t=\frac{L}{u},`$ one can recast this inequality as
$$\omega _ktD/d\text{ ; }L/L_TD/d,$$
(17)
which requires the quantum phase $`\varphi _t`$ (9) to be larger than $`D/d>>1`$. Consequently, quantum effects play an essential role in an atom interferometer having nonoverlapping beam paths. Note that the Fraunhofer limit cannot be reached for a beam having infinite diameter. We do not consider matter-wave interference in the Fraunhofer limit in this work.
### C Talbot-Lau Regime.
To achieve spatial separation of the beams in the Fraunhofer limit and to observe the Talbot effect, the angular divergence $`\theta _b`$ of the incident beam must be less than $`\theta _d`$. For typical values $`d200`$ $`nm`$, $`M20`$ $`A.u.,u10^5`$ $`cm/s,`$ the deflection angle $`\theta _d10^4`$ $`rad.`$ Atomic beams having $`\theta _b\theta _d`$ have been used to observe atomic scattering by standing waves (Moskovitz et. al., 1983), to build a two-arm atom interferometer (Keith et al., 1991; Rasel et al., 1995; Giltner et al., 1995), and to observe the Talbot-effect (Chapman et al., 1995). Such strong collimation results in a decrease in the atomic flux and a corresponding decrease in signal strength that may be a limiting factor in certain applications of matter-wave interference, such as atom lithography (Timp et al., 1992). Alternatively, one can observe matter-wave interference in beams having larger angular divergence using the atomic Talbot-Lau effect \[see for example (Patorski, 1989)\]. In the atomic Talbot-Lau effect two or more MS are used. Doppler dephasing following the first MS washes out the normal Talbot effect, but subsequent scattering by a second MS can result in a Doppler rephasing that ultimately leads to a Talbot-like interference pattern. The dephasing-rephasing process is analogous to that occurring in the production of photon echoes (Dubetsky et al., 1984). The atomic Talbot-Lau effect has been observed recently by Clauser and Li $`\left(1994\right)`$ using a K beam scattered by MS. The incident beam is not separated into nonoverlapping beams in the Talbot-Lau effect, but the origin of the interference pattern can still be traced to matter-wave interference since it is related to Fresnel diffraction.
### D Classical Scattering
It is worthwhile at this point to return to the classical shadow effect. The shadow effect in a collimated beam is obvious; the atomic grating produced by the MS simply propagates in space over a distance in which diffraction can be ignored ($`L/L_T1`$). If one has an ensemble of atoms incident on a MS from different angles, each velocity subgroup creates its own grating. Just after passing through the MS, all the gratings are the same, having the profile of the MS. Downstream from the MS, the atomic gratings corresponding to different velocity classes move in different directions (two of them are shown in Fig.1b). The grating of the ensemble as a whole is washed out at a distance $`\stackrel{~}{\mathrm{}}`$ from the MS, provided that
$$\stackrel{~}{\mathrm{}}\theta _bd.$$
(18)
For
$$L\theta _bd,$$
(19)
the shadow of the atomic grating is washed out well before reaching the screen or any subsequent MS in the experimental setup.
There are two ways to view the washing out of the grating. As discussed above, the washing out is a result of the different classical trajectories of the atoms. An alternative view allows one to relate this phenomenon to that encountered in optical coherent transients. Imagine that the incident beam consists of a number of velocity subgroups, having $`v_x`$ $`vu\theta _b`$. When the atoms are scattered by a MS having a transmission function $`\chi _1(x)`$, the atomic density immediately following the grating is proportional to $`\chi _1(x)`$. Downstream from the MS, the atomic grating in the $`x`$-direction simply propagates with velocity $`v`$, leading to a density distribution that varies as $`\chi _1(xvt)`$, where $`t=y/u`$ and $`y`$ is the distance from the grating. If this density distribution is expanded in a Fourier series, one finds terms in the sum that vary as $`\mathrm{cos}[nk(xvt)]`$, where $`n`$ is an integer. In this picture, particles in velocity subgroup $`v`$ acquire a Doppler phase (8) of order
$$\varphi _Dkvt\theta _bL/d1,$$
(20)
as they propagate a distance of order $`L`$ from the MS. The decay of the macroscopic grating is analogous to the free-induction-decay of the macroscopic polarization of a Doppler-broadened atomic vapor following excitation by an optical pulse. In this approach, one can draw on many processes that are well known in the theory of optical coherent transients.
Although the atomic grating is washed out following the interaction with the MS, it is possible to restore the original macroscopic atomic grating by placing a second MS between the first MS and the screen. This effect has been observed recently by Batelaan et al. $`\left(1996\right)`$ using a metastable Ar beam. In the classical trajectory picture, the restoration of the grating corresponds to a Moiré pattern. In the Doppler dephasing picture, the restoration is analogous to the dephasing-rephasing process that occurs for a photon echo. The first MS starts a dephasing process for the different velocity subgroups and the second MS results in a rephasing process (see below, section IV. A). At a particular focal plane, where the rephasing is complete, a macroscopic grating appears. For
$$LL_T$$
(21)
effects relating to quantization of the atomic center-of-mass motion play no role.
If $`LL_T`$, one has to include recoil effects. Gratings appearing in this regime are usually associated with the Talbot-Lau effect, i. e. with the interference of light for the optical case or quantum interference of matter waves in the case of the atomic Talbot-Lau effect. It is shown in Sec. V, however, that the position of the focal planes and gratings’ periods are often the same as in the classical case. From this point of view, the Talbot-Lau effect is a quantum generalization of the shadow effect.
In summary, one can conclude that interference is qualitatively different for collimated beams and beams with large angular divergence. For collimated beams ($`\theta _bLd)`$ one has two interesting regimes,
$$LL_T\text{ }[\omega _k\text{ }t1]$$
(22)
and
$$L/L_TD/d\text{ }\left[\omega _ktD/d\right],$$
(23)
corresponding to Fresnel (Talbot effect) and Fraunhofer diffraction (nonoverlapping scattered beams), respectively. For beams having angular divergence $`\theta _bLd`$, the Fresnel and Fraunhofer diffraction patterns would wash out following a single MS. Restoration of the atomic gratings in this limit can be achieved using two or more MS. Distances $`LL_T`$ correspond to the atomic Talbot-Lau effect and distances
$$LL_T\text{ }\omega _kt1$$
(24)
correspond to the classical shadow effect.
## III Talbot effect
### A Talbot effect as a recoil effect.
In this section we show that the Talbot effect is a consequence of the recoil an atom undergoes when it passes through a microfabricated structure (MS). We assume that the MS is located in the plane $`y=0,`$ normal to the direction of propagation of the atomic beam. The MS consists of an infinite number of slits oriented in the $`z`$direction; as such, only the $`x`$dependence of the atomic wave function changes when atoms pass through the slits. Atomic motion in the $`y`$direction can be considered as classical in nature provided that $`\lambda _{dB}/d1`$, but motion along the $`x`$-axis must be quantized. In this section, it is assumed that the incident beam is strongly collimated, $`\theta _bd/L`$, where $`d`$ is the period of the MS and $`L`$ is the distance from the MS to the screen. As such, we can neglect any spread in the transverse velocities in the initial beam and consider all atoms to be incident with transverse momentum $`p=0`$.
After passing through the MS, the wave function for an atom is given by
$$\psi (x)=\eta (x),$$
(25)
where $`\eta (x)`$ is the amplitude transmission function associated with the MS. In the momentum representation, $`\psi (x)`$ can be written as a superposition of states having momenta $`p=m\mathrm{}k,`$ where $`m`$ is an integer and $`k=2\pi /d`$. Explicitly, one finds that the Fourier transform of $`\psi (x)`$ is given by
$$\stackrel{~}{\psi }(p)=\sqrt{2\pi \mathrm{}}\underset{m}{}\eta _m\delta (pm\mathrm{}k),$$
(26)
where
$$\eta _m=\frac{dx}{d}e^{imkx}\eta (x)$$
(27)
is a Fourier coefficient. Unless indicated otherwise, all sums run from $`\mathrm{}`$ to $`+\mathrm{}`$. The terms with $`m0`$ in Eq. (26) can be associated with atomic scattering at angles $`m\mathrm{}k/p_y`$, where $`p_y`$ is the longitudinal momentum in the atomic beam. It is assumed that $`p_y`$ is constant for all atoms in the beam - this restriction is relaxed in Sec. VI. In analogy with electron scattering from a standing wave field \[Kapitza-Dirac effect (Kapitza and Dirac, 1933)\] or atomic scattering from a resonant standing wave field \[resonant Kapitza-Dirac effect (Kazantsev et al., 1980)\], the scattering from the MS can be interpreted as arising from the recoil the atoms undergo when they acquire $`m\mathrm{}k`$ of momenta by scattering from the MS.
The classical motion of the atoms in the $`y`$-direction associates a distance $`y`$ with a time
$$t=y/u,$$
(28)
where $`u=p_y/M`$ and $`M`$ is the atomic mass. For a given $`u`$, the momentum space wave function evolves as
$`\stackrel{~}{\psi }(p,t)`$ $`=`$ $`e^{iϵ_pt/\mathrm{}}\stackrel{~}{\psi }(p)`$ (29)
$`=`$ $`\sqrt{2\pi \mathrm{}}{\displaystyle \underset{m}{}}\eta _m\mathrm{exp}[im^2\omega _kt]\delta (pm\mathrm{}k),`$ (30)
where $`ϵ_p=p^2/2M`$ is the kinetic energy of an atom having center of mass momentum $`p`$, and $`\omega _k=\mathrm{}k^2/2M`$ is a recoil frequency. In the coordinate representation
$$\psi (x,t)=_{\mathrm{}}^{\mathrm{}}\frac{dp}{\sqrt{2\pi \mathrm{}}}e^{ipx/\mathrm{}}\stackrel{~}{\psi }(p,t)$$
(31)
one finds
$$\psi (x,t)=\underset{m}{}\eta _m\mathrm{exp}[imkxim^2\varphi _t],$$
(32)
where the Talbot phase is defined by
$$\varphi _t=\omega _kt.$$
(33)
Superposition of the different terms in Eq. (32) leads to a spatial modulation of the atomic density
$$f(x,t)=\left|\psi (x,t)\right|^2.$$
(34)
The interference terms in Eq. (34) are a direct manifestation of matter-wave interference. One can see that, as a function of the time of flight $`t=`$ $`y/u,`$ the wave function (32) undergoes oscillations on a time scale $`\omega _k^1`$. As a consequence, the atomic spatial distribution (34) contains quantum beats at frequencies $`(m^2n^2)\omega _k`$, for integral $`m,n`$. Such quantum beats have been predicted by Chebotayev et al. (1985) and observed by Chapman et al. $`\left(1995\right)`$.
It follows from Eq.(32) that the atomic wave function coincides with the amplitude transmission function of the MS when
$$t=t_T2\pi /\omega _k.$$
(35)
At this time, atoms are found in the focal plane at
$$y=L_T=ut_T=2d^2/\lambda _{dB},$$
(36)
and a self-image of the MS is produced. In general one finds that the atomic wave function is a periodic function of the Talbot phase $`\varphi _t`$ having period $`2\pi ,`$ a periodic function of the time $`t`$ having period $`2\pi /\omega _k,`$ and a periodic function of the distance $`y`$ having period $`L_T`$.
The self-imaging of a periodic structure is well known in classical optics as the Talbot effect. To describe this effect, one usually starts from the Fresnel-Kirchhoff equation
$$\psi (x)=\frac{1}{\sqrt{i\lambda _{dB}y}}_{\mathrm{}}^{\mathrm{}}𝑑x^{}\eta (x^{})\mathrm{exp}\left[ik_{dB}(xx^{})^2/2y\right],$$
(37)
which is written here in the parabolic approximation. To establish an equivalence between Eqs.(37) and (32), one can substitute the Fourier expansion of the function $`\eta (x^{})`$ in Eq.(37), carry out the integration, and express $`y`$ in terms of $`t.`$
It is possible to derive a useful symmetry property for $`f(x,t)`$ when the transmission function $`\eta (x)`$ is real, as it is for the MS. For real $`\eta (x)`$, there is pure amplitude modulation of the atomic wave function and $`\eta _m=\eta _m^{}.`$ It then follows from Eqs. (32) and (34) that the atomic spatial distribution is invariant under inversion with respect to the plane $`y=L_T/2,`$ i. e.
$$f(x,t)|_{\varphi _t}=f(x,t)|_{2\pi \varphi _t}$$
(38)
$$f(x,t)=f(x,t_Tt)$$
(39)
$$f(x,t)|_y=f(x,t)|_{L_Ty}.$$
(39)
Thus, one need calculate $`f(x,t)`$ in the range $`0yL_T/2`$ to obtain the distribution for all $`y`$.
### B Calculation of the atomic density profile
We have seen that, for a sufficiently collimated atomic beam, self-imaging of a MS occurs at integral multiples of the Talbot length. To analyze the diffraction pattern for arbitrary $`y`$, it is convenient to use Eqs. (27) and (32) to reexpress the atomic wave-function as the convolution (Winthrop and Worthington, 1965)
$$\psi (x,\varphi _t)=(1/d)_{xd}^x\eta (x^{})Z(xx^{},\varphi _t)𝑑x^{},$$
(40)
where
$$Z(x,\varphi _t)=\underset{m}{}\mathrm{exp}\left[im^2\varphi _t+imkx\right].$$
(41)
In the following discussion, we calculate $`\psi (x,\varphi _t=2\pi y/L_T)`$ at fractions of the Talbot length, that is, for
$$y=L_T/n,$$
(42)
or, equivalently, for
$$\varphi _t=2\pi /n,$$
(43)
where $`n`$ is a positive integer.
When $`n=2`$, one can show that the diffraction pattern is a self-image of the MS, shifted by half a period. For $`n=2`$, $`\varphi _t=\pi ,`$ and
$$Z(x,\pi )=\left(1e^{ikx}\right)\underset{q}{}e^{2iqkx}.$$
(44)
Using the equality
$$\underset{q}{}e^{iq\alpha }2\pi \underset{s}{}\delta (\alpha 2\pi s),$$
(45)
one finds
$$Z(x,\pi )=d\underset{odds}{}\delta \left(xs\frac{d}{2}\right).$$
(46)
For the integration range in Eq. (40), only the $`s=1`$ term contributes when Eq. (46) is substituted into Eq. (40), leading to
$$\psi (x,\pi )=\eta \left(x\frac{d}{2}\right),$$
(47)
i. e. at half-integral multiples of the Talbot length, there are self images of the MS shifted by half a period.
For arbitrary $`n`$, it is convenient to write
$$m=nq+r,$$
(48)
where $`0rn1`$ and $`q`$ and $`r`$ are integers. It then follows that
$$\mathrm{exp}\left(im^2\varphi _t\right)=\mathrm{exp}(2\pi im^2/n)\mathrm{exp}\left(i2\pi r^2/n\right).$$
(49)
and
$$Z(x,2\pi /n)=d\underset{s}{}a_s\delta \left(xs\frac{d}{n}\right),$$
(50)
where
$$a_s(n)=\frac{1}{n}\underset{r=0}{\overset{n1}{}}\mathrm{exp}\left[2\pi ir(sr)/n\right].$$
(51)
The atomic wave function (40) is then given by
$$\psi (x,2\pi /n)=\underset{s=0}{\overset{n1}{}}a_s(n)\eta \left(xs\frac{d}{n}\right).$$
(52)
The meaning of this equation is clear. At distances $`y=`$ $`L_T/n`$ , the wave function consists of $`n`$ self-images of the amplitude transmission function $`\eta (x)`$, having different amplitudes $`a_s(n)`$ (some of which might vanish) and spaced from one another by the distance $`d/n`$. For appropriately chosen $`\eta (x)`$ and $`n`$ (see below), the atomic density (34) associated with the wave-function (52) is a periodic function of $`x`$ having period
$$d_g=d/n,\text{or }d_g=2d/n.$$
(53)
Thus, the Talbot-effect can be used to generate spatial modulation of an atomic beam having a period which is a fraction of the period of the MS. We refer to such profiles as ”higher order atomic gratings.”
To simplify the expression for the coefficients $`a_s(n),`$ one can use an alternative approach for evaluating $`Z(x,\varphi _t)`$ (Winthrop and Worthington, 1965). The sum in Eq. (41) can be written in the form
$`Z(x,\varphi _t)`$ $`=`$ $`{\displaystyle \frac{1}{2\pi }}{\displaystyle \underset{q}{}}{\displaystyle 𝑑m𝑑f}`$ (55)
$`\times \mathrm{exp}\left[if(qm)im^2\varphi _t+imkx\right].`$
Carrying out the integration over $`m,`$ summation over $`q`$ \[using Eq. (45)\] and integration over $`f,`$ one arrives at
$$Z(x,\varphi _t)=\sqrt{\frac{\pi }{i\varphi _t}}\underset{r}{}z_r(x,\varphi _t),$$
(56)
where
$$z_r(x,\varphi _t)=\mathrm{exp}\left[i\left(kx+2\pi r\right)^2/4\varphi _t\right].$$
(57)
At distances $`y=L_T/n`$ one finds
$$z_r(x,2\pi /n)=\mathrm{exp}\left[in\left(kx\right)^2/8\pi \right]\{\begin{array}{cc}\mathrm{exp}\left[inkx\left(q+\frac{1}{2}\right)+in\frac{\pi }{2}\right],& \text{for }r=2q+1,\\ \mathrm{exp}\left(inkxq\right),& \text{for }r=2q,\end{array}$$
(57)
where $`q`$ is integer. Substituting this expression into Eq. (56) and summing over $`r`$, one arrives again at Eq. (50), but with an alternative expression for $`a_s(n)`$:
$$a_s(n)=\frac{1}{\sqrt{2in}}\left[1+\left(1\right)^se^{in\pi /2}\right]e^{i\pi s^2/2n}.$$
(58)
### C Higher-order gratings using the Talbot effect
One can conclude from Eq. (52) that, owing to matter-wave interference, the transmission function $`\eta (x)`$ imprinted on the atomic wave function by the MS can be copied $`n`$ times in the plane $`y=L_T/n,`$ with each copy separated by $`d/n`$. This effect occurs for arbitrary transmission functions and can be used to generate higher order atomic gratings.
Since the $`a_s(n)`$ appearing in Eq. (52) are not necessarily equal, the wave function (52) is periodic with period $`d`$, but not necessarily with period $`d_g<d.`$ Moreover, it is possible for the different copies corresponding to different $`s`$ to overlap. We refer to a pure, higher order atomic grating as one in which the different grating images do not overlap and for which $`d_g<d`$. When the width $`fd`$ of the slits in the MS is smaller than spacing $`d/n,`$ different terms in the wave-function (52) do not overlap with one another and one finds for the atomic density (34)
$$f(x,t)=\underset{s=0}{\overset{m1}{}}\left|a_s\left(n\right)\right|^2\left|\eta \left(xs\frac{d}{n}\right)\right|^2.$$
(59)
Pure higher order atomic gratings are produced only if the nonvanishing $`\left|a_s(n)\right|`$ are equal. From Eq. (58) one sees that
$$\left|a_s(n)\right|=\sqrt{\frac{2}{n}}\{\begin{array}{c}\left|\mathrm{cos}\left(n\pi /4\right)\right|,\text{ for even }s\hfill \\ \left|\mathrm{sin}\left(n\pi /4\right)\right|,\text{ for odd }s\hfill \end{array}.$$
(60)
Three different situations can be distinguished
$$\begin{array}{c}1.n=2m+1\hfill \\ 2.n=2(2m+1)\hfill \\ 3.n=4m\hfill \end{array}$$
(61)
for integers $`m0`$.
In the first case $`\left|a_s(n)\right|=\frac{1}{\sqrt{n}}`$, independent of $`s`$. At distances $`y=L_T/3,y=L_T/5,\mathrm{}`$, pure, higher order atomic gratings having periods $`d_g=d/3,d/5\mathrm{}`$ are produced.
In the second case $`\left|a_s(n)\right|=0`$ for $`s`$ even and $`\left|a_s(n)\right|=\sqrt{\frac{2}{n}}`$, independent of $`s`$, for $`s`$ odd. In the plane $`y=L_T/2`$ the atomic grating is shifted by a half-period $`d/2`$ from the initial grating (as found above); in the plane $`y=L_T/6`$ only terms located at $`x=\frac{d}{6},\frac{d}{2},\frac{5d}{6}`$ in Eq. (59) contribute to the sum (for $`0x<d`$), corresponding to an atomic grating having period $`d_g=d/3,`$ that is shifted by a distance $`d/6`$ from the initial grating. In general in the focal plane $`y=L_T/[2\left(2m+1\right)],`$ one finds an atomic grating having period $`d_g=d/\left(2m+1\right)`$ which is shifted by a distance $`d/[2\left(2m+1\right)]`$ from the initial grating.
In the third case $`\left|a_s(n)\right|=\sqrt{\frac{2}{n}}`$, independent of $`s`$, for $`s`$ even and $`\left|a_s(n)\right|=0`$ for $`s`$ odd. In the planes $`y=L_T/4,y=L_T/8\mathrm{}`$, one finds atomic gratings having periods $`d_g=d/2,d/4\mathrm{}`$.
The atomic density profile can no longer be written in the form (59) when
$$fd>d_g.$$
(62)
In this limit, different components in the wave-function (52) overlap and can interfere with one another in forming the atomic density. Even though the atomic distribution function can still contain narrow peaks having a size of order of $`d_g,`$ the amplitudes of the peaks are not equal, and the period of the overall diffraction pattern reverts to the period $`d`$ of the initial grating.
These different regimes are illustrated in Fig. 3 plotted for an amplitude transmission function defined in the interval $`0x<d`$ as
$$\eta (x)=\{\begin{array}{c}1,\text{ for }0xdf\\ 0,\text{ for }df<x<d\end{array}.$$
(63)
The Talbot effect enables one to create pure, higher-order atomic gratings having periods that are limited only by the slit widths in the MS.
## IV Shadow effect with microfabricated structures
In the previous section, it was assumed that the angular divergence $`\theta _b`$ of the incident beam was less than $`d/L_T`$. If this inequality is not satisfied, the diffraction patterns associated with different velocity subgroups in the incident atomic beam result in a washing out of the overall diffraction pattern. For typical beam parameters, this condition restricts $`\theta _b`$ to be less than $`10^510^4`$ rad. The restriction on $`\theta _b`$ is a limiting factor on the maximum flux of the atomic beam. It is possible to avoid this restriction and increase the atomic flux if echo-like techniques are used.
Using echo techniques that are analogous to those encountered in the study of coherent transients, one can observe matter-wave interference in beams having a large angular divergence (Dubetsky et al., 1984). It turns out, however, that the dephasing and rephasing of the atomic gratings which occurs in such schemes does not depend in any critical manner on quantization of the atomic center-of-mass motion. In other words, the dephasing-rephasing mechanism is the same whether or not $`LL_T`$ (Talbot effect) or $`LL_T`$ (classical limit). As such, it makes sense to consider the limit of classical scattering first, since the analysis is easier and a simple geometric interpretation can be given to the results (Dubetsky and Berman, 1994). Thus, we consider the limit $`LL_T`$ in this section and defer a discussion of the case $`L`$ $`L_T`$ until Sec. V.
In this and the following section we consider the interaction of an atomic beam with two MS, separated by a distance $`L`$. The angular divergence of the incident beam is sufficiently large to satisfy the inequality
$$\theta _bd/L.$$
(64)
The first MS produces a sum of atomic gratings, one for each velocity subgroup in the initial atomic beam. Immediately following the MS, these gratings overlap and mirror the transmission function of the grating, but downstream from the MS, they dephase relative to one another. As a result, the macroscopic atomic grating is washed out at a distance
$$\stackrel{~}{\mathrm{}}d/\theta _bL$$
(65)
from the MS.
Although the macroscopic grating produced by the first MS washes out in a distance of order $`\stackrel{~}{\mathrm{}}L`$, it is possible for the second MS to lead to a restoration of the atomic gratings. For particles moving on classical trajectories, we refer to this process as a shadow effect since it can be interpreted completely by the ”shadow” of the incident beam formed by the two MS (Chebotayev et al., 1985) (see Fig. 4).
For a beam having large angular divergence $`\left(\theta _b1\right)`$, the initial grating produced by the first MS washes out in a distance comparable with the MS’s period, in accordance with Eq. (65). After passing through the second MS, however, macroscopic gratings reappear in specific focal planes. A grating having the same period as the MS is focused in the focal plane $`y=2L`$, while higher-order gratings having periods $`d/n`$ (for integer $`n`$) are focused at other locations (to be determined below). The shadow effect can also be demonstrated easily using incoherent light (Chebotayev, 1986).
Although the shadow effect occurs for classical particles, it can be interpreted in terms of a dephasing and rephasing of atomic gratings. The relevant phases are the Doppler phases associated with various Fourier components of the atomic density, as discussed in the Introduction. In such a picture, the final image on the screen depends on a cancellation of Doppler phases in the spatial regions $`0L`$ and $`L2L`$, for example. In other words, the signal is sensitive to the relative Doppler phases in two spatial regions and is a measure of this relative phase. Insofar as interferometers are measures of relative phase, the echo-like rephasing of the atomic gratings can be viewed as a manifestation of atom interferometry. On the other hand, this rephasing is not related to the wave nature of matter. A shadow effect interferometer of this type was used by Batelaan et al. $`\left(1996\right)`$ to measure the displacement of atomic gratings produced by rotation and by gravity.
The same type of Doppler dephasing and rephasing that occurs using MS can also occur when atoms interact with two or more nearly resonant standing wave fields (Baklanov et al., 1976; Barger et. al., 1979; Dubetsky, 1976; Chebotayev, 1978; Chebotayev et al., 1978a, LeGouët and Berman, 1979; Mossberg et al., 1979; Dubetsky and Semibalamut, 1982; Bordé, 1989; Dubetsky and Berman, 1994). When standing wave optical fields are used for modulation of the atomic spatial distribution, the atomic gratings often are monitored by applying a probe pulse in the focal planes that transfers the phase associated with an atomic state population to one associated with an atomic coherence. Atom interferometers of this type have been used for precision measurements of gravitational (Kasevich and Chu, 1991) and inertial (Riehle et al., 1991) phenomena \[for a review, see (Müller et al., 1995)\]. In these cases, external fields give rise to a displacement of the atomic gratings.
### A Dephasing-rephasing processes using two spatially separated MS
Before calculating the particles’ distribution function, we derive some general properties of grating formation. In this subsection, it is convenient to make a Fourier decomposition of the atomic density profile in the $`x`$-direction. The propagation of each of the Fourier components is then treated separately.
Consider the case when the two MS $`\left(1\text{ and }2\right)`$ have periods $`d_1`$ and $`d_2`$ and are separated from one another by a distance $`L.`$ A MS forms a periodic spatial distribution (shadow) which is the same for all atomic velocity subgroups just after passing through the MS. The profile created by the first MS contains a sum of harmonics in the $`x`$direction having spatial periods
$$d_{m_1}=d/\left|m_1\right|,$$
(66)
where $`m_1`$ is an integer. Immediately following the MS, the $`m_1`$th spatial harmonic varies as $`cos(m_1k_1x)`$, where $`k_1=2\pi /d_1`$ is the wave-number associated with the first MS. As the atoms move downstream from the first MS, the $`m_1`$th harmonic acquires a Doppler phase (8) given by
$$\varphi _{m_1}(t)=m_1k_1vt,$$
(67)
where $`v`$ is the x-component of atomic velocity and $`t=y/u`$ as before. For a time
$$t_d1/(k_1v)$$
(68)
the Doppler phases becomes large, $`\varphi _{m_1}(t)1,`$ and the macroscopic grating washes out on averaging over $`v.`$ Since $`vu\theta _b,`$ the time $`t_d`$ (68) corresponds to the distance $`\stackrel{~}{\mathrm{}}`$ (65).
The atoms pass through the second MS at time $`T=L/u`$ ($`y=L`$). Downstream from the second MS, each spatial harmonic acquires an additional phase (i.e., a phase in addition to $`\varphi _{m_1}(t)`$, which, itself, continues to increase following the second MS)
$$\varphi _{m_2}(t)=m_2k_2v(tT),$$
(69)
where $`m_2`$ is another integer. Since the mask created by the second MS is superimposed on the shadow from the first MS, the resulting shadow consists of harmonics having wave numbers
$$k_h=\left|m_1k_1+m_2k_2\right|$$
(70)
and velocity-dependent Doppler phases
$$\varphi \left(t\right)=\varphi _{m_1}\left(t\right)+\varphi _{m_2}\left(t\right).$$
(71)
The two phases in the rhs of this equation can cancel one another at the so-called echo time $`t_e`$ defined by
$$\varphi \left(t_e\right)=0,$$
(72)
corresponding to a focal plane $`y_e=ut_e`$. At such times, one produces an harmonic in the atomic density that is independent of $`v`$; as a consequence this grating survives any averaging over the velocity distribution in the incident beam. From Eq. (72) one sees gratings are focused when
$$t_e/T=y_e/L=\frac{1.}{1+(m_1/m_2)(k_1/k_2)}$$
(73)
The dephasing-rephasing process is illustrated in Fig. 5.
\[To satisfy Eq. (72), the integers $`m_1`$ and $`m_2`$ must have opposite signs (for the sake of illustration, we take $`m_1`$ as negative in the examples given below)\].
We assume that the ratio of the MS’s periods is rational,
$$d_1/d_2=k_2/k_1=j/\mathrm{},$$
(74)
where $`j`$ and $`\mathrm{}`$ are the smallest positive integers which can be used to satisfy this equation. In this case an infinite number of harmonics associated with pairs $`(m_1,m_2),`$ having the same ratio $`\frac{m_1}{m_2},`$ contribute at a given focal plane. It follows from Eqs. (73, 74) that for
$$\frac{m_1}{m_2}=(j/\mathrm{})\left(1\frac{n}{m}\right),$$
(75)
where $`m`$ and $`n`$ are positive integers having no common factors with $`m>n,`$ gratings in the atomic spatial distribution appear at echo times
$$t_e=\frac{m}{n}T$$
(76)
or at focal planes located at
$$y_e=\frac{m}{n}L.$$
(77)
From Eq. (70), one finds that harmonics having
$$k_h=\frac{\left|m_1\right|k_1}{\frac{m}{n}1}$$
(78)
are focused in this plane.
For example, consider the limiting case in which $`d_1=d_2d`$ ($`j=\mathrm{}=1`$), analogous to the situation studied by Dubetsky and Berman $`\left(1994\right)`$. In the plane $`y=2L`$ ($`m/n=2`$), all harmonics having $`m_2/m_1=2`$ (i.e. $`\{m_1,m_2\}=\{1,2\};\{2,4\};\{3,6\};`$etc) are focused. As a result \[see Eq. (70)\], harmonics having $`k_h=k,2k,3k,`$etc, are focused in the plane $`y=2L`$. The period of this atomic grating $`d_g`$ corresponds to the smallest value of $`k_h,`$ namely $`d_g=2\pi /k=d`$. Similarly, in the plane $`y=3L/2`$ ($`m/n=3/2`$), all harmonics having $`m_2/m_1=3`$ (i.e. $`\{m_1,m_2\}=\{1,3\};\{2,6\};\{3,9\};`$etc) are focused. As a result \[see Eq. (70)\], harmonics having $`k_h=2k,4k,6k,`$etc, are focused in the plane $`y=(3/2)L`$. The period of this atomic grating is $`d_g=2\pi /2k=d/2`$. For $`m=(n+1)`$, one finds that atomic gratings having period $`d_g=d/n`$ are focused in the plane $`y=[(n+1)/n]L`$.
To treat the case of arbitrary, rational $`d_1/d_2=`$ $`j/\mathrm{}`$, we set
$$m_1=\overline{j}(mn)q,m_2=\overline{\mathrm{}}mq,$$
(79)
where $`q`$ is an integer,
$$\overline{j}=j/\mu ,\overline{\mathrm{}}=\mathrm{}/\mu ,$$
(80)
and $`\mu `$ is the largest common factor of $`j(mn)`$ and $`\mathrm{}m`$. Harmonics having wave numbers (78)
$$k_h=n\overline{j}k_1\left|q\right|,$$
(81)
are focused in the plane $`y_e=\frac{m}{n}L`$. The minimum possible wave number
$$k_g=n\overline{j}k_1$$
(82)
determines the period of the focused grating
$$d_g=\frac{2\pi }{k_g}=\frac{d_1}{\overline{j}n}.$$
(83)
One concludes that it is possible to create a higher order atomic grating, having a period that is $`\overline{j}n`$times smaller than that of the first MS, by passing an atomic beam having a large angular divergence through two MS. Although both the Talbot and shadow effects lead to higher order atomic gratings, there is a qualitative difference between the two cases. In the Talbot effect, the structure of the MS is copied $`n`$ times in the image plane $`y=L_T/n`$, giving rise to a profile having period $`d_g=d_1/n`$ or $`2d_1/n`$, provided that $`d_g>f_1d_1`$. The minimum period is determined by the slit width. In contrast, the period of the atomic grating produced by the shadow effect in the plane $`y_e=\frac{m}{n}L`$ is given by Eq. (83) and is not limited by the slit widths of the MS (although the contrast is determined by the slit widths). The period of the atomic grating is equal to $`d_1/\overline{j}`$ in the focal plane $`y_e=2L`$ and is compressed by a factor $`n`$ in the plane $`y_e=\frac{m}{n}L`$. This compression lies at the heart of the shadow effect’s application to atomic lithography (Dubetsky and Berman, $`1994`$). Atomic gratings having periods smaller than those of both the MS and even smaller than the slit widths of the MS can be obtained. In this respect the shadow effect has yet an additional advantage over the Talbot-effect, where higher order grating production is not accompanied by compression.
Before proceeding to calculate the atomic density distribution, we should like to estimate the depth of focus of the various gratings. The distances between focal planes are comparable with the distance $`L`$ between the MS. One can estimate the depth of focus $`\stackrel{~}{\mathrm{}}_g`$ from the requirement that the phase (71) be smaller than unity in the region of the focal plane. For $`m_i`$ given by (79) one finds
$$\varphi \left(t\right)=qk_gv\delta y/u,$$
(84)
where $`\delta y=(y\frac{m}{n}L)=(yy_e)`$ in the neighborhood of the focal plane at $`y=\frac{m}{n}L.`$ Setting $`q=1,\varphi (t)1`$ and $`\delta y=\stackrel{~}{\mathrm{}}_g`$, and using Eq. (82) and the fact that $`\theta _bv/u`$, one obtains
$$\stackrel{~}{\mathrm{}}_g\frac{\stackrel{~}{\mathrm{}}}{n\overline{j}}\stackrel{~}{\mathrm{}},$$
(85)
where $`\stackrel{~}{\mathrm{}}`$ is given by (65) with $`d=d_1`$. Since $`L\stackrel{~}{\mathrm{}}`$ has been assumed, it is possible to separate the various gratings. The sharpening of depth of focus of the higher order gratings predicted by Eq. (85) is in qualitative agreement with the results shown in Fig. 4.
### B Particles’ distribution profile
We now turn our attention to a calculation of the atomic density profile. In contrast to the Talbot effect, it is not possible to find self-imaging using the shadow effect, since the scattering coefficients for the different spatial harmonics are not the same. Let the transmission functions for the two MS be denoted by $`\chi _s(x)`$ ($`s=1`$ or $`2`$) \[$`\chi _s(x)`$ is a transmission function for atomic density, while $`\eta _s(x)`$ is a transmission function for atomic state amplitudes - for MS having transmission of either $`1`$ or $`0`$, these functions are identical\]. Atoms are scattered by the MS in the planes $`y=0`$ and $`y=L`$, or, equivalently, at times $`T_1=0`$ and $`T_2=T=L/u`$. Calculations are carried out using $`t=y/u`$ as a variable. In some sense, this corresponds to working in the atomic rest frame. As a result of scattering, the atomic density is modified as
$$f(x,v,T_s^+)=\chi _s(x)f(x,v,T_s^{}),$$
(86)
where $`T_s^\pm `$ are times just after or before a scattering event. Following the scattering event, the distribution evolves as
$$f(x,v,t)=f[xv(tT_s),v,T_s^+].$$
(87)
We assume that, for $`t<0,`$ the atoms are distributed homogeneously in the transverse direction, i.e.
$$f(x,v,t)|_{t<0}=1.$$
(88)
The assumption of a homogeneous velocity distribution is consistent with a beam having angular divergence (64), since in this limit, the transverse velocity distribution is approximately constant over the range $`d_s/L`$. The spatial distribution of the atomic density for $`t>T`$ is given by
$$f(x,t)=\chi _1(xvt)\chi _2[xv(tT)],$$
(89)
where $`\mathrm{}`$ represents an average over velocities. Expanding $`\chi _s\left(x\right)`$ in a Fourier series
$$\chi _s(x)=\underset{m}{}\chi _m^{(s)}e^{imk_sx},$$
(90)
where $`k_s=2\pi /d_s`$ is the ”wave-number” of structure $`s`$, one finds
$$f(x,t)=\underset{m_1,m_2}{}\chi _{m_1}^{(1)}\chi _{m_2}^{(2)}\mathrm{exp}[i(k_1m_1+k_2m_2)x]\mathrm{exp}\left[i\varphi (t)\right],$$
(91)
where $`\varphi \left(t\right)`$, as defined by Eq. (71), is also a function of $`m`$ and $`n`$. Owing to condition (64), for $`tTL/u`$ and $`vu\theta _b`$, the phase factor in the brackets of Eq. (91) is large, of order $`L\theta _b/d_s1.`$ On averaging over velocities, one finds a nonvanishing contribution only at the particular focal planes or echo-times given by Eq. (72).
Retaining contributions from only those $`m_i`$ given by (79) corresponding to the various focal planes, one finds from Eq. (91) that the atomic density in the focal planes is given by
$$f(x,t_e)=\underset{q}{}\chi _{\overline{j}(nm)q}^{(1)}\chi _{\overline{\mathrm{}}mq}^{(2)}\mathrm{exp}(iqk_gx),$$
(92)
where $`k_g`$ is the wave number of the focused atomic grating given in Eq. (82). Thus, owing to the shadow effect, at the echo-time (76) an atomic grating is focused having period
$$d_g=2\pi /k_g=d_1/(\overline{j}n).$$
(93)
Note that the period of this grating is $`n\overline{j}`$ times smaller than the period of the first microfabricated structure.
To reexpress the density function at the focal planes in terms of the transmission functions, we write the Fourier harmonic amplitude $`\chi _s^{(j)}`$ as
$$\chi _s^{(j)}=_o^{d_j}\frac{dx}{d_j}\chi _j(x)\mathrm{exp}(ik_jsx),$$
(94)
from which one finds the atomic density at the focal planes given by
$$f(x,t_e)=_0^{d_1}_0^{d_2}\frac{dx_1dx_2}{d_1d_2}\underset{q}{}\mathrm{exp}\left\{iq\left[k_gx+\overline{j}\left(mn\right)k_1x_1m\overline{\mathrm{}}k_2x_2\right]\right\}\chi _1\left(x_1\right)\chi _2\left(x_2\right).$$
(95)
The sum over $`q`$ leads to an infinite set of $`\delta `$functions
$$\underset{q}{}e^{iq\alpha }=2\pi \underset{s^{}}{}\delta (\alpha 2\pi s^{})$$
(96)
which allows one to carry out the integration over $`x_1`$, for example. Only the values
$$x_1=\frac{d_1}{\overline{j}(mn)}\left[s^{}+m\overline{\mathrm{}}\frac{x_2}{d_2}\frac{x}{d_g}\right]$$
(97)
in the range $`[0,d_1)`$ contribute, resulting in the inequality
$$\frac{x}{d_g}m\overline{\mathrm{}}\frac{x_2}{d_2}s^{}<\frac{x}{d_g}m\overline{\mathrm{}}\frac{x_2}{d_2}+\overline{j}(mn)$$
(98)
for integer $`s^{}.`$ One finds that a finite number of terms contribute, having
$$s^{}=s\left[m\overline{\mathrm{}}\frac{x_2}{d_2}\frac{x}{d_g}\right]_I,$$
(99)
where $`s=0,1,\mathrm{}\overline{j}(mn)1`$. In Eq. (99) and for the remainder of this chapter, a notation is adopted, in which we set $`A=\left[A\right]_I+\left\{A\right\}_F,`$ where $`\left[A\right]_I`$ and $`\left\{A\right\}_F`$ are the integral and fractional parts of $`A`$, respectively. Using Eqs. (97) and (99), we obtain
$$f(x,t_e)=\frac{1}{\overline{j}(mn)}\underset{s=0}{\overset{\overline{j}(mn)1}{}}_0^{d_2}\frac{dx_2}{d_2}\chi _2\left(x_2\right)\chi _1\left[\frac{d_1}{\overline{j}(mn)}\left(s+\left\{m\overline{\mathrm{}}\frac{x_2}{d_2}\frac{x}{d_g}\right\}_F\right)\right].$$
(100)
Consider in detail the case when the microfabricated structures have duty cycles (ratio of slit openings to periods) $`f_j`$ and
$$\chi _j(x)=\{\begin{array}{c}1,\text{for }\left\{\frac{x}{d_j}\right\}_F<f_j\hfill \\ 0,\text{for }\left\{\frac{x}{d_j}\right\}_F>f_j\hfill \end{array}.$$
(101)
Introducing dimensionless variables
$$w=x/d_g,z=x_2/(d_2f_2)$$
(102)
and taking into account that the argument of function $`\chi _1`$ in Eq. (100) is positive, one obtains
$$f(x,t_e)=\frac{f_2}{\overline{j}\left(mn\right)}\underset{s=0}{\overset{\left[\beta \right]_I}{}}h_s(w),$$
(103)
where
$$h_s(w)=_0^1𝑑z\theta \left[\beta \left(s+\left\{\alpha zw\right\}_F\right)\right],$$
(104)
$$\alpha =m\overline{\mathrm{}}f_2,\beta =\overline{j}\left(mn\right)f_1,$$
(105)
and $`\theta (x)=\{\begin{array}{c}1,forx>0\\ 0,forx<0\end{array}`$ is the Heaviside step function. It is sufficient to consider only the range
$$0w1.$$
(106)
For $`0s[\beta ]_I1`$, the integrand in Eq. (104) is equal to unity. Therefore,
$$f(x,t_e)=\frac{f_2}{\overline{j}\left(mn\right)}\left[[\beta ]_I+h_{[\beta ]_I}(w)\right],$$
(107)
and one needs to evaluate the expression (104) only for $`s=[\beta ]_I,`$
$$h_{\left[\beta \right]_I}(w)=_0^1𝑑z\theta \left(\left\{\beta \right\}_F\left\{\alpha zw\right\}_F\right).$$
(108)
The first term in the Eq. (107) brackets is independent of $`w=\frac{x}{d_g};`$ consequently, it is only the second term which corresponds to the atomic gratings.
A method for evaluating the integral (108) is given in the Appendix. Using this method one finds
$$h_{\left[\beta \right]_I}\left(w\right)=\left[\left\{\beta \right\}_F\left[\alpha \right]_I+S\left(w\right)\right]/\alpha ,$$
(109)
where the function $`S\left(w\right)`$ is given by
$$S\left(w\right)=\left\{\begin{array}{cc}\left\{\alpha \right\}_Fw,\hfill & \text{for }0w1\left\{\beta \right\}_F\hfill \\ \left\{\beta \right\}_F+\left\{\alpha \right\}_F1,\hfill & \text{for }1\left\{\beta \right\}_Fw\left\{\alpha \right\}_F\hfill \\ \left\{\beta \right\}_F+w1,\hfill & \text{for }\left\{\alpha \right\}_Fw1+\left\{\alpha \right\}_F\left\{\beta \right\}_F\hfill \\ \left\{\alpha \right\}_F,\hfill & \text{for }1+\left\{\alpha \right\}_F\left\{\beta \right\}_Fw1\hfill \end{array}\right\},\text{ if }\left\{\beta \right\}_F\mathrm{max}(\left\{\alpha \right\}_F,1\left\{\alpha \right\}_F),$$
(110)
$$S\left(w\right)=\left\{\begin{array}{cc}\left\{\alpha \right\}_Fw,\hfill & \text{for }0w\left\{\alpha \right\}_F\hfill \\ 0,\hfill & \text{for }\left\{\alpha \right\}_Fw1\left\{\beta \right\}_F\hfill \\ \left\{\beta \right\}_F+w1,\hfill & \text{for }1\left\{\beta \right\}_Fw1+\left\{\alpha \right\}_F\left\{\beta \right\}_F\hfill \\ \left\{\alpha \right\}_F,\hfill & \text{for }1+\left\{\alpha \right\}_F\left\{\beta \right\}_Fw1\hfill \end{array}\right\},\text{ if }\left\{a\right\}_F\left\{\beta \right\}_F1\left\{a\right\}_F,$$
(111)
$$S\left(w\right)=\left\{\begin{array}{cc}\left\{\beta \right\}_F,\hfill & \text{for }0w\left\{\alpha \right\}_F\left\{\beta \right\}_F\hfill \\ \left\{\alpha \right\}_Fw,\hfill & \text{for }\left\{\alpha \right\}_F\left\{\beta \right\}_Fw1\left\{\beta \right\}_F\hfill \\ \left\{\beta \right\}_F+\left\{\alpha \right\}_F1,\hfill & \text{for }1\left\{\beta \right\}_Fw\left\{\alpha \right\}_F\hfill \\ \left\{\beta \right\}_F+w1,\hfill & \text{for }\left\{\alpha \right\}_Fw1\hfill \end{array}\right\},\text{ if }1\left\{a\right\}_F\left\{\beta \right\}_F\left\{a\right\}_F,$$
(112)
$$S\left(w\right)=\left\{\begin{array}{cc}\left\{\beta \right\}_F,\hfill & \text{for }0w\left\{\alpha \right\}_F\left\{\beta \right\}_F\hfill \\ \left\{\alpha \right\}_Fw,\hfill & \text{for }\left\{\alpha \right\}_F\left\{\beta \right\}_Fw\left\{\alpha \right\}_F\hfill \\ 0,\hfill & \text{for }\left\{\alpha \right\}_Fw1\left\{\beta \right\}_F\hfill \\ \left\{\beta \right\}_F+w1,\hfill & \text{for }1\left\{\beta \right\}_Fw1\hfill \end{array}\right\},\text{ if }\left\{\beta \right\}_F\mathrm{min}(\left\{\alpha \right\}_F,1\left\{\alpha \right\}_F).$$
(113)
Substituting Eq. (109) in the rhs of Eq. (107) one finds that the atomic beam profile at a given focal plane is equal to
$`f(x,t_e)`$ $`=`$ $`[\alpha [\beta ]_I+\left\{\beta \right\}_F[\alpha ]_I`$ (115)
$`+S(w=x/d_g)]/[m(mn)\overline{\mathrm{}}\overline{j}].`$
### C Main features
All dependencies in (110) coincide if
$$\left\{\alpha \right\}_F=\left\{\beta \right\}_F=^1/_2,$$
(116)
when
$$S(w)=\left|w\frac{1}{2}\right|.$$
(117)
In this case the grating amplitude
$$A=f(x,t_e)_{\mathrm{max}}f(x,t_e)_{\mathrm{min}},$$
(118)
for given $`m`$,$`\mathrm{},j,n`$, achieves a maximum value $`A=(2m\overline{\mathrm{}}\overline{j}(mn))^1`$. To maximize this quantity for a given grating period, one has to choose $`\mathrm{}=j=1`$ and $`m=n+1`$ ($`\overline{\mathrm{}}=\overline{j}=1`$), which corresponds to the focal planes $`y=2L(n=1),`$ $`y=^3/_2L(n=2),`$ $`y=^4/_3L(n=3)\mathrm{},`$ where gratings having periods $`d_g=d_1/n`$ are focused. To satisfy condition (116), one can choose
$$f_1=1/2,f_2=1/[2(n+1)],$$
(119)
for which
$$A=1/[2(n+1)].$$
(120)
The constant background term of $`f(x,t_e)`$ \[first two terms in the numerator of Eq. (115)\] vanishes since
$$\alpha =\beta =^1/_2.$$
(121)
To achieve this maximum signal, one must use slits in the second microfabricated structure whose width is smaller than the atomic grating period ($`f_2d_2=d_1/2(n+1)d_g=d_1/n`$). Using the shadow-effect technique, one can also observe atomic gratings having the same amplitude (120) whose period is smaller than the slit width, but some background term appears for these gratings. Indeed, if $`f_2=\frac{2q+1}{2(n+1)},\mathrm{}=j=1,m=n+1`$ (leading to $`\left\{\alpha \right\}_F=\mathrm{\hspace{0.17em}1}/2,`$ $`\beta =1/2`$), for positive integers $`qn`$, then Eq. (116) still holds and provides the grating amplitude (120), but the background term is $`q`$ times larger than the grating amplitude.
For illustration we plot in Fig. 6 the grating profiles at different focal planes $`y_e=\frac{n+1}{n}L\left(n=1,\mathrm{}5\right)`$ for MS having the same periods $`d_1=d_2`$, and duty cycles $`f_1=\frac{1}{2},f_2=\frac{5}{12},`$ such that the parameters $`\alpha `$ and $`\beta `$ are given by $`\alpha =\frac{5}{12}(n+1),`$ $`\beta =\frac{1}{2}.`$ This case corresponds to the $`5th`$ order grating at the plane $`y_e=\frac{6}{5}L`$ having maximum amplitude. When the amplitude of the $`5th`$ order grating is optimized and $`f_20.5,`$ the amplitudes of the gratings that are focused in the planes $`y_e=\frac{n+1}{n}L\left(n=1,\mathrm{}4\right)`$ are less than or equal to the amplitude of the $`5th`$ order grating. This feature is seen in Fig. 6.
The geometric simulation introduced above allows one to obtain the positions of the atomic gratings. It can also be used to provide some quantitative results. For example, one finds from Eqs. (110, 115) that the shadow effect disappears at the focal plane $`y=2L`$ if both MS have the same period $`\left(d_1=d_2=d\right)`$ and duty cycles, $`f_1=f_2=0.5.`$ In this case, $`m=2,n=j=\mathrm{}=1,`$ and, from Eq. (105), one finds that $`\alpha =1,\beta =0.5.`$ From Eq. (111) one finds that $`S\left(w\right)0`$; there is no atomic grating. The reason for the absence of the grating under these conditions is evident from Fig. 7.
The geometric picture can also be used to explain the absence of background terms at the focal planes $`y=\frac{n+1}{n}L`$ produced by MS having duty cycles (119) and equal periods $`\left(d_1=d_2=d\right)`$. One can see from Eq. (115, 117) that the background disappears because there are no particles at the points $`x_q=\frac{d}{n}\left(q+\frac{1}{2}\right),`$ where $`q`$ is integral. A geometric interpretation of this result is presented in Fig. 8.
## V Talbot-Lau effect
When the spatial separation of the MS is increased to the point where
$$LL_T=2d^2/\lambda _{dB},$$
(122)
it is no longer possible to neglect quantization of the atomic center-of-mass in calculating the transverse motion of the atoms. Just as in the Talbot effect, the recoil an atom undergoes on scattering from a grating must be taken into account. It turns out, however, that the Doppler dephasing and rephasing encountered in analyzing the problem of classical scattering by MS still can be given a classical interpretation when $`LL_T`$, provided that the angular divergence of the incident beam is sufficiently large, $`\theta _bd/L_T=\lambda _{dB}/d=\theta _d`$. In other words, even though we must account for quantization of the atoms’ center-of-mass motion, effects related to Doppler dephasing (which are automatically included in a quantized motion approach) are unchanged from the classical case.
We have already alluded to this result in the Introduction. Recall that matter-wave interference results from the overlap on the screen of atomic wave functions associated with states having center-of-mass momenta $`p`$ and $`p+n\mathrm{}k.`$ The relative dephasing between these states (7) contains a Doppler part (8) and a quantum part (9). Since the washing out and restoration of the macroscopic atomic gratings is connected with an averaging over atomic velocities $`v,`$ one expects that the Doppler part, proportional to $`v,`$ is responsible for the dephasing-rephasing effect. This contribution is actually classical in nature (i. e. it does not vanish in the limit $`\mathrm{}0)`$ and enters the calculations whether or not the quantum contribution to the phase has to be considered. As a consequence, the dephasing-rephasing process is the same for the classical shadow effect and the quantum Talbot-Lau effect. It turns out, however, that for separations of the MS equal to a rational multiple of the Talbot length, the Talbot effect can actually result in a decrease of the period of the atomic gratings from those periods which would result from the classical shadow effect result. The decrease in period occurs for MS consisting of open slits and opaque strips; it would not occur, for example, in resonant standing wave fields.
Since the Doppler dephasing determines the position of the focal planes and the period of the atomic grating, one can carry over the results Eqs. (76, 77, 83) obtained in Sec. IV for the shadow effect. In this section, we are interested in the variation of the atomic gratings in a given focal plane as a function of the separation of the MS. In other words, we look for those separations $`L`$ for which the Talbot effect significantly modifies the gratings that would have been produced by the shadow effect alone. This is analogous to photon echo studies of atomic relaxation in which the echo amplitude is monitored as a function of the separation between the excitation pulses.
It should be noted that the Talbot-Lau effect has been studied using light by Clauser and Reinsch $`\left(1992\right)`$ for the parameters
$$\frac{d_1}{d_2}=3;y_e=3L,$$
(123)
corresponding to {$`m,n,j,\mathrm{},\overline{j},\overline{\mathrm{}}`$}={$`3,\mathrm{\hspace{0.17em}\hspace{0.17em}1},\mathrm{\hspace{0.17em}\hspace{0.17em}3},\mathrm{\hspace{0.17em}\hspace{0.17em}1},1,1/3\}`$ \[recall that $`\overline{j}=j/\mu ;\overline{\mathrm{}}=\mathrm{}/\mu `$, where $`\mu `$ is the largest common factor of $`j(mn)`$ and $`ml`$\] and a grating period $`d_g=d_1.`$ The atomic Talbot-Lau effect was demonstrated by Clauser and Li $`\left(1994\right)`$ using K atoms for the parameters
$$\frac{d_1}{d_2}=2,y_e=2L,$$
(124)
$`\{m,n,j,\mathrm{},\overline{j},\overline{\mathrm{}}\}=\{2,\mathrm{\hspace{0.17em}\hspace{0.17em}1},\mathrm{\hspace{0.17em}\hspace{0.17em}2},\mathrm{\hspace{0.17em}\hspace{0.17em}1},1,1/2\}`$, $`d_g=d_1`$. A theoretical study of the atomic Talbot-Lau effect was also carried out for the parameters (124) by Carnal et al. $`\left(1995\right)`$. The conclusions as to the period and location of the atomic gratings follows from purely classical considerations in this case; there is no need to invoke arguments related to the wave nature of matter (Clauser and Reinsch, 1992; Clauser and Li, 1994; Carnal et al., 1995).
### A Grating formation
The geometry is the same as that considered for the classical shadow effect, except that $`L`$ is no longer restricted to be less than $`L_T`$. Again, it is convenient to work in the atomic rest frame defined by $`t=y/u`$. As discussed above, it is necessary to quantize the atomic motion only in the $`x`$-direction. The atoms undergo scattering at the MS at times $`T_s=L_s/u(T_1=0,T_2=T=L/u).`$ For thin gratings, the atomic wave function $`\psi (x,t)`$ undergoes jumps at the MS given by
$$\psi (x,T_s^+)=\eta _s(x)\psi (x,T_s^{}),$$
(125)
where $`\psi (x,T_s^\pm )`$ is the wave function on either side of grating $`s`$, $`\eta _s(x)`$ is the amplitude transmission function of grating $`s`$, and
$$\chi _s(x)=\left|\eta _s(x)\right|^2$$
(126)
is the transmission function of grating $`s`$ \[for MS consisting of a series of slits, $`\eta _s(x)=\chi _s(x)]`$.
To characterize the atomic beam using a quantized center-of-mass description, one can use the Wigner distribution function defined by
$$f(x,p,t)=\frac{d\widehat{x}}{2\pi \mathrm{}}\mathrm{exp}(ip\widehat{x}/\mathrm{})\psi (x+\frac{\widehat{x}}{2},t)\psi ^{}(x\frac{\widehat{x}}{2},t).$$
(127)
For scattering at a MS, one finds
$$f(x,p,T_s^+)=\frac{d\widehat{x}dp^{}}{2\pi \mathrm{}}\mathrm{exp}\left[i\left(pp^{}\right)\widehat{x}/\mathrm{}\right]\eta _s\left(x+\frac{\widehat{x}}{2}\right)\eta _s^{}\left(x\frac{\widehat{x}}{2}\right)f(x,p^{},T_s^{}).$$
(128)
When $`\eta _s(x)`$ is a periodic function of $`x`$, one can write Eq. (128) as
$$f(x,p,T_s^+)=\underset{n_s,n_s^{^{}}}{}\mathrm{exp}(im_sk_sx)\eta _{n_s}^{(s)}\left[\eta _{n_s^{^{}}}^{(s)}\right]^{}f[x,p\frac{\mathrm{}k}{2}(n_s+n_s^{^{}}),T_s^{}],$$
(129)
where
$$m_s=n_sn_s^{^{}},$$
(130)
and
$$\eta _n^{(s)}=_0^{d_s}\frac{dx}{d_s}e^{ink_sx}\eta _s(x)$$
(130)
is a Fourier component of $`\eta _s(x),`$ having period $`d_s`$ and wave number$`k_s=2\pi /d_s`$. For times other than $`T_s`$, the Wigner distribution function evolves freely as
$$f(x,p,t)=f(xv(tT_s),p,T_s^+),$$
(131)
where $`v=p/M`$.
Applying Eqs. (129, 131) one obtains the atomic distribution function for times $`t>T`$ ($`y>L`$) to be
$`f(x,p,t)`$ $`=`$ $`{\displaystyle \underset{n_i,n_i^{}}{}}\eta _{n_1}^{(1)}\left[\eta _{n_1^{}}^{(1)}\right]^{}\eta _{n_2}^{(2)}\left[\eta _{n_2^{}}^{(2)}\right]^{}\mathrm{exp}\{im_1k_1[xv(tT)(v{\displaystyle \frac{\mathrm{}k_2}{2M}}(n_2+n_2^{}))T]`$ (134)
$`+im_2k_2[xv(tT)]\left\}f\right\{x[v{\displaystyle \frac{\mathrm{}k_2}{2M}}(n_2+n_2^{})]Tv(tT),`$
$`p{\displaystyle \frac{\mathrm{}}{2}}[k_1(n_1+n_1^{})+k_2(n_2+n_2^{})]\},`$
where $`f(x,p)`$ is the Wigner distribution function of the incoming atomic beam. The atomic spatial distribution is given by
$$f(x,t)=𝑑pf(x,p,t)$$
(135)
which can be obtained from Eq. (134) as
$`f(x,t)`$ $`=`$ $`{\displaystyle \underset{n_i,n_i^{}}{}}\eta _{n_1}^{(1)}\left[\eta _{n_1^{}}^{(1)}\right]^{}\eta _{n_2}^{(2)}\left[\eta _{n_2^{}}^{(2)}\right]^{}{\displaystyle }dpf\{x[v+{\displaystyle \frac{\mathrm{}}{2M}}(k_1(n_1+n_1^{})+k_2(n_2+n_2^{}))](tT)`$ (138)
$`[v+{\displaystyle \frac{\mathrm{}k_1}{2M}}(n_1+n_1^{})]T,p\left\}\mathrm{exp}\right\{i(m_1k_1+m_2k_2)[x{\displaystyle \frac{\mathrm{}k_2}{2M}}(n_2+n_2^{})](tT)`$
$`i[v+{\displaystyle \frac{\mathrm{}k_1}{2M}}(n_1+n_1^{})][m_1k_1t+m_2k_2(tT)]\}.`$
In this expression terms having $`\left(m_1k_1+m_2k_2\right)0`$ contribute to the atomic gratings. Owing to the assumption of an incident beam having large angular divergence $`\theta _bv/ud/L`$, the Doppler phases associated with these terms oscillate rapidly as a function of $`p`$, except in the echo focal planes. As a consequence, the positions and periods of the atomic gratings are the same as those in the classical shadow effect \[see Eqs. (76, 77, 83)\]. In the remainder of this section, we calculate the atomic density in the focal planes $`y_e`$ or, equivalently, at times $`t_e=y_e/u`$ given in Eqs. (76, 77).
It is possible to simplify Eq. (138) if we assume that the angular divergence $`\theta _b`$ of the incident beam is less than $`\theta _D=D/L`$, such that a freely propagating beam would undergo negligible diffraction over a distance of order $`L`$. For $`pMu\theta _bMD/T`$, one can neglect the dependence on $`n_i`$ and $`n_i^{^{}}`$ of the distribution function appearing in Eq. (138). Then the sum over $`n_i`$ can be carried out using the formula
$`{\displaystyle \underset{n}{}}e^{in\alpha }\eta _n^{(s)}\left[\eta _{n\nu }^{(s)}\right]^{}`$ (139)
$`=`$ $`e^{i\nu \alpha /2}\left[\eta _s\left(x{\displaystyle \frac{\alpha }{2k_s}}\right)\eta _s^{}\left(x+{\displaystyle \frac{\alpha }{2k_s}}\right)\right]_\nu ,`$ (140)
where
$$\left[F(x)\right]_\nu =_0^{d_s}\frac{dx}{d_s}e^{i\nu k_sx}F(x)$$
(141)
is a Fourier component of the function $`F\left(x\right)`$. As a result one finds that the atomic density in the echo focal planes is given by
$$f(x,t_e)=f(x)\underset{q}{}e^{iqk_gx}\chi _{\overline{j}(mn)q}^{(1)}\left[\eta _2\left(xqd_2\frac{\varphi _T(m,n)}{2\pi }\right)\eta _2^{}\left(x+qd_2\frac{\varphi _T(m,n)}{2\pi }\right)\right]_{m\overline{\mathrm{}}q},$$
(142)
where $`\chi _s^{(1)}`$ is a Fourier component of the transmission function $`\chi _1\left(x\right),`$
$$\varphi _T(m,n)=\frac{\overline{j}^2(mn)}{\overline{\mathrm{}}}\omega _{k_1}T$$
(143)
is a Talbot phase associated with a specific focal plane, and
$$f\left(x\right)=𝑑pf(x,p)$$
(144)
is the initial spatial distribution in the atomic beam. Since the beam diameter is much larger than the period of the gratings,
$$Dd_g$$
(145)
one can neglect the variation of $`f\left(x\right)`$ and set $`f\left(x\right)=1`$ in Eq. (142).
The distribution function (142) is identical with the shadow effect result (92), except for the presence of the Talbot phases. The main features of the dependence of the atomic density on the Talbot phase in the Talbot-Lau effect are the same as those for the Talbot effect considered in Sec. III. The density (142) is an oscillating function of $`\varphi _T(m,n)`$ having period $`2\pi `$. If $`\varphi _T(m,n)`$ is increased by $`2\pi `$, or, equivalently, if the separation between the MS is increased by $`L_T(m,n)`$, the density distribution in the corresponding echo plane is unchanged. The Talbot distance associated with a given focal plane is defined here as
$$L_T(m,n)\frac{2d_1^2}{\lambda _{dB}}\frac{\overline{\mathrm{}}}{\overline{j}^2\left(mn\right)}.$$
(146)
In terms of $`L_T(m,n)`$, the Talbot phase (143) is equal to
$$\varphi _T(m,n)=2\pi [L/L_T(m,n)].$$
(147)
In our notation, the Talbot phase is a function of $`L`$, while the Talbot distance is independent of $`L.`$ Note that, as defined by Eq.(146), there is a different Talbot length associated with the signal for different focal planes, $`y_e=(m/n)L`$. We wish to examine the signal in a given focal plane as a function of the separation $`L`$ of the MS or, equivalently, as a function of $`\varphi _T(m,n)`$.When $`L=L_T(m,n)`$ \[$`\varphi _T(m,n)=2\pi `$\] the atomic density (142) is the same as that of the shadow effect (92).
Using arguments similar to those leading to Eqs. (38), one can prove that, for pure amplitude modulation of the wave functions, i. e. for real amplitude transmission functions $`\eta _j(x)=\eta _j^{}(x),`$ the dependence of the particles’ distribution on the Talbot phase is symmetric with respect to the point $`\varphi _T(m,n)=\pi `$ \[$`L=L_T(m,n)/2`$\],
$$f(x,t_e)|_{\varphi _T(m,n)}=f(x,t_e)|_{2\pi \varphi _T(m,n)},$$
(148)
$$f(x,t_e)|_L=f(x,t_e)|_{L_TL}.$$
(149)
The question arises as to what values of $`\varphi _T(m,n)`$ lead to especially interesting results, i. e. atomic gratings that differ significantly from the gratings that would be produced by the shadow effect. We have found that the atomic gratings are significantly modified by the Talbot effect when the Talbot phase is a rational multiple of $`2\pi ,`$
$$\varphi _T(m,n)=2\pi \frac{m_T}{n_T},$$
(150)
where $`m_T`$ and $`n_T`$ are positive integers having no common factors. We proceed to analyze the atomic density function in the focal planes for separations of the MS corresponding to Eq. (150), that is, for $`L=L_T(m,n)\frac{m_T}{n_T}.`$
For Talbot phases given by Eq. (150), the sum in Eq. (142) can be divided into $`n_T1`$ independent sums having
$$q=n_Tq^{}+r$$
(151)
where $`0rn_T.`$ For Talbot phases given by Eq. (150), any dependence on $`q^{}`$ disappears in the last factor of Eq. (142), allowing one to rewrite Eq. (142) as
$`f(x,t_e)`$ $`=`$ $`{\displaystyle \underset{r=0}{\overset{n_T1}{}}}{\displaystyle \underset{q^{}}{}}{\displaystyle _0^{d_1}}{\displaystyle _0^{d_2}}{\displaystyle \frac{dx_1dx_2}{d_1d_2}}\mathrm{exp}\left\{i\left(q^{}n_T+r\right)\left[k_gx+\overline{j}\left(mn\right)k_1x_1m\overline{\mathrm{}}k_2x_2\right]\right\}`$ (153)
$`\times \chi _1\left(x_1\right)\eta _2\left(x_2r{\displaystyle \frac{m_T}{n_T}}d_2\right)\eta _2^{}\left(x_2+r{\displaystyle \frac{m_T}{n_T}}d_2\right),`$
to sum over $`q^{}`$ using Eq. (96), and to integrate over $`x_1.`$ The calculations are similar to those used to obtain Eq. (100) from Eq. (95), and one can obtain
$`f(x,t_e)`$ $`=`$ $`{\displaystyle \frac{1}{\overline{j}n_T(mn)}}{\displaystyle \underset{r=0}{\overset{n_T1}{}}}{\displaystyle \underset{s=0}{\overset{\overline{j}(mn)n_T1}{}}}{\displaystyle _0^{d_2}}{\displaystyle \frac{dx_2}{d_2}}\mathrm{exp}\left\{{\displaystyle \frac{2\pi ir}{n_T}}\left[s+\left[n_T\left(m\overline{\mathrm{}}{\displaystyle \frac{x_2}{d_2}}{\displaystyle \frac{x}{d_g}}\right)\right]_I\right]\right\}`$ (155)
$`\times \eta _2\left(x_2r{\displaystyle \frac{m_T}{n_T}}d_2\right)\eta _2^{}\left(x_2+r{\displaystyle \frac{m_T}{n_T}}d_2\right)\chi _1\left\{{\displaystyle \frac{d_1}{\overline{j}(mn)n_T}}\left[s+\left\{n_T\left(m\overline{\mathrm{}}{\displaystyle \frac{x_2}{d_2}}{\displaystyle \frac{x}{d_g}}\right)\right\}_F\right]\right\}.`$
### B Higher-order gratings using the Talbot-Lau technique
Equation (155) is the basic result of this section. It gives the atomic density function in the focal plane for separation of the MS that corresponds to Talbot phases which are rational multiples of 2$`\pi `$. For specified transmission functions, it can be evaluated numerically in focal planes defined by $`t_e=y_e/u=(m/n)T=(m/n)L/u`$ for arbitrary $`(j/\mathrm{})=d_1/d_2`$ (recall that $`\overline{j}=j/\mu ;\overline{\mathrm{}}=\mathrm{}/\mu `$, where $`\mu `$ is the largest common factor of $`j(mn)`$ and $`\mathrm{}m`$), $`m_T`$ and $`n_T`$ \[$`L=L_T(m,n)\frac{m_T}{n_T}`$\]. In this subsection, we are interested primarily in showing that, owing to the Talbot effect, periodic atomic density gratings can be produced whose periods $`d_T`$ are smaller than the corresponding periods $`d_g`$ which would have been produced by the shadow effect.
The first thing to note is that the function $`\chi _1`$ in Eq. (155), considered as a function of $`x`$, is periodic with period
$$d_T=d_g/n_T,$$
(156)
$`n_T`$times smaller than the period $`d_g`$ of the shadow-effect grating. Unfortunately, this does not guarantee that $`f(x,t_e)`$ is periodic with period $`d_T`$, owing to the exponential term in Eq. (155). Under the transformation $`xx+d_T`$, the exponential term is multiplied by the phase-factor
$$\mathrm{exp}\left(2\pi ir/n_T\right)$$
(157)
which is a function of the summation index $`r.`$ If the summation over $`r`$ in Eq. (155) somehow was restricted to $`r=0`$, the atomic grating would have period $`d_T`$. Restricting the summation to $`r=0`$ can be accomplished by choosing the amplitude transmission function such that the product $`\eta _2\left(x_2\frac{r}{n_T}d_2\right)\eta _2^{}\left(x_2+\frac{r}{n_T}d_2\right)`$ is nonvanishing only for $`r=0`$. To simplify the discussion, we have taken $`m_T=1`$ \[$`L=L_T(m,n)/n_T`$\].
For MS consisting of slits and opaque strips, both the amplitude transmission functions $`\eta _j(x)`$ and transmission functions $`\chi _j(x)`$ are equal to the Heaviside step-function
$$\eta _j(x)=\chi _j(x)=\theta \left(f_j\left\{\frac{x}{d_j}\right\}_F\right),$$
(158)
where $`f_j`$ is the duty cycle of MS $`j`$. The functions $`\left\{\frac{x_2}{d_2}\pm \frac{r}{n_T}\right\}_F`$ shown in Fig. 9 represent the profile of the second MS displaced by $`\pm \frac{r}{n_T}d_2`$.
In the range $`0x_2<d_2`$, the product $`\eta _2\left(x_2\frac{r}{n_T}d_2\right)\eta _2^{}\left(x_2+\frac{r}{n_T}d_2\right)=`$ $`\theta \left(f_2\left\{\frac{x_2}{d_2}+\frac{r}{n_T}\right\}_F\right)`$ $`\theta \left(f_2\left\{\frac{x_2}{d_2}\frac{r}{n_T}\right\}_F\right)`$, which represents a product of profiles of the second MS displaced by $`\pm \frac{r}{n_T}d_2`$, vanishes for $`r0`$ provided that $`f_2`$ is sufficiently small and provided that $`\frac{r}{n_T}`$ $`\frac{1}{2}`$ (if $`\frac{r}{n_T}`$ $`=\frac{1}{2}`$, the gratings are displaced by $`\frac{d_2}{2}`$ and overlap for any $`f_2`$).
If
$$f_2\mathrm{min}(\frac{r}{n_T},1\frac{r}{n_T}),$$
(159)
the only regions where $`\eta _2(x_2\pm \frac{r}{n_T}d_2)`$ does not vanish are
$$\frac{x_2}{d_2}[1\frac{r}{n_T},f_2+1\frac{r}{n_T}]\text{and}\frac{x_2}{d_2}[\frac{r}{n_T},f_2+\frac{r}{n_T}],$$
(160)
respectively. These two intervals have no common regions if $`f_2+1\frac{r}{n_T}\frac{r}{n_T}`$ or $`f_2+\frac{r}{n_T}1\frac{r}{n_T},`$ i. e. if
$$f_2\left|12\frac{r}{n_T}\right|.$$
(161)
Inequality (161) must hold for all $`r0`$ to guarantee that the atomic grating has period $`d_T=d_g/n_T`$. Clearly, inequality (161) does not hold for $`r=\frac{n_T}{2}`$ when $`n_T`$ is even. While this does not preclude the possibility of higher order gratings for $`n_T`$ even, it does suggest that we consider the cases of even and odd $`n_T`$ separately.
#### 1 $`n_T`$ odd
In this case, we write
$$n_T=2n^{}+1,$$
(162)
where $`n^{}`$ is a positive integer or zero. For the summation range $`0rn_T1`$ in Eq. (155), the minimum value of the rhs of both inequalities (159) and (161) is $`1/n_T`$, which occurs for $`r=1`$ or $`r=2n^{}`$ in (159) and $`r=n^{}`$ or $`r=n^{}+1`$ in (161). Thus, provided that
$$f_2\frac{1}{2n^{}+1}$$
(163)
one can produce atomic gratings having period $`d_T=d_g/(2n^{}+1)`$ in the focal plane $`y=\frac{m}{n}L`$ for separations between the MS equal to $`L=\frac{L_T}{\left(2n^{}+1\right)}`$ or, equivalently, for a Talbot phase (143) equal to $`\frac{2\pi }{2n^{}+1}`$. Under these conditions one omits terms having $`r0`$ in Eq. (155) and finds
$$f(x,t_e)=\frac{f_2}{\overline{j}(mn)n_T}\underset{s=0}{\overset{\left[\beta ^{}\right]_I}{}}h_s\left(w\right),$$
(164)
$$h_s\left(w\right)=_0^1𝑑z\theta \left(\beta ^{}\left(s+\left\{\alpha ^{}zw\right\}_F\right)\right),$$
(165)
$`\alpha ^{}`$ $`=`$ $`n_T\alpha =m\overline{\mathrm{}}\left(2n^{}+1\right)f_2,`$ (165)
$`\beta ^{}`$ $`=`$ $`n_T\beta =\overline{j}\left(mn\right)\left(2n^{}+1\right)f_1,`$ ()
where $`\alpha `$ and $`\beta `$ are given by (105), and dimensionless variables
$$w=\frac{x}{d_T},z=\frac{x_2}{d_2f_2}$$
(166)
have been introduced. Note that the ratio
$$\alpha /\beta =\alpha ^{}/\beta ^{}=\frac{m}{mn}\frac{f_2}{f_1}\frac{\mathrm{}}{j}=\frac{m}{mn}\frac{f_2d_2}{f_1d_1}$$
(167)
depends on the focal plane and ratio of slit widths. In a manner similar to arriving at Eq. (115), one can obtain
$`f(x,t)`$ $`=`$ $`\left[\alpha ^{}[\beta ^{}]_I+\left\{\beta ^{}\right\}_F[\alpha ^{}]_I+S\left(w\right)\right]`$ (169)
$`\times \left[m(mn)\overline{\mathrm{}}\overline{j}\left(2n^{}+1\right)^2\right]^1`$
where $`S\left(w\right)`$ is given by Eqs. (110-113) with the replacements $`\alpha \alpha ^{},\beta \beta ^{}`$.
The amplitude of the grating (169) is maximum when $`m=n+1,j=\mathrm{}=1,`$ and
$$\left\{\alpha ^{}\right\}_F=\left\{\beta ^{}\right\}_F=\frac{1}{2},$$
(170)
for which
$$f_1=\frac{2q_1+1}{2\left(2n^{}+1\right)},f_2=\frac{2q_2+1}{2\left(n+1\right)\left(2n^{}+1\right)},$$
(171)
where $`0q_12n^{},\mathrm{\hspace{0.17em}\hspace{0.17em}0}q_2n`$ are integers. Under these conditions one finds
$$f(x,t_e)=\frac{q_1q_2+\frac{1}{2}\left(q_1+q_2\right)+\left|\left\{\frac{xn\left(2n^{}+1\right)}{d_1}\right\}_F\frac{1}{2}\right|}{\left(n+1\right)\left(2n^{}+1\right)^2}.$$
(172)
This grating has amplitude
$$A=1/\left[2\left(n+1\right)\left(2n^{}+1\right)^2\right]$$
(173)
and a background term whose amplitude is ($`2q_1q_2+q_1+q_2)`$ times larger than $`A`$. Talbot-Lau gratings for different values of the Talbot phase are shown in Fig. 10.
#### 2 $`n_T`$ even
The atomic density patterns in Fig. 10 have been drawn for both even and odd values of $`n_T.`$ From this figure one sees that qualitatively new features appear for even values of $`n_T`$. When the Talbot phase $`\varphi _T(m,n)=\pi ,\pi /3,\pi /5(n_T=2,\mathrm{\hspace{0.17em}\hspace{0.17em}6},\mathrm{\hspace{0.17em}\hspace{0.17em}10})`$ gratings having period $`d_g,d_g/3,d_g/5,`$or
$$d_T^{}=2d_g/n_T=d_g/(n_T/2)$$
(174)
are focused. When the Talbot phase $`\varphi _T(m,n)=\pi /2,\pi /4,\pi /6(n_T=4,\mathrm{\hspace{0.17em}\hspace{0.17em}8},\mathrm{\hspace{0.17em}\hspace{0.17em}12})`$, the gratings are washed out entirely. To explain these results one needs to return to the general expression (155). If
$$n_T=2n^{},$$
(175)
where $`n^{}`$ is a positive integer, one divides the sum over $`r`$ in Eq. (155) into two parts having
$$r=n^{}q+r^{},$$
(176)
with $`q=0`$ or $`1`$ with $`r^{}`$ restricted to the range $`0r^{}n^{}1.`$ In the second part $`(q=1)`$ one shifts the integration variable from $`x_2`$ to $`\left(x_2+\frac{1}{2}d_2\right),`$ which leads to the same factors $`\eta _2,\eta _2^{},\chi _1`$ in both the $`q=0`$ and $`q=1`$ terms. In this manner, one arrives at the expression
$`f(x,t_e)`$ $`=`$ $`{\displaystyle \frac{1}{2\overline{j}n^{}(mn)}}{\displaystyle \underset{r^{}=0}{\overset{n^{}1}{}}}{\displaystyle \underset{s=0}{\overset{2\overline{j}(mn)n^{}1}{}}}{\displaystyle _0^{d_2}}{\displaystyle \frac{dx_2}{d_2}}\left\{1+\left(1\right)^{[(r^{}+n^{})m_Tm\overline{\mathrm{}}+s+\left[2n^{}\left(m\overline{\mathrm{}}(\frac{x_2}{d_2}\frac{x}{d_g})\right]_I\right]}\right\}`$ (179)
$`\times \mathrm{exp}\left\{{\displaystyle \frac{\pi ir^{}}{n^{}}}\left[s+\left[2n^{}\left(m\overline{\mathrm{}}{\displaystyle \frac{x_2}{d_2}}{\displaystyle \frac{x}{dg}}\right)\right]_I\right]\right\}\eta _2\left(x_2r^{}{\displaystyle \frac{m_T}{2n^{}}}d_2\right)`$
$`\times \eta _2^{}\left(x_2+r^{}{\displaystyle \frac{m_T}{2n^{}}}d_2\right)\chi _1\left\{{\displaystyle \frac{d_1}{\overline{j}(mn)n_T}}\left[s+\left\{2n^{}\left(m\overline{\mathrm{}}{\displaystyle \frac{x_2}{d_2}}{\displaystyle \frac{x}{dg}}\right)\right\}_F\right]\right\}.`$
The transmission function $`\chi _1`$ still has period $`d_g/n_T=`$ $`d_g/(2n^{})`$, but the first factor in the integrand has twice this period, $`d_T=2d_g/n_T=`$ $`d_g/n^{}`$. As in the case of odd $`n_T`$, one must choose $`f_2`$ sufficiently small to eliminate all but the $`r^{}=0`$ terms in the sum to ensure that the atomic grating has period $`d_T`$. Inequalities (159) and (161) are satisfied if
$$f_2\frac{1}{2n^{}},$$
(180)
which is a sufficient condition for neglect of terms with $`r^{}0`$ in Eq. (179). As a result one arrives at
$$f(x,t_e)=\frac{f_2}{2\overline{j}n^{}(mn)}\underset{s=0}{\overset{\left[\beta ^{}\right]_I}{}}h_s\left(w\right),$$
(181)
$`h_s\left(w\right)`$ $`=`$ $`{\displaystyle _0^1}𝑑z\left(1+\left(1\right)^{n^{}m_Tm\overline{\mathrm{}}+s+\left[\alpha ^{}zw\right]_I}\right)`$ ()
$`\times \theta \left\{\beta ^{}\left[s+\left\{\alpha ^{}zw\right\}_F\right]\right\},`$
$`\alpha ^{}`$ $`=`$ $`n_T\alpha =2n^{}m\overline{\mathrm{}}f_2;`$ ()
$`\beta ^{}`$ $`=`$ $`n_T\beta =2n^{}\overline{j}\left(mn\right)f_1;`$ ()
$`w`$ $`=`$ $`{\displaystyle \frac{x}{d_T}}.`$ ()
This expression can be evaluated in the same manner used to evaluate Eq. (164), but the evaluation is more complicated owing to two factors: (i) contributions $`h_s\left(w\right)`$ with $`s<\left[\beta ^{}\right]_I`$ are not independent of $`w,`$ and (ii) for $`s=\left[\beta ^{}\right]_I`$ one has to consider separately contributions from odd and even $`\left[\alpha ^{}zw\right]_I.`$ The situation simplifies for integer $`\beta ^{},`$ when the $`\theta `$-factor equals $`1`$ for $`s<\beta ^{}`$ and $`0`$ for $`s=\beta ^{}`$, independent of the values of $`z,w,`$and $`\alpha ^{}.`$ This is the only limit considered in the subsection. For integer $`\beta ^{}`$, one can carry out the summation over $`s`$ in Eq. (181).
For even $`\beta ^{},`$ when $`_{s=0}^{\beta ^{}1}\left(1\right)^s=0,`$ the gratings are washed out and
$$f(x,t)=f_1f_2.$$
(183)
This result is consistent with the vanishing of the atomic gratings in Fig. 10 for Talbot phases equal to $`\pi /2,`$ $`\pi /4`$ and $`\pi /6`$, corresponding to values of $`\beta ^{}`$ equal to $`2,\mathrm{\hspace{0.17em}\hspace{0.17em}4},\mathrm{\hspace{0.17em}\hspace{0.17em}6}.`$
When $`\beta ^{}`$ is odd one finds
$$f(x,t)=f_1f_2\left(1+\frac{\left(1\right)^{n^{}m_Tm\overline{\mathrm{}}}}{\alpha ^{}\beta ^{}}h^{}(w)\right),$$
(184)
$$h^{}\left(w\right)=\alpha ^{}\left\{2_0^1𝑑z\theta \left[\frac{1}{2}\left\{\frac{\alpha ^{}zw}{2}\right\}_F\right]1\right\},$$
(185)
where the equality
$$\left(1\right)^{\left[x\right]_I}2\theta \left[\frac{1}{2}\left\{\frac{x}{2}\right\}_F\right]1$$
(186)
has been used. Equation (185) can be reduced to Eq.(108) with the replacements $`\beta ,\alpha `$ , $`w`$ $`\frac{1}{2},\frac{\alpha ^{}}{2}`$ , $`\frac{w}{2}.`$ Using these values in Eqs. (111,112), one obtains
$$\begin{array}{cc}h^{}\left(w\right)=& 2\{\begin{array}{c}\{\begin{array}{cc}\left\{\frac{\alpha ^{}}{2}\right\}_Fw,\hfill & 0<w<2\left\{\frac{\alpha ^{}}{2}\right\}_F,\hfill \\ \left\{\frac{\alpha ^{}}{2}\right\}_F,\hfill & 2\left\{\frac{\alpha ^{}}{2}\right\}_F<w<1,\hfill \\ w1\left\{\frac{\alpha ^{}}{2}\right\}_F,\hfill & 1<w<1+2\left\{\frac{\alpha ^{}}{2}\right\}_F,\hfill \\ \left\{\frac{\alpha ^{}}{2}\right\}_F,\hfill & 1+2\left\{\frac{\alpha ^{}}{2}\right\}_F<w<2\hfill \end{array},\text{for }\left\{\frac{\alpha ^{}}{2}\right\}_F<\frac{1}{2}\hfill \\ \\ \{\begin{array}{cc}1\left\{\frac{\alpha ^{}}{2}\right\}_F,\hfill & 0<w<2\left\{\frac{\alpha ^{}}{2}\right\}_F1,\hfill \\ \left\{\frac{\alpha ^{}}{2}\right\}_Fw,\hfill & 2\left\{\frac{\alpha ^{}}{2}\right\}_F1<w<1,\hfill \\ \left\{\frac{\alpha ^{}}{2}\right\}_F1,\hfill & 1<w<2\left\{\frac{\alpha ^{}}{2}\right\}_F,\hfill \\ w1\left\{\frac{\alpha ^{}}{2}\right\}_F,\hfill & 1+2\left\{\frac{\alpha ^{}}{2}\right\}_F<w<2\hfill \end{array},\text{for }\left\{\frac{\alpha ^{}}{2}\right\}_F>\frac{1}{2}\hfill \end{array}.\end{array}$$
(187)
This expression describes an atomic grating having period $`\mathrm{\Delta }w=2`$ or $`\mathrm{\Delta }x=\frac{d_g}{n^{}}`$, which is $`n^{}`$ times narrower than that caused by the shadow effect. For the parameters chosen in Fig. 10, values of the Talbot phase are equal to $`\varphi _T(m,n)=\pi /n^{}`$ ($`n^{}=1,\mathrm{\hspace{0.17em}3}`$or $`5)`$, $`\alpha ^{}=\beta ^{}=n^{}`$, and the atomic density is given by
$$f(x,t_e)=\frac{1}{12}\left\{1\frac{2}{n^2}\left[\left|2\left\{\frac{nn^{}x}{d_1}\right\}_F1\right|\frac{1}{2}\right]\right\}.$$
(188)
Since the atomic density is a periodic function of the distance between the MS having period $`L_T`$, the dependence of the grating amplitude $`A`$ at a given focal plane must also be a periodic function of $`L`$ having period $`L_T`$ for a fixed value of the ratio $`y_e/L`$. One period of $`A(L)`$ is shown in Fig. 11 at the focal planes $`y_e=2L,\mathrm{\hspace{0.17em}\hspace{0.17em}3}L/2`$. This dependence is plotted for values of $`L`$ equal to rational multiples of the Talbot length $`L=\frac{m_T}{n_T}L_T`$. One can not expect the dependence of $`A\left(L\right)`$ to be smooth, because the transmission function (158) is discontinuous; even small changes in the ratio $`\frac{m_T}{n_T}`$ can lead to dramatic changes in the atomic density (155).
### C Comparison of the Talbot and Talbot-Lau effects
Qualitatively, the transition from the shadow effect to the Talbot-Lau effect for a beam having a large angular divergence that is scattered by two MS parallels the transition from spatial modulation to Talbot self-imaging of a collimated beam that is scattered by a single MS. Similarities and differences of these transitions, which occur when the characteristic length scale in the problem changes from $`LL_T`$ to $`LL_T,`$ can be summarized as follows:
$``$
Transition from shadow to Talbot-like profile
(collimated beam)
Transition from shadow effect to Talbot-Lau
effect (divergent beam)
Atomic density is a periodic function of the distance $`L`$ between the MS and the screen having period $`L_T=\frac{2d^2}{\lambda _{dB}}.`$
Atomic density at a given focal plane $`y=\frac{m}{n}L`$ is a periodic function of the distance $`L`$ between the two separated MS, having period $`L_T=\frac{2d_1^2}{\lambda _{dB}}\frac{\overline{\mathrm{}}}{\overline{j}^2\left(mn\right)}`$.
Higher order gratings (with respect to the MS-grating) can be obtained at distances $`L=\frac{L_T}{n_T};`$ if, for example, $`n_T`$ is odd, an atomic grating having period $`\frac{d}{n_T}`$ is produced if the MS’s duty cycle $`f<\frac{1}{n_T}.`$
Higher order gratings (with respect to those focused in the shadow-effect-regime) can be obtained at distances $`L=\frac{L_T}{n_T};`$ if, for example, $`n_T`$ is odd, an atomic grating having period $`\frac{d_1}{\overline{j}nn_T}`$ is produced if the second MS’s duty cycle $`f_2<\frac{1}{n_T}.`$
The atomic grating’s profile is the same as MS’s profile, no compression occurs.
The atomic grating’s profile is the corresponding shadow effect grating’s profile compressed by a factor $`n_T`$.
$``$
### D Additional examples including a quantum Talbot-Lau effect
To make some connection with previous work, we analyze the atomic density for the parameters of Eq. (124), corresponding to the Talbot-Lau effect studied theoretically by Carnal et al. $`\left(1995\right)`$ and realized experimentally by Clauser and Li $`\left(1994\right)`$. The appropriate parameters are $`\{m,n,j,\mathrm{},\overline{j},\overline{\mathrm{}}\}=`$ $`\{2,\mathrm{\hspace{0.17em}\hspace{0.17em}1},\mathrm{\hspace{0.17em}2},\mathrm{\hspace{0.17em}\hspace{0.17em}1},1,1/2\}`$,
$$d_g=d_1,\text{ }L_T(2,1)=\frac{d_1^2}{\lambda _{dB}},d_1=2d_2$$
(189)
When the distance between the MS is $`L=\frac{L_T(2,1)}{2}`$, corresponding to $`\varphi _T=\pi `$ \[the case analyzed by Carnal et al. $`\left(1995\right)`$\], one has $`n_T=2n^{}=L_T(2,1)/L=2`$, and the corresponding values of $`\alpha ^{}`$ and $`\beta ^{}`$ obtained from Eqs. (181) are
$$\alpha ^{}=2f_2,\beta ^{}=2f_1.$$
(190)
As in (Carnal et al., $`1995)`$, we choose $`f_2=\frac{1}{2}`$ and $`f_1=\frac{1}{2}`$ or $`f_1=\frac{1}{4}.`$ In order to apply the results of Sec. V.B.2, it is necessary that $`f_21/n_T=1/2`$; clearly, this requirement is met.
When $`f_1=\frac{1}{2}`$, the parameter $`\beta ^{}`$ is an integer $`\left(\beta ^{}=1\right)`$ and one can use Eqs. (184, 187) to obtain the atomic density
$$f(x,t_e)=\frac{1}{2}\left(1\left|2\left\{\frac{x}{d_1}\right\}_F1\right|\right),$$
(191)
coinciding with the profile obtained by Carnal et al. $`\left(1995\right)`$. Since in this case both parameters $`\alpha ^{}`$ and $`\beta ^{}`$ are integers, the shadow effect does not lead to the any atomic grating (see below). The grating (191) arises entirely as a result of matter-wave interference.
When $`f_1=\frac{1}{4},`$ the parameter $`\beta ^{}=\frac{1}{2},`$ and one has to return to Eq. (181), in which only the $`s=0`$ term in the sum contributes. Carrying out the integration in Eq. (()V B 2), one finds
$$f(x,t_e)=\{\begin{array}{cc}0,& for\left\{\frac{x}{d_1}\right\}_F\frac{1}{4}\\ \left\{\frac{x}{d_1}\right\}_F\frac{1}{4},& for\frac{1}{4}\left\{\frac{x}{d_1}\right\}_F\frac{1}{2}\\ \frac{1}{4},& for\frac{1}{2}\left\{\frac{x}{d_1}\right\}_F\frac{3}{4}\\ 1\left\{\frac{x}{d_1}\right\}_F,& for\frac{3}{4}\left\{\frac{x}{d_1}\right\}_F1\end{array},$$
(192)
coinciding with the distribution calculated by Carnal et al. $`\left(1995\right)`$. To compare this profile with that caused by the shadow effect, one finds from Eqs. (115, 113), that the shadow effect distribution function is given by $`f(x,t_e)|_{shadow}=f(x\frac{d_1}{2},t_e)`$. Thus, owing to matter-wave interference, the atomic grating (192) is shifted by a half-period from the grating that would have been produced by the shadow effect alone.
In general, the atomic gratings produced when a beam scatters from two, separated MS cannot be attributed entirely to quantum effects since the classical shadow effect contributes to grating formation. If the parameters are chosen in such a way, however, that the classical shadow effect vanishes, then any atomic gratings that are formed can be attributed solely to quantum matter-wave interference. We have already alluded to this result above. Returning to Eqs. (110, 115), one finds that the shadow effect grating $`S\left(w\right)`$ disappears if the parameters $`\alpha =m\overline{\mathrm{}}f_2`$ or $`\beta =\overline{j}(mn)f_1`$ are integers. One can guarantee that $`\alpha `$ is integral by choosing
$$f_1=f_2=\frac{1}{2},n=1,m=2,j=1,\mathrm{}=1,$$
(193)
which corresponds to $`y_e=2L`$, $`d_1=d_2`$, $`\overline{j}=\overline{\mathrm{}}=1,\alpha =1`$, $`\beta =\frac{1}{2}`$ and a Talbot phase $`\varphi _T=2\pi \frac{L}{L_T(2,1)}`$. The atomic density in this focal plane as a function of Talbot phase is shown in Fig. 12.
## VI Talbot and Talbot–Lau effects in a thermal atomic beam.
Up to this point, all effects related to a distribution of longitudinal velocities $`u`$ in the atomic beam have been neglected. Averaging over $`u`$ is not important for the shadow effect since the focal planes are located at $`y_e=(m/n)L`$, independent of $`u`$. In both the Talbot and Talbot-Lau effects, the Talbot phase depends on the Talbot length $`L_T=2d^2/\lambda _{dB}`$, which, in turn, is proportional to $`u`$ owing to the presence of the De Broglie wavelength. To achieve the maximum contrast in the Talbot and Talbot-Lau effects, it is necessary to longitudinally cool the atomic beam (Clauser and Li, 1994). The results of Secs. IV and VI must be averaged over $`u`$ once changes in the Talbot phase originating from the distribution of longitudinal velocities becomes of order unity. For a thermal beam having a Maxwellian distribution over longitudinal velocities, the averaging can be carried out using the function tabulated by Kruse and Ramsey $`\left(1951\right)`$. For other distributions numerical integration is needed. Such calculations are not included in this contribution.
Instead, we examine the role of the longitudinal velocity distribution when the width $`\overline{u}`$ of the longitudinal velocity distribution is of order of the average velocity,
$$\overline{u}u$$
(194)
for distances
$$(D/d)L_TyL_T$$
(195)
in the Talbot effect and separations $`L`$ between the MS
$$(D/d)L_TLL_T$$
(196)
in the Talbot-Lau effect. We want to examine whether or not it is possible under these conditions to obtain atomic gratings having periods smaller than the MS producing the scattering.
To understand how the gratings can survive the average over longitudinal velocities $`u`$, one should note that it is the atomic density (34) and not the wave function amplitude that is averaged. The phase factors in the atomic density depending on the Talbot phase can be unity for specific combinations of the spatial harmonics in the atomic wave functions. The way in which this can be achieved is illustrated in Fig. 13. When one combines on the screen components of the scattered atomic states associated with momenta $`\mathrm{}k`$ and $`\mathrm{}k,\mathrm{\hspace{0.17em}\hspace{0.17em}2}\mathrm{}k`$ and $`2\mathrm{}k,\mathrm{},`$ etc., the amplitudes of the combining states acquire the same Talbot phases since the energy of the scattered atoms does not depend on the direction of scattering. The interference from these pairs of states leads to a superposition of atomic gratings having period $`d/2`$, $`d/4`$, etc.; the overall period of the grating is $`d/2`$. Gratings originated from Talbot-Lau effect can survive in a similar manner.
### A Atomic density profile for a thermal beam.
#### 1 Talbot effect
Consider first the Talbot effect, i. e., the atomic grating produced when an atomic beam having negligible angular divergence, but a finite spread of longitudinal velocities, is scattered by a MS having period $`d`$. For a given $`u`$, the atomic density in the plane $`y=ut`$ is given by \[see Eqs. (32, 34)\]
$$f_u(x,t)=\underset{n,n^{}}{}\eta _n\eta _n^{}^{}\mathrm{exp}\left[i\left(nn^{}\right)kxi\left(n^2n^{\mathrm{\hspace{0.17em}2}}\right)\varphi _t(u)\right],$$
(197)
where the Talbot phase $`\varphi _t(u)=\omega _kt=\omega _ky/u`$, as given by Eq. (33), is a function of $`u`$ for fixed $`y`$. Recall that $`\eta _n`$ is a Fourier component of the amplitude transmission function $`\eta (x)`$. Since the Talbot phase is much greater than unity in the asymptotic region (195), the distribution (197) oscillates rapidly as a function of $`u.`$ After averaging over $`u,`$ a non-zero result arises from only those terms having
$$n^{}=\pm n.$$
(198)
There is a constant background term $`\overline{f}`$ ( for a MS consisting of an array of slits, $`\overline{f}`$ is equal to the duty cycle $`f`$ of the MS) corresponding to contributions with $`n^{}=n`$ and an interference term $`\stackrel{~}{f}(x,t)`$ corresponding to contributions from $`n^{}=n`$. Neglecting all other terms, one finds
$$f(x,t)=\overline{f}+\stackrel{~}{f}(x,t),$$
(199)
where
$$\overline{f}=\underset{n}{}\left|\eta _n\right|^2=_0^d\frac{dx^{}}{d}\chi (x^{}),$$
(200)
and
$`\stackrel{~}{f}(x,t)`$ $`=`$ $`{\displaystyle _0^d}{\displaystyle \frac{dx^{}}{d}}{\displaystyle _0^d}{\displaystyle \frac{dx^{\prime \prime }}{d}}\eta \left(x^{}\right)\eta ^{}\left(x^{\prime \prime }\right)`$ ()
$`\times {\displaystyle \underset{n0}{}}\mathrm{exp}\left[ink(2xx^{}x^{\prime \prime })\right].`$
The atomic density profile has a period given by
$$d_g=\frac{d}{2}.$$
(202)
Note that the density profile is independent of $`t`$ for the times $`tL_T/u`$ under consideration.
To evaluate the atomic distribution (199), it is convenient to introduce new variables
$$\overline{x}=\frac{1}{2}\left(x^{}+x^{\prime \prime }\right),\widehat{x}=x^{}x^{\prime \prime }.$$
(203)
After adding and subtracting a term having $`n=0`$ in Eq. (()VI A 1) one can carry out the summation to obtain $`\frac{d}{2}_s\delta \left(\overline{x}x\frac{sd}{2}\right)`$, making use of Eq. (45). Switching integration variables from $`(x^{},x^{\prime \prime })`$ to $`(\overline{x}`$,$`\widehat{x})`$ one sees that the $`\delta `$functions having $`s=0`$ and $`1`$ are the only ones that contribute to the sum, and it follows from Eq. (()VI A 1) that
$$f(x,t)=\overline{f}\left|_0^d\frac{dx^{}}{d}\eta \left(x^{}\right)\right|^2+\frac{1}{2}\left[F\left(x\right)+F\left(x+\frac{d}{2}\right)\right],$$
(204)
where
$$F(\overline{x})=_{\left|\widehat{x}\right|<2\mathrm{min}(\overline{x},d\overline{x})}\frac{d\widehat{x}}{d}\eta \left(\overline{x}+\frac{\widehat{x}}{2}\right)\eta ^{}\left(\overline{x}\frac{\widehat{x}}{2}\right).$$
(205)
For a transmission function corresponding to a periodic array of slits having duty cycle $`f`$, one finds $`\overline{f}=_0^d\frac{dx^{}}{d}\chi \left(x^{}\right)=f,`$ and
$$F\left(x\right)=\{\begin{array}{c}2\left(f2\left|\left\{\frac{x}{d}\right\}_F\frac{f}{2}\right|\right),\text{ for }\left\{\frac{x}{d}\right\}_F<f\\ 0,\text{ for }\left\{\frac{x}{d}\right\}_F>f\end{array}.$$
(206)
When $`f<\frac{1}{2},`$ the two $`F`$functions in Eq. (204) do not overlap with one another, and the atomic density is given by
$$f(x,t)=f(1f)+2\{\begin{array}{cc}w,\hfill & \text{for }0<w<\frac{f}{2}\hfill \\ fw,\hfill & \text{for }\frac{f}{2}<w<f\hfill \\ 0,\hfill & \text{for }f<w<\frac{1}{2}\hfill \end{array},$$
(207)
where $`w=\frac{1}{2}\left\{\frac{2x}{d}\right\}_F.`$ This function has period $`\frac{d}{2}`$. For $`f>\frac{1}{2}`$ one arrives at the distribution
$$f(x,t)=f(1f)+2\{\begin{array}{cc}f\frac{1}{2},\hfill & \text{for }0<w<f\frac{1}{2}\hfill \\ w,\hfill & \text{for }f\frac{1}{2}<w<\frac{f}{2}\hfill \\ fw,\hfill & \text{for }\frac{f}{2}<w<\frac{1}{2}\hfill \end{array},$$
(208)
which also has period $`\frac{d}{2}`$. The amplitude of the atomic grating (207, 208) is given by
$$A=\mathrm{min}[f,\left(1f\right)].$$
(209)
The manner in which the atomic density profile changes as $`y`$ varies from $`yL_T`$ to $`yL_T`$ is shown in Fig. 14.
#### 2 Talbot-Lau effect
To evaluate the Talbot-Lau density profile in the asymptotic limit (195), one must return to Eq. (142) and average it over longitudinal velocities. Using the Fourier expansion of the amplitude transmission functions in Eq. (142) and setting the smooth envelope function $`f\left(x\right)`$ equal to unity, one finds
$`f(x,t_e)`$ $`=`$ $`{\displaystyle \underset{q,n_2}{}}\mathrm{exp}\left(iq\left[k_gx\varphi _T(m,n;u)\left(2n_2m\overline{\mathrm{}}q\right)\right]\right)`$ (211)
$`\times \chi _{\overline{j}(mn)q}^{(1)}\eta _{n_2}^{(2)}\left[\eta _{n_2m\overline{\mathrm{}}q}^{(2)}\right]^{},`$
where $`\varphi _T(m,n;u)`$ is given by (143).
On averaging over $`u`$ for $`\varphi _T(m,n;u)1`$, one finds that only those terms in the sum having $`q=0`$ or
$$n_2=m\overline{\mathrm{}}\frac{q}{2},q0$$
(212)
contribute to the density. The $`q=0`$ term is a background, given by $`\overline{f}_1\overline{f}_2`$ \[$`\overline{f}_j`$ is defined in terms of $`\chi _j`$ in the same way that $`\overline{f}`$ is defined in terms of $`\chi `$ in Eq. (200)\], while the terms satisfying Eq. (212) lead to the atomic grating. Explicitly, one finds
$$f(x,t_e)=\overline{f}_1\left[\overline{f}_2\left|\frac{dx_2}{d_2}\eta _2\left(x_2\right)\right|^2\right]+\stackrel{~}{f}(x,t_e),$$
(213)
$$\stackrel{~}{f}(x,t_e)=\underset{q}{}\mathrm{exp}\left(iqk_gx\right)\chi _{\overline{j}\left(mn\right)q}^{(1)}F_{m\overline{\mathrm{}}q}^{\left(2\right)},$$
(214)
where the summation over $`q`$ includes $`q=0`$ and other values of $`q`$ leading to integral $`n_2`$ in Eq. (212). The function $`F_\nu ^{\left(2\right)}`$ is a Fourier component of the function $`F_2(x)`$ defined in terms of $`\eta _2\left(x\right)`$ in the same way that $`F`$ is defined in terms of $`\eta `$ in Eq. (205). The density is independent of $`t_e`$ for spatial separations $`LL_T`$ of the MS.
When $`m\overline{\mathrm{}}`$ is even, all $`q`$ are allowed according to Eq. (212). When $`m\overline{\mathrm{}}`$ is odd, only even values $`q`$ contribute, which means that the grating (214) has a period equal to $`d_g/2.`$ Equation (214) has the same structure as Eq. (92). Repeating the calculations leading to Eq. (100) one arrives at the formula
$`\stackrel{~}{f}(x,t_e)={\displaystyle \frac{1}{\overline{j}(mn)}}{\displaystyle \underset{s=0}{\overset{\overline{j}(mn)1}{}}}{\displaystyle _0^{d_2}}{\displaystyle \frac{dx_2}{d_2}}F_2\left(x_2\right)`$ (214)
$`\times \chi _1\left\{{\displaystyle \frac{d_1}{\overline{j}(mn)}}\left[s+\left\{\xi \left(m\overline{\mathrm{}}{\displaystyle \frac{x_2}{d_2}}{\displaystyle \frac{x}{d_g}}\right)\right\}_F\right]\right\},`$ (215)
where
$$\xi =\{\begin{array}{c}1\\ 2\end{array},\text{ for }m\overline{\mathrm{}}\text{ }\begin{array}{c}\text{even}\\ \text{odd}\end{array}.$$
(216)
Consider now the case of MS having transmission functions (101), when the function $`F_2\left(x\right)`$ is given by the rhs of Eq. (206) with $`d`$ and $`f`$ replaced by $`d_2`$ and $`f_2.`$ Using dimensionless variables
$$w=\xi x/d_g,z=x_2/f_2d_2,$$
(217)
one arrives at equations that are the analogues of Eqs. (103), namely
$$f(x,t_e)=f_1f_2\left(1f_2\right)+\stackrel{~}{f}(x,t_e),$$
(218)
$$\stackrel{~}{f}(x,t_e)=\frac{f_2^2}{\overline{j}\left(mn\right)}\underset{s=0}{\overset{\left[\beta \right]_I}{}}h_s\left(w\right),$$
(219)
$$h_s\left(w\right)=_0^1𝑑z\stackrel{~}{F}(z)\theta \left(\beta \left(s+\left\{\alpha zw\right\}_F\right)\right),$$
(219)
$$\stackrel{~}{F}\left(z\right)=4\{\begin{array}{c}z,\text{ for }z<\frac{1}{2}\\ \frac{1}{2}z,\text{ for }z>\frac{1}{2}\end{array},$$
(220)
$$\alpha =\xi m\overline{\mathrm{}}f_2,\beta =\overline{j}\left(mn\right)f_1.$$
(221)
Omitting further calculations which are essentially the same as those used to derive Eqs. (110, 115), one finds
$$\stackrel{~}{f}(x,t_e)=\frac{f_2^2}{\overline{j}\left(mn\right)}\left(\left[\beta \right]_I+\underset{s=1}{\overset{\left[\alpha \right]_I}{}}F(a_s,b_s)+f^{}\left(w\right)\right),$$
(222)
where
$$F(a,b)_a^b𝑑z\stackrel{~}{F}\left(z\right)$$
(223)
is given by
$$F(a,b)=\{\begin{array}{cc}2\left(b^2a^2\right)\hfill & \mathrm{max}(a,b)\frac{1}{2}\hfill \\ 4b2\left(a^2+b^2\right)1\hfill & a\frac{1}{2}b\hfill \\ 2\left(ba\right)\left(2ba\right)\hfill & \mathrm{min}(a,b)\frac{1}{2}\hfill \end{array},$$
(224)
the quantities $`a_s`$ and $`b_s`$ are given in the Appendix by Eqs. (238, 240), and
$$f^{}\left(w\right)=\left\{\begin{array}{cc}F(a_{\left[\alpha \right]_I+1},1),\hfill & \text{for }0w1\left\{\beta \right\}_F\hfill \\ F(a_{\left[\alpha \right]_I+1},1)+F(0,b_0),\hfill & \text{for }1\left\{\beta \right\}_Fw\left\{\alpha \right\}_F\hfill \\ F(0,b_0),\hfill & \text{for }\left\{\alpha \right\}_Fw1+\left\{\alpha \right\}_F\left\{\beta \right\}_F\hfill \\ F(0,b_0)+F(b_{\left[\alpha \right]_I},1),\hfill & \text{for }1+\left\{\alpha \right\}_F\left\{\beta \right\}_Fw1\hfill \end{array}\right\},\text{ if }\left\{\beta \right\}_F\mathrm{max}(\left\{\alpha \right\}_F,1\left\{\alpha \right\}_F),$$
(225)
$$f^{}\left(w\right)=\left\{\begin{array}{cc}F(a_{\left[\alpha \right]_I+1},1),\hfill & \text{for }0w\left\{\alpha \right\}_F\hfill \\ 0,\hfill & \text{for }\left\{\alpha \right\}_Fw1\left\{\beta \right\}_F\hfill \\ F(0,b_0),\hfill & \text{for }1\left\{\beta \right\}_Fw1+\left\{\alpha \right\}_F\left\{\beta \right\}_F\hfill \\ F(0,b_0)+F(b_{\left[\alpha \right]_I},1),\hfill & \text{for }1+\left\{\alpha \right\}_F\left\{\beta \right\}_Fw1\hfill \end{array}\right\},\text{ if }\left\{\alpha \right\}_F\left\{\beta \right\}_F1\left\{\alpha \right\}_F,$$
(226)
$$f^{}\left(w\right)=\left\{\begin{array}{cc}F(a_{\left[\alpha \right]_I+1},b_{\left[\alpha \right]_I+1}),\hfill & \text{for }0w\left\{\alpha \right\}_F\left\{\beta \right\}_F\hfill \\ F(a_{\left[\alpha \right]_I+1},1),\hfill & \text{for }\left\{\alpha \right\}_F\left\{\beta \right\}_Fw1\left\{\beta \right\}_F\hfill \\ F(0,b_0)+F(a_{\left[\alpha \right]_I+1},1),\hfill & \text{for }1\left\{\beta \right\}_Fw\left\{\alpha \right\}_F\hfill \\ F(0,b_0),\hfill & \text{for }\left\{\alpha \right\}_Fw1\hfill \end{array}\right\},\text{ if }1\left\{\alpha \right\}_F\left\{\beta \right\}_F\left\{\alpha \right\}_F,$$
(227)
$$f^{}\left(w\right)=\left\{\begin{array}{cc}F(a_{\left[\alpha \right]_I+1},b_{\left[\alpha \right]_I+1}),\hfill & \text{for }0w\left\{\alpha \right\}_F\left\{\beta \right\}_F\hfill \\ F(a_{\left[\alpha \right]_I+1},1),\hfill & \text{for }\left\{\alpha \right\}_F\left\{\beta \right\}_Fw\left\{\alpha \right\}_F\hfill \\ 0,\hfill & \text{for }\left\{\alpha \right\}_Fw1\left\{\beta \right\}_F\hfill \\ F(0,b_0),\hfill & \text{for }1\left\{\beta \right\}_Fw1\hfill \end{array}\right\},\text{ if }\left\{\beta \right\}_F\mathrm{min}(\left\{\alpha \right\}_F,1\left\{\alpha \right\}_F).$$
(228)
In principle one can use Eqs. (213, 222, 225) to derive a general analytical expression for the atomic density distribution, but, given the large number of cases, such an expression is of limited use. Instead, one can write a computer code based on Eqs. (213, 222, 225) to obtain the atomic density profile. Using this code, we varied the duty cycles of the MS to optimize the atomic grating amplitude in the focal planes $`y=\frac{n+1}{n}L`$ for $`n=14`$ and equal periods of the MS, $`j=\mathrm{}=1.`$ Calculations show that one has to choose
$$f_1=f_2=\frac{1}{2}$$
(229)
in all cases except $`n=3,`$ where the optimal duty cycles are given by
$$f_1=\frac{1}{2},f_2=\frac{1}{4}.$$
(230)
For these optimal values of the duty cycles, it is a simple matter to obtain analytical expressions for the atomic density profile in a given focal plane. For example, at the echo plane $`y=2L`$ ($`n=1,m=2`$) the parameters $`\alpha `$ and $`\beta `$ are equal $`1`$ and $`\frac{1}{2}`$, respectively, and the atomic density is given by
$`f(x,t_e)`$ $`=`$ $`{\displaystyle \frac{1}{8}}+{\displaystyle \frac{1}{4}}\{F(a_1,b_1)`$ (232)
$`+\theta (w{\displaystyle \frac{1}{2}})[F(0,b_0)+F(b_1,1)]\},`$
where $`w=\left\{\frac{x}{d_1}\right\}_F,b_{0,1}=w\frac{1}{2},a_1=w.`$ Using Eq. (224) one arrives at the atomic grating profile
$$f(x,t_e)=\frac{1}{4}\{\begin{array}{c}1+2w(12w),\text{ for }w<\frac{1}{2}\\ 32w(32w),\text{ for }w>\frac{1}{2}\end{array}.$$
(233)
Similar calculations leads to the atomic grating profiles
$$f(x,t_e)=\frac{1}{36}\{\begin{array}{c}9+2w(12w),\text{ for }w<\frac{1}{2}\\ 112w(32w),\text{ for }w>\frac{1}{2}\end{array}$$
(234)
at the focal plane $`y=\frac{3}{2}L,`$ where $`w=\left\{\frac{4x}{d_1}\right\}_F;`$
$$f(x,t_e)=\frac{1}{8}\{\begin{array}{c}1+w(12w),\text{ for }w<\frac{1}{2}\\ 2w(32w),\text{ for }w>\frac{1}{2}\end{array}$$
(234)
at the focal plane $`y=\frac{4}{3}L,`$ where $`w=\left\{\frac{3x}{d_1}\right\}_F;`$ and
$$f(x,t_e)=\frac{1}{100}\{\begin{array}{c}25+2w(12w),\text{ for }w<\frac{1}{2}\\ 272w(32w),\text{ for }w>\frac{1}{2}\end{array}$$
(235)
at the focal plane $`y=\frac{5}{4}L,`$ where $`w=\left\{\frac{8x}{d_1}\right\}_F.`$ These atomic density profiles are shown in Fig. 15. Since the optimal duty cycles (229, 230) correspond to the limit where the shadow effect vanishes, the density profiles (233) cannot be vestiges of the shadow effect. They must originate from matter-wave interference. One can compare the density profile (234), valid for distances $`L`$ between the MS larger than the Talbot distance, with that of Fig. 10 for $`LL_T`$ (Talbot-Lau effect).
## VII Conclusion
Atom interferometry is an emerging field of atomic, molecular and optical physics. In this review, we have focused on the scattering of atoms by one or more microfabricated structures (MS). We have seen that the scattering can be described in purely classical terms for characteristic length scales $`LL_T`$, where $`L_T`$ is the so-called Talbot length. For $`LL_T`$, a classical description of the atomic center-of-mass motion is no longer adequate. Our approach has relied on an interpretation of the phenomena in terms of the recoil an atom acquires when it is scattered from a MS. With this approach, we could make a connection with the theory of coherent transients, for which a rich literature has already been developed. We have considered both collimated beams (Talbot effect) and beams having large angular divergence (shadow effect, Talbot-Lau effect) and have allowed for a broad distribution of longitudinal velocities in the atomic beam (Talbot and Talbot-Lau effects in a thermal beam). The next step would be to extend our considerations to regimes corresponding to Bragg scattering and Fraunhofer diffraction, allowing for an analysis of atom interferometers which split atomic wave functions into nonoverlapping paths.
Scattering of atoms by MS shares both similarities and differences with scattering of atoms by standing-wave optical fields (SW). Similarities include a periodical recovery of the atomic interference pattern at multiples of the Talbot distance (36) \[or (146) for the Talbot-Lau effect\], a compression of the atomic gratings with respect to the periods of the MS or SW, spatial separation of the higher order atomic gratings in different focal planes, and splitting of the incident beam into an infinite set of scattered beams having momenta ($`p\pm n\mathrm{}k`$). The differences are due in large part to the nature of the scattering. The MS produce a piecewise continuous atomic density profile while the SW produce a smooth atomic density profile. As a result, the decrease in period relative to that of the classical shadow effect observed in the Talbot-Lau effect using MS does not occur for scattering by standing-wave fields. Moreover, the possibility of observing a Talbot-Lau effect caused entirely by matter-wave interference (see Fig. 12) does not occur for the smooth amplitude modulation by SW (Dubetsky and Berman, 1994). In the case of scattering by MS, the fact that the shadow effect does not give rise to atomic gratings in the focal plane $`y=2L`$ for MS having duty cycles $`f_i=\frac{1}{2},`$ is directly related to the stepwise amplitude modulation of the atomic beam produced by the MS, as is evident from Fig. 7.
For scattering by MS, the qualitative nature of the atomic density profile depends on the properties of the incident atomic beam. When one observes the Talbot effect using a monovelocity beam, the atomic gratings are discontinuous functions (see Fig. 3), but when one averages these gratings over longitudinal velocities, the atomic density is transformed into a piecewise continuous profile (compare with Fig. 14). Similarly, the shadow effect and Talbot-Lau effect atomic gratings (which are averaged over transverse velocities) are piecewise continuous, but they are transformed into profiles which are discontinuous only in the second derivative when averaged over longitudinal velocities (compare Figs. 10 and 15). These examples show that averaging over transverse or longitudinal velocities tends to smooth out the atomic density profiles.
It is clear that many of the situations analyzed in this chapter have direct applications to atom lithography. We can expect that future developments in this emerging field will incorporate many of the basic ideas which have been encountered in our discussion.
###### Acknowledgements.
We are pleased to acknowledge helpful discussions with J. L. Cohen and Yu. V. Rozhdestvensky. This material is based upon work supported by the U. S. Army Research office under grant number DAAH04-93-G-0503, by the National Science Foundation under grant PHY-9414020 and by the National Science Foundation through the Center for Ultrafast Optical Science under STC PHY 8920108.
##
A method for calculating the integral
$$h_{\left[\beta \right]_I}(w)=_0^1𝑑z\theta \left[\left\{\beta \right\}_F\left\{\alpha zw\right\}_F\right],$$
(236)
with $`0w1`$ is presented here. The function $`\theta `$ is the Heaviside step function and $`[a]_I`$ and $`\{a\}_F`$ refer to the integral and fractional parts of $`a`$. Depending on the values of the parameters $`\alpha ,`$ $`\beta `$ and $`w`$ the integrand in this equation can jump from $`0`$ to $`1`$ several times inside the range $`z[0,1].`$ The value of the integral is the total length of the intervals in this range where
$$\zeta \left(z\right)\left\{\alpha zw\right\}_F\left\{\beta \right\}_F.$$
(237)
To determine this length one needs to find the values of $`z`$ for which the function $`\left\{\alpha zw\right\}_F`$ equals $`0`$ and where it equals $`\left\{\beta \right\}_F.`$This function is shown in Fig. 16.
When $`\alpha zw=r1,`$ where $`r`$ is an integer, $`\zeta \left(z\right)=0,`$ i. e. zeros of $`\zeta \left(z\right)`$ are given by
$$z=a_r=\left(r1+w\right)/\alpha .$$
(238)
For $`z>`$ $`a_r`$ the function $`\zeta \left(z\right)`$ evolves as
$$\zeta \left(z\right)=\alpha \left(za_r\right)$$
(239)
and equals $`\left\{\beta \right\}_F`$ at the point
$$z=b_r=a_r+\frac{\left\{\beta \right\}_F}{\alpha }=(r1+w+\left\{\beta \right\}_F)/\alpha .$$
(240)
Since contributions to the integral (236) vanish unless $`a_r1`$ and $`b_r0`$ and since $`0w1`$, it follows from Eqs. (238, 240) that $`0r(1+[\alpha ]_I)`$. For the time being, we assume that $`\alpha >1`$.
All intervals $`[a_r,b_r]`$ totally or partially within the range $`[0,1]`$ contribute to the integral (236). Let us denote the contribution from the range $`[a_r,b_r]`$ by $`A_r`$ and the total value of the integral by
$$h_{\left[\beta \right]_I}(w)=\underset{r=0}{\overset{1+[\alpha ]_I}{}}A_r.$$
(241)
When $`a_r>0`$ and $`b_r<1`$ the interval $`[a_r,b_r]`$ lies entirely to the range $`[0,1]`$ and
$$A_r=b_ra_r=\frac{\left\{\beta \right\}_F}{\alpha };a_r>0\text{ and }b_r<1$$
(242)
When $`1>a_r>0`$ and $`b_r1`$, the maximum value of $`z`$ contributing to the integral (236) is $`z=1`$ and
$$A_r=1a_r;1>a_r>0\text{ and }b_r1$$
(243)
Similarly, for $`a_r<0`$ and $`0<b_r<1`$,
$$A_r=b_r;a_r<0\text{ and }0<b_r<1$$
(244)
and for $`b_r0`$,
$$A_r=0;\text{ }b_r0$$
(245)
For given $`r`$, $`\alpha `$, and $`\beta `$, the values of $`a_r`$ and $`b_r`$ can depend on $`w`$, giving rise to a dependence of $`h_{\left[\beta \right]_I}`$on $`w`$. Note that ($`b_ra_r)1`$, which follows from Eqs. (240) and the assumption that $`\alpha >1`$.
We first consider the range $`1r\left[\alpha \right]_I1`$, for which $`b_r<1`$ and $`a_r>0`$ for any $`w[0,1]`$. It then follows from Eq. (242) that the total contribution $`A^{}`$ to the integral (236) from the region $`[a_1,b_{\left[\alpha \right]_I1}]`$ is given by
$$A^{}=\underset{r=1}{\overset{[\alpha ]_I1}{}}A_r=\left\{\beta \right\}_F(\left[\alpha \right]_I1)/\alpha .$$
(246)
This contribution is independent of $`w`$ and represents a constant background term.
Since $`r[\alpha ]_I+1`$, the only remaining contributions to the integral can come from $`A_0,`$ $`A_{\left[\alpha \right]_I}`$ and $`A_{\left[\alpha \right]_I+1}`$. These terms depend on $`w`$ and represent the atomic gratings. Let us first consider $`A_0`$. If $`r=0`$, $`b_0=(1+w+\{\beta \}_F)/\alpha <1`$ and $`a_0=(1+w)/\alpha <0`$. It then follows from Eqs. (243, 244, 245) that
$$A_0=\{\begin{array}{cc}(w+\left\{\beta \right\}_F1)/\alpha ,& \text{for }w(1\{\beta \}_F)\overline{w}\\ 0& \text{for}w\overline{w}\end{array}.$$
(247)
We now turn our attention to $`A_{[\alpha ]_I}`$ and $`A_{\left[\alpha \right]_I+1}`$. It follows from Eq. (238) that $`a_{[\alpha ]_I}[0,1]`$. Only the points $`b_{\left[\alpha \right]_I},a_{\left[\alpha \right]_I+1},b_{\left[\alpha \right]_I+1}`$ can lie to the right of the range $`[0,1]`$, which occurs when
$`w`$ $``$ $`(\{\alpha \}_F+1\left\{\beta \right\}_F)w_1,`$ (248)
$`w`$ $``$ $`\left\{\alpha \right\}_Fw_2,`$ (249)
$`w`$ $``$ $`(\{\alpha \}_F\left\{\beta \right\}_F)w_3,`$ (250)
respectively. From Eqs. (243, 244, 245), one finds that $`A_{[\alpha ]_I}`$, and $`A_{\left[\alpha \right]_I+1}`$ are given by
$$A_{[\alpha ]}=\{\begin{array}{cc}b_{[\alpha ]_I}a_{[\alpha ]_I}=\{\beta \}_F/\alpha & w<w_1\\ 1a_{[\alpha ]_I}=\frac{\{\alpha \}_Fw+1}{\alpha }& w>w_1\end{array},$$
(251)
$$A_{[\alpha ]_I+1}=\{\begin{array}{cc}0& w>w_2\\ 1a_{[\alpha ]_I+1}=\frac{\{\alpha \}_Fw}{\alpha }& w_3<w<w_2\\ b_{[\alpha ]_I+1}a_{[\alpha ]_I+1}=\{\beta \}_F/\alpha & w<w_3\end{array}$$
(252)
In order to sum $`A_0`$, $`A_{[\alpha ]_I}`$, and $`A_{\left[\alpha \right]_I+1}`$ it is convenient to separate regions of $`\alpha `$ and $`\beta `$ according to the relative values of $`w_1,w_2,w_3`$and $`\overline{w}`$. Since
$$w_3w_2w_1,$$
(252)
$$w_3\overline{w}w_1,$$
(253)
and $`w_2=\left\{\alpha \right\}_F0`$ one can distinguish four cases
$$w_30\overline{w}w_2\text{;}\left[\left\{\beta \right\}_F\mathrm{max}(\left\{\alpha \right\}_F,1\left\{\alpha \right\}_F)\right],$$
(254)
$$w_30w_2\overline{w}\text{;}\left[\left\{\alpha \right\}_F\left\{\beta \right\}_F1\left\{\alpha \right\}_F\right],$$
(255)
$$0w_3\overline{w}w_2\text{;}\left[1\left\{\alpha \right\}_F\left\{\beta \right\}_F\left\{\alpha \right\}_F\right],$$
(256)
$$0w_3w_2\overline{w}\text{ ;}\left[\left\{\beta \right\}_F\mathrm{min}(\left\{\alpha \right\}_F,1\left\{\alpha \right\}_F)\right].$$
(257)
Consider, for example, the case (254) for the range of $`w`$ given by
$$0w\overline{w}.$$
(258)
For integer $`\beta `$ this corresponds to the entire range of allowed $`w`$, $`0w1`$. From Eqs. (247, 251, 252) one finds $`A_0=0`$, $`A_{\left[\alpha \right]_I}=\left\{\beta \right\}_F/\alpha `$, and $`A_{\left[\alpha \right]_I+1}=\left(\left\{\alpha \right\}_Fw\right)/\alpha `$. As a result, one finds that $`A\left(w\right)=A_0+A_{\left[\alpha \right]_I}+A_{\left[\alpha \right]_I+1}`$ is given by
$$A(w)=\left(\left\{\beta \right\}_F+\left\{\alpha \right\}_Fw\right)/\alpha .$$
(259)
By combining Eqs. (246, 259), one obtains
$$h_{\left[\beta \right]_I}\left(w\right)=\left(\left\{\beta \right\}_F\left[\alpha \right]_I+\left\{\alpha \right\}_Fw\right)/\alpha .$$
(260)
Even though Eq. (260) have been derived for $`\alpha 1`$, one can verify that it holds for arbitrary $`\alpha .`$
Other values of $`w`$ and other cases (255-257) can be considered in the same manner. As a result, one arrives at Eqs. (109, 110) of the text.
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# 1 Introduction. Basic definitions
## 1 Introduction. Basic definitions
In this paper, we deal with the problem of description of nonsingular pairs of compatible flat metrics for the general $`N`$-component case. We describe the scheme of the integrating the nonlinear equations describing nonsingular pairs of compatible flat metrics (or, in other words, nonsingular flat pencils of metrics). This scheme was announced in our previous paper . It is based on the reducing this problem to a special reduction of the Lamé equations and the using the Zakharov method of differential reductions in the dressing method (a version of the inverse scattering method).
We shall use both contravariant metrics $`g^{ij}(u)`$ with upper indices, where $`u=(u^1,\mathrm{},u^N)`$ are local coordinates, $`1i,jN`$, and covariant metrics $`g_{ij}(u)`$ with lower indices, $`g^{is}(u)g_{sj}(u)=\delta _j^i.`$ The indices of coefficients of the Levi–Civita connections $`\mathrm{\Gamma }_{jk}^i(u)`$ (the Riemannian connections generated by the corresponding metrics) and tensors of Riemannian curvature $`R_{jkl}^i(u)`$ are raised and lowered by the metrics corresponding to them:
$$\mathrm{\Gamma }_k^{ij}(u)=g^{is}(u)\mathrm{\Gamma }_{sk}^j(u),\mathrm{\Gamma }_{jk}^i(u)=\frac{1}{2}g^{is}(u)\left(\frac{g_{sk}}{u^j}+\frac{g_{js}}{u^k}\frac{g_{jk}}{u^s}\right),$$
$$R_{kl}^{ij}(u)=g^{is}(u)R_{skl}^j(u),R_{jkl}^i(u)=\frac{\mathrm{\Gamma }_{jl}^i}{u^k}+\frac{\mathrm{\Gamma }_{jk}^i}{u^l}\mathrm{\Gamma }_{pk}^i(u)\mathrm{\Gamma }_{jl}^p(u)+\mathrm{\Gamma }_{pl}^i(u)\mathrm{\Gamma }_{jk}^p(u).$$
###### Definition 1.1 (, )
Two contravariant flat metrics $`g_1^{ij}(u)`$ and $`g_2^{ij}(u)`$ are called compatible if any linear combination of these metrics
$$g^{ij}(u)=\lambda _1g_1^{ij}(u)+\lambda _2g_2^{ij}(u),$$
(1.1)
where $`\lambda _1`$ and $`\lambda _2`$ are arbitrary constants such that $`det(g^{ij}(u))0`$, is also a flat metric and the coefficients of the corresponding Levi–Civita connections are related by the same linear formula:
$$\mathrm{\Gamma }_k^{ij}(u)=\lambda _1\mathrm{\Gamma }_{1,k}^{ij}(u)+\lambda _2\mathrm{\Gamma }_{2,k}^{ij}(u).$$
(1.2)
We shall also say in this case that the metrics $`g_1^{ij}(u)`$ and $`g_2^{ij}(u)`$ form a flat pencil.
###### Definition 1.2 ()
Two contravariant metrics $`g_1^{ij}(u)`$ and $`g_2^{ij}(u)`$ of constant Riemannian curvature $`K_1`$ and $`K_2`$, respectively, are called compatible if any linear combination of these metrics
$$g^{ij}(u)=\lambda _1g_1^{ij}(u)+\lambda _2g_2^{ij}(u),$$
(1.3)
where $`\lambda _1`$ and $`\lambda _2`$ are arbitrary constants such that $`det(g^{ij}(u))0`$, is a metric of constant Riemannian curvature $`\lambda _1K_1+\lambda _2K_2`$ and the coefficients of the corresponding Levi–Civita connections are related by the same linear formula:
$$\mathrm{\Gamma }_k^{ij}(u)=\lambda _1\mathrm{\Gamma }_{1,k}^{ij}(u)+\lambda _2\mathrm{\Gamma }_{2,k}^{ij}(u).$$
(1.4)
We shall also say in this case that the metrics $`g_1^{ij}(u)`$ and $`g_2^{ij}(u)`$ form a pencil of metrics of constant Riemannian curvature.
###### Definition 1.3 ()
Two Riemannian or pseudo-Riemannian contravariant metrics $`g_1^{ij}(u)`$ and $`g_2^{ij}(u)`$ are called compatible if for any linear combination of these metrics
$$g^{ij}(u)=\lambda _1g_1^{ij}(u)+\lambda _2g_2^{ij}(u),$$
(1.5)
where $`\lambda _1`$ and $`\lambda _2`$ are arbitrary constants such that $`det(g^{ij}(u))0`$, the coefficients of the corresponding Levi–Civita connections and the components of the corresponding tensors of Riemannian curvature are related by the same linear formula:
$$\mathrm{\Gamma }_k^{ij}(u)=\lambda _1\mathrm{\Gamma }_{1,k}^{ij}(u)+\lambda _2\mathrm{\Gamma }_{2,k}^{ij}(u),$$
(1.6)
$$R_{kl}^{ij}(u)=\lambda _1R_{1,kl}^{ij}(u)+\lambda _2R_{2,kl}^{ij}(u).$$
(1.7)
We shall also say in this case that the metrics $`g_1^{ij}(u)`$ and $`g_2^{ij}(u)`$ form a pencil of metrics.
###### Definition 1.4 ()
Two Riemannian or pseudo-Riemannian contravariant metrics $`g_1^{ij}(u)`$ and $`g_2^{ij}(u)`$ are called almost compatible if for any linear combination of these metrics (1.5) relation (1.6) is fulfilled.
###### Definition 1.5
Two Riemannian or pseudo-Riemannian metrics $`g_1^{ij}(u)`$ and $`g_2^{ij}(u)`$ are called nonsingular pair of metrics if the eigenvalues of this pair of metrics, that is, the roots of the equation
$$det(g_1^{ij}(u)\lambda g_2^{ij}(u))=0,$$
(1.8)
are distinct.
These definitions are motivated by the theory of compatible Poisson brackets of hydrodynamic type. In the case if the metrics $`g_1^{ij}(u)`$ and $`g_2^{ij}(u)`$ are flat, that is, $`R_{1,jkl}^i(u)=R_{2,jkl}^i(u)=0,`$ relation (1.7) is equivalent to the condition that an arbitrary linear combination of the flat metrics $`g_1^{ij}(u)`$ and $`g_2^{ij}(u)`$ is also a flat metric and Definition 1.3 is equivalent to the well-known definition of a flat pencil of metrics or, in other words, a compatible pair of local nondegenerate Poisson structures of hydrodynamic type (see also ). In the case if the metrics $`g_1^{ij}(u)`$ and $`g_2^{ij}(u)`$ are metrics of constant Riemannian curvature $`K_1`$ and $`K_2`$, respectively, that is,
$$R_{1,kl}^{ij}(u)=K_1(\delta _k^i\delta _l^j\delta _l^i\delta _k^j),R_{2,kl}^{ij}(u)=K_2(\delta _k^i\delta _l^j\delta _l^i\delta _k^j),$$
relation (1.7) gives the condition that an arbitrary linear combination of the metrics $`g_1^{ij}(u)`$ and $`g_2^{ij}(u)`$ (1.5) is a metric of constant Riemannian curvature $`\lambda _1K_1+\lambda _2K_2`$ and Definition 1.3 is equivalent to Definition 1.1 of a pencil of metrics of constant Riemannian curvature or, in other words, a compatible pair of the corresponding nonlocal Poisson structures of hydrodynamic type which were introduced and studied by the author and Ferapontov in . Compatible metrics of more general type correspond to compatible pairs of nonlocal Poisson structures of hydrodynamic type which were introduced and studied by Ferapontov in . They arise, for example, if we shall use a recursion operator generated by a pair of compatible Poisson structures of hydrodynamic type and determining, as is well-known, an infinite sequence of corresponding Poisson structures.
## 2 Compatible local Poisson structures of <br>hydrodynamic type (a brief survey)
The local homogeneous Poisson bracket of the first order, that is, the Poisson bracket of the form
$$\{u^i(x),u^j(y)\}=g^{ij}(u(x))\delta _x(xy)+b_k^{ij}(u(x))u_x^k\delta (xy),$$
(2.1)
where $`u^1,\mathrm{},u^N`$ are local coordinates on a certain smooth $`N`$-dimensional manifold $`M`$, is called a local Poisson structure of hydrodynamic type or Dubrovin–Novikov structure . Here, $`u^i(x),1iN,`$ are functions (fields) of a single independent variable $`x`$, and the coefficients $`g^{ij}(u)`$ and $`b_k^{ij}(u)`$ of bracket (2.1) are smooth functions on $`M`$.
In other words, for arbitrary functionals $`I[u]`$ and $`J[u]`$ on the space of fields $`u^i(x),1iN,`$ a bracket of the form
$$\{I,J\}=\frac{\delta I}{\delta u^i(x)}\left(g^{ij}(u(x))\frac{d}{dx}+b_k^{ij}(u(x))u_x^k\right)\frac{\delta J}{\delta u^j(x)}𝑑x$$
(2.2)
is defined and it is required that this bracket is a Poisson bracket, that is, it is skew-symmetric:
$$\{I,J\}=\{J,I\},$$
(2.3)
and satisfies the Jocobi identity
$$\{\{I,J\},K\}+\{\{J,K\},I\}+\{\{K,I\},J\}=0$$
(2.4)
for arbitrary functionals $`I[u]`$, $`J[u]`$ and $`K[u]`$. The skew-symmetry (2.3) and the Jacobi identity (2.4) impose very strict conditions on the coefficients $`g^{ij}(u)`$ and $`b_k^{ij}(u)`$ of bracket (2.2) (these conditions will be considered below).
The local Poisson structures of hydrodynamic type (2.1) were introduced and studied by Dubrovin and Novikov in . In this paper, they proposed a general Hamiltonian approach to the so-called homogeneous systems of hydrodynamic type, that is, to evolutionary quasilinear systems of first-order partial differential equations
$$u_t^i=V_j^i(u)u_x^j$$
(2.5)
that corresponds to structures (2.1).
This Hamiltonian approach was motivated by the study of the equations of Euler hydrodynamics and the Whitham averaging equations that describe the evolution of slowly modulated multiphase solutions of partial differential equations .
Local bracket (2.2) is called nondegenerate if $`det(g^{ij}(u))0`$. For general nondegenerate brackets of form (2.2), Dubrovin and Novikov proved the following important theorem.
###### Theorem 2.1 (Dubrovin, Novikov )
If $`det(g^{ij}(u))0`$, then bracket (2.2) is a Poisson bracket, that is, it is skew-symmetric and satisfies the Jacobi identity if and only if
* $`g^{ij}(u)`$ is an arbitrary flat pseudo-Riemannian contravariant metric (a metric of zero Riemannian curvature),
* $`b_k^{ij}(u)=g^{is}(u)\mathrm{\Gamma }_{sk}^j(u),`$ where $`\mathrm{\Gamma }_{sk}^j(u)`$ is the Riemannian connection generated by the contravariant metric $`g^{ij}(u)`$ (the Levi–Civita connection).
Consequently, for any local nondegenerate Poisson structure of hydrodynamic type, there always exist local coordinates $`v^1,\mathrm{},v^N`$ (flat coordinates of the metric $`g^{ij}(u)`$) in which the coefficients of the brackets are constant:
$$\stackrel{~}{g}^{ij}(v)=\eta ^{ij}=\mathrm{const},\stackrel{~}{\mathrm{\Gamma }}_{jk}^i(v)=0,\stackrel{~}{b}_k^{ij}(v)=0,$$
(2.6)
that is, the bracket has the constant form
$$\{I,J\}=\frac{\delta I}{\delta v^i(x)}\eta ^{ij}\frac{d}{dx}\frac{\delta J}{\delta v^j(x)}𝑑x,$$
(2.7)
where $`(\eta ^{ij})`$ is a nondegenerate symmetric constant matrix:
$$\eta ^{ij}=\eta ^{ji},\eta ^{ij}=\mathrm{const},det(\eta ^{ij})0.$$
On the other hand, as early as 1978, Magri proposed a bi-Hamiltonian approach to the integration of nonlinear systems . This approach demonstrated that the integrability is closely related to the bi-Hamiltonian property, that is, to the property of a system to have two compatible Hamiltonian representations. As was shown by Magri in , compatible Poisson brackets generate integrable hierarchies of systems of differential equations. Therefore, the description of compatible Poisson structures is very urgent and important problem in the theory of integrable systems. In particular, for a system, the bi-Hamiltonian property generates recurrent relations for the conservation laws of this system.
Beginning from , quite extensive literature (see, for example, and the necessary references therein) has been devoted to the bi-Hamiltonian approach and to the construction of compatible Poisson structures for many specific important equations of mathematical physics and field theory. As far as the problem of description of sufficiently wide classes of compatible Poisson structures of defined special types is concerned, apparently the first such statement was considered in , (see also , ). In those papers, the present author posed and completely solved the problem of description of all compatible local scalar first-order and third-order Poisson brackets, that is, all Poisson brackets given by arbitrary scalar first-order and third-order ordinary differential operators. These brackets generalize the well-known compatible pair of the Gardner–Zakharov–Faddeev bracket , (first-order bracket) and the Magri bracket (third-order bracket) for the Korteweg–de Vries equation.
In the case of homogeneous systems of hydrodynamic type, many integrable systems possess compatible Poisson structures of hydrodynamic type. The problems of description of these structures for particular systems and numerous examples were considered in many papers (see, for example, ). In particular, in Nutku studied a special class of compatible two-component Poisson structures of hydrodynamic type and the related bi-Hamiltonian hydrodynamic systems. In Ferapontov classified all two-component homogeneous systems of hydrodynamic type possessing three compatible local Poisson structures of hydrodynamic type.
In the general form, the problem of description of flat pencil of metrics (or, in other words, compatible nondegenerate local Poisson structures of hydrodynamic type) was considered by Dubrovin in , in connection with the construction of important examples of such flat pencils of metrics, generated by natural pairs of flat metrics on the spaces of orbits of Coxeter groups and on other Frobenius manifolds and associated with the corresponding quasi-homogeneous solutions of the associativity equations. In the theory of Frobenius manifolds introduced and studied by Dubrovin , (they correspond to two-dimensional topological field theories), a key role is played by flat pencils of metrics, possessing a number of special additional (and very strict) properties (they satisfy the so-called quasi-homogeneity property). In addition, in Dubrovin proved that the theory of Frobenius manifolds is equivalent to the theory quasi-homogeneous compatible nondegenerate Poisson structures of hydrodynamic type. The general problem of compatible nondegenerate local Poisson structures was also considered by Ferapontov in .
The author’s papers are devoted to the general problem of classification of local Poisson structures of hydrodynamic type, to integrable nonlinear systems which describe such compatible Poisson structures and to special reductions connected with the associativity equations.
###### Definition 2.1 (Magri )
Two Poisson brackets $`\{,\}_1`$ and $`\{,\}_2`$ are called compatible if an arbitrary linear combination of these Poisson brackets
$$\{,\}=\lambda _1\{,\}_1+\lambda _2\{,\}_2,$$
(2.8)
where $`\lambda _1`$ and $`\lambda _2`$ are arbitrary constants, is also always a Poisson bracket. In this case, one can say also that the brackets $`\{,\}_1`$ and $`\{,\}_2`$ form a pencil of Poisson brackets.
Correspondingly, the problem of description of compatible nondegenerate local Poisson structures of hydrodynamic type is pure differential-geometric problem of description of flat pencils of metrics (see , ).
In , Dubrovin presented all the tensor relations for the general flat pencils of metrics. First, we introduce the necessary notation. Let $`_1`$ and $`_2`$ be the operators of covariant differentiation given by the Levi–Civita connections $`\mathrm{\Gamma }_{1,k}^{ij}(u)`$ and $`\mathrm{\Gamma }_{2,k}^{ij}(u)`$, generated by the metrics $`g_1^{ij}(u)`$ and $`g_2^{ij}(u)`$, respectively. The indices of the covariant differentials are raised and lowered by the corresponding metrics: $`_1^i=g_1^{is}(u)_{1,s}`$, $`_2^i=g_2^{is}(u)_{2,s}`$. Consider the tensor
$$\mathrm{\Delta }^{ijk}(u)=g_1^{is}(u)g_2^{jp}(u)\left(\mathrm{\Gamma }_{2,ps}^k(u)\mathrm{\Gamma }_{1,ps}^k(u)\right),$$
(2.9)
introduced by Dubrovin in , .
###### Theorem 2.2 (Dubrovin , )
If metrics $`g_1^{ij}(u)`$ and $`g_2^{ij}(u)`$ form a flat pencil, then there exists a vector field $`f^i(u)`$ such that the tensor $`\mathrm{\Delta }^{ijk}(u)`$ and the metric $`g_1^{ij}(u)`$ have the form
$$\mathrm{\Delta }^{ijk}(u)=_2^i_2^jf^k(u),$$
(2.10)
$$g_1^{ij}(u)=_2^if^j(u)+_2^jf^i(u)+cg_2^{ij}(u),$$
(2.11)
where $`c`$ is a certain constant, and the vector field $`f^i(u)`$ satisfies the equations
$$\mathrm{\Delta }_s^{ij}(u)\mathrm{\Delta }_l^{sk}(u)=\mathrm{\Delta }_s^{ik}(u)\mathrm{\Delta }_l^{sj}(u),$$
(2.12)
where
$$\mathrm{\Delta }_k^{ij}(u)=g_{2,ks}(u)\mathrm{\Delta }^{sij}(u)=_{2,k}_2^if^j(u),$$
(2.13)
and
$$(g_1^{is}(u)g_2^{jp}(u)g_2^{is}(u)g_1^{jp}(u))_{2,s}_{2,p}f^k(u)=0.$$
(2.14)
Conversely, for the flat metric $`g_2^{ij}(u)`$ and the vector field $`f^i(u)`$ that is a solution of the system of equations (2.12) and (2.14), the metrics $`g_2^{ij}(u)`$ and (2.11) form a flat pencil.
The proof of this theorem immediately follows from the relations that are equivalent to the fact that the metrics $`g_1^{ij}(u)`$ and $`g_2^{ij}(u)`$ form a flat pencil and are considered in flat coordinates of the metric $`g_2^{ij}(u)`$ , .
In my paper , an explicit and simple criterion of compatibility for two Poisson structures of hydrodynamic type is formulated, that is, it is shown what explicit form is sufficient and necessary for the Poisson structures of hydrodynamic type to be compatible.
For the moment, we are able to formulate such explicit general criterion only namely in terms of Poisson structures but not in terms of metrics as in Theorem 2.2.
###### Lemma 2.1 ()
(An explicit criterion of compatibility for Poisson structures of hydrodynamic type) Any local Poisson structure of hydrodynamic type $`\{I,J\}_2`$ is compatible with the constant nondegenerate Poisson bracket (2.7) if and only if it has the form
$$\{I,J\}_2=\frac{\delta I}{\delta v^i(x)}\left(\left(\eta ^{is}\frac{h^j}{v^s}+\eta ^{js}\frac{h^i}{v^s}\right)\frac{d}{dx}+\eta ^{is}\frac{^2h^j}{v^sv^k}v_x^k\right)\frac{\delta J}{\delta v^j(x)}𝑑x,$$
(2.15)
where $`h^i(v),1iN,`$ are smooth functions defined on a certain neighbourhood.
We do not require in Lemma 2.1 that the Poisson structure of hydrodynamic type $`\{I,J\}_2`$ is nondegenerate. Besides, it is important to note that this statement is local.
In 1995, in the paper , Ferapontov proposed an approach to the problem on flat pencils of metrics, which is motivated by the theory of recursion operators, and formulated the following theorem as a criterion of compatibility of nondegenerate local Poisson structures of hydrodynamic type:
###### Theorem 2.3 ()
Two local nondegenerate Poisson structures of hydrodynamic type given by flat metrics $`g_1^{ij}(u)`$ and $`g_2^{ij}(u)`$ are compatible if and only if the Nijenhuis tensor of the affinor $`v_j^i(u)=g_1^{is}(u)g_{2,sj}(u)`$ vanishes, that is,
$$N_{ij}^k(u)=v_i^s(u)\frac{v_j^k}{u^s}v_j^s(u)\frac{v_i^k}{u^s}+v_s^k(u)\frac{v_i^s}{u^j}v_s^k\frac{v_j^s}{u^i}=0.$$
(2.16)
Besides, it is noted in the remark in that if the spectrum of $`v_j^i(u)`$ is simple, the vanishing of the Nijenhuis tensor implies the existence of coordinates $`R^1,\mathrm{},R^N`$ for which all the objects $`v_j^i(u)`$, $`g_1^{ij}(u)`$, $`g_2^{ij}(u)`$ become diagonal. Moreover, in these coordinates the $`i`$th eigenvalue of $`v_j^i(u)`$ depends only on the coordinate $`R^i`$. In the case when all the eigenvalues are nonconstant, they can be introduced as new coordinates. In these new coordinates $`\stackrel{~}{v}_j^i(R)=\mathrm{diag}(R^1,\mathrm{},R^N)`$, $`\stackrel{~}{g}_2^{ij}(R)=\mathrm{diag}(g^1(R),\mathrm{},g^N(R))`$, $`\stackrel{~}{g}_1^{ij}(R)=\mathrm{diag}(R^1g^1(R),\mathrm{},R^Ng^N(R))`$.
Unfortunately, as is shown in , in the general case the Theorem 2.3 is not true and, correspondingly, it is not a criterion of compatibility of flat metrics. Generally speaking, compatibility of flat metrics does not follow from the vanishing of the corresponding Nijenhuis tensor. The corresponding counterexamples were presented in . In the general case, as it was shown in , the Theorem 2.3 is actually a criterion of almost compatibility of flat metrics that does not guarantee compatibility of the corresponding nondegenerate local Poisson structures of hydrodynamic type. But if the spectrum of $`v_j^i(u)`$ is simple, that is, all the eigenvalues are distinct, then the Theorem 2.3 is not only true but also can be essentially generalized for the case of arbitrary compatible Riemannian or pseudo-Riemannian metrics, in particular, for the especially important cases in the theory of systems of hydrodynamiic type, namely, the cases of metrics of constant Riemannian curvature or the metrics generating the general nonlocal Poisson structures of hydrodynamic type (see ).
In particular, the following general theorem is proved in :
###### Theorem 2.4 ()
An arbitrary nonsingular pair of metrics is compatible if and only if there exist local coordinates $`u=(u^1,\mathrm{},u^N)`$ such that $`g_2^{ij}(u)=g^i(u)\delta ^{ij}`$ and $`g_1^{ij}(u)=f^i(u^i)g^i(u)\delta ^{ij},`$ where $`f^i(u^i),`$ $`i=1,\mathrm{},N,`$ are arbitrary functions of single variables (of course, in the case of nonsingular pair of metrics, these functions are not equal to each other if they are constants and they are not equal identically to zero).
In this paper, we consider only the case of nonsingular pairs of flat metrics. In this case the approach of Ferapontov and Theorem 2.3 are absolutely correct.
## 3 Equations for nonsingular pairs of <br>compatible flat metrics
Let us consider here the problem on nonsingular pairs of compatible flat metrics. It follows from Theorem 2.3 and Theorem 2.4 that it is sufficient to classify flat metrics of the form $`g_2^{ij}(u)=g^i(u)\delta ^{ij}`$ and $`g_1^{ij}(u)=f^i(u^i)g^i(u)\delta ^{ij},`$ where $`f^i(u^i),`$ $`i=1,\mathrm{},N,`$ are arbitrary functions of single variables.
The problem of description of diagonal flat metrics, that is, flat metrics $`g_2^{ij}(u)=g^i(u)\delta ^{ij},`$ is a classical problem of differential geometry. This problem is equivalent to the problem of description of curvilinear orthogonal coordinate systems in a pseudo-Euclidean space and it was studied in detail and mainly solved in the beginning of the 20th century (see ). Locally, such coordinate systems are determined by $`n(n1)/2`$ arbitrary functions of two variables (see , ). Recently, Zakharov showed that the Lamé equations describing curvilinear orthogonal coordinate systems can be integrated by the inverse scattering method (see also an algebraic-geometric approach in ).
###### Theorem 3.1
Nonsingular pairs of compatible flat metrics are described by the following integrable nonlinear systems which are the special reductions of the Lamé equations:
$$\frac{\beta _{ij}}{u^k}=\beta _{ik}\beta _{kj},ij,ik,jk,$$
(3.1)
$$\frac{\beta _{ij}}{u^i}+\frac{\beta _{ji}}{u^j}+\underset{si,sj}{}\beta _{si}\beta _{sj}=0,ij,$$
(3.2)
$$\sqrt{f^i(u^i)}\frac{\left(\sqrt{f^i(u^i)}\beta _{ij}\right)}{u^i}+\sqrt{f^j(u^j)}\frac{\left(\sqrt{f^j(u^j)}\beta _{ji}\right)}{u^j}+\underset{si,sj}{}f^s(u^s)\beta _{si}\beta _{sj}=0,ij,$$
(3.3)
where $`f^i(u^i),`$ $`i=1,\mathrm{},N,`$ are the given arbitrary functions of single variables.
The equations (3.1) and (3.2) are the famous Lamé equations and the equation (3.3) defines a nontrivial nonlinear differential reduction of the Lamé equations. Such types of differential reductions for Lamé equations were also studied by Zakharov and the Zakharov method can be applied successfully to our problem.
Consider the conditions of flatness for the diagonal metrics $`g_2^{ij}(u)=g^i(u)\delta ^{ij}`$ and $`g_1^{ij}(u)=f^i(u^i)g^i(u)\delta ^{ij},`$ where $`f^i(u^i),`$ $`i=1,\mathrm{},N,`$ are arbitrary functions of the given single variables (but these functions are not equal to zero identically).
Recall that for any diagonal metric $`\mathrm{\Gamma }_{jk}^i(u)=0`$ if all the indices $`i,j,k`$ are distinct. Correspondingly, $`R_{kl}^{ij}(u)=0`$ if all the indices $`i,j,k,l`$ are distinct. Besides, as a result of the well-known symmetries of the tensor of Riemannian curvature we have:
$$R_{kl}^{ii}(u)=R_{kk}^{ij}(u)=0,$$
$$R_{il}^{ij}(u)=R_{li}^{ij}(u)=R_{li}^{ji}(u)=R_{il}^{ji}(u).$$
Thus, it is sufficient to consider the condition $`R_{kl}^{ij}(u)=0`$ (the condition of the flatness for a metric) only for the following components of the tensor of Riemannian curvature: $`R_{il}^{ij}(u)`$, where $`ij,`$ $`il`$.
For any diagonal metric $`g_2^{ij}(u)=g^i(u)\delta ^{ij}`$ we have
$$\mathrm{\Gamma }_{2,ik}^i(u)=\mathrm{\Gamma }_{2,ki}^i(u)=\frac{1}{2g^i(u)}\frac{g^i}{u^k},\mathrm{for}\mathrm{any}i,k;$$
$$\mathrm{\Gamma }_{2,jj}^i(u)=\frac{1}{2}\frac{g^i(u)}{(g^j(u))^2}\frac{g^j}{u^i},ij.$$
$`R_{2,il}^{ij}(u)=g^i(u)R_{2,iil}^j(u)=`$
$`g^i(u)\left({\displaystyle \frac{\mathrm{\Gamma }_{2,il}^j}{u^i}}+{\displaystyle \frac{\mathrm{\Gamma }_{2,ii}^j}{u^l}}{\displaystyle \underset{s=1}{\overset{N}{}}}\mathrm{\Gamma }_{2,si}^j(u)\mathrm{\Gamma }_{2,il}^s(u)+{\displaystyle \underset{s=1}{\overset{N}{}}}\mathrm{\Gamma }_{2,sl}^j(u)\mathrm{\Gamma }_{2,ii}^s(u)\right).`$ (3.4)
It is necessary to consider separately two different cases.
1) $`jl`$.
$`R_{2,il}^{ij}(u)=g^i(u)\left({\displaystyle \frac{\mathrm{\Gamma }_{2,ii}^j}{u^l}}\mathrm{\Gamma }_{2,ii}^j(u)\mathrm{\Gamma }_{2,il}^i(u)+\mathrm{\Gamma }_{2,jl}^j(u)\mathrm{\Gamma }_{2,ii}^j(u)+\mathrm{\Gamma }_{2,ll}^j(u)\mathrm{\Gamma }_{2,ii}^l(u)\right)=`$
$`{\displaystyle \frac{1}{2}}g^i(u){\displaystyle \frac{}{u^l}}\left({\displaystyle \frac{g^j(u)}{(g^i(u))^2}}{\displaystyle \frac{g^i}{u^j}}\right)+{\displaystyle \frac{1}{4}}{\displaystyle \frac{g^j(u)}{(g^i(u))^2}}{\displaystyle \frac{g^i}{u^j}}{\displaystyle \frac{g^i}{u^l}}`$
$`{\displaystyle \frac{1}{4g^i(u)}}{\displaystyle \frac{g^i}{u^j}}{\displaystyle \frac{g^j}{u^l}}+{\displaystyle \frac{1}{4}}{\displaystyle \frac{g^j(u)}{g^i(u)g^l(u)}}{\displaystyle \frac{g^l}{u^j}}{\displaystyle \frac{g^i}{u^l}}=0.`$ (3.5)
Introducing the standard classic notation
$`g^i(u)={\displaystyle \frac{1}{(H_i(u))^2}},ds^2={\displaystyle \underset{i=1}{\overset{N}{}}}(H_i(u))^2(du^i)^2,`$ (3.6)
$`\beta _{ik}(u)={\displaystyle \frac{1}{H_i(u)}}{\displaystyle \frac{H_k}{u^i}},ik,`$ (3.7)
where $`H_i(u)`$ are the Lamé coefficients and $`\beta _{ik}(u)`$ are the rotation coefficients, we obtain that equations (3.5) are equivalent to the equations
$$\frac{^2H_i}{u^ju^k}=\frac{1}{H_j(u)}\frac{H_i}{u^j}\frac{H_j}{u^k}+\frac{1}{H_k(u)}\frac{H_k}{u^j}\frac{H_i}{u^k}$$
(3.8)
or, equivalently, to equations (3.1).
2) $`j=l`$.
$`R_{2,ij}^{ij}(u)=g^i(u)({\displaystyle \frac{\mathrm{\Gamma }_{2,ij}^j}{u^i}}+{\displaystyle \frac{\mathrm{\Gamma }_{2,ii}^j}{u^j}}\mathrm{\Gamma }_{2,ii}^j(u)\mathrm{\Gamma }_{2,ij}^i(u)`$
$`\mathrm{\Gamma }_{2,ji}^j(u)\mathrm{\Gamma }_{2,ij}^j(u)+{\displaystyle \underset{s=1}{\overset{N}{}}}\mathrm{\Gamma }_{2,sj}^j(u)\mathrm{\Gamma }_{2,ii}^s(u))=`$
$`{\displaystyle \frac{1}{2}}g^i(u){\displaystyle \frac{}{u^i}}\left({\displaystyle \frac{1}{g^j(u)}}{\displaystyle \frac{g^j}{u^i}}\right)+{\displaystyle \frac{1}{2}}g^i(u){\displaystyle \frac{}{u^j}}\left({\displaystyle \frac{g^j(u)}{(g^i(u))^2}}{\displaystyle \frac{g^i}{u^j}}\right)+{\displaystyle \frac{1}{4}}{\displaystyle \frac{g^j(u)}{(g^i(u))^2}}{\displaystyle \frac{g^i}{u^j}}{\displaystyle \frac{g^i}{u^j}}`$
$`{\displaystyle \frac{1}{4}}{\displaystyle \frac{g^i(u)}{(g^j(u))^2}}{\displaystyle \frac{g^j}{u^i}}{\displaystyle \frac{g^j}{u^i}}+{\displaystyle \frac{1}{4g^j(u)}}{\displaystyle \frac{g^j}{u^i}}{\displaystyle \frac{g^i}{u^i}}{\displaystyle \underset{si}{}}{\displaystyle \frac{1}{4}}{\displaystyle \frac{g^s(u)}{g^i(u)g^j(u)}}{\displaystyle \frac{g^j}{u^s}}{\displaystyle \frac{g^i}{u^s}}=0.`$ (3.9)
Equations (3.9) are equivalent to the equations
$$\frac{}{u^i}\left(\frac{1}{H_i(u)}\frac{H_j}{u^i}\right)+\frac{}{u^j}\left(\frac{1}{H_j(u)}\frac{H_i}{u^j}\right)+\underset{si,sj}{}\frac{1}{(H_s(u))^2}\frac{H_i}{u^s}\frac{H_j}{u^s},ij,$$
(3.10)
or, equivalently, to equations (3.2).
The condition that the metric $`g_1^{ij}(u)=f^i(u^i)g^i(u)\delta ^{ij}`$ is also flat gives exactly $`n(n1)/2`$ additional equations (3.3) which are linear with respect to the given functions $`f^i(u^i)`$. Note that, in this case, components (3.5) of tensor of Riemannian curvature automatically vanish. And the vanishing of components (3.9) gives the corresponding $`n(n1)/2`$ equations.
Actually, for the metric $`g_1^{ij}(u)=f^i(u^i)g^i(u)\delta ^{ij},`$ we have
$$\stackrel{~}{H}_i(u)=\frac{H_i(u)}{\sqrt{f^i(u^i)}},\stackrel{~}{\beta }_{ik}(u)=\frac{\sqrt{f^i(u^i)}}{\sqrt{f^k(u^k)}}\left(\frac{1}{H_i(u)}\frac{H_k}{u^i}\right)=\frac{\sqrt{f^i(u^i)}}{\sqrt{f^k(u^k)}}\beta _{ik}(u).$$
(3.11)
Respectively, equations (3.1) are also fulfilled for the rotation coefficients $`\stackrel{~}{\beta }_{ik}(u)`$ and equations (3.2) for them give equation (3.3).
In particular, in the case $`N=2`$ this completely solves the problem of description of nonsingular pairs of compatible flat metrics . In the next section we give their complete description.
## 4 Two-component compatible flat metrics
We present here the complete description of nonsingular pairs of two-component compatible flat metrics (see also , , , where an integrable four-component homogeneous system of hydrodynamic type, describing all the two-component compatible flat metrics, was derived and investigated).
It is shown above that for any nonsingular pair of two-component compatible metrics $`g_1^{ij}(u)`$ and $`g_2^{ij}(u)`$ there always exist local coordinates $`u^1,\mathrm{},u^N`$ such that
$$(g_2^{ij}(u))=\left(\begin{array}{cc}\frac{\epsilon ^1}{(b^1(u))^2}& 0\\ 0& \frac{\epsilon ^2}{(b^2(u))^2}\end{array}\right),(g_1^{ij}(u))=\left(\begin{array}{cc}\frac{\epsilon ^1f^1(u^1)}{(b^1(u))^2}& 0\\ 0& \frac{\epsilon ^2f^2(u^2)}{(b^2(u))^2}\end{array}\right),$$
(4.1)
where $`\epsilon ^i=\pm 1,i=1,2;`$ $`b^i(u)`$ and $`f^i(u^i),i=1,2,`$ are arbitrary nonzero functions of the corresponding single variables.
###### Lemma 4.1
An arbitrary diagonal metric $`g_2^{ij}(u)`$ (4.1) is flat if and only if the functions $`b^i(u),`$ $`i=1,2,`$ are solutions of the following linear system:
$$\frac{b^2}{u^1}=\epsilon ^1\frac{F}{u^2}b^1(u),\frac{b^1}{u^2}=\epsilon ^2\frac{F}{u^1}b^2(u),$$
(4.2)
where $`F(u)`$ is an arbitrary function.
###### Theorem 4.1 ()
The metrics $`g_1^{ij}(u)`$ and $`g_2^{ij}(u)`$ (4.1) form a flat pencil of metrics if and only if the functions $`b^i(u),i=1,2,`$ are solutions of the linear system (4.2), where the function $`F(u)`$ is a solution of the following linear equation:
$$2\frac{^2F}{u^1u^2}(f^1(u^1)f^2(u^2))+\frac{F}{u^2}\frac{df^1(u^1)}{du^1}\frac{F}{u^1}\frac{df^2(u^2)}{du^2}=0.$$
(4.3)
In the case, if the eigenvalues of the pair of the metrics $`g_1^{ij}(u)`$ and $`g_2^{ij}(u)`$ are not only distinct but also are not constants, we can always choose local coordinates such that $`f^1(u^1)=u^1,`$ $`f^2(u^2)=u^2`$ (see also remark in ). In this case, equation (4.3) has the form
$$2\frac{^2F}{u^1u^2}(u^1u^2)+\frac{F}{u^2}\frac{F}{u^1}=0.$$
(4.4)
Let us continue this recurrent procedure for the metrics $`G_{n+1}^{ij}(u)=v_j^i(u)G_n^{ij}(u)`$ with the help of the affinor $`v_j^i(u)=u^i\delta _j^i.`$
###### Theorem 4.2 ()
Three metrics
$$(G_n^{ij}(u))=\left(\begin{array}{cc}\frac{\epsilon ^1(u^1)^n}{(b^1(u))^2}& 0\\ 0& \frac{\epsilon ^2(u^2)^n}{(b^2(u))^2}\end{array}\right),n=0,1,2,$$
(4.5)
form a flat pencil of metrics (pairwise compatible) if and only if the functions $`b^i(u),i=1,2,`$ are solutions of the linear system (4.2), where
$$F(u)=c\mathrm{ln}(u^1u^2),$$
(4.6)
$`c`$ is an arbitrary constant. Already the metric $`G_3^{ij}(u)`$ is flat only in the most trivial case, when $`c=0,`$ and, respectively, $`b^1=b^1(u^1),`$ $`b^2=b^2(u^2)`$.
The metric $`G_3^{ij}(u)`$ is a metric of nonzero constant Riemannian curvature $`K0`$ (in this case, the metrics $`G_n^{ij},`$ $`n=0,1,2,3,`$ form a pencil of metrics of constant Riemannian curvature) if and only if
$$(b^1(u))^2=(b^2(u))^2=\frac{\epsilon ^2}{4K}(u^1u^2),\epsilon ^1=\epsilon ^2,c=\pm \frac{1}{2}.$$
(4.7)
## 5 Compatible flat metrics and the Zakharov method of differential reductions
Recall very briefly the Zakharov method of the integrating the Lamé equations (3.1) and (3.2) .
We should choose a matrix function $`F_{ij}(s,s^{},u)`$ and solve the integral equation
$$K_{ij}(s,s^{},u)=F_{ij}(s,s^{},u)+_s^{\mathrm{}}\underset{l}{}K_{il}(s,q,u)F_{lj}(q,s^{},u)dq.$$
(5.1)
Then we obtain a one-parameter family of solutions of the Lamé equations by the formula
$$\beta _{ij}(s,u)=K_{ji}(s,s,u).$$
(5.2)
In particular, if $`F_{ij}(s,s^{},u)=f_{ij}(su^i,s^{}u^j),`$ where $`f_{ij}(x,y)`$ is an arbitrary matrix function of two variables, then formula (5.2) produces solutions of equations (3.1). To satisfy equations (3.2), Zakharov proposed to impose on the “dressing matrix function” $`F_{ij}(su^i,s^{}u^j)`$ a certain additional differential relation. If $`F_{ij}(su^i,s^{}u^j)`$ satisfy the Zakharov differential relation, then the rotation coefficients $`\beta _{ij}(u)`$ satisfy additionally equations (3.2).
###### Lemma 5.1
If both the function $`F_{ij}(su^i,s^{}u^j)`$ and the function
$$\stackrel{~}{F}_{ij}(su^i,s^{}u^j)=\frac{\sqrt{f^j(u^js^{})}}{\sqrt{f^i(u^is)}}F_{ij}(su^i,s^{}u^j)$$
(5.3)
satisfy the Zakharov differential relation, then the corresponding rotation coefficients $`\beta _{ij}(u)`$ (5.2) satisfy both equations (3.2) and (3.3).
Actually, if $`K_{ij}(s,s^{},u)`$ is the solution of the integral equation (5.1) corresponding to the function $`F_{ij}(su^i,s^{}u^j)`$, then
$$\stackrel{~}{K}_{ij}(s,s^{},u)=\frac{\sqrt{f^j(u^js^{})}}{\sqrt{f^i(u^is)}}K_{ij}(s,s^{},u)$$
(5.4)
is the solution of (5.1) corresponding to function (5.3). It is simple to prove multiplying the integral equation (5.1) by $`\sqrt{f^j(u^js^{})}/\sqrt{f^i(u^is)}:`$
$$\stackrel{~}{K}_{ij}(s,s^{},u)=\stackrel{~}{F}_{ij}(su^i,s^{}u^j)+_s^{\mathrm{}}\underset{l}{}\stackrel{~}{K}_{il}(s,q,u)\stackrel{~}{F}_{lj}(qu^l,s^{}u^j)dq.$$
(5.5)
Then both $`\stackrel{~}{\beta }_{ij}(s,u)=\stackrel{~}{K}_{ji}(s,s,u)`$ and $`\beta _{ij}(s,u)=K_{ji}(s,s,u)`$ satisfy the Lamé equations (3.1) and (3.2). Besides, we have
$$\stackrel{~}{\beta }_{ij}(s,u)=\stackrel{~}{K}_{ji}(s,s,u)=\frac{\sqrt{f^i(u^is)}}{\sqrt{f^j(u^js)}}K_{ji}(s,s,u)=\frac{\sqrt{f^i(u^is)}}{\sqrt{f^j(u^js)}}\beta _{ij}(s,u).$$
(5.6)
Thus, in this case the rotation coefficients $`\beta _{ij}(u)`$ satisfy exactly all the equations (3.1)–(3.3), that is, they generate the corresponding compatible flat metrics.
The Zakharov differential reduction can be written as follows :
$$\frac{F_{ij}(s,s^{},u)}{s^{}}+\frac{F_{ji}(s^{},s,u)}{s}=0.$$
(5.7)
Thus, to resolve them for the matrix function $`F_{ij}(su^i,s^{}u^j)`$, we can introduce $`n(n1)/2`$ arbitrary functions of two variables $`\mathrm{\Phi }(x,y),`$ $`i<j`$, and put for $`i<j`$
$`F_{ij}(su^i,s^{}u^j)={\displaystyle \frac{\mathrm{\Phi }_{ij}(su^i,s^{}u^j)}{s}},`$
$`F_{ji}(su^i,s^{}u^j)={\displaystyle \frac{\mathrm{\Phi }_{ij}(s^{}u^i,su^j)}{s}},`$ (5.8)
and
$$F_{ii}(su^i,s^{}u^j)=\frac{\mathrm{\Phi }_{ii}(su^i,s^{}u^i)}{s},$$
(5.9)
where $`\mathrm{\Phi }_{ii}(x,y)`$, $`i=1,\mathrm{},N,`$ are arbitrary skew-symmetric functions:
$$\mathrm{\Phi }_{ii}(x,y)=\mathrm{\Phi }_{ii}(y,x),$$
(5.10)
see .
For the function
$$\stackrel{~}{F}_{ij}(su^i,s^{}u^j)=\frac{\sqrt{f^j(u^js^{})}}{\sqrt{f^i(u^is)}}F_{ij}(su^i,s^{}u^j)$$
(5.11)
the Zakharov differential relation (5.7) gives exactly $`n(n1)/2`$ linear partial differential equations of the second order for $`n(n1)/2`$ functions $`\mathrm{\Phi }_{ij}(su^i,s^{}u^j)`$ of two variables:
$$\frac{}{s^{}}\left(\frac{\sqrt{f^j(u^js^{})}}{\sqrt{f^i(u^is)}}\frac{\mathrm{\Phi }_{ij}(su^i,s^{}u^j)}{s}\right)\frac{}{s}\left(\frac{\sqrt{f^i(u^is)}}{\sqrt{f^j(u^js^{})}}\frac{\mathrm{\Phi }_{ij}(su^i,s^{}u^j)}{s^{}}\right)$$
(5.12)
or, equivalently,
$`2{\displaystyle \frac{^2\mathrm{\Phi }_{ij}(su^i,s^{}u^j)}{u^iu^j}}\left(f^i(u^is)f^j(u^js^{})\right)+`$
$`{\displaystyle \frac{\mathrm{\Phi }_{ij}(su^i,s^{}u^j)}{u^j}}{\displaystyle \frac{df^i(u^is)}{du^i}}{\displaystyle \frac{\mathrm{\Phi }_{ij}(su^i,s^{}u^j)}{u^i}}{\displaystyle \frac{df^j(u^js^{})}{du^j}}=0.`$ (5.13)
It is interesting that all these equations (5.13) for functions $`\mathrm{\Phi }_{ij}(su^i,s^{}u^j)`$ are the same and coincide with the corresponding single equation (4.3) for the two-component case.
Besides, for $`n`$ functions $`\mathrm{\Phi }_{ii}(su^i,s^{}u^i)`$ we have also $`n`$ linear partial differential equations of the second order from the Zakharov differential relation (5.7):
$$\frac{}{s^{}}\left(\frac{\sqrt{f^i(u^is^{})}}{\sqrt{f^i(u^is)}}\frac{\mathrm{\Phi }_{ii}(su^i,s^{}u^i)}{s}\right)+\frac{}{s}\left(\frac{\sqrt{f^i(u^is)}}{\sqrt{f^i(u^is^{})}}\frac{\mathrm{\Phi }_{ii}(s^{}u^i,su^i)}{s^{}}\right)$$
(5.14)
or, equivalently,
$`2{\displaystyle \frac{^2\mathrm{\Phi }_{ii}(su^i,s^{}u^i)}{ss^{}}}\left(f^i(u^is)f^i(u^is^{})\right)`$
$`{\displaystyle \frac{\mathrm{\Phi }_{ii}(su^i,s^{}u^i)}{s}}{\displaystyle \frac{df^i(u^is^{})}{ds^{}}}+{\displaystyle \frac{\mathrm{\Phi }_{ii}(su^i,s^{}u^i)}{s^{}}}{\displaystyle \frac{df^i(u^is)}{ds}}=0.`$ (5.15)
Centre for Nonlinear Studies,
L.D.Landau Institute for Theoretical Physics,
Russian Academy of Sciences,
ul. Kosygina, 2,
Moscow, 117940 Russia
e-mail: mokhov@genesis.mi.ras.ru, mokhov@landau.ac.ru
Department of Mathematics,
University of Paderborn,
Paderborn, Germany
e-mail: mokhov@uni-paderborn.de
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# Invited Paper presented at 3rd International Symposium on TRI–PP–00–18 Symmetries in Subatomic Physics, Adelaide, March 13–17 April 2000 Constraints on a Parity-even/Time-Reversal-odd Interaction 1footnote 11footnote 1Work supported in part by the Natural Sciences and Engineering Research Council of Canada.
## Introduction
Time-reversal-invariance non-conservation has for the first time been unequivocally demonstrated in a direct measurement in the CPLEAR experiment. The experiment measured the difference in the transition probabilities $`P(\overline{K}^0K^0)`$ and $`P(K^0\overline{K}^0)`$. Assuming CPT conservation but allowing for a possible breaking of the $`\mathrm{\Delta }`$S = $`\mathrm{\Delta }`$Q rule, the result obtained for $`A_T`$
$`A_T={\displaystyle \frac{R(\overline{K}^0K^0)R(K^0\overline{K}^0)}{R(\overline{K}^0K^0)+R(K^0\overline{K}^0)}}=[6.6\pm 1.3(\mathrm{stat}.)\pm 1.0(\mathrm{syst}.)]\times 10^3`$ (1)
is in good agreement with the measure of CP violation in neutral kaon decay. A more recent reported result is a large asymmetry in the distribution of $`K_L\pi ^+\pi ^{}e^+e^{}`$ events in the CP-odd/T-odd angle $`\varphi `$ between the decay planes of the $`\pi ^+\pi ^{}`$ and $`e^+e^{}`$ pairs in the $`K_L`$ centre of mass system. The overall asymmetry found was \[13.6 $`\pm `$ 2.5(stat.)$`\pm `$ 1.2(syst.)\]%. The question then is: what is the situation with regard to time-reversal-invariance in systems other than the kaon system?
Tests of time-reversal-invariance can be distinguished as belonging to two classes: the first one deals with P-odd/T-odd interactions, while the second one deals with P-even/T-odd interactions (assuming CPT conservation this implies C-conjugation non-conservation). But it should be noted that constraints on these two classes of interactions are not independent since the effects due to P-odd/T-odd interactions may also be produced by P-even/T-odd interactions in conjunction with Standard Model parity violating radiative corrections. The latter can occur at the $`10^7`$ level and consequently could present a limit on the constraint of a P-even/T-odd interaction, derived from experiment. Limits on a P-odd/T-odd interaction follow from measurements of the electric dipole moment of the neutron (which currently stands at $`<6\times 10^{26}`$ e.cm \[95% C.L.\]). This provides a limit on a P-odd/T-odd pion-nucleon coupling constant which is less than $`10^4`$ times the weak interaction strength. Measurements of <sup>129</sup>Xe and <sup>199</sup>Hg ($`<8\times 10^{28}`$ e.cm \[95% C.L.\]) give similar constraints. \[see Ref. 3\]
Experimental limits on a P-even/T-odd interaction are much less stringent. Following the standard approach of describing the nucleon-nucleon interaction in terms of meson exchanges, it can be shown that only charged rho-meson exchange and A<sub>1</sub>-meson exchange can lead to a P-even/T-odd interaction. The better constraints stem from measurements of the electric dipole moment of the neutron and next from measurements of charge symmetry breaking in neutron-proton ($`n`$-$`p`$) elastic scattering. All other experiments, like gamma decay experiments , detailed balance experiments , polarization - analyzing power difference measurements , and five-fold correlation experiments with polarized incident nucleons and aligned nuclear targets , have been shown to be at least an order of magnitude less sensitive. Haxton, Hoering, and Musolf have deduced constraints on a P-even/T-odd interaction from nucleon, nuclear, and atomic electric dipole moments with the better constraint coming from the electric dipole moment of the neutron. In terms of a ratio to the strong rho-meson nucleon coupling constant, they deduced for the P-even/T-odd rho-meson nucleon coupling: $`|\overline{g_\rho }|<0.53\times 10^3\times |f_\pi ^{\mathrm{DDH}}/f_\pi ^{\mathrm{meas}.}|`$. But the ratio of the theoretical to the experimental value of $`f_\pi `$ may be as large as 15! However, constraints derived from one-loop contributions to the electric dipole moment of the neutron exceed the two-loop limits by more than an order of magnitude and are much more stringent. However, a translation in terms of coupling strengths in the hadronic sector still needs to be made.
It is very difficult to accommodate a P-even/T-odd interaction in the Standard Model. It requires C-conjugation non-conservation, which cannot be introduced at the first generation quark level. It can neither be introduced into the gluon self-interaction. Consequently, one needs to consider C-conjugation non-conservation between quarks of different generations and/or between interacting fields.
## Charge Symmetry Breaking in Neutron Proton Elastic Scattering
Charge symmetry breaking (CSB) in neutron-proton elastic scattering manifests itself as a non-zero difference of the neutron $`(A_n)`$ and proton $`(A_p)`$ analyzing powers, $`\mathrm{\Delta }A=A_nA_p=2\times [\mathrm{Re}(b^{}f)+\mathrm{Im}(c^{}h)]/\sigma _0`$ . Here the complex amplitude $`f`$ is charge symmetry breaking, while the complex amplitude $`h`$ is both charge symmetry breaking and time-reversal-invariance non-conserving. The complex amplitudes $`b`$ and $`c`$ belong to the usual five $`n`$-$`p`$ scattering amplitudes and $`\sigma _0`$ is the unpolarized differential cross section. The three precision experiments performed (at TRIUMF at 477 MeV and at 347 MeV , and at IUCF at 183 MeV ) have unambiguously shown that charge symmetry is broken and that the results for $`\mathrm{\Delta }A`$ at the zero-crossing angle of the average analyzing power are very well reproduced by meson exchange model calculations (see Fig. 1). A P-even/T-odd interaction produces a term in the scattering amplitude which is simultaneously charge symmetry breaking (the complex amplitude $`h`$ in the expression above). Thus, Simonius deduced an upper limit on a P-even/T-odd CSB interaction from a comparison of the experimental results with the theoretical predictions for the three $`n`$-$`p`$ CSB experiments. The upper limit so derived is $`|\overline{g}_\rho |<6.7\times 10^3`$ \[95% C.L.\]. This is therefore comparable to the upper limit deduced from the electric dipole moment of the neutron, taking present experimental limits of $`f_\pi `$, and is considerably lower than the limits inferred from direct tests of a P-even/T-odd interaction. For instance the detailed balance experiments give a limit of $`|\overline{g}_\rho |<2.5\times 10^1`$ \[see Ref. 8\], while measurements of the five-fold correlation parameter $`A_{y,xz}`$ in polarized neutron transmission through nuclear spin-aligned <sup>165</sup>Ho give a limit of $`|\overline{g}_\rho |<5.9\times 10^2`$ even though the measured value of $`A_{y,xz}`$ was $`(8.6\pm 7.7)\times 10^6`$. It is effectively only the valence proton in <sup>165</sup>Ho which contributes to $`A_{y,xz}`$. Even though it is inconceivable in the Standard Model to account for a P-even/T-odd interaction, there is a need to clarify the experimental situation by providing a better experimental result.
Such an experimental constraint may be provided by an improved upper limit on the electric dipole moment of the neutron. In fact a new measurement with a sensitivity of $`4\times 10^{28}`$ e.cm has been proposed at the Los Alamos Neutron Science Center. Performing an improved $`n`$-$`p`$ elastic scattering CSB experiment also appears to be a very attractive possibility. One can calculate with a great deal of confidence the contributions to CSB due to one-photon exchange and due to the $`n`$-$`p`$ mass difference affecting charge one-pion and rho-meson exchange. Furthermore, one can select an energy where the $`\rho ^{}\omega `$ meson mixing contribution changes sign at the same angle where the average of the analyzing powers $`A_n`$ and $`A_p`$ changes sign and therefore does not contribute to $`\mathrm{\Delta }A`$. This occurs at a neutron energy of 320 MeV and is caused by the particular interplay of the $`n`$-$`p`$ phase shifts and the form of the spin/isospin operator connected with the $`\rho ^{}\omega `$ mixing term. But also the one-photon exchange term changes sign at about the same angle at 320 MeV. The contribution due to two-pion exchange with an intermediate $`\mathrm{\Delta }`$ is expected to be less than one tenth of the overall CSB effect, essentially determining an upper limit on the theoretical uncertainty (see Fig. 2). It has been shown that simultaneous $`\gamma `$-$`\pi `$ exchanges can only contribute to $`\mathrm{\Delta }A`$ through second order processes and can therefore be neglected. Also the effects of inelasticity are negligibly small at 320 MeV. It appears therefore well within reach to reduce the theoretical uncertainty in the comparison of experiment and theory. Subtracting the calculated $`\mathrm{\Delta }A`$ from the measured $`\mathrm{\Delta }A`$ permits establishing an upper limit on a P-even/T-odd/CSB interaction.
In the TRIUMF CSB experiments polarized neutrons were scattered from unpolarized protons and vice versa. The polarized (or unpolarized) neutron beam was obtained using the ($`p,n`$) reaction with a 369 (and 497) MeV polarized (or unpolarized) proton beam incident on a 0.20 m long LD<sub>2</sub> target. At these energies one makes use of the large sideways-to-sideways polarization transfer coefficient $`r_t`$ at 9 in the lab. The only difference in obtaining the polarized and unpolarized 347 MeV neutron beams was turning off the pumping laser light in the optically pumped polarized ion source (OPPIS). The polarized proton target was of the frozen spin type with butanol beads as target material. The same target after depolarization was used as the unpolarized proton target. Great care was taken that the two interleaved phases of the experiments were performed with identical beam and target parameters except for the polarization states. At 347 MeV scattered neutrons and recoiling protons were detected in coincidence in the c.m. angular range 53.4 to 86.9 degrees in two left-right symmetric detector systems. Rather than measuring $`A_n`$ and $`A_p`$ directly (which would limit the accuracy attainable by not having polarization calibration standards of the required precision), the zero-crossings of $`A_n`$ and $`A_p`$ were determined by fitting the partial angular distributions with polynomials, deduced/. from $`np`$ phase shift analyses. The difference $`\mathrm{\Delta }A`$ followed then by multiplying the difference in the zero-crossing angles by the average slope of the analyzing powers (the experiment measured the slope of $`A_p`$ at the zero-crossing angle, which is a good approximation for the average slope at the zero-crossing angle and introduces a negligible error). The execution of the experiments depended on a great deal of simultaneous monitoring and online control measurements. Both the statistical and systematic errors, obtained in the 347 MeV experiment, can be considerably improved upon (by a factor three to four). With the OPPIS developments which have taken place in the intervening years and with a biased Na-ionizer cell it will be possible to obtain up to 50 $`\mu `$A of 342 MeV 80% polarized proton beam incident on the neutron production target (a factor of 50 increase in neutron beam intensity at 320 MeV over the previous 347 MeV CSB experiment). In addition various systematic error reducing improvements can be introduced in the experimental arrangements and procedures. Such an experiment would constitute a measurement of CSB in $`n`$-$`p`$ elastic scattering of unprecedented precision of great value on its own and would simultaneously provide a greatly improved upper limit on a P-even/T-odd interaction.
## Particle Decays
Searches for P-even/T-odd interactions are also made in particle decays, e.g., in the decay $`\mu ^+e^+\nu _e\overline{\nu }_\mu `$ and in the decay $`K^+\mu ^+\pi ^0\nu _\mu `$. A non-zero value of the muon polarization transverse to the decay plane would be an indication of time-reversal-invariance non-conservation. An experiment to measure the first decay is presently being executed at PSI. Several experiments have been performed to measure the transverse muon polarization in both neutral and charged kaon decay. There is a unique feature to the transverse muon polarization in that it does not have contributions from the Standard Model at tree level and that higher order effects are of order $`10^6`$. When only one charged particle is present in the final state, a final state interaction, which can mimic a time-reversal-invariance breaking effect, is greatly reduced and is estimated to occur only at the same level of $`10^6`$. The more recent effort of measuring the time-reversal-invariance non-conserving transverse muon polarization is being done at KEK using a stopped $`K^+`$ beam. The experiment reported a result for P<sub>T</sub> = -0.0042 $`\pm `$ 0.0049(stat.) $`\pm `$ 0.0009(syst.), based on the data taken in 1996 and 1997, which translates into a value of Im$`\xi `$ = -0.013 $`\pm `$ 0.016(stat.) $`\pm `$ 0.003(syst.). The quantity $`\xi `$ is defined as the ratio of two form factors, $`f_+(q^2)`$ and $`f_{}(q^2)`$, in the K<sub>μ3</sub> decay. Im$`\xi `$ must be equal to zero for time-reversal-invariance to hold. With the data already in hand and with the approved data taking time, it is anticipated to arrive at a statistical error of $`\pm `$0.008 in Im$`\xi `$. The best previous experimental limits were obtained with both neutral and charged kaons at the BNL-AGS. A combination of both experimental results provided a limit on the imaginary part of the hadron form factor, Im$`\xi `$ = -0.010 $`\pm `$ 0.019. A new search for the time-reversal-invariance non-conserving transverse muon polarization with in-flight decays of $`K^+\mu ^+\pi ^0\nu _\mu `$ was proposed at the BNL-AGS. It was intended to obtain a sensitivity to the transverse muon polarization of $`\pm `$0.00013, corresponding to a sensitivity to Im$`\xi `$ of $`\pm `$0.0007. Similar searches for the time-reversal-invariance non-conserving transverse $`\tau `$ polarization in B semileptonic decays, $`BM\tau \nu _\tau `$ are under consideration. Significant transverse $`\tau `$ lepton polarizations have been predicted. Clearly, a non-zero value of the transverse muon polarization in $`K_{\mu 3}`$ decay, or of the $`\tau `$ lepton in semi-leptonic $`B`$ decays would constitute evidence for new physics.
## Summary
The searches made so far for a P-even/T-odd interaction have resulted in only very modest constraints on such an interaction. Most promising are the continued efforts to measure the electric dipole moment of the neutron and secondly charge symmetry breaking in neutron-proton elastic scattering at around 320 MeV. But also measurements of transverse lepton polarizations in $`\mu `$, $`K`$, and $`B`$ decays have the potential to set better experimental limits on a P-even/T-odd interaction.
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# 1 Introduction
## 1 Introduction
The mass generation mechanisms for electroweak gauge bosons and for fermions are among the most prominent mysteries in contemporary high energy physics. In the standard model (SM) and its supersymmetric extensions, elementary scalar doublets of the SU(2)<sub>L</sub> interactions are responsible for the mass generation. Yet there is no explanation for the scalar-fermion Yukawa couplings. On the other hand, if there is no light Higgs boson found in the next generation of collider experiments, then the interactions among the longitudinal vector bosons would become strong at a scale of $`𝒪`$(1 TeV) and new dynamics must set in . The fact that the top-quark mass is very close to the electroweak scale ($`m_tv/\sqrt{2}`$) is rather suggestive: there may be a common origin for electroweak symmetry breaking and top-quark mass generation. Much theoretical work has been carried out recently in connection to the top quark and the electroweak sector .
Due to the Goldstone boson equivalence theorem (ET) , the longitudinal gauge bosons ($`W_L^\pm ,Z_L`$) resemble the Goldstone modes ($`w^\pm ,z`$) at energies much larger than their mass $`M_W`$ and thus faithfully reflect the nature of the electroweak symmetry breaking (EWSB). To study the EWSB sector in connection with the top quark, a sensitive probe is to produce a top quark via longitudinal gauge boson scattering
$`W_L^+W_L^{},Z_LZ_Lt\overline{t},`$ (1)
$`W_L^\pm Z_Lt\overline{b},\overline{t}b.`$ (2)
These processes will receive significant enhancement if there are underlying resonances in this sector that couple to both Goldstone bosons and the top quark. In particular, it is interesting to note that both a scalar (Higgs-like) resonance and a vector (techni-rho-like $`\rho ^0`$) resonance would contribute to $`W_L^+W_L^{}t\overline{t}`$ in process (1); while only a vector (techni-rho-like $`\rho ^\pm `$) resonance would significantly enhance process (2).
These processes can be effectively realized at high energy lepton colliders via nearly collinear gauge boson radiation
$`e^+e^{}\nu \overline{\nu }W_L^{}W_L^{}\nu \overline{\nu }t\overline{t},`$ (3)
$`e^+e^{}e\nu W_L^{}Z_L^{}e\nu tb,`$ (4)
where $`e\nu tb`$ generically denotes $`e^{}\overline{\nu }t\overline{b}`$ and $`e^+\nu \overline{t}b`$. Within the effective $`W`$-boson approximation (EWA) , the $`t\overline{t}`$ production of Eq. (1) was first calculated in Ref. and then in Ref. . In the approach of an electroweak effective Lagrangian, they were studied in Ref. . A full evaluation of the SM diagrams was performed for $`t\overline{t}`$ production at a 1.5 TeV linear collider and at a multi-TeV muon collider . Effects on $`W_L^+W_L^{}t\overline{t}`$ from other strongly interacting dynamics were recently discussed in .
In this paper, we carry out a comprehensive evaluation for processes (3) and (4) within and beyond the SM. In Sec. 2, we first formulate the effective interactions for a strongly-interacting electroweak sector (SEWS) including the heavy top quark (Top-SEWS). We parameterize the sector in a (relatively) model-independent way by introducing a heavy scalar or a heavy vector to unitarize (up to a few TeV) the universal low-energy amplitudes . We also comment on the current low-energy constraints on this sector. In Sec. 3, we perform detailed numerical analyses for the Top-SEWS signal and the SM backgrounds. We present our results at an $`e^+e^{}`$ linear collider with a center-of-mass energy $`\sqrt{s}=1.5`$ and also illustrate some results at a lepton collider with CM energy of 4 TeV. We find that the future high energy lepton colliders have substantial potential to explore the Top-SEWS sector to great precision. Section 4 contains our conclusions. Some useful formulae are presented in Appendix A.
## 2 Effective Interactions in the Top-SEWS Sector
### 2.1 Low Energy Amplitudes
The low energy behavior of the scattering amplitudes for the processes $`V_LV_Lq\overline{q}`$ is determined by symmetry, and is the same in all models in which the electroweak symmetry is broken by a strong interaction. If we parameterize the scale of this strong interaction with the mass of its lightest resonance $`M_R`$, then in the region where $`m_W\sqrt{s}M_R`$, the amplitudes are dominated by the low energy theorems (LET). These low energy theorems can be obtained in a simple manner with the use of the Goldstone-boson equivalence theorem as in Refs. .
The framework for a model-independent analysis is that of effective Lagrangians. Within this framework, the low energy amplitudes arise from the lowest dimension operator one can construct that respects the symmetries of the standard model. The non-renormalizable effective Lagrangian responsible for the low energy interactions of the would-be Goldstone bosons $`w^\pm ,z`$ is given by
$$=\frac{v^2}{4}\mathrm{Tr}\left(_\mu U^{}^\mu U\right)$$
(5)
where $`U=\mathrm{exp}(iw^i\tau _i/v)`$ , with $`\mathrm{Tr}\tau _i\tau _j=2\delta _{ij}`$ and $`v246`$ GeV. The minimal interactions between third generation fermions and the would-be Goldstone bosons are those of the standard model in the limit $`M_H\mathrm{}`$ and can be found, for example, in Refs. . We work in the limit $`m_b=0`$ and find (for terms with up to two $`w^\pm ,z`$),
$$=i\frac{m_t}{v}z\overline{t}\gamma _5t+\frac{im_t}{\sqrt{2}v}\left(w^+\overline{t}(1\gamma _5)bw^{}\overline{b}(1+\gamma _5)t\right)+\frac{m_t}{v^2}\overline{t}t\left(w^+w^{}+\frac{1}{2}zz\right).$$
(6)
As a benchmark we will consider the low energy amplitudes (LET) defined as the dominant terms in the limits $`M_W(\sqrt{s},m_t)(M_R,4\pi v)`$. Taking the scattering angle $`\theta `$ to be that between the momentum of the $`w^{}`$ (or $`z`$) and the top quark in the center of mass frame, we find for the neutral channels,
$`_{}^{++}{}_{LET}{}^{}(wwt\overline{t})`$ $`=`$ $`_{}^{}{}_{LET}{}^{}(wwt\overline{t})={\displaystyle \frac{m_t\sqrt{s}}{v^2}}\beta _t`$ (7)
$`_{}^{\pm }{}_{LET}{}^{}(wwt\overline{t})`$ $`=`$ $`{\displaystyle \frac{m_t^2}{v^2}}{\displaystyle \frac{(1\pm \beta _t)\mathrm{sin}\theta }{1+\beta _t\mathrm{cos}\theta 2m_t^2/s}}`$
$`_{}^{++}{}_{LET}{}^{}(zzt\overline{t})`$ $`=`$ $`_{}^{}{}_{LET}{}^{}(zzt\overline{t})={\displaystyle \frac{m_t\sqrt{s}}{v^2}}\beta _t`$
$`_{}^{\pm }{}_{LET}{}^{}(zzt\overline{t})`$ $`=`$ $`{\displaystyle \frac{m_t^2}{v^2}}{\displaystyle \frac{\mathrm{sin}\theta }{1+\beta _t\mathrm{cos}\theta }},`$
where $`\beta _t=(14m_t^2/s)^{1/2}`$.
For the charged $`wzt\overline{b}`$ channel we define the angle $`\theta `$ between the momentum of the $`z`$ and the top quark in the center of mass frame, to obtain
$`_{}^{++}{}_{LET}{}^{}(w^+zt\overline{b})`$ $`=`$ $`{\displaystyle \frac{\sqrt{2}m_t^3}{v^2\sqrt{s}}}{\displaystyle \frac{\beta _m(1+\mathrm{cos}\theta )}{[\beta _m^2(1\mathrm{cos}\theta )+2m_t^2/s]}}`$
$`_{}^{+}{}_{LET}{}^{}(w^+zt\overline{b})`$ $`=`$ $`{\displaystyle \frac{\sqrt{2}m_t^2}{v^2}}{\displaystyle \frac{\beta _m\mathrm{sin}\theta }{[\beta _m^2(1\mathrm{cos}\theta )+2m_t^2/s]}}.`$ (8)
In writing these equations we took $`M_W=m_b=0`$, and $`\beta _m=(1m_t^2/s)^{1/2}`$. We present some details in Appendix A.
The low energy amplitude for the process $`wwt\overline{t}`$ in Eq. (7) grows linearly with energy and violates partial wave unitarity at an energy $`\sqrt{s_{ww}}3`$ TeV . Similarly, the low energy amplitude for the process $`wwww`$ violates unitarity around 1.2 TeV . The energy scale at which these violations of unitarity take place can be interpreted as the scale at which new physics must come into play. For our present purpose, the new physics that restores unitarity will be either a scalar or a vector resonance and we discuss these two cases in the next two sections. To maintain a model-independent discussion, we introduce the resonances through effective (non-renormalizable) low energy Lagrangians. Therefore, after inclusion of the resonance, the partial wave amplitudes will still violate unitarity at higher energies. We will adjust the couplings of the resonances so that violation of unitarity does not occur until a scale between 2 and 5 TeV. With this prescription, we describe the phenomenology of a resonance which is the dominant dynamical feature of a strongly interacting electroweak symmetry breaking sector (SEWS) below 2 TeV.
### 2.2 Scalar Resonance
The interactions between the standard model gauge bosons and a generic scalar resonance $`S`$, have been considered in Ref. . The leading order effective Lagrangian for these interactions contains two free parameters: the resonance mass $`M_S`$ and a coupling constant $`g_S`$ that can be traded for the width of the new resonance into $`W`$ and $`Z`$ pairs. The effective Lagrangian for the scalar resonance and its interactions with the $`w^\pm ,z`$ is given by
$$=\frac{1}{2}_\mu S^\mu S\frac{1}{2}M_S^2S^2+\frac{1}{2}g_svS\mathrm{Tr}\left(_\mu U^{}^\mu U\right)$$
(9)
from which one obtains that,
$$\mathrm{\Gamma }_{Sww}=\frac{3}{32\pi }\frac{g_S^2M_S^3}{v^2}.$$
(10)
With $`g_S=1`$, Eq. (10) reproduces the width of the standard model Higgs boson.
It is straightforward to compute the amplitudes for $`wwww`$ scattering in this model. They are obtained from the Lagrangians, Eqs. (5) and (9). For example we find,
$$A(w^+w^{}zz)=\frac{s}{v^2}\frac{s(1g_S^2)M_S^2}{sM_S^2}.$$
(11)
All the other channels can be obtained from this one by using custodial $`SU(2)`$ and crossing symmetries . From Eq. (11), we can see that the choice $`g_S=1`$ reproduces the standard model amplitude. In this case, the amplitude takes a constant value at high energies as corresponds to the renormalizable standard model. If $`g_S1`$, however, the amplitude grows with energy violating unitarity at some point. To study this issue, we construct the $`I=0,J=0`$ partial wave amplitude,
$`a_0^0(s)`$ $`=`$ $`{\displaystyle \frac{\mathrm{\Gamma }_{Sww}}{g_S^2M_S}}{\displaystyle \frac{s}{sM_S^2+i\mathrm{\Gamma }_{Sww}\frac{s}{M_S}}}\left(1+{\displaystyle \frac{s}{M_S^2}}(g_S^21)\right)`$ (12)
$`+`$ $`{\displaystyle \frac{\mathrm{\Gamma }_{Sww}}{3g_S^2M_S}}\left({\displaystyle \frac{s}{M_S^2}}(g_S^21)2g_S^2\left[1{\displaystyle \frac{M_S^2}{s}}\mathrm{log}\left(1+{\displaystyle \frac{s}{M_S^2}}\right)\right]\right).`$
To obtain this result we have introduced a scalar-resonance width into the $`s`$-channel Higgs propagator according to the prescription of Ref. ,
$$\frac{1}{sM_S^2}\frac{1+i\frac{\mathrm{\Gamma }}{M_S}}{sM_S^2+i\mathrm{\Gamma }\frac{s}{M_S}}.$$
(13)
which produces a well behaved amplitude both near the resonance and at high energy.<sup>*</sup><sup>*</sup>* Both a constant width and an energy dependent width for a heavy scalar (with mass near 1 TeV) produce undesirable features . We thank S. Willenbrock for pointing out reference .
We first look at this result in the region above the resonance, and near the limit of validity of the effective theory. For $`\sqrt{s}M_S`$, Eq. (12) reduces to
$$a_0^0(s)=(1g_S^2)\frac{s}{16\pi v^2}\frac{5}{3}\frac{\mathrm{\Gamma }_{Sww}}{M_S}$$
(14)
Once again, we see that $`g_S=1`$ reproduces the standard model result, in which the unitarity condition becomes a constraint on the Higgs boson mass . The first term shows how, for $`g_S1`$, the model corresponds to a non-renormalizable effective theory. If we demand that this term satisfy a unitarity condition $`|\mathrm{Re}(a_0^0(s))|<0.5`$ up to $`\sqrt{s}=2(3)`$ TeV we obtain $`0.8(0.9)|g_S|1.2(1.1)`$. If we choose to consider all the effects of the resonance, including its width according to the prescription of Ref. , we then find for $`M_S=1`$ TeV that unitarity condition in the form $`|a_0^0|<1`$, is satisfied up to 2 (5) TeV with
$$0.4(0.9)|g_S|1.1(1.02).$$
(15)
The effective Lagrangian describing the coupling of the top quark to the scalar resonance that we use is,
$$=\kappa \frac{m_t}{v}S\overline{t}t$$
(16)
where $`\kappa `$ is a new coupling that can be traded for the width of the scalar into top-quark pairs,
$$\mathrm{\Gamma }_{St\overline{t}}=\frac{3\kappa ^2}{8\pi }\frac{m_t^2M_S}{v^2}\left(1\frac{4m_t^2}{M_S^2}\right)^{\frac{3}{2}}.$$
(17)
The case $`\kappa =1`$ corresponds to the usual standard model Higgs-boson coupling to the top quark. With Eqs. (5), (9) and (16), we have an effective theory involving a new generic scalar resonance and its couplings to would-be Goldstone bosons and top quarks. Using Eqs. (9) and (16), and the Equivalence Theorem (ET), we find the matrix element for $`W_LW_Lt\overline{t}`$ via the scalar $`S`$ to be
$$_S^{++}(wwt\overline{t})=_S^{}(wwt\overline{t})=g_S\kappa \frac{s}{sM_S^2}\frac{m_t\sqrt{s}}{v^2}\beta _t,$$
(18)
here and henceforth, the double superscripts denote the $`t\overline{t}`$ helicities. For $`\kappa =g_S=1`$, it reduces to the standard model result. We obtain identical amplitudes for $`zzt\overline{t}`$. To describe the resonance region we modify this amplitude according to the prescription in Ref. . Having chosen an $`SU(2)`$ singlet, electrically neutral, scalar resonance, there is no contribution to $`W_L^\pm Z_Lt\overline{b},\overline{t}b`$ in this model.
There are no significant, phenomenological constraints on the couplings $`g_S`$ and $`\kappa `$. Following Refs. , and , we can demand that the process $`wwt\overline{t}`$ satisfy inelastic partial-wave unitarity. By choosing the $`I=0,J=0`$, color singlet channel as in Ref. , we find,
$$\left|3\frac{G_Fm_t\sqrt{s}}{8\pi \sqrt{2}}\right|\left|\frac{M_S^2+s(g_S\kappa 1)}{sM_S^2}\right|<0.5$$
(19)
In analogy with our treatment of Eq. (12), we first concentrate in the region above the resonance. The first factor in Eq. (19) corresponds to the low energy theorem, and it violates unitarity at $`\sqrt{s}3`$ TeV. We can have the full amplitude satisfy unitarity up to $`3`$ TeV by requiring the second factor to satisfy
$$\left|g_S\kappa \frac{s}{sM_S^2}1\right|<1$$
(20)
or, for energies far above the resonance, $`0<g_S\kappa <2.`$
If, on the other hand, we introduce the width according to the prescription of Ref. and consider the full amplitude for $`M_S=1`$ TeV, unitarity is satisfied up to $`\sqrt{s}=2(5)`$ TeV if
$$0(0.4)<g_s\kappa <1.9(1.6)$$
(21)
Finally, we consider $`t\overline{t}t\overline{t}`$ scattering at energies above the resonance (in the same helicity, color singlet channel). The $`J=0`$ partial wave is,
$$a_0(t\overline{t}t\overline{t})=\frac{3}{4\pi }\frac{G_Fm_t^2}{\sqrt{2}}\kappa ^2.$$
(22)
If we follow Ref. and require that $`|\mathrm{Re}a_0(t\overline{t}t\overline{t})|<0.5`$, we obtain the unitarity constraint
$$|\kappa |<2.9.$$
(23)
As we will see in our numerical studies in Fig. 8, this constraint is not very restrictive.
### 2.3 Vector Resonance
The interactions of standard model gauge bosons with new vector resonances have been described in the literature . In the notation of Ref. , two new parameters are introduced $`a`$ and $`\stackrel{~}{g}`$ (these correspond to $`\alpha `$ and $`g^{^{\prime \prime }}/2`$ from Ref. , respectively). The effective Lagrangian consists of a kinetic term for the triplet of vector resonances $`\rho _\mu \rho _\mu ^i\tau _i/2`$ and an interaction term of the form
$$=\frac{1}{4}av^2\mathrm{Tr}\left((\xi ^{}_\mu \xi +\xi _\mu \xi ^{}+i2\stackrel{~}{g}\rho _\mu )(\xi ^{}^\mu \xi +\xi ^\mu \xi ^{}+i2\stackrel{~}{g}\rho ^\mu )\right)$$
(24)
where $`\xi =\mathrm{exp}(iw^i\tau _i/2v)`$.
The two new constants $`a,\stackrel{~}{g}`$ are related to the mass and width of the vector particles $`\rho `$ via the relations,
$`M_\rho ^2=av^2\stackrel{~}{g}^2,\mathrm{\Gamma }(\rho ^0w^+w^{})={\displaystyle \frac{a^2\stackrel{~}{g}^2}{192\pi }}M_\rho .`$ (25)
In addition, when the electroweak gauge bosons are added in a gauge invariant manner, they mix with the new vector bosons . In the charged sector, the physical states become,
$`V_{ph}^\pm =\rho ^\pm \mathrm{cos}\varphi +W^\pm \mathrm{sin}\varphi ,W_{ph}^\pm =W^\pm \mathrm{cos}\varphi \rho ^\pm \mathrm{sin}\varphi `$ (26)
with a mixing angle given by
$$\mathrm{tan}2\varphi =\frac{4ag\stackrel{~}{g}}{(1+a)g^24a\stackrel{~}{g}^2}\frac{g}{\stackrel{~}{g}},$$
(27)
the last expression being the limit as $`M_\rho \mathrm{}`$. Similar expressions for the mixing in the neutral sector can be found in the literature . For our numerical studies we use couplings $`a`$, $`\stackrel{~}{g}`$ that have been studied in detail by the authors of the BESS model, and that respect partial wave unitarity below a few TeV. For example, for $`M_\rho =1`$ TeV and $`\mathrm{\Gamma }_\rho =30`$ GeV, the partial wave $`a_0^0`$ for $`wwww`$ scattering satisfies $`|a_0^0|<1`$ up to about 2.6 TeV, while $`|a_1^1|<1`$ is satisfied up to about 3 TeV with the simple prescription of using a constant width in the $`s`$-channel $`\rho `$ propagator.
We are currently interested in effective couplings between the new vector mesons and the top and bottom quarks. These couplings may arise either from the ordinary quark couplings to gauge bosons through the mixing of Eq. (26), or from novel direct couplings. The couplings induced by mixing are universal, common to the three generations, and can be bound by low energy experiments. More interesting is the possibility of a direct coupling to the third generation. We write these effective couplings in a generic form
$$_{eff}=\overline{\psi }\gamma ^\mu (g_V+g_A\gamma _5)\tau ^i\psi \rho _\mu ^i,$$
(28)
where $`\overline{\psi }`$ is the third generation quark doublet $`(\overline{t}\overline{b})`$.
Unlike the case of the scalar resonance, there exist low energy constraints on the direct couplings of new vector resonances to the third generation quarks because they modify their couplings to the $`W`$ and $`Z`$. These deviations can be parameterized by the low energy effective Lagrangian
$`_{eff}`$ $`=`$ $`{\displaystyle \frac{g}{\sqrt{2}}}\left[(1+\delta \kappa _L)\overline{t}_L\gamma ^\mu b_L+\delta \kappa _R\overline{t}_R\gamma ^\mu b_R\right]W_\mu ^++\mathrm{h}.\mathrm{c}.`$ (29)
$`{\displaystyle \frac{g}{2\mathrm{cos}\theta _W}}\left[(L_t+\delta L_t)\overline{t}_L\gamma ^\mu t_L+(R_t+\delta R_t)\overline{t}_R\gamma ^\mu t_R\right]Z_\mu .`$
For simplicity, The anomalous $`Z`$-boson couplings are obtained in a similar manner, but there is the additional complication of both $`\rho ^0`$ and $`Z`$ mixing with the photon. let us consider the case of anomalous $`W^\pm `$ couplings as shown in the diagram in Fig. 1.
We find in the limit of large vector resonance mass that
$`\delta \kappa _L={\displaystyle \frac{2}{\stackrel{~}{g}}}(g_Vg_A),\delta \kappa _R={\displaystyle \frac{2}{\stackrel{~}{g}}}(g_V+g_A).`$ (30)
There are several constraints on these couplings. The measurement of the rate for $`bs\gamma `$ restricts $`|\delta \kappa _R|<0.004`$ but does not place significant constraints on $`\delta \kappa _L`$. An analysis of precision measurements at LEP (with updated data from Ref. ) results in $`|\delta \kappa _L|<0.1`$ excluding the parameter $`T`$.If the parameter $`T`$ is included, the bound could be stronger in certain cases. In our case, however, the induced anomalous couplings are of the form $`\delta \kappa _L=\delta L_t`$, and are not restricted by $`T`$ where they appear in the combination $`\delta \kappa _L\delta L_t`$ . From future experiments, it is expected that a B factory can place significant further constraints of order $`|\delta \kappa _R|<0.001`$, $`|\delta \kappa _L|<0.03`$ ; and that single top production can yield $`|\delta \kappa _L|<0.05`$ . From all these numbers we conclude that a right-handed coupling is severely constrained and for the rest of this paper will concentrate on left-handed couplings exclusively. That is, we choose to satisfy the relation
$$g_A=g_V,$$
(31)
and, in keeping with the current bounds, we will concentrate on the case
$$g_V<0.03\stackrel{~}{g}.$$
(32)
After these bounds are imposed, partial wave unitarity does not place additional constraints.
When new direct couplings such as those in Eq. (28) are introduced in a gauge invariant manner, as is done in the BESS model (through their parameter $`b`$), the effective couplings $`g_{V,A}`$ of Eq. (28) receive contributions from both the direct couplings and mixing. In this general case Eq. (28) is not literally correct, as the charged and neutral couplings differ. We shall employ Eq. (28) for simplicity, assuming that the direct couplings dominate. For example, in the heavy vector limit of the BESS model, they take the form
$$g_V=g_A=\frac{\stackrel{~}{g}}{4}\frac{b}{1+b}.$$
(33)
Considering both the charged and neutral vectors, this results in
$$\delta \kappa _L=\delta L_t=\frac{1}{2}\frac{b}{1+b}\mathrm{and}\delta \kappa _R=\delta R_t=0.$$
(34)
The bound $`|\delta \kappa _L|<0.1`$ then corresponds to $`|b|<0.25`$. In this respect, it is expected that a future linear collider studying the reaction $`e^+e^{}W^+W^{}`$ can probe values of $`b`$ some ten times smaller than this . Our present study is complementary in the sense that we wish to observe the direct signal for a vector state production at high energies.
The couplings $`g_{V,A}`$ can be traded in favor of the physical partial decay widths via the relations
$`\mathrm{\Gamma }_{\rho t\overline{t}}`$ $`=`$ $`{\displaystyle \frac{M_\rho }{4\pi }}\left(14{\displaystyle \frac{m_t^2}{M_\rho ^2}}\right)^{\frac{1}{2}}\left\{g_{V}^{}{}_{}{}^{2}\left(1+2{\displaystyle \frac{m_t^2}{M_\rho ^2}}\right)+g_{A}^{}{}_{}{}^{2}\left(1+4{\displaystyle \frac{m_t^2}{M_\rho ^2}}\right)\right\}`$ (35)
$`\mathrm{\Gamma }_{\rho t\overline{b}}`$ $`=`$ $`{\displaystyle \frac{M_\rho }{4\pi }}(g_{V}^{}{}_{}{}^{2}+g_{A}^{}{}_{}{}^{2})\left(1{\displaystyle \frac{m_t^2}{M_\rho ^2}}\right)^2\left(2+{\displaystyle \frac{m_t^2}{M_\rho ^2}}\right)`$ (36)
$`\mathrm{\Gamma }_{\rho b\overline{b}}`$ is the same as Eq. (35) replacing $`m_t`$ by $`m_b`$. In our calculations, we consistently take $`M_W=m_b=0`$.
In combining the $`\rho `$ couplings to $`W_L`$ in Eq. (24) with the couplings in Eq. (28), we obtain the scattering amplitudes
$`_\rho ^{++}(w^+w^{}t\overline{t})`$ $`=`$ $`_\rho ^{}(w^+w^{}t\overline{t})`$
$`=`$ $`a\stackrel{~}{g}g_V{\displaystyle \frac{m_t\sqrt{s}}{sM_\rho ^2+iM_\rho \mathrm{\Gamma }_\rho }}\mathrm{cos}\theta `$
$`_\rho ^\pm (w^+w^{}t\overline{t})`$ $`=`$ $`{\displaystyle \frac{a\stackrel{~}{g}}{2}}{\displaystyle \frac{s\mathrm{sin}\theta }{sM_\rho ^2+iM_\rho \mathrm{\Gamma }_\rho }}(g_Vg_A\beta _t)`$ (37)
and
$`_\rho ^{\pm \pm }(w^+zt\overline{b})`$ $`=`$ $`{\displaystyle \frac{a\stackrel{~}{g}}{\sqrt{2}}}{\displaystyle \frac{m_t\sqrt{s}}{sM_\rho ^2+iM_\rho \mathrm{\Gamma }_\rho }}\beta _m`$
$`\times \left\{(g_V+g_A)(1+\mathrm{cos}\theta )+(\pm g_Vg_A)\right\}`$
$`_\rho ^\pm (w^+zt\overline{b})`$ $`=`$ $`{\displaystyle \frac{a\stackrel{~}{g}}{\sqrt{2}}}{\displaystyle \frac{s}{sM_\rho ^2+iM_\rho \mathrm{\Gamma }_\rho }}\beta _m(g_V\pm g_A)\mathrm{sin}\theta .`$ (38)
Unlike the case of the scalar resonance, these amplitudes do not grow with energy. For this reason, partial wave unitarity does not place any significant constraints. Also, unlike the case of a scalar resonance, the heavy vector resonance is narrow and a simple treatment of the constant width as above is adequate.
## 3 Sensitivity to the Top-SEWS Signal at Future Lepton Colliders
### 3.1 Effective $`W`$ Approximation
The effective $`W`$-boson approximation (EWA) provides a viable simplification for high energy processes involving $`W`$-boson scattering . It is particularly suitable for the calculations under consideration since the $`W`$-boson level evaluation for the SEWS signal at high energies is adequate. The condition for the EWA to be valid is that the invariant energy scales are all much larger than the $`W`$ mass, namely $`s,|t|,|u|M_W`$. Besides, it is more accurate for a longitudinal $`W`$-boson due to the fact that the distribution function is largely independent of the $`W`$ beam energies. To justify the EWA in our calculation, we compare our signal evaluation for a heavy scalar resonance with a full tree-level SM calculation . We define the SM signal for a heavy Higgs boson $`\sigma _S`$ following the subtraction procedure
$$\sigma _S(M_H)=\sigma (M_H)\sigma (M_H=100\mathrm{GeV}).$$
(39)
The interpretation of this procedure is that the signal from a heavy Higgs boson should be defined as the enhancement over the perturbative SM expectation with a light ($`M_H100`$ GeV) Higgs boson, which should be viewed as the irreducible SM background.
The process of $`e^+e^{}Zt\overline{t}`$ followed by $`Z\nu \overline{\nu }`$ leads to the same final state as our signal. It arises from different physics and needs to be removed from our consideration. We follow the earlier studies to introduce a recoil mass against the observable $`t\overline{t}`$ system defined as
$$M_{rec}^2=s+m_{t\overline{t}}^22\sqrt{s}(E_t+E_{\overline{t}}),$$
(40)
where $`E_t(E_{\overline{t}})`$ is the top (anti-top) quark energy in the $`e^+e^{}`$ CM frame. The recoil-mass spectrum peaks at $`M_Z`$ for the background. Here and henceforth, we will impose $`M_{rec}>200\mathrm{GeV}`$ to effectively remove the $`Z\nu \overline{\nu }`$ background. We will adopt the same cut for the $`e\nu tb`$ process as well.
In Fig. 2, we present the production cross section for $`e^+e^{}\overline{\nu }\nu W^+W^{}\overline{\nu }\nu \overline{t}t`$ versus an invariant mass cut ($`m_{t\overline{t}}^{cut}`$) on the top quark pair for $`M_H\mathrm{}`$ at (a) $`e^+e^{}`$ CM energy $`\sqrt{s}=1.5\mathrm{TeV}`$ and (b) $`\sqrt{s}=4\mathrm{TeV}`$. The solid curves are from the full SM calculation based on the subtraction scheme Eq. (39). The dotted curves are the Low Energy Theorem (LET) result for $`w^+w^{}t\overline{t}`$ by EWA. The two calculations agree very well, especially for higher $`m_{t\overline{t}}`$ values.
In Fig. 3, we show the cross section for the same process, but versus the scattering angle cut ($`\mathrm{cos}\theta _t^{cut}`$) on the final state top quarks. In Fig. 3(a), we compare the scalar resonance model in Sec. 2.2 for $`M_S=1\mathrm{TeV}`$ (dashed curve) with the SM for $`M_H=1\mathrm{TeV}`$ (solid curve) based on the subtraction scheme Eq. (39). In both cases and henceforth, to preserve unitarity near the heavy scalar resonance, we adopt the prescription given in Eq. (13).
Fig. 3(b) compares the case for LET and the full SM calculation for $`M_H\mathrm{}`$. We see that the two calculations agree better for central scattering at low $`\mathrm{cos}\theta _t`$. These two figures motivate us to introduce the “basic acceptance cuts”,
$$m_{t\overline{t}}>500\mathrm{GeV},|\mathrm{cos}\theta _t|<0.8.$$
(41)
These cuts not only guarantee the good agreement between the full SM calculation and the EWA that we will adopt for signal calculations beyond the SM, but are also necessary to enhance the signal over the SM backgrounds as we will discuss later. We impose a similar requirement for the $`tb`$ process.
Finally we show the comparison of the two calculations versus the center of mass (CM) energy in Fig. 4 for (a) a $`1\mathrm{TeV}`$ scalar resonance and (b) $`M_H\mathrm{}`$, where the basic cuts of Eq. (41) have been imposed on both $`t`$ and $`\overline{t}`$. The agreement is generally at order of 50% or better for $`M_S=1\mathrm{TeV}`$ and almost perfect for $`M_H\mathrm{}`$. We consider this to have justified our future use of the EWA in the signal calculations beyond the SM. However, we note that the EWA calculations for signal processes (1) and (2) do not properly incorporate the full kinematics of processes (3) and (4). We thus simulate the full kinematics and determine the cut efficiencies using the complete SM calculations in the next section.
### 3.2 Top-SEWS Signal and SM Backgrounds
For the SM-like heavy Higgs model adopted in the last section, the Higgs boson mass $`M_H`$ is the only parameter. We would like to explore more general classes of strongly interacting electroweak models (SEWS) as outlined in Sec. 2. For a generic scalar singlet model, there are three input parameters: $`M_S`$, $`g_S`$, and $`\kappa `$ as described in section 2.2. The two couplings can be traded by the physical partial widths and they are subject to the unitarity constraints Eqs. (15, 21, 23). In terms of the partial widths for $`M_S=1\mathrm{TeV}`$, these constraints lead to
$`80\mathrm{GeV}<`$ $`\mathrm{\Gamma }_{Sww}`$ $`<600\mathrm{GeV},`$ (42)
$`\mathrm{\Gamma }_{Sww}\mathrm{\Gamma }_{St\overline{t}}`$ $`<(300\mathrm{GeV})^2,`$
$`\mathrm{\Gamma }_{St\overline{t}}`$ $`<420\mathrm{GeV},`$
where we required that partial wave unitarity be satisfied up to $`\sqrt{s_{ww}}=2\mathrm{TeV}`$.
The three input parameters for the vector model are $`g_V(=g_A)`$, $`\stackrel{~}{g}`$, and $`a`$. These can be traded by the physical parameters $`M_\rho `$, $`\mathrm{\Gamma }_{\rho ww}`$ (or $`\mathrm{\Gamma }_{\rho wz}`$), and $`\mathrm{\Gamma }_{\rho t\overline{t}}`$ (or $`\mathrm{\Gamma }_{\rho t\overline{b}}`$). From the constraint of Eq. (32), we get for a neutral $`\rho ^0`$ with mass $`M_\rho =1\mathrm{TeV}`$,
$`\mathrm{\Gamma }_{\rho t\overline{t}}\mathrm{\Gamma }_{\rho ww}`$ $`<`$ $`(8\mathrm{GeV})^2`$ (43)
and for a charged $`\rho ^\pm `$ of the same mass,
$`\mathrm{\Gamma }_{\rho tb}\mathrm{\Gamma }_{\rho wz}`$ $`<`$ $`(11\mathrm{GeV})^2.`$ (44)
For the $`W_LW_Lt\overline{t}`$ signal, the SM backgrounds are
$`e^+e^{}`$ $``$ $`e^+e^{}t\overline{t},`$ (45)
$`e^+e^{}`$ $``$ $`\overline{\nu }\nu W^+W^{}\overline{\nu }\nu t\overline{t}.`$ (46)
Process (45) mainly comes from $`\gamma \gamma t\overline{t}`$ and has a large cross section, typically about 7.5 fb at $`\sqrt{s}=1.5`$ TeV. The charged-current process Eq. (46) occurs at a lower rate, about 1.7 fb at $`\sqrt{s}=1.5`$ TeV, but it is kinematically more difficult to separate from the signal. Following earlier studies , we demand a high transverse momentum for the final state $`t`$ and $`\overline{t}`$
$$p_T(t)>150\mathrm{GeV},$$
(47)
which is motivated by the Jacobian peak in the $`p_T`$ spectrum from a heavy particle decay. We also require a moderate momentum for the $`t\overline{t}`$ pair
$$30\mathrm{GeV}<p_T(t\overline{t})<300\mathrm{GeV}.$$
(48)
This cut forces the final state leptons to be away from the forward-backward collinear region. Since there are no energetic electrons in the central region for the signal process, we then veto events with final state electrons at large angle:
$$E_e>50\mathrm{GeV},|\mathrm{cos}\theta _e|<\mathrm{cos}(0.15\mathrm{rad}).$$
(49)
We find that these cuts, along with the basic cuts (41), are very effective to suppress the SM backgrounds. The background (45) is largely eliminated by the combination of $`p_T(t\overline{t})`$ cut and electron veto. The effects of the cut on the charged current $`t\overline{t}`$ process are summarized in Table 1, again using the SM-like heavy Higgs model as the representative for the signal. From this table, we find the cut efficiencies of Eqs. (47,48,49) for the signal based on the subtraction scheme (39). They are
$`ϵ=83\%\mathrm{for}\sqrt{s}=1.5\mathrm{TeV};ϵ=84\%\mathrm{for}\sqrt{s}=4\mathrm{TeV}.`$ (50)
For the remainder of this paper we use these cut efficiency figures for all the signal calculations within the EWA in the $`W_LW_Lt\overline{t}`$ channel.
For the process $`W_LZ_Ltb`$, the irreducible background is from
$`e^+e^{}e\nu WZe\nu tb.`$ (51)
Again, the largest contribution comes from the photon induced process $`e\gamma \nu t\overline{b}`$, where the other electron goes along the beam direction after emitting a collinear photon. For this case, we impose the cuts (41) and (47). Since there is a final state electron in the signal process with a typical transverse momentum of $`M_Z/2`$, we require an electron tagging at a finite angle
$$|\mathrm{cos}\theta _e|<\mathrm{cos}(0.15\mathrm{rad}).$$
(52)
This electron tagging is very effective to remove the SM background, and more so at higher energies. The combination of the above cuts significantly reduces the $`e\gamma `$ process and brings the background to a level below the signal rate.
To determine the signal efficiency of the electron tagging, we calculate the process
$`e^+e^{}\overline{\nu }e^{}\rho ^+.`$ (53)
We find
$`ϵ=93\%\mathrm{for}\sqrt{s}=1.5\mathrm{TeV};ϵ=61\%\mathrm{for}\sqrt{s}=4\mathrm{TeV},`$ (54)
which will be used for other signal calculations in the $`W_LW_Ltb`$ channel based on the EWA. The lower tagging efficiency at 4 TeV is due to the fact that the final state electron becomes more forward at higher energies.
We now present the production cross sections for the signal and background versus the CM energy $`\sqrt{s}`$ after the cuts. Fig. 5(a) is for $`e^+e^{}\overline{\nu }\nu W^+W^{}\overline{\nu }\nu \overline{t}t`$ process with the full cuts (41, 47, 48, 49) for the scalar model (dots), vector model (dashes), LET (dot-dash), and the irreducible background $`M_H=0.1\mathrm{TeV}`$ (solid). For illustration, we have taken the model parameters to be
$`M_S=1\mathrm{TeV},\mathrm{\Gamma }_{Sww}=493\mathrm{GeV},\mathrm{\Gamma }_{St\overline{t}}=50\mathrm{GeV},`$
$`M_\rho =1\mathrm{TeV},\mathrm{\Gamma }_{\rho ww}=50\mathrm{GeV},\mathrm{\Gamma }_{\rho t\overline{t}}=1.3\mathrm{GeV}.`$ (55)
Figure 5(b) shows the production cross sections for $`e^+e^{}e\nu WZe\nu tb`$, with the cuts (41, 47, 52) for the vector model (dots), LET (dashes), and the SM background (solid). The model parameters are taken as
$`M_\rho =1\mathrm{TeV},\mathrm{\Gamma }_{\rho ww}=50\mathrm{GeV},\mathrm{\Gamma }_{\rho tb}=2.5\mathrm{GeV}.`$ (56)
We see from Fig. 5 that our cuts effectively suppress the SM background below the signal for both channels. The signal rate at a 1.5 TeV linear collider is typically between 0.5 and 1.2 fb.
### 3.3 Results and discussion
For the remainder of our analysis, we consider the top quark to decay hadronically $`tbWbjj^{}`$ with a branching fraction approximately $`70\%`$. In doing so, we assume that we can fully reconstruct the $`t`$ and $`\overline{t}`$ events, and that there are no isolated central electrons from the decay to confuse our electron vetoing and tagging requirements. We also assume a data sample of 200 $`\mathrm{fb}^1`$ at $`\sqrt{s}=1.5`$ TeV. We can see from Fig. 5 that we may reach a clear signal observation for both a scalar and a vector resonance in the $`t\overline{t}`$ channel. Although the LET channel has relatively lower rate, it may nevertheless lead to about $`35`$ events after including the branching fraction, which is well above the background expectation. For the $`tb`$ channel, both signal and background rates are slightly smaller than the $`t\overline{t}`$ case, but the vector signal rate is still sufficiently above background to be observable. The LET amplitude in this case is below background as was already seen in the model discussions.
It is important to know how well one can reconstruct the signal and contrast it with the background beyond simple event counting. In Fig. 6 we show the distributions for the signal and background versus $`t\overline{t}`$ invariant mass ($`m_{t\overline{t}}`$) for (a) $`\sqrt{s}=1.5\mathrm{TeV}`$ and (b) $`\sqrt{s}=4\mathrm{TeV}`$ with the SM background represented by $`M_H=0.1\mathrm{TeV}`$ (dot-dash), LET signal (dots), scalar model (dashes), and vector model (solid). The model parameters are taken as in Eq. (55). All cuts are imposed and the branching fraction for $`t\overline{t}`$ decay is included. We see a broad resonance around $`M_S=1\mathrm{TeV}`$ in scalar model due to its large width. For the vector case, however, the width is narrower in general and the signal peaks above the scalar model for $`M_\rho =1\mathrm{TeV}`$ in a distinctive manner. The LET model has relatively low rate and has no particular structure. In Fig. 7 we show the same signal and background distributions, but for the $`tb`$ channel versus the invariant mass ($`m_{tb}`$). The model parameters are taken as in Eq. (56). Clearly, the observation of a signal in Fig. 7 would provide decisive information to discriminate a scalar resonance from a vector. The authors of Ref. use, instead, the top-quark polarization information to distinguish a scalar from a vector resonance.
We next consider the extent to which one can probe the couplings for different models. Fig. 8(a) shows the accuracy contours to determine the partial decay widths (thus the couplings) in the scalar resonance model with $`M_S=1`$ TeV at $`\sqrt{s}=1.5\mathrm{TeV}`$ and a luminosity of 200 $`\mathrm{fb}^1`$. The statistical accuracy for the cross section measurement is defined as
$`R`$ $`=`$ $`{\displaystyle \frac{\sqrt{S+B}}{S}}`$
where $`S`$ and $`B`$ are the number of signal and background events respectively and we have ignored the experimental systematic effects. We find that partial widths can be probed up to about $`10\%`$ accuracy for $`\mathrm{\Gamma }_{St\overline{t}}50\mathrm{GeV}`$ within the unitarity bounds shown as dotted lines (Eq. 42). In the region above the curve labeled $`R=8\%`$, the partial widths can be determined to $`8\%`$ or better accuracy.
Also shown in Fig. 8(b) are the statistical significance contours to distinguish a 1 TeV scalar signal from the LET amplitudes. Here we define an appropriate standard deviation as
$`\sigma `$ $`=`$ $`{\displaystyle \frac{\{\sigma (\mathrm{\Gamma }_{St\overline{t}},\mathrm{\Gamma }_{Sww})\sigma (0,0)\}}{\sqrt{\sigma (0,0)}}}`$
where $`\sigma (\mathrm{\Gamma }_{St\overline{t}},\mathrm{\Gamma }_{Sww})`$ is the cross section in the scalar model for the given widths, $`\sigma (0,0)`$ is the non-resonance cross section with $`g_S=\kappa =0`$, and $``$ is the luminosity. It is easy to see that the scalar model is distinguishable at the 5$`\sigma `$ level from the non-resonant case within the unitarity limits given in Eq. (42).
We show the same analysis for the vector model in Fig. 9, where we present the sensitivity to the vector resonance model with $`M_\rho =1`$ TeV at $`\sqrt{s}=1.5\mathrm{TeV}`$ and a luminosity of 200 $`\mathrm{fb}^1`$, for (a) $`13\%`$ accuracy determination of the partial widths for $`W^+W^{}\rho ^0t\overline{t}`$ and (b) $`20\%`$ accuracy determination of the partial widths for $`W^\pm Z\rho ^\pm t\overline{b}(\overline{t}b)`$. We found in Fig. 9(a) that a $`13\%`$ accuracy determination of the partial widths is possible for the neutral vector process in the region allowed by the current bounds given in Eq. (43). For the charged process we have a smaller signal rate, nevertheless, we found in Fig. 9(b) that we can still determine the partial widths to $`20\%`$ accuracy in the region allowed by current constraints, Eq. (44).
## 4 Conclusion
We have studied the couplings of the top quark to TeV resonances that occur in models in which the electroweak symmetry is broken by a strong interaction. Our study is motivated by the fact that in many models the top quark plays a special role in the breaking of electroweak symmetry.
We have explored the possibility that the new physics is realized as a scalar resonance or a vector resonance near 1 TeV, as well as the case where the resonance is beyond reach (LET). For the scalar model, we used partial wave unitarity to constrain the parameters as shown in Sec. 2.2. For the vector model, we used current experimental data to constrain the parameter space as presented in Sec. 2.3. We found within these constraints, that signal rates in these models at future lepton colliders can be well above the SM backgrounds after judicial cuts are applied. The models can be distinguished from each other by systematically studying two different final states. Typically one would see a broad scalar resonance $`S`$, or a relatively narrow vector resonance $`\rho ^0`$ in the $`t\overline{t}`$ channel and a narrow vector resonance $`\rho ^\pm `$ in the $`tb`$ channel. In particular, we illustrated our results at a 1.5 TeV linear collider with an integrated luminosity of 200 fb<sup>-1</sup>. One expects to observe about 120 events for either $`St\overline{t}`$ or $`\rho ^{0,\pm }t\overline{t},tb`$ including final state identification. Even if the lower-lying resonances are inaccessible at the collider, one can still observe a statistically significant deviation as predicted by the LET for the $`t\overline{t}`$ final state from the perturbative SM expectation. Finally, the leading partial decay widths, which characterize the coupling strengths, can be statistically determined to about $`10\%`$ level.
Acknowledgments: The work of T.H. and Y.J.K. was supported in part by the US DOE under contract No. DE-FG02-95ER40896 and in part by the Wisconsin Alumni Research Foundation. The work of A.L. was supported in part by the RFBR grants 99-02-16558 and 00-15-96645. The work of G.V. was supported in part by DOE under contact number DE-FG02-92ER40730. G.V. thanks the Special Research Centre for the Subatomic Structure of Matter at the University of Adelaide for their hospitality and partial support while part of this work was completed.
## Appendix A SM amplitudes using the Equivalence <br>Theorem
In this appendix, we present the standard model amplitudes obtained using the Equivalence Theorem for the processes $`w^{}w^+t\overline{t}`$, $`zzt\overline{t}`$, and $`zw^+t\overline{b}`$. From these amplitudes one can derive the (LET) amplitudes by taking the large Higgs mass limit, ignoring the electroweak couplings, and setting $`m_b=0`$.
$`w^{}w^+t\overline{t}`$
$`_{}^{\pm \pm }{}_{H}{}^{}(wwt\overline{t})`$ $`=`$ $`\pm {\displaystyle \frac{M_{H}^{}{}_{}{}^{2}}{(sM_{H}^{}{}_{}{}^{2})}}{\displaystyle \frac{m_t\sqrt{s}}{v^2}}\beta _t`$
$`_{}^{\pm }{}_{H}{}^{}(wwt\overline{t})`$ $`=`$ $`0`$ (A1)
$`_{}^{\pm \pm }{}_{b}{}^{}(wwt\overline{t})`$ $`=`$ $`{\displaystyle \frac{2m_t^3}{v^2\sqrt{s}}}{\displaystyle \frac{\beta _t+\mathrm{cos}\theta }{1+\beta _t\mathrm{cos}\theta 2m_t^2/s}}`$
$`_{}^{\pm }{}_{b}{}^{}(wwt\overline{t})`$ $`=`$ $`{\displaystyle \frac{m_t^2}{v^2}}{\displaystyle \frac{(1\pm \beta _t)\mathrm{sin}\theta }{1+\beta _t\mathrm{cos}\theta 2m_t^2/s}}`$ (A2)
$`_{}^{\pm \pm }{}_{\gamma }{}^{}(wwt\overline{t})`$ $`=`$ $`\pm 2g^2x_WQ{\displaystyle \frac{m_t}{\sqrt{s}}}\mathrm{cos}\theta `$
$`_{}^{\pm }{}_{\gamma }{}^{}(wwt\overline{t})`$ $`=`$ $`g^2x_WQ\mathrm{sin}\theta `$ (A3)
$`_{}^{\pm \pm }{}_{Z}{}^{}(wwt\overline{t})`$ $`=`$ $`\pm 2g_Vg_Z^2({\displaystyle \frac{1}{2}}x_W){\displaystyle \frac{m_t}{\sqrt{s}}}\mathrm{cos}\theta `$
$`_{}^{\pm }{}_{Z}{}^{}(wwt\overline{t})`$ $`=`$ $`(g_Vg_A\beta _t)g_Z^2({\displaystyle \frac{1}{2}}x_W)\mathrm{sin}\theta `$ (A4)
where
$$\beta _t=(14m_t^2/s)^{\frac{1}{2}},x_W=\mathrm{sin}^2\theta _W,g_Z=\frac{g}{\mathrm{cos}\theta _W},g_V=\frac{1}{2}T_3Qx_W,\mathrm{and}g_A=\frac{1}{2}T_3.$$
Taking the limit $`M_H^2s`$ and ignoring the terms of order $`g^2`$, we find to leading order,
$`\mathrm{LET}:_{}^{\pm \pm }{}_{LET}{}^{}(wwt\overline{t})`$ $`=`$ $`{\displaystyle \frac{m_t\sqrt{s}}{v^2}}\beta _t`$
$`_{}^{\pm }{}_{LET}{}^{}(wwt\overline{t})`$ $`=`$ $`{\displaystyle \frac{m_t^2}{v^2}}{\displaystyle \frac{(1\pm \beta _t)\mathrm{sin}\theta }{1+\beta _t\mathrm{cos}\theta 2m_t^2/s}}.`$
$`zzt\overline{t}`$
$`_{}^{\pm \pm }{}_{H}{}^{}(zzt\overline{t})`$ $`=`$ $`\pm {\displaystyle \frac{M_{H}^{}{}_{}{}^{2}}{(sM_{H}^{}{}_{}{}^{2})}}{\displaystyle \frac{m_t\sqrt{s}}{v^2}}\beta _t`$
$`_{}^{\pm }{}_{H}{}^{}(zzt\overline{t})`$ $`=`$ $`0`$ (A5)
$`_{}^{\pm }{}_{top}{}^{}(zzt\overline{t})`$ $`=`$ $`\pm {\displaystyle \frac{2m_t^3}{v^2\sqrt{s}}}{\displaystyle \frac{\beta _t+\mathrm{cos}\theta }{1+\beta _t\mathrm{cos}\theta }}`$
$`_{}^{\pm }{}_{top}{}^{}(zzt\overline{t})`$ $`=`$ $`{\displaystyle \frac{m_t^2}{v^2}}{\displaystyle \frac{\mathrm{sin}\theta }{1+\beta _t\mathrm{cos}\theta }}.`$ (A6)
$`\mathrm{LET}:_{}^{\pm \pm }{}_{LET}{}^{}(zzt\overline{t})`$ $`=`$ $`{\displaystyle \frac{m_t\sqrt{s}}{v^2}}\beta _t`$
$`_{}^{\pm }{}_{LET}{}^{}(zzt\overline{t})`$ $`=`$ $`{\displaystyle \frac{m_t^2}{v^2}}{\displaystyle \frac{\mathrm{sin}\theta }{1+\beta _t\mathrm{cos}\theta }}.`$ (A7)
Again we keep only the leading order terms and ignore the top-quark exchange diagram for $`_{}^{\pm \pm }{}_{LET}{}^{}(zzt\overline{t})`$.
$`zw^+t\overline{b}`$
$`_{}^{++}{}_{W^+}{}^{}(zw^+t\overline{b})`$ $`=`$ $`{\displaystyle \frac{\sqrt{2}}{4}}g^2{\displaystyle \frac{m_t}{\sqrt{s}}}\beta _m\mathrm{cos}\theta `$
$`_{}^{}{}_{W^+}{}^{}(zw^+t\overline{b})`$ $`=`$ $`_{}^{+}{}_{W^+}{}^{}(zw^+t\overline{b})=0`$
$`_{}^{+}{}_{W^+}{}^{}(zw^+t\overline{b})`$ $`=`$ $`{\displaystyle \frac{\sqrt{2}}{4}}g^2\beta _m\mathrm{sin}\theta `$ (A8)
where $`\beta _m=(1m_t^2/s)^{1/2}`$.
$`_{}^{++}{}_{top}{}^{}(zw^+t\overline{b})`$ $`=`$ $`{\displaystyle \frac{\sqrt{2}m_t^3}{v^2\sqrt{s}}}{\displaystyle \frac{\beta _m(1+\mathrm{cos}\theta )}{[\beta _m^2(1\mathrm{cos}\theta )+2m_t^2/s]}}`$
$`_{top}^{}(zw^+t\overline{b})`$ $`=`$ $`_{top}^+(zw^+t\overline{b})=0`$
$`_{}^{+}{}_{top}{}^{}(zw^+t\overline{b})`$ $`=`$ $`{\displaystyle \frac{\sqrt{2}m_t^2}{v^2}}{\displaystyle \frac{\beta _m\mathrm{sin}\theta }{[\beta _m^2(1\mathrm{cos}\theta )+2m_t^2/s]}}`$ (A9)
where $`_b(zw^+t\overline{b})`$ is proportional to $`m_b`$ and is neglected.
$`\mathrm{LET}:_{}^{++}{}_{LET}{}^{}(zw^+t\overline{b})`$ $`=`$ $`{\displaystyle \frac{\sqrt{2}m_t^3}{v^2\sqrt{s}}}{\displaystyle \frac{\beta _m(1+\mathrm{cos}\theta )}{[\beta _m^2(1\mathrm{cos}\theta )+2m_t^2/s]}}`$
$`_{}^{+}{}_{LET}{}^{}(zw^+t\overline{b})`$ $`=`$ $`{\displaystyle \frac{\sqrt{2}m_t^2}{v^2}}{\displaystyle \frac{\beta _m\mathrm{sin}\theta }{[\beta _m^2(1\mathrm{cos}\theta )+2m_t^2/s]}}.`$ (A10)
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# 1 Introduction
## 1 Introduction
The task of determining the angle $`\alpha `$ is complicated by the problem of separating two different weak hadronic matrix elements, each carrying its own weak phase. The evaluation of these contributions, referred to in the literature as the tree ($`T`$) and the penguin ($`P`$) contributions, suffers from the common theoretical uncertainties related to the estimate of composite four-quark operators between hadronic states. For these estimates, only approximate schemes, such as the factorisation approximation, exist at the moment, and for this reason several ingenuous schemes have been devised, trying to disentangle $`T`$ and $`P`$ contributions. In general one tries to exploit the fact that in the $`P`$ amplitudes only the isospin–$`1/2`$ <sup>a</sup><sup>a</sup>aIf one neglects electroweak penguins. part of the non–leptonic Hamiltonian is active in the decay $`B\pi \pi `$ $`^\mathrm{?}`$; by measurements involving several different isospin amplitudes, one can separate the two amplitudes and get rid of the ambiguities arising from the ill–known penguin matrix elements. However such measurements are not simple, for example $`B\pi ^0\pi ^0`$ is probably small and difficult to detect; the recent measurement by CLEO $`^\mathrm{?}`$ of the $`B\pi ^+\pi ^{}`$ branching ratio shows that penguin contributions are certainly not small; discrete ambiguities reduce the predictive power of the isospin method.
In order to have an alternative measurement of the angle $`\alpha `$ different strategies were proposed, either involving all the decay modes of a $`B`$ into a $`\rho \pi `$ pair as well as three time–asymmetric quantities measurable in the three channels for neutral $`B`$ decays, or attempting to measure only the neutral $`B`$ decay modes by looking at the time-dependent asymmetries in different regions of the Dalitz plot $`^{\mathrm{?},\mathrm{?}}`$.
Preliminary to these analyses is the assumption that, using cuts in the three invariant masses for the pion pairs, one can extract the $`\rho `$ contribution without significant background contaminations. The $`\rho `$ has spin $`1`$, the $`\pi `$ spin $`0`$ as well as the initial $`B`$, and therefore the $`\rho `$ has angular distribution $`\mathrm{cos}^2\theta `$ ($`\theta `$ is the angle of one of the $`\rho `$ decay products with the other $`\pi `$ in the $`\rho `$ rest frame). This means that the Dalitz plot is mainly populated at the border, especially the corners, by this decay. Only very few events should be lost by excluding the interior of the Dalitz plot, which is considered a good way to exclude or at least reduce backgrounds. Analyses following these hypotheses were performed by the BaBar working groups $`^\mathrm{?}`$; MonteCarlo simulations, including the background from the $`f_0`$ resonance, show that, with cuts at $`m_{\pi \pi }=m_\rho \pm 300`$ MeV, no significant contributions from other sources are obtained. Also the role of excited resonances such as the $`\rho ^{}`$ and the non–resonant background has been discussed $`^\mathrm{?}`$.
A signal of possible difficulties for this strategy arises from new results from the CLEO Collaboration $`^\mathrm{?}`$:
$$(B^\pm \rho ^0\pi ^\pm )=(10.4_{3.4}^{+3.3}\pm 2.1)\times 10^6,$$
(1)
$$(B\rho ^{}\pi ^\pm )=(27.6_{7.4}^{+8.4}\pm 4.2)\times 10^6,$$
(2)
with a ratio
$$R=\frac{(B\rho ^{}\pi ^\pm )}{(B^\pm \rho ^0\pi ^\pm )}=2.65\pm 1.9.$$
(3)
As discussed in $`^\mathrm{?}`$, this ratio looks rather small; as a matter of fact, when computed in simple approximation schemes, as factorisation with no penguins, one gets, from the WBS model $`^\mathrm{?}`$, $`R6`$ (using $`a_1=1.02`$, $`a_2=0.14`$). The inclusion of penguin contributions in the factorisation approximation does not help explaining the experimental result as one gets $`R5.5`$. One may wonder if the factorisation approximation is too rough to give an accurate result or if penguin contributions are larger than expected, in order to explain the experimental result. An estimate of non–factorisable contributions was given by Martinelli and co–workers $`^\mathrm{?}`$ by parameterising these contributions in terms of the known $`B\pi K`$ decays. Using their estimates we deduced values for the ratio $`R`$ (see Table 1) and they all agree with the result obtained in the factorisation approximation. Therefore some other reason may be advocated for explaining the experimental result for the ratio $`R`$.
In $`^\mathrm{?}`$ we showed that a new contribution, not discussed before, is indeed relevant to the decay of a charged $`B`$ to $`\rho \pi `$ and to a lesser extent to the decay of a neutral $`B`$ to $`\rho \pi `$. It arises from the virtual resonant production depicted in Fig. 1, where the intermediate particle is the $`B^{}`$ meson resonance or other excited states.
The $`B^{}`$ resonance, because of phase–space limitations, cannot be produced on the mass shell. Nonetheless the $`B^{}`$ contribution might be important, owing to its almost degeneracy in mass with the $`B`$ meson; therefore its tail may produce sizeable effects in some of the decays of $`B`$ into light particles, also because it is known theoretically that the strong coupling constant between $`B`$, $`B^{}`$ and a pion is large $`^\mathrm{?}`$. Concerning other states, we expect their role to decrease with their mass, since there is no enhancement from the virtual particle propagator; we shall only consider the $`0^+`$ state $`B_0`$ with $`J^P=0^+`$ because its coupling to a pion and the meson $`B`$ is known theoretically to be uniformly (in momenta) large $`^\mathrm{?}`$.
## 2 Interaction Hamiltonian
The effective weak non-leptonic Hamiltonian for the $`|\mathrm{\Delta }B|=1`$ transition is <sup>b</sup><sup>b</sup>bWe omit, as usual in these analyses, the electroweak operators $`Q_k`$ ($`k=`$ 7, 8, 9, 10); they are in general small, but for $`Q_9`$, whose role might be sizeable; its inclusion in the present calculations would be straightforward.:
$$H=\frac{G_F}{\sqrt{2}}\left\{V_{ub}^{}V_{ud}\underset{k=1}{\overset{2}{}}C_k(\mu )Q_kV_{tb}^{}V_{td}\underset{k=3}{\overset{6}{}}C_k(\mu )Q_k\right\}.$$
(4)
We use the following values of the Wilson coefficients: $`C_1=0.226`$, $`C_2=1.100`$, $`C_3=0.012`$, $`C_4=0.029`$, $`C_5=0.009`$, $`C_6=0.033`$; they are obtained in the HV scheme $`^\mathrm{?}`$, with $`\mathrm{\Lambda }_{\overline{MS}}^{(5)}=225`$ MeV, $`\mu =\overline{m}_b(m_b)=4.40`$ GeV and $`m_t=170`$ GeV. For the CKM mixing matrix we use the Wolfenstein parameterisation with $`\rho =0.05`$, $`\eta =0.36`$ and $`A=0.806`$ in the approximation accurate to order $`\lambda ^3`$ in the real part and $`\lambda ^5`$ in the imaginary part, i.e. $`V_{ud}=1\lambda ^2/2`$, $`V_{ub}=A\lambda ^3[\rho i\eta (1\lambda ^2/2)]`$, $`V_{td}=A\lambda ^3(1\rho i\eta )`$ and $`V_{tb}=1`$.
The diagram of Fig. 1 describes two processes. For the $`B^{}`$ intermediate state there is an emission of a pion by strong interactions, followed by the weak decay of the virtual $`B^{}`$ into two pions; for the $`\rho `$ intermediate state there is a weak decay of $`B\rho \pi `$ followed by the strong decay of the $`\rho `$ resonance. We compute these diagrams as Feynman graphs of an effective theory within the factorisation approximation, using information from the effective Lagrangian for heavy and light mesons $`^\mathrm{?}`$ and form factors for the couplings to the weak currents.
## 3 $`B\rho \pi `$ Decays
For the charged $`B`$ decays we obtain the results in Table 2, with $`g=0.40`$ and $`h=0.54`$, which lie in the middle of the allowed ranges for these parameters. The branching ratios are obtained with $`\tau _B=1.6`$ psec and, by integration over a limited section of the Dalitz plot, defined as $`m_\rho \delta (\sqrt{t},\sqrt{t}^{})m_\rho +\delta `$ for $`B^{}\pi ^{}\pi ^{}\pi ^+`$ and $`m_\rho \delta (\sqrt{s},\sqrt{s}^{})m_\rho +\delta `$ for $`B^{}\pi ^{}\pi ^0\pi ^0`$. For $`\delta `$ we take $`300`$ MeV. This amounts to require that two of the three pions (those corresponding to the charge of the $`\rho `$) reconstruct the $`\rho `$ mass within an interval of $`2\delta `$.
We can notice that the inclusion of the new diagrams ($`B`$ resonances in Fig. 1) produces practically no effect for the $`B^{}\pi ^{}\pi ^0\pi ^0`$ decay mode, while for $`B^{}\pi ^+\pi ^{}\pi ^{}`$ the effect is significant. In Table 2 the overall effect is an increase of $`50\%`$ of the branching ratio as compared to the result obtained by the $`\rho `$ resonance alone. It should be observed that the events arising from the $`B`$ resonances diagrams represent an irreducible background. The contributions from the $`B`$ resonances populate the whole Dalitz plot and, obviously, cutting around $`tt^{}m_\rho `$ significantly reduces them. Nevertheless their effect can survive the experimental cuts, since there can be enough data at the corners, where the contribution from the $`\rho `$ dominates. Integrating on the whole Dalitz plot, with no cuts and including all contributions, gives $`\mathrm{B}r(B^{}\pi ^{}\pi ^0\pi ^0)=1.5\times 10^5`$ and $`\mathrm{B}r(B^{}\pi ^+\pi ^{}\pi ^{})=1.4\times 10^5`$ where the values of the coupling constants are as in Table 2.
We now turn to the neutral $`B`$ decay modes. The results in Table 3 show basically no effect for the $`\overline{B}^0\rho ^\pm \pi ^{}`$ decay channels and a moderate effect for the $`\rho ^0\pi ^0`$ decay channel. The effect in this channel is of the order of 20% (resp. 50%) for $`\overline{B}^0`$ (resp. $`B^0`$) decay, for the choice $`g=0.60,h=0.70`$ (the one maximising the effect of the $`B^{}`$ resonances); for smaller values of the strong coupling constants the effect is reduced.
Integration on the whole Dalitz plot, including all contributions, gives $`\mathrm{B}r(\overline{B}^0\pi ^+\pi ^{}\pi ^0)=2.6\times 10^5`$ confirming again that most of the branching ratio is due to the $`\rho `$-exchange (the first three lines of the $`\rho `$ column in Table 3 sum up to $`2.3\times 10^5`$).
## 4 Conclusions
The effect of including $`B`$ resonance polar diagrams is significant for the $`B^{}\pi ^{}\pi ^{}\pi ^\pm `$ decay and negligible for the other charged $`B`$ decay mode. This result is of some help in explaining the recent results from the CLEO Collaboration, since we obtain $`R=3.5\pm 0.8`$, to be compared with the experimental result in eq. (3). The $`\rho `$ resonance alone would produce a result up to a factor of 2 higher. Therefore we conclude that the polar diagrams examined $`^\mathrm{?}`$ are certainly relevant in the study of the charged $`B`$ decay into three pions. Concerning the neutral $`B`$ decays which are relevant for the determination of the unitarity angle $`\alpha `$, only the $`\rho ^0\pi ^0`$ decay channel is partially affected by the extra contributions we considered.
## References
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# CLUSTER CORRELATION IN MIXED MODELS
## 1 Introduction
The study of the clustering of galaxy clusters, in the early eighties, allowed a basic advancement in our understanding of Large Scale Structure (LSS). The discrepancy between the galaxy correlation length $`r_g`$ and the cluster correlation length $`r_c`$ (Bahcall & Soneira 1983, Klypin & Kopylov 1983, but see also Hauser & Peebles 1973) led to the introduction of the concept of bias (Kaiser 1984). Data on $`r_c`$ were then worked out, in further detail, for Abell clusters by Peacock & West (1992) and Postman, Huchra & Geller (1992), as well as for clusters in APM and in Edinburgh–Durham Southern Galaxy catalogs, by Dalton et al (1992), Nichol et al (1992) and Croft et al (1997).
These analyses show that the value of $`r_c`$ depends on the mass threshold ($`M_{th}`$) of the cluster sample, through its mean intercluster separation $`D_c=n^{1/3}(>M_{th})`$, and that $`r_c`$ increases with $`D_c`$. However, $`r_c`$ values obtained from Abell and APM data seem only partially consistent; this is to be partially ascribed to different cluster definitions; Bahcall & Burgett (1986), Bahcall & Cen (1992) and Bahcall & West (1992) suggested that observational ambiguities are wide enough to allow to conjecture that the scaling relation $`r_c0.4D_c`$ holds for $`20<D_ch/\mathrm{Mpc}<100`$. Herebelow, we shall refer to this relation as BW conjecture. It ought to be born in mind that, above $`50h^1`$Mpc, such conjecture hinges on the estimates of $`r_c`$ for 55 and 94$`h^1`$Mpc mean separations, for richness $`R1`$ and $`R2`$ Abell clusters, while APM data, for the same $`D_c`$ range, give smaller $`r_c`$. Dekel et al (1989) and Sutherland & Efstathiou (1991) suggested that the projection effects and peculiar inhomogeneities in the Abell sample might have biased upward $`r_c`$ at large $`D_c`$. Peacock & West (1992), instead, confirmed such points (see also Jing, Plionis & Valdarnini, 1992). Altogether, it may be fair to say that the controversy on the observational behaviour of $`r_c`$ for high $`D_c`$ values has not been solved yet, although, as we shall see, there may be good reasons to assess that different cluster definitions play a key role.
This paper is devoted to a comparison of cluster clustering, as it emerges from such data, with simulations of three cosmological models: a tilted CDM (tCDM) model and two mixed models (MDM1 and MDM2) with cold+hot DM. All models have critical matter density, vanishing vacuum energy, and are COBE normalized. During the last few years, much attention has been devoted to models with a positive cosmological constant $`\mathrm{\Lambda }`$, also because of the remarkable data sets concerning SN Ia (see,e.g., Riess et al 1998, Perlmutter et al 1998, and references therein). In this work, we shall not debate whether mixed models can still offer a fair fit to all cosmological data; they certainly do not fit SN Ia data, unless their current interpretation was misled by some systematic bias. In a number of cases, however, mixed models were just not tested and the success of $`\mathrm{\Lambda }`$–models to fit some data set was directly taken as further evidence in their favour. In the case of cluster clustering, we shall show that mixed models perform quite well and are surely better than any other model with matter density parameter $`\mathrm{\Omega }_m=1`$ considered until now.
In order to fit cluster data with a model, a large simulation volume is required; in fact, we need a fair sample of galaxy clusters for large $`D_c`$, as well as adequate mass and force resolutions, to identify clusters in a reliable way, for small $`D_c`$. Simulation parameters are therefore set so to allow a sample of 90 clusters, at least, for large $`D_c`$ and $`60`$ baryon–CDM particles per cluster, at least, for small $`D_c`$ (as we shall see, 60 particles correspond to $`10^{14}h^1M_{}`$). Altogether, at redshift $`z=0`$, we shall therefore span a $`D_c`$ interval ranging from $`20`$ to $`80h^1`$Mpc.
Cluster clustering has been studied by various authors in simulations. In particular, the behaviour of $`r_cvs.D_c`$, for standard CDM and open CDM, was studied by Bahcall & Cen (1992), Watanabe et al (1994), Croft & Efstathiou (1994), Eke et al (1996), Croft et al (1997), Governato et al (1999). Their results allow to conclude that CDM models with $`n=1`$ may approach the observed behaviour of $`r_cvs.D_c`$, only for $`\mathrm{\Omega }_m<1`$. The behaviour of $`r_cvs.D_c`$ in a mixed model was also studied, using PM simulations, by Klypin & Rhee (1994) and Walter and Klypin (1996). Their work treated a different mix from those considered here, using smaller box and resolution. Accordingly, they could inspect only the $`D_c`$ interval running from $`20`$ to 45$`h^1`$Mpc. The behaviour they found is only marginally consistent with a constant $`r_c/D_c`$ ratio, but their model does not exhibit much improvement in respect to pure CDM.
The mixed models we consider here were selected on the basis of recent tests on $`\nu `$ flavour mixing, which seem to support a non–vanishing $`\nu `$–mass. Mixing data come from the solar $`\nu `$ deficit (see, e.g., Hampel et al 1996, for GALLEX, and Abdurashitov et al 1996, for SAGE), the atmospheric $`\nu `$ anomaly (Fukuda et al 1994) and the LSND experiment (Athanassopoulos et al 1995) on $`\nu `$’s arising from $`\mu ^+`$ and $`\pi ^+`$ decay. Barger, Weiler & Whisnant (1998) and Sarkar (1999) show that all above results can agree if a fourth sterile $`\nu `$ exists, which can be however added without harming BBNS or LEP standard results. Diagonalizing the mass matrix, they eventually obtain the four $`\nu `$–mass eigenvalues, which split into two nearly degenerate pairs, corresponding to $`m_\nu 0`$ and $`m_\nu 1.4`$–1.5 eV. It must be outlined that, within this picture, there remains no contradiction among different experimental results, at variance with earlier analyses which seemed to find contradictions between LSND and other $`\nu `$–mixing results.
In a cosmological context, however, mixed models have been considered since long. The transfer function for several mixed models was first computed by Bonometto & Valdarnini (1984). Results on mixed models were then found by a number of authors (see, e.g., Achilli, Occhionero & Scaramella 1985, Valdarnini & Bonometto 1985, Holtzmann 1989, for results obtainable from the linear theory, and Davis et al 1992, Klypin et al 1993, Ghigna et al 1994, for early simulations). After the release of LSND data, Primack et al (1995) performed simulations of models with 2 massive $`\nu `$’s and yielding $`\mathrm{\Omega }_h=0.20`$ and found that such mixture eased some problems met by greater $`\mathrm{\Omega }_h`$ models. The possibility of considering mixed models together with blue spectra (primeval spectral index $`n>1`$) was first considered by Liddle et al (1996) and Lucchin et al (1996). In the former paper, blue mixed models able to fit all linear and analytical constraints were shown to exist. In the latter paper, inflationary models leading to blue spectra were discussed and results of an N–body simulation of blue mixed models were reported. Unfortunately, the model considered violated some observational constraints. A systematic study of blue mixed models was recently performed by Bonometto & Pierpaoli (1998) and Pierpaoli & Bonometto (1999), selecting those consistent with CMB data and data predictable from the linear theory.
In the next section we show that the models considered here, on the basis of $`\nu `$–physics motivation, are also suitable to fulfill the main observational constraints. In § 3 we review the technique used to simulate their non–linear evolution. In § 4 we describe how clusters are selected in simulations. Then, in § 5 we describe how the 2–point correlation function and its error estimates were worked out. In § 6, we will show the main results of the $`r_cvs.D_c`$ behaviour derived from fits to the 2–point functions. § 7 is devoted to discussion of the results and the main conclusions we derived from this work.
## 2 Model parameters
The mixed models discussed in this paper were already considered in a previous work by Gardini, Bonometto & Murante (1999; hereafter Paper I) They are models with two equal–mass massive $`\nu `$’s, selected by requiring agreement with data which can be fitted using the linear theory. More in detail, we required, first of all, agreement with observations at top and bottom scales, i.e. with COBE data and with the observed Damped Lyman$`\alpha `$ system (DLAS) abundance (Storrie–Lombardi et al. 1995). Assuming 2 massive $`\nu `$’s with $`m_\nu 1.5`$eV, we adjusted the spectral index $`n`$ so to agree with the above top and bottom data, choosing the minimum allowed value for the spectral amplitude ($`A_\mathrm{\Psi }`$). Over intermediate scales, the main constraints to be tested are at 8 and 25$`h^1`$Mpc, where we evaluated the mass variances $`\sigma _{8,25}`$ (see below). From such values we can work out the expected spectral slope and cluster abundance (again, see below); comparing their values with observations we see that $`m_\nu `$ values up to $`3`$eV can be considered, without violating such constraints. Accordingly, we considered two values for the hot–dark–matter (HDM) density parameter $`\mathrm{\Omega }_h`$, yielding $`m_\nu `$ at the top and bottom of the allowed interval.
A CDM model, selected so to fit the same data in a similar way, was also studied, for the sake of comparison. While mixed models require $`n>1`$, even with low $`A_\mathrm{\Psi }`$, CDM may fit COBE data only if $`n<1`$.
Model parameters are shown in detail in Table I, while fig. 1 shows the spectra obtained from the linear transfer function $`T(k)`$ against APM reconstructed spectral points (). The wavenumber $`k`$ is related to the comoving length scale $`L=2\pi /k`$ and to the mass scale $`M=(4\pi /3)\rho _oL^3`$, where $`\rho _o`$ is the present density of the Universe. In Fig. 1 also other data and results are shown, which will be discussed below.
The tCDM model approximates the APM galaxy spectrum slightly better than the standard CDM (sCDM), thanks to its increased slope. However, it lays still quite below the spectral points around the peak at $`k5\times 10^2h`$Mpc<sup>-1</sup> (comoving length $`\lambda 100`$–120$`h^1`$Mpc). Blue mixed models, instead, show a stronger spectral peak, occurring where $`\nu `$ free streaming bends a primeval spectrum steeper than Zel’dovich. This causes a steeper downward spectrum for $`5h^1`$Mpc$`<\text{ }\lambda <\text{ }50h^1`$Mpc, which might be related to the reasons why blue mixed models approach the $`r_cvs.D_c`$ behaviour up to large $`D_c`$.
Mass variances are defined according to the relation
$$\sigma ^2(L)=\frac{\pi }{9}\left(\frac{x_o}{L}\right)^{n+3}A_\mathrm{\Psi }_0^{\mathrm{}}𝑑uu^{n+2}T^2\left(\frac{u}{L}\right)W^2(u),$$
$`(1.1)`$
with a top–hat window function $`W(u)=3(\mathrm{sin}uu\mathrm{cos}u)/u^2`$ and
$$P(k)=\frac{2\pi ^3}{3}\frac{A_\mathrm{\Psi }}{x_o^3}(x_ok)^n.$$
$`(1.2)`$
Here $`x_o`$ is the comoving horizon distance. Using eq. (1.1) we estimate the parameter
$$\mathrm{\Gamma }=7.13\times 10^3(\sigma _8/\sigma _{25})^{10/3},$$
$`(1.3)`$
which, only for pure CDM models, is often approximated as $`\mathrm{\Gamma }\mathrm{\Omega }_oh`$ (see Efstathiou et al (1992). Peacock & Dodds (1994), using APM data, and Borgani et al. (1994) using Abell/ACO samples, constrained $`\mathrm{\Gamma }`$ within the (2$`\sigma `$) intervals 0.19–0.27 and 0.18–0.25 respectively. This parameter therefore tests the spectral slope above cluster mass scales.
Values of $`\sigma _8`$ are directly related to the expected cluster number densities. A direct fit of data with simulations, for the cluster mass function, is given in Paper I, where, however, a different definition of cluster mass was used. This point will be discussed again below and will be deepened in a forthcoming work.
## 3 The simulations
The three simulations considered here were already used in Paper I, to which we refer for details. They were performed using a parallel N–body code, based upon the serial public AP3M code of Couchman (1991), extended in order to treat variable mass particle sets and used varying the time–steps, when needed. We considered a box of side $`L=360h^1`$Mpc ($`h`$ is the Hubble parameters in units of 100 km$`\mathrm{s}^1\mathrm{Mpc}^1`$); here CDM+baryons were represented by $`180^3`$ particles, whose individual mass is $`m_{180}=2.22\times 10^{12}h^1M_{}`$ for tCDM. Mixed models also involve 2 massive $`\nu `$’s with $`m_\nu 3.02`$eV and 1.63 eV, to yield $`\mathrm{\Omega }_h=0.26`$ and 0.14 (MDM1 and MDM2, respectively). Hence, slow particles, representing CDM+baryons, have masses $`\mathrm{\Omega }_sm_{180}`$ with $`\mathrm{\Omega }_s=\mathrm{\Omega }_{CDM}+\mathrm{\Omega }_{bar}=0.74`$ and 0.86, respectively, while fast particles, representing HDM, have masses $`\frac{1}{2}\mathrm{\Omega }_hm_{180}`$ (the ratio 2:1 between fast and slow particle numbers is required to set initial conditions with locally vanishing linear momentum). Our force resolution can be reported to a Plummer–equivalent smoothing parameter $`ϵ_{pl}40.6h^1`$kpc. The comoving force and mass resolutions approach the limits of the computational resources of the machine we used (an HP Exemplar SPP2000 X Class processor of the CILEA consortium at Segrate–Milan). The numerical resolution of our simulations were similar to other simulations of pure CDM, with different initial conditions performed by Colberg et al. (1997), Thomas et al. (1997), Cole et al. (1997), and Governato et al (1999). Mixed model simulations with a comparable dynamical range, instead, have only been performed by Gross et al. (1998), but in a smaller volume.
## 4 Cluster selection
Different criteria can be used to select clusters in simulations. In paper I, we identified clusters as virialized haloes. Here we shall give results obtained with a cluster definition aimed to approach more closely their observational definition. However, we widely tested and compared results ensuing different definitions, and a comprehensive discussion of the fit between particle sets obtained with various criteria will be published elsewhere. Let us however state that 2–point function outputs are fairly robust; although specific values of the clustering length $`r_c`$, at various $`D_c`$, have even significant variations, when the cluster definition is changed, the general trend is always preserved: the mixed models discussed here however fit observational data. We shall illustrate this point with a few examples, without giving outputs for whole sets of different cluster definitions.
In order to approach the observational pattern, here clusters were found with a spherical overdensity (SO) algorithm, based on a fixed sphere radius $`R_a=1.5h^1`$Mpc. The details of the procedure are close to those suggested by Croft & Efstathiou (1994) and Klypin & Rhee (1994). Hence, effects arising from the limiting magnitude of (observational) samples, border effects and projection effects are not included. (Also the sphere radius is fixed to mimic the Abell cluster definition; clusters found in the APM survey were selected also with smaller $`R_a`$. Our simulations were also used to test whether systematic effects arise from a different choice of $`R_a`$; the differences we found have no significant impact on the results that will be shown here.)
More in detail, we start the procedure with a FoF algorithm, which finds sets of $`N`$ CDM–baryon particles closer than $`f`$ times the average inter–particle separation. Results reported here are obtained using $`f=0.2`$ and $`N=25`$. Centers–of–mass (CM) of FoF groups are then inspected as possible centers for SO. Starting from them, we follow an iterative procedure: CDM–baryon particles within a distance $`R_a`$ from CM and their CM are found; this is repeated until we reach a stable particle set and fix their CM. Only particle sets containing at least 25 particles are however kept. When, during the iterative procedure, two spheres intersect, only the most massive particle set is kept. Our procedure aims to find all clusters above a suitable mass scale. Loose requirements were therefore set on $`f`$, in order to explore any possible matter condensation; the dependence of our results on $`N`$ was also tested. Reducing $`N`$ obviously leads to more FoF groups and a number of them survives the iteration procedure defined hereabove. Most of such extra–clusters, however, do not contain many particles. The result of such tests can be summarized by stating that extra–clusters of more than $`60`$ particles, found lowering $`N`$ down to 12, are less than $`0.3\%`$, in all cases; this percentage has no further increase when still lower $`N`$ are taken. Henceforth, for $`N>60`$, i.e., for $`M>1.3\mathrm{\Omega }_s10^{14}h^1M_{}M_{min}`$, our cluster samples can be considered complete. In fig. 2, we show the relation between cluster masses and $`D_c`$ values, both at $`z=0`$ and at $`z=0.8`$.
Among other tests, we also verified the size of virialized haloes contained in clusters, as a function of their mass $`M_c`$. Let $`R_v`$ be the radius encompassing a sphere, whereinside the density contrast is 180, found starting from the CM of each cluster, but whose actual center is attained through a suitable number of iterations, so to be the CM of all particles within $`R_v`$ from it. Let then $`M_v`$ be the mass of all CDM+baryon particles within $`R_v`$. For large clusters, $`R_v`$ may exceed $`R_a`$; when $`M_c`$ is approximately $`<7\mathrm{\Omega }_s10^{14}h^1M_{}`$, in general it is $`M_v<M_c`$. In fig. 3 we show the values of $`M_v`$, as a function of $`M_c`$, for tCDM. The trend is quite similar for mixed models.
Although $`M_v`$ tends to increase with $`M_c`$, the trend is clearly not monotonic; this is due to the spread of the values we find for $`R_v`$ at any $`M_c`$. In spite of that, for $`M>M_{min}`$, all clusters contain a virialized halo. However, if we order by mass the cluster set, using $`M_v`$ instead of $`M_c`$, we find a different result. Hence, cluster sets, whose mean distance is $`D_c`$, are different if we use $`M_v`$ instead of $`M_c`$. It is then significant to compare the dependence of $`r_c`$ on $`D_c`$ for the two different orderings. In Paper I, clusters were given $`M_v`$ as mass; such definition is farther from observational criteria, but is likely to be closer to physical requirements, e.g., if we aim to compare simulation outputs with the expectations of a Press & Schechter approach. Herebelow, in a few cases, we shall test how the clustering length depends on $`D_c`$, when $`M_v`$ replaces $`M_c`$. As we shall see, outputs depend significantly on the model, but are substantially independent from the cluster definition.
## 5 Cluster 2–point correlation function
Using clusters in our simulation box, ordered according to their $`M_c`$, we computed the 2–point correlation function $`\xi (r)`$, for a set of $`D_c`$ values, by applying the estimator
$$\xi (r)=\frac{D_c^6N_{pairs}(r)}{L^3\delta V(r)}1.$$
$`(3.1)`$
Here $`N_{pairs}(r)`$ is the number of cluster pairs in the radial bin of volume $`\delta V(r)`$, centered on $`r`$, and $`L^3`$ is the box volume. Error bars for $`\xi (r)`$ were estimated using the standard bootstrapping procedure. (We checked the convergence of the estimator of the standard deviation evaluated from bootstrap realizations, by inspecting the third moment of the bootstrap distribution. In all cases, convergence was attained when the number of bootstrap realizations matched the number of points in the catalogues; see e.g. ) We compared such errors with the usual Poisson errors, which were found to be systematically smaller by a factor $`2`$.
We then performed two different fits to a power law
$$\xi (r)=(r/r_c)^\gamma ,$$
$`(3.2)`$
over the distance range 5$`h^1`$Mpc$`<r<25h^1`$Mpc: (i) A constrained fit, assuming a constant $`\gamma =1.8`$. For the sake of example, in fig. 4 we show such fit for $`D_c=30h^1`$Mpc.
(ii) An unconstrained fit, allowing both $`r_c`$ and $`\gamma `$ to vary. Points were weighted by the corresponding bootstrap errors and $`r_c`$ best–fit values are also given with bootstrap errors. Such errors are obviously smaller for the constrained fit, where our ignorance on $`\gamma `$ is hidden. In general, large $`D_c`$ clusters yield best fit $`\gamma `$ values approaching 2, although 1.8 lays always within 1$`\sigma `$. Our $`r_c`$ estimates are performed at $`z=0`$ and $`z=0.8`$, to inspect cluster clustering evolution.
## 6 Results
In fig. 5 we report the $`r_cvs.D_c`$ behaviour for tCDM, MDM1 and MDM2, for fixed $`\gamma =1.8`$. In fig. 6 we give results for the same cases, obtained with 2–parameters fits on $`r_c`$ and $`\gamma `$. Errors bars represent $`1\sigma `$ bootstrap errors (see § 3). Of course, error bars are smaller in the single parameter fits, where our ignorance on $`\gamma `$ is hidden.
Together with the $`r_c`$ values obtained from our simulations we also plot APM and Abell cluster data, the BW conjecture, and the results from simulations performed by Bahcall & Cen (1992) and Croft & Efstathiou (1994). Recent results obtained by Governato et al (1999), for a critical CDM model, lay between the last two curves. Observational points and error bars given in our figures were obtained from original work. We draw the reader’s attention on the fact that, in some recent work studying cluster clustering in simulations, observational points and error bars are not accurately reported.
A comparison of tCDM with data, shows that simulated and APM data points are in fair agreement. In view of the better fits obtainable with mixed models, shown in the same figures, one might tend to overlook the improvement of tCDM in respect to CDM models with $`n=1`$, which, instead, is significant. Our tCDM model, however, seems to miss systematically the Abell catalog points and, thence, is far from the BW conjecture, which tries to set a compromise between Abell and APM results.
From this point of view, the performance of mixed models is better. For low $`D_c`$, MDM1 tends to give $`r_c`$ values above the BW conjecture (see, however, Lee & Park 1999). A similar, but less pronounced, effect exists also for MDM2. On intermediate scales MDM1 sticks on the BW conjecture curve and meets two of the APM points at the 2–$`\sigma `$ level only. MDM2, instead, seems to try to compromise between APM and Abell points. On top scales, the behaviours shown here by the two models are opposite. The MDM1 behaviour, at such scales, seems however somehow anomalous; such scales are those which are most likely affected by cosmic variance and the MDM1 behaviour at $`D_c>65`$$`70h^1`$Mpc should certainly be tested with different model realizations. Furthermore, unconstrained fits tend to indicate that such discrepancy arises from different correlation function slopes.
It may also be significant to consider the unconstrained fit obtained ordering clusters according to $`M_v`$ masses, which is shown in fig. 7. Let us notice that: (i) in most cases, error bars are smaller; (ii) the peculiar feature for MDM1 at large $`D_c`$ has disappeared. It is likely that such improvement is related to a more direct physical significance of the mass $`M_v`$ and the (variable) radius $`R_v`$. Taking a fixed radius $`R_a`$, instead, risks to accentuate a dependence on local peculiar features. In principle, this is more likely to occur for small mass clusters, for which significant volumes, still unaffected by virialization processes, lay within $`R_a`$. In our simulation volume, however, we have a large deal of low–mass clusters and this allows an efficient averaging over local realizations. At the top mass end, instead, the sample is more restricted and we must mostly rely on the virialization process, rather than on sample averaging, to smear off local peculiarities. Our results seem to indicate that significant memory of initial conditions is kept also below $`R_v`$.
In Fig.s CLUSTER CORRELATION IN MIXED MODELS and CLUSTER CORRELATION IN MIXED MODELS we report a comparison between the 2–point function results at $`z=0`$ and $`z=0.8`$, obtained using $`M_c`$.
Unconstrained fits at $`z=0.8`$ are rather noisy at large $`D_c`$, in particular for top scales. Constrained fits, instead, might be taken as an indication of clustering evolution on top scales. Here, perhaps, there is a further evidence of anomaly in MDM1, which is the only case when clustering seems however weeker at $`z=0`$ than at $`z=0.8`$. Apparently, all models seem to indicate a greater clustering length at scales between 50 and 65–70$`h^1`$Mpc for $`z=0.8`$. Apart of MDM1, instead, this is inverted above 70$`h^1`$Mpc.
Fig CLUSTER CORRELATION IN MIXED MODELS, instead, shows results on cluster evolution based on $`M_v`$ ordering and using constrained fits. The kind of evolution found hereabove seems confirmed, while MDM1 anomaly is reduced.
## 7 Discussion
Previous numerical results on cluster clustering, based on models with $`\mathrm{\Omega }_m=1`$, gave a behaviour of $`r_cvs.D_c`$ a few $`\sigma `$’s below observational results. The only exception are Bahcall & Cen (1992), whose numerical study involves peculiar extrapolations and however succeeds to meet two APM points at large $`D_c`$ only. When considering subcritical CDM models (OCDM), the same authors obtain a behaviour close to the BW conjecture. However, this is not fully confirmed by later numerical studies; although they clearly indicate that, in OCDM models, the $`D_c`$ dependence on $`r_c`$ is consistent with APM points, Abell cluster points seem to require a still steeper dependence than in OCDM. Such findings, however, were currently interpreted as an indication that observational data on cluster clustering may be approached only by models with $`\mathrm{\Omega }_m<1`$ and led to arguing that the observed dependence of $`r_c`$ on $`M_{th}`$ is somehow related to an early cluster formation.
The behaviour we find for tCDM does not support such kind of inference. Taking a spectral index $`n1`$ has no substantial effect on the time of cluster formation, which is quite similar to standard CDM. In view of the more stricking outputs for mixed models, we must not disregard the result we find for tCDM. The $`r_cvs.D_c`$ behaviour of clusters in such model is analogous to previous outputs for OCDM and lays well above the very behaviour obtained by Bahcall & Cen (1992) for standard CDM. Our findings are that, taking $`n<1`$, the clustering of clusters in an $`\mathrm{\Omega }_m=1`$ model approaches the behaviour obtained from APM cluster data.
Even more striking is the cluster clustering behaviour for the mixed models considered in this work, which are based on low mass $`\nu `$’s. In this case, the slope of the $`r_cvs.D_c`$ behaviour approaches the BW conjecture and, more significantly, within 1 or 2–$`\sigma `$ bootstrap error bars, we mostly find consistency both with APM and Abell results. The only exception could be the point of Abell clusters of richness $`R>2`$, which is approached only by MDM2. Our results, however, support previous claims that, at the top mass end, wider samples may be required to suppress the cosmic variance.
Quite in general, it can be reasonable to consider cluster clustering as a measure of the spectral power on scales exceeding $`25h^1`$Mpc. All models with $`\mathrm{\Omega }_m=1`$ ought to have similar values of $`\sigma _8`$, in order to be consistent with the observed cluster abundance. Accordingly, the power at scales $`25h^1`$Mpc is basically gauged by the value of the $`\mathrm{\Gamma }`$ parameter. It may not be a case that models perform in a better way as their $`\mathrm{\Gamma }`$’s approach the observational interval.
Surely, in the case of mixed models, the situation is complicated by the presence of a hot component, which may slow down the gravitational growth in the non–linear regime, in a scale–dependent fashion. Previous results for mixed models concerned a mix including 30$`\%`$ of HDM, due to a single $`\nu `$ with mass $`m_\nu 7`$eV. Here we deal with $`\nu `$’s 3–4 times lighter; accordingly, when cluster formation begins, their speeds are $`3`$–4 times greater. Peculiar effects of MDM are therefore significantly reinforced. Hence, besides of having a suitable spectral slope, the mixed models treated here are still more different from standard CDM, because of the late $`\nu `$ derelativisation.
In this paper we showed that critical CDM models, with a blue spectrum suitably “compensated” by a light–$`\nu `$ component, besides of fitting most LSS and CMB data, are able to follow APM and Abell cluster clustering data. This result adds to those discussed in Paper I, where critical blue mixed models were shown to provide a good fit to the cluster mass function and to be in agreement with Donahue at al. (1998) findings concerning high–$`z`$ cluster abundance.
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# 1 Introduction
## 1 Introduction
Motivated in part by naturalness issues, recently, starting with ref. , there have been several attempts to develop models where the effects of gravity become large at energy scales of the order of a TeV - much lower than the traditionally accepted Planck mass. In fact, in a previous paper by one of the authors it was suggested that the so-called hierarchy problem, the question why the Planck mass is much larger than the weak scale, could be solved by having gravity play a role at the electroweak scale. One of the implications of such a principle is the possibility of having large extra dimensions being present. This possibility has recently been presented in a simple form in ref.. In this paper it was suggested that the standard model is confined on a D3 brane, but that gravity lives in the bulk of the (4+n) dimensional space-time, where the n dimensions are compactified, possibly with a large radius. From the formula $`M_{Pl,4}^2R^nM_{Pl,4+n}^{n+2}`$, the $`4+n`$ \- dimensional Planck mass can be at the TeV scale if the size R of the higher dimensions is large enough. As prefigured in ref. such scenarios lead to collider signals in the form of missing energy signals and anomalous couplings from higher dimensional operators. These effects could come from the production of higher dimensional gravitons and/or their tree-level exchange. Since such signals are absent in present-day colliders, limits can be put on the scale where the effects of higher-dimensional gravity become strong. Typically one finds limits of the order of a TeV for this scale. Astrophysical considerations allow one to limit the cases n=1 and 2..
At first sight the model therefore appears to be in order, at least for $`n>2`$. However, since it is non-renormalizable, one has to be careful that radiative effects do not destroy its consistency. Non-renormalizable models can often be used as effective Lagrangians, if the radiative corrections are sufficiently well behaved, so that the divergent higher-order effects can be absorbed in effective local operators, parametrizing our ignorance about the underlying fundamental dynamics. For example, this procedure works very well in pion physics, where the starting Lagrangian is the non-linear sigma-model. However the divergences in higher-dimensional gravity are much more severe than in the non-linear sigma-model, so that explicit calculations are necessary to determine how far this model makes sense at the quantum level. Calculations involving loop-effects of higher-dimensional gravitons have been performed in for the LEP electroweak precision data, and in for the g-2 factor of the muon. The authors in and both calculate corrections to the so called oblique parameters, coming from corrections to the vector-boson propagators. They reach different conclusions about the importance of the corrections, ref. giving strong constraints, while ref. gives much weaker ones. However both calculations ignore the non-oblique corrections, which is basically incorrect, since gravity couples to all particles, not only to vector-bosons. We therefore consider these results to be too uncertain to provide definite conclusions. In ref. the g-2 factor of the muon was considered. Here it was found that the corrections are small, well within experimental bounds. However it is known from studies on anomalous vector-boson couplings, that the g-2 factor of the muon is relatively insensitive to anomalous effects, that depend on the precise ultraviolet behaviour. The form-factor of the photon is a more sensitive quantity, therefore in the next section we calculate the radiative corrections to the photon-propagator due to higher-dimensional graviton exchange.
## 2 The Calculation
Such a calculation can be performed using the formalism of ref.. The 4+n dimensional graviton-field Lagrangian is linearized and expanded in normal modes. The normal modes describe an infinity of 4-dimensional massive spin-2, spin-1 and spin-0 fields. The spin-1 fields decouple from ordinary matter, the spin-2 fields couple to the energy-momentum tensor $`T_{\mu \nu }`$ and the scalar fields to the trace of the energy momentum tensor. As we are interested in the coupling to photons, we can ignore the scalars completely, since the photon energy-momentum tensor is traceless. The propagator of the massive gravitons is derived in . Because we assume the extra dimensions to be large, the sum over the modes can be replaced by a density-integral. Assuming all extra dimensions to be circles with a radius R, the sum over graviton modes is replaced by the integral $`𝑑m^2R^nm^{n2}/((4\pi )^{n/2}\mathrm{\Gamma }(n/2))`$. At the one-loop level there are two types of graphs contributing. The tadpole graphs contain the 2-photon-2-graviton vertex, which is proportional to $`k_\mu k_\nu k^2\delta _{\mu \nu }`$. Such diagrams, contain no further momentum dependence. Their contribution can therefore be absorbed in a wave-function renormalization of the photon. The remaining class of diagrams is non-trivial and contains the 2-photon-1-graviton vertices. It is strongly ultraviolet divergent and for low enough dimensions also infra-red divergent. As one also has to take care in the regularization to preserve the gauge-invariance of the photon, it is not very practical to evaluate this diagram with Feynman parameters. We therefore choose to evaluate the diagram by a dispersion relation. This way one preserves the symmetries that have to be present in the theory and at the same time keeps the physically relevant divergences. The form of the imaginary part is determined without ambiguities. One has however to choose an ultraviolet cut-off $`\mathrm{\Lambda }`$ for the spectrum, where one assumes new physics takes over. The infrared cut-off $`m_{gr}`$ is taken as the mass of the lightest graviton.
With these assumptions the imaginary part of the photon two-point function becomes ($`k^2=s`$):
$`Im\mathrm{\Pi }_{\mu \nu }(s)=(\delta _{\mu \nu }k^2k_\mu k_\nu )({\displaystyle \frac{1}{9M_{Pl,4+n}^{n+2}}})\times ({\displaystyle \frac{480s^{(n+2)/2}}{(n4)(n+2)(n+4)(n+6)}}`$
$`{\displaystyle \frac{s^3}{n4}}m_{gr}^{n4}+{\displaystyle \frac{10}{n+2}}m_{gr}^{n+2}{\displaystyle \frac{15}{n+4}}{\displaystyle \frac{m_{gr}^{n+4}}{s}}+{\displaystyle \frac{6}{n+6}}s^2m_{gr}^{n+6})`$ (1)
As we assume R to be large the last three terms in the above expression can be ignored. This expression is gauge invariant. In the following it will be convenient to introduce as usual the scalar $`\mathrm{\Pi }(k^2)`$ by
$$\mathrm{\Pi }_{\mu \nu }(k)=(\delta _{\mu \nu }k^2k_\mu k_\nu )\mathrm{\Pi }(k^2)$$
(2)
It is for this object which is free of kinematic singularities that a dispersion relation can be written. Indeed, the real part of $`\mathrm{\Pi }(k^2)`$ can now be determined by the relation:
$$Re\mathrm{\Pi }(s)=\frac{1}{\pi }\times _{m_g^2}^{\mathrm{\Lambda }^2}\frac{ds^{}}{s^{}s}Im\mathrm{\Pi }(s^{})$$
(3)
The full photon propagator ($`\mathrm{\Delta }_{\mu \nu }^{}`$), in a general gauge is then given by
$$\mathrm{\Delta }_{\mu \nu }^{}=\frac{\delta _{\mu \nu }}{k^2k^2\mathrm{\Pi }(k^2)}\frac{k_\mu k_\nu }{k^2}\frac{(1\alpha )\mathrm{\Pi }(k^2)+\alpha }{k^2k^2\mathrm{\Pi }(k^2)}$$
(4)
Note that in the Landau gauge ($`\alpha =1`$) the above has a particularly simple form:
$$\mathrm{\Delta }_{\mu \nu }^{}(k)=\frac{(\delta _{\mu \nu }k_\mu k_\nu /k^2)}{k^2k^2\mathrm{\Pi }(k^2)}$$
(5)
Since the polarization tensor is transverse, no subtractions are needed for the photon mass which stays zero. This is the reason for choosing the scalar function $`\mathrm{\Pi }(k^2)`$ as above with its appropriate kinematic factor. However, because of the high powers of s in imaginary $`\mathrm{\Pi }(k^2)`$ a large number of subtractions would be needed, each corresponding to a higher dimensional operator, coming from a taylor series expansion of $`Re\mathrm{\Pi }(k^2)`$ in powers of $`k^2`$. The coefficients of these terms are then not fixed. As we wish to consider the cut-off to be a physical quantity, as in ref.\[8-10\], we want to use the integral to determine these coefficients. The lowest order, term ($`\mathrm{\Pi }(0)`$) would correspond to a wave-function renormalization. So the first non-trivial term is the $`k^4`$ term in the (inverse) photon two-point function. It is given by $`\mathrm{\Pi }^{}(s=0)`$. To be more precise the coefficient $`\beta `$ in the contribution to the polarization tensor $`\beta k^2(\delta _{\mu \nu }k^2k_\mu k_\nu )`$ is given by:
$`n>4\beta =({\displaystyle \frac{\mathrm{\Lambda }^n}{9\pi M_{Pl,4+n}^{n+2}}}){\displaystyle \frac{960}{n(n4)(n+2)(n+4)(n+6)}}`$
$`n=4\beta =({\displaystyle \frac{\mathrm{\Lambda }^4}{18\pi M_{Pl,4+n}^{n+2}}})(\mathrm{ln}({\displaystyle \frac{\mathrm{\Lambda }^2}{m_g^2}})1/2)`$
$`n<4\beta =({\displaystyle \frac{1}{9\pi M_{Pl,4+n}^{n+2}}}){\displaystyle \frac{m_{gr}^{n4}}{2(4n)}}\mathrm{\Lambda }^4`$ (6)
## 3 Discussion.
The results in the above section clarify some of the questions raised in the literature. The question has been raised in ref., whether radiative contributions can actually grow with the cut-off, or whether they are always suppressed by $`1/M_{Pl,4+n}^2`$. We see for large n a strong cut-off dependence. It is only when we put $`\mathrm{\Lambda }=M_{Pl,4+n}`$, that the $`1/M_{Pl,4+n}^2`$ behaviour arises. In principle the cut-off $`\mathrm{\Lambda }`$ is the string scale, where higher spin resonances start appearing. For the field theory calculation of this paper to be sensible this string scale should be higher than the Planck scale, as otherwise operators coming from the higher-spin fields would be more important than the graviton contribution. In ref. () it has been argued that actually the string scale is lower than the Planck scale by a factor 1.6-3. If this is indeed the case, one cannot use the radiative corrections reliably to give limits on the Planck mass. For comparison with experiment, we will however take $`\mathrm{\Lambda }=M_{Pl,4+n}`$.
The second question is the meaning of the infrared divergences, in particular the power divergences in $`m_{gr}`$. In ref.() the power divergences were present, however it was argued that they should be absent in the observables because gravity is IR finite. In ref.() they were regularized, with the argument that non-perturbative effects would make them disappear. It is not clear to us what these effects are. In particular, it is disturbing that the imaginary part of the photon 2 point function is not finite in the limit $`m_{gr}0`$ for $`n<4`$. We feel that this singularity is not really an infrared one in the sense that it does not necessarily arise due to long wavelength excitations. The singular behaviour in Eq. (1), for example, comes from the $`k_\mu k_\nu k_\lambda k_\rho /m_{gr}^4`$ term in the graviton propagator. If all invariances in the theory were kept intact then such terms do not contribute to singular behaviour in physical observables, -for example, if current conservation is preserved as in massive photon QED then a term like $`k_\mu k_\nu /m_{ph}^2`$ in the photon propagator does not give singularities in observables. In the brane scenario, the brane position breaks the higher dimensional general coordinate invariance. Thus even though conventional Kaluza Klein theories or string theories are consistent in terms of preserving invariances, it is not clear if the brane scenarios in their current form are. We believe that the singular behaviour in Eq. (1) is a reflection of this. That this depends on the number of extra dimensions could then be simply a reflection of the fact that the bigger the number of extra dimensions, the harder it is for higher dimensional gravitons to find the D3 brane. Comparing with ref.(), we notice that in the photon structure the power divergences are similar to those in the previously calculated S,T,U parameters for $`n=3`$. It is not so clear to us that terms like the second one in Eq. (1) can be completely ignored even after a proper understanding of the theoretical issues involved.
A limit can be given by comparing the QED-test on the renormalized photon-propagator $`\frac{\delta _{\mu \nu }}{k^2k^4/\mathrm{\Lambda }_{QED}^2}`$. One has as a limit $`\mathrm{\Lambda }_{QED}200GeV`$ from colliders. Putting $`\beta =1/\mathrm{\Lambda }_{QED}^2`$ gives a limit on the Planck mass. For $`n>3`$ this limit is not competitive with the limits given for the S,T,U parameters in refs.(, ) or with the direct invisible energy search. Thus due to the large denominator in Eq.(6) we get a limit at best $`M_{Pl,4+n}>30GeV`$. For the case of $`n3`$, somewhat more useful limits can be set. If we naively keep the terms which are singular as $`m_{gr}0`$ for $`n<4`$ then one gets large values, greater than a TeV, for the Planck mass.
In conclusion, at the moment, theories with large extra dimensions appear to be consistent at least for large enough $`n`$. The problem of singularities in physical observables as $`m_{gr}0`$ needs to be studied at a theoretical level.
## 4 Acknowledgements
This work was supported by the NATO grant CRG 970113, by a University of Michigan Rackham grant to promote international partnerships and by the US Department of Energy. We would like to thank M. Einhorn, E. Yao and O. Yakovlev for discussions.
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# Untitled Document
MODULI, MOTIVES, MIRRORS<sup>1</sup><sup>1</sup>1Plenary talk at the 3rd European Congress of Mathematicians, Barcelona, July 10–14, 20001
Yuri I. Manin
Max–Planck–Institut für Mathematik, Bonn
0. Introduction
This talk is dedicated to various aspects of Mirror Symmetry. It summarizes some of the developments that took place since M. Kontsevich’s report \[Ko2\] at the Zürich ICM and provides an extensive, although not complete bibliography.
0.1. Brief history. Mathematical history of Mirror Symmetry started in 1991, when an identity of a new type was discovered in the ground–breaking paper by four physicists \[CaOGP\] (it was reproduced in \[MirS1\] where earlier works are also described and motivated).
The left hand side (or $`A`$–side) of this identity was a generating series for the numbers $`n(d)`$ of rational curves of various degrees $`d`$ lying on a smooth quintic hypersurface in $`^4`$. The right hand side ($`B`$–side) was a certain hypergeometric function. The Mirror Identity states that the two functions become identical after an explicit change of variables which is defined as a quotient of two hypergeometric functions of the same type.
At the moment of discovery, not only the identity itself remained unproved, but even its $`A`$–side was not well defined: the correct way of counting rational curves was proposed by M. Kontsevich (\[Ko4\]) only in 1994. In the same remarkable paper Kontsevich gave an explicit formula for $`n(d)`$ creatively using Bott’s fixed point formula for torus actions at the target space. After the appearance of this paper one could hope that the Mirror Identity for quintics (and more general toric submanifolds) ought to be provable by algebraic manipulations with both sides. This turned out to be a difficult problem. A. Givental brought this program to a successful completion in 1996, by introducing a new torus action at the source space, stressing equivariant cohomology and inventing ingenious calculational strategy (see \[Giv2\], \[Giv5\], \[Giv7\], \[BiCPP\], \[Pa\]). For subsequent important developments, see \[LiLY1\], \[LiLY2\], \[Ber\].
This work however did not unveil the mystery of the Mirror Identity. The point is that the identity itself was discovered by the physicists as only one manifestation of a deeper principle. Physicists believe that with any Calabi–Yau manifold $`X`$ one can associate two $`N=(2,2)`$ Superconformal Field Theories (SCFT) which are the respective $`A`$ and $`B`$ models (see e.g. \[Wi1\]). The Mirror Correspondence between $`X`$ and $`Y`$ supposedly interchanges their $`A`$ and $`B`$ models. In particular, in the case of quintics the hypergeometric functions involved are actually periods of the mirror partner family of our quintics, and $`B`$–models generally reflect properties of variations of periods and Hodge structures.
Unfortunately, a precise and complete mathematical definition of what constitutes an $`N=(2,2)`$ ScFT is still lacking. Various components of this structure with varying degree of precision are described in the papers collected in \[MirS1\] and \[MirS2\]. In particular, a part of this structure is a modular functor in the sense of Segal, with possibly infinite dimensional Hilbert space. In turn, such theories are often constructed via representation theory of a vertex algebra. See \[MalSV\] and \[Bor2\], \[Bor3\] for the most recent mathematical approach to this picture, achieving at least the construction of what seems to be the right vertex algebra.
The parts that are involved in the statement of Mirror Identity above refer correspondingly to the Quantum Cohomology ($`A`$–model, physicists’ $`\sigma `$–model) and extended variations of Hodge structure. Both are now well understood mathematically: see \[Ma5\] and \[Bar\] respectively. However, the Mirror partners are connected by much more ties than a mere Mirror Identity. These ties, in particular, relate Lagrangian and complex geometry in a remarkable way: see \[StYZ\] and \[Ko2\] for the basic conjectures to this effect.
Therefore now, more than decade after it was discovered, the Mirror Symmetry mathematically looks like a complex puzzle, some of the pieces of which have found their respective places, some are still lying in disorder, and some, most probably, are missing.
0.2. Plan of the paper. This puzzle metaphor guided the organization of this report.
Section 1 is devoted to the binary relation of mirror partnership between families of Calabi–Yau manifolds endowed with additional structures which we call here cusps. This relation consists in the isomorphism of two Frobenius manifolds, constructed by two different ways for the respective families. In turn, Frobenius manifold isomorphisms generalize the Mirror Identity of \[CaOGP\].
Section 2 explains various versions of another mirror partnership relation, this time between certain symplectic, on the one hand, and complex, on the other hand, manifolds, endowed with additional structure which in this case is a choice of a fibration by real tori. Here I have took as starting point a part of Kontsevich’s package \[Ko2\], with further detalization taken from \[StYZ\], \[PoZ\], \[AP\], and other papers. I have chosen for these relations the word “partnership”, or “duality”, as opposed to “symmetry”, because the definition of both of them is explicitly un–symmetric.
The next part of the section 2 restores the idea of Mirror Symmetry: according to \[StYZ\], the Mirror Symmetry relation connects Calabi–Yau manifolds endowed with Kähler structure, and thus simultaneously with compatible Lagrangian and complex structures, so that Kontsevich’s duality can be imposed simultaneously upon two crossover Lagrangian/complex pairs.
Although the Frobenius manifold duality and the Lagrangian/complex duality some day are expected to become parts of a unified picture, at present contours of the latter are rather vague.
One common part of both dualities is the prediction of mirror isomorphisms connecting the cohomology spaces of mirror partners $`(X,Y)`$. In particular, isomorphisms of the Frobenius manifolds restricted to their spaces of flat vector fields produces isomorphisms $`\mu _{X,Y}:H^{}(X,)H^{}(Y,^{}(𝒯_Y)V_Y^2`$ where $`V_Y=H^0(Y,\mathrm{\Omega }_Y^{\mathrm{max}}).`$
Actually, algebraic geometric model of the $`A`$–side, the theory of Gromov–Witten invariants, endows $`H^{}(X,)`$ with much stronger structure, which is motivic by its nature. It would be very interesting to understand the geometry of the mirror reflection of Calabi–Yau motives.
However, even when the intricate inner workings of Mirror Symmetry are understood, this will not be the end of the story.
0.3. Dualities in string theory. All this machinery emerged as an approximation in the quantum superstring theory whose aim is to provide a unified theory of matter and gravity (space–time). The first superstring revolution (1984–85) led to the belief that there are five consistent (perturbative, without ultraviolet divergencies) superstring theories, each on ten–dimensional space–time, or in other words, 10d Poincaré–invariant vacuum. For all of them, the low–energy approximation is an effective 10d supergravity theory. The second superstring revolution (1994–??) started with the Witten’s suggestion that all five theories are limits of a single theory (see review in \[Schwa\]). In other words, they are perturbarive expansions of a single underlying theory about distinct points in the moduli space of quantum vacua. Moreover, a sixth special point in this space is a 11d Poincaré–invariant vacuum.
C. Vafa suggests to look at the underlying M–theory as patched up from five/six local descriptions and their compactifications, im much the same way as a manifold is patched up from coordinate neighborhoods. The transition functions are called dualities, and according to \[StYZ\], Mirror Duality is one of them.
If this is true, the Mirror Symmetry acquires an incredibly high epistemological status as one of the building blocks of the ambitious Unified Quantum Superstring Theory.
For mathematicians, this means that the puzzle we are trying to assemble, is only a small piece of the still larger puzzle whose contours are yet barely visible.
1. Frobenius manifolds and mirror partnership
between families of Calabi–Yau manifolds
1.1. Calabi–Yau manifolds. In this section I will call a Calabi–Yau (CY) manifold in the weak sense any projective (or compact Kähler) complex manifold $`X`$ with trivial canonical sheaf. Any such manifold admits a finite unramified covering $`\stackrel{~}{X}`$ with the following property:
$`\stackrel{~}{X}`$ is a direct product of a complex torus $`A`$, of a simply connected CY $`Y`$ with $`h^{2,0}(Y)=h^{2,0}(\stackrel{~}{X})`$, and of a simply connected CY $`Z`$ with $`h^{2,0}(Z)=0.`$
If the factors $`A`$ and $`Y`$ are absent in any finite unramified covering of $`X`$, then $`X`$ is CY in the strong sense.
In dimension 1, the only CY manifolds are elliptic curves, in dimension 2, besides complex tori, there are $`K3`$–surfaces. In dimension 3, the first examples of CY in the strong sense appear. Quintics in $`^4`$ are the simplest of them.
More generally, anticanonical hypersurfaces in any compact toric manifold associated with a reflexive polyhedron are CY’s: see \[Ba1\]. This method produces 4319 families of $`K3`$–surfaces and 473 800 776 families of CY threefolds, among which at least 30 178 families can be distinguished by their Hodge numbers (see \[KrS\]). It is still unknown, whether the number of maximal families of CYs in any dimension $`3`$ is finite or not.
The toric construction (and its generalization to complete intersections in arbitrary Fano manifolds) remain the most important testing ground for basic conjectures about CYs.
A general approach to the complex moduli spaces of CY manifolds is furnished by the deformation theory. The Kodaira–Spencer local versal deformation of an $`n`$–dimensional CY manifold $`X`$ is unobstructed and has dimension $`h^{1,n1}(X).`$
1.2. Mirror partner families of CYs: preliminarities. The notion which we will describe in this section is interesting mainly for CYs in the strong sense. It develops the discovery made in \[CaOGP\].
This notion is an asymmetric binary relation between versal local families $`\{X_s|sS\}`$, $`\{Y_t|tT\}`$ of CYs, satisfying the condition $`h^{1,1}(X)=h^{1,n1}(Y)=r`$ and endowed with some additional structure.
On the $`A`$–side, this additional structure consists in a choice of a basis $`(\beta _1,\mathrm{},\beta _r)`$ of the group of numerically effective classes in $`A_1(X_s)`$. When $`sS`$ varies, elements of this basis must be horizontal with respect to the Gauss–Manin connection. Such a basis determines functions $`q_j^A`$ on $`H^2(X_s,/)`$: $`q_j^A(L):=e^{2\pi i(L,\beta _j)}`$. We will refer to $`H^2(X_s,/)`$ together with $`q_j^A`$ as a Kähler cusp.
On the $`B`$–side, this additional structure consists in the choice of a partial compactification $`T\overline{T}`$ looking locally like the embedding of a product of pointed open unit discs in $``$ into the product of non-pointed unit discs. The variation of Hodge structures of the family $`Y_t`$ must have maximal unipotent monodromy on this compactification: see \[Mo2\]. \[Mo3\], \[De3\]. Geometrically, $`\overline{T}`$ contains a point of “maximal degeneration” of the family $`Y_t`$ and $`T`$ parametrizes Calabi–Yau manifolds “with large complex structure”. The point of maximal degeneration is the transversal intersection of discriminantal divisors. Building upon \[CaOGP\] and \[Mo1\], \[Mo2\], Deligne has shown in \[De3\] how to define a system of functions $`q_j^B`$ on $`\overline{T}`$ in terms of the variation of Hodge structures determined by $`Y_t`$. We will refer to the germ of $`\overline{T}`$ at its point of maximal degeneration as moduli cusp of the relevant moduli space.
The relation of mirror partnership between such enhanced families $`X/S`$ and $`Y/T`$, in particular, identifies $`q_j^A`$ with $`q_j^B`$ and thus establishes an isomorphism between a domain in $`H^2(X,/)`$ where $`q_j^A`$ are sufficiently small and the respective domain in the moduli cusp. This isomorphism must identify two functions: potential of the small quantum cohomology at the $`A`$–side, and an integral involving a holomorphic volume form on the fibers $`Y_t`$ at the $`B`$–side.
A fuller formulation of the mirror partnership relation consists in the identification of two formal Frobenius manifolds (FM): quantum cohomology of any $`X_s`$ at the $`A`$–side, and Barannikov–Kontsevich’s FM on a formal extended moduli space at the $`B`$–side.
Most of the remaining part of this section will be devoted to the description of the relevant Frobenius manifolds.
However, the reader must be aware of more global aspects of this essentially local picture. In fact, moduli stack of complex variations of $`Y`$ may have many cusps; they are acted upon by the Teichmüller group $`\mathrm{Diff}(Y)/\mathrm{Diff}_0(Y)`$. One can speculate that mirror partnership is stable with respect to such moduli cusp changes. Then the question arises, what corresponds to them at the $`A`$–side.
Two partial answers were suggested. In \[AsGM\] it was argued that different birational models of some $`X_s`$ can produce canonically isomorphic cohomology groups, in particular $`H^2`$, in which however Kähler cones will form a non–trivial fan (in the sense of toric geometry). Maximal cones of this fan support Kähler cusps that might correspond to different moduli cusps of the same family at the $`B`$–side. In this picture, one does not see what should correspond to the Teichmüller group. M. Kontsevich suggested in the framework of his conjectured Lagrangian/complex duality that it must be the autoequivalence group of the derived category of coherent sheaves on $`X_s`$. Some evidence for this was furnished by comparison of the stabilizing subgroups of the cusps: see \[Hor\], \[SeTh\].
1.3. Frobenius manifolds. Let $`M`$ be an analytic or formal supermanifold. A structure of the Frobenius manifold on it is given by a flat metric $`g`$ (symmetric non–degenerate form on the tangent sheaf) and a function (potential) $`\mathrm{\Phi }`$ with the following property. Let $`(x_a)`$ be a local $`g`$–flat coordinate system, $`_a=/x_a`$, $`\mathrm{\Phi }_{abc}=_a_b_c\mathrm{\Phi }`$. Raise one index of $`\mathrm{\Phi }_{abc}`$ using $`g`$ and define an $`𝒪_M`$–bilinear multiplication $``$ on $`𝒯_M`$ by $`_a_b:=_c\mathrm{\Phi }_{ab}{}_{}{}^{c}_{c}^{}.`$ Then this multiplication must be associative (it is obviously (super)commutative). Additional structures that are present in the mirror picture are the flat identity $`e`$ for $``$ and an Euler vector field $`E`$ satisfying the conditions $`\mathrm{Lie}_E(g)=Dg`$ for some constant $`D`$ and $`\mathrm{Lie}_E()=`$. It expresses homogeneity properties of $`\mathrm{\Phi }`$: we have $`E\mathrm{\Phi }=(D+1)\mathrm{\Phi }`$ \+ a polynomial in flat coordinates of degree $`2.`$
At the $`A`$–side, the relevant Frobenius manifold is formal: $`M`$ is the formal completion of the linear space $`H^{}(X_s,)`$, with its Poincaré pairing as $`g`$ and the potential $`\mathrm{\Phi }`$ constructed as formal series whose Taylor coefficients are Gromov–Witten invariants of $`X_s`$. At the $`B`$–side the relevant Frobenius manifold can be conceived as a certain formal neighborhood of the classical moduli space $`T`$ near the relevant cusp: extended moduli space of the $`B`$–family. Both formal spaces can be refined to germs of analytic spaces.
Here are some details.
1.4. Quantum cohomology. Potential $`\mathrm{\Phi }`$ of the quantum cohomology can be defined for any projective complex (or compact symplectic) manifold $`X`$. After taking into account the relevant homogeneity properties of the Gromov–Witten invariants it can be written as a formal series in linear coordinates $`(x^a)`$ on $`_{k2}H^k(X,)`$ and their exponentials on $`H^2(X)`$:
$$\mathrm{\Phi }(x)=\frac{1}{6}((x_a\mathrm{\Delta }_a)^3)$$
$$+\underset{\beta 0}{}e^{(\beta ,_{|\mathrm{\Delta }_b|=2}x_b\mathrm{\Delta }_b)}\underset{n0,(a_i):|\mathrm{\Delta }_{a_i}|2}{}\mathrm{\Delta }_{a_n}\mathrm{}\mathrm{\Delta }_{a_1}_{0,n,\beta }\frac{x_{a_1}\mathrm{}x_{a_n}}{n!}.$$
$`(1.1)`$
Here $`(\mathrm{\Delta }_a)`$ is the basis of $`H^{}(X,)`$ dual to $`(x_a)`$, $`\mathrm{\Delta }_kH^{|\mathrm{\Delta }_k|}(X)`$, the first term in the rhs of (1.1) is the cubic self–intersection index, $`\beta `$ runs over numerically effective 1–classes in $`X`$. Finally, the Gromov–Witten invariant $`\mathrm{\Delta }_{a_n}\mathrm{}\mathrm{\Delta }_{a_1}_{0,n,\beta }`$ counts virtual number of stable maps of genus zero $`(C;x_1,\mathrm{},x_n;f:CX)`$ such that $`f_{}([C])=\beta `$ and $`f(x_i)D_{a_i}`$ where $`D_{a_i}`$ is a cycle representing homology class dual to $`\mathrm{\Delta }_{a_i}.`$ Physically, $`\mathrm{\Delta }_a`$ are called the primary fields of the respective Conformal Field Theory, and the Gromov–Witten invariants are their correlators.
The small quantum cohomology potential is obtained by restricting $`\mathrm{\Phi }(x)`$ to $`H^2`$, that is, putting $`x_a=0`$ for $`|\mathrm{\Delta }_a|2.`$
1.5. Barannikov–Kontsevich’s construction. On the $`B`$–side, the relevant formal Frobenius potential is constructed on the completion at zero of the cohomology space $`H^{}(Y,^{}(𝒯_Y))`$ interpreted as a formal moduli space $`_𝒜_{\mathrm{}}`$ of $`A_{\mathrm{}}`$–deformations of $`Y`$. This construction was introduced in \[Bar\]; it refines the earlier proposal from \[BK\]. Unlike the case of quantum cohomology, here it is essential to require $`Y`$ to be a (weak) Calabi–Yau manifold. This condition will be used, in particular, through a choice of the global holomorphic volume form $`\mathrm{\Omega }`$ on $`Y`$.
This geometric setup produces first of all an algebraic object $`(𝒜,\delta ,\mathrm{\Delta },)`$, special differential Batalin–Vilkovyski algebra (dBV), consisting of the following data which we will describe in axiomatized form.
(i) $`𝒜`$ is a supercommutative $``$–algebra.
In the Calabi–Yau setup, $`𝒜=\mathrm{\Gamma }_C^{\mathrm{}}(Y,^{}(\overline{T}_Y^{})^{}(T_Y))`$.
(ii) $`\delta `$ is an odd $``$–derivation of $`𝒜`$, $`\delta ^2=0.`$
In our case, $`\delta =\overline{}`$, the operator defining the complex structure on $`Y`$ and its tangent bundle, so that $`𝒜`$ is the Dolbeault resolution of the exterior algebra of the tangent bundle.
Therefore, the $`\delta `$–cohomology space $`H=H(𝒜,\delta )=\mathrm{Ker}\delta /\mathrm{Im}\delta `$ in our case is identified with coherent cohomology $`H^{}(Y,^{}(𝒯_Y)).`$ Generally, we assume it to be of finite dimension.
The space $`H`$ plays the central role, because it will support the structure of the formal Frobenius manifolds.
We will denote by $`K=[[x_a]]`$ the ring of formal functions on $`H,`$ $`(x_a)`$ being coordinates on $`H`$ dual to a basis $`(\mathrm{\Delta }_a).`$
(iii) $`\mathrm{\Delta }`$ is another odd differential, $`\mathrm{\Delta }^2=0`$, which is a differential operator of order two with respect to the multiplication in $`𝒜.`$
More precisely, we assume that for any $`a𝒜`$ the formula
$$_ab=(1)^{\stackrel{~}{a}}\mathrm{\Delta }(ab)(1)^{\stackrel{~}{a}}(\mathrm{\Delta }a)ba\mathrm{\Delta }b$$
defines a derivation $`_a`$. Moreover, we assume that $`\delta \mathrm{\Delta }+\mathrm{\Delta }\delta =0`$.
In our case, $`\mathrm{\Delta }`$ is obtained from the $``$–operator on the complexified $`C^{\mathrm{}}`$ de Rham complex of $`Y`$ after the identification of this complex with $`𝒜`$ with the help of $`\mathrm{\Omega }`$: $`\mathrm{\Delta }(a):=(\mathrm{\Omega })^1(a\mathrm{\Omega }).`$
From the $`\overline{}`$–Lemma in Kähler geometry, it follows that the two canonical embeddings of differential spaces
$$(\mathrm{Ker}\mathrm{\Delta },\delta )(𝒜,\delta ),(\mathrm{Ker}\delta ,\mathrm{\Delta })(𝒜,\mathrm{\Delta })$$
$`(1.2)`$
are quasi–isomorphisms, and moreover, homology of all four differential spaces can be idemtified with $`(\mathrm{Ker}\mathrm{\Delta }\mathrm{Ker}\delta )/\mathrm{Im}\delta \mathrm{\Delta }.`$
As a part of this package, one also obtains the following formality property: the natural map $`\mathrm{Ker}\mathrm{\Delta }H(𝒜,\mathrm{\Delta })`$ induces surjection of differential Lie algebras which is a quasi–isomorphism:
$$(\mathrm{Ker}\mathrm{\Delta },[],\delta )(H(𝒜,\mathrm{\Delta }),0,0).$$
In the axiomatized situation, we impose these conditions as an additional axiom. This condition can be weakened: it suffices to require only that cohomology of differentials $`\delta +\mathrm{\Delta }`$ and $`\delta `$ have the same dimension.
(iv) $`:𝒜`$ is a linear functional which must satisfy two integration by parts identities:
$$(\delta a)b=(1)^{\stackrel{~}{a}+1}a\delta b,(\mathrm{\Delta }a)b=(1)^{\stackrel{~}{a}}a\mathrm{\Delta }b.$$
$`(1.3)`$
The integral is given by the formula
$$a=_Y(a\mathrm{\Omega })\mathrm{\Omega }$$
$`(1.4)`$
where $`\mathrm{\Omega }`$ means a holomorphic volume form on $`Y`$ whose period over the unique monodromy invariant cycle at the chosen cusp is $`(2\pi i)^d,d=\mathrm{dim}Y.`$
(v) Algebra grading $`𝒜=𝒜^n,𝒜^0`$.
We assume that with respect to this grading, $`\delta `$ and $`\mathrm{\Delta }`$ are of degree 1, and $``$ has a definite degree. (This is at variance with \[Ma4\], \[Ma5\], but agrees with \[Bar\]).
Grading produces an Euler field on $`H`$, whereas the image of $`1𝒜`$ serves as flat identity.
In the Calabi–Yau setup, we can grade $`^p\overline{T}_Y^{}^qT_Y`$ by $`qp`$.
1.5.1. Frobenius structure. Having thus described the formal properties of a Batalin–Vilkovyski algebra $`(𝒜,\delta ,\mathrm{\Delta },)`$, we can now explain the derivation of the Frobenius structure on $`H`$.
One starts with checking that the bilinear operation $`[ab]=_ab`$, together with multiplication, endows $`𝒜`$ by the structure of Gerstenhaber, or odd Poisson superalgebra, in which the Lie bracket is a parity changing operation, and all the usual axioms are valid after inserting appropriate signs.
The basic ingredient of the construction from \[Bar\] is a certain exponential map $`\mathrm{\Phi }^W`$. In the Calabi-Yau setup it is an $`A_{\mathrm{}}`$–analog $`_A_{\mathrm{}}H^{}(Y,)[[\mathrm{}^1,\mathrm{}]][d]`$ of the classical period map. Roughly speaking the map $`\mathrm{\Phi }^W`$ is described by the formula
$$\mathrm{\Phi }^W(x_{a,}\mathrm{})=\left[\mathrm{exp}\frac{1}{\mathrm{}}\stackrel{~}{\mathrm{\Gamma }}\right]$$
where $`\stackrel{~}{\mathrm{\Gamma }}𝒜\widehat{}K[[\mathrm{}]]`$ is a $`W`$normalized generic solution to the Maurer-Cartan equation $`(\delta +\mathrm{}\mathrm{\Delta })\stackrel{~}{\mathrm{\Gamma }}+\frac{1}{2}[\stackrel{~}{\mathrm{\Gamma }}\stackrel{~}{\mathrm{\Gamma }}]=0`$ and $`\left[a\right]`$ denotes the cohomology class with respect to the differential $`\delta +\mathrm{}\mathrm{\Delta }`$. Here $`\delta `$ and $`\mathrm{\Delta }`$ are assumed to be extended to $`𝒜\widehat{}K[[\mathrm{}]]`$ by linearity and $`\stackrel{~}{\mathrm{\Gamma }}`$ is supposed to be $`W`$normalized generic in the following sense: firstly, $`\left[\mathrm{exp}\frac{1}{\mathrm{}}\stackrel{~}{\mathrm{\Gamma }}\right]1+L_W`$, where $`L_W`$, $`\mathrm{}^1L_WL_W`$ is semi-infinite subspace associated with an increasing isotropic filtration on cohomology of $`\delta +\mathrm{\Delta }`$, and, secondly, the map $`(\mathrm{\Phi }^W1)\mathrm{mod}(\mathrm{}^1L_W):HL_W/\mathrm{}^1L_W`$ is linear and is an isomorphism. In the Calabi-Yau setting $`W`$ is the monodromy weight filtration associated with the relevant cusp. Existence of such solution $`\stackrel{~}{\mathrm{\Gamma }}`$ for $`W`$ satisfying certain transversality condition can be proved by induction on the order of coefficients of Taylor expansion.
As a matter of fact, at this stage this construction exhibits certain common features with the K.Saito’s construction of FM structures on unfolding spaces of singularities. It seems that if one chooses for $`W`$ a certain special filtration then the primitive form from the K.Saito theory can be identified with an analog of $`\mathrm{\Phi }^W(x_{a,}\mathrm{})`$. The existence of a primitive form in K. Saito’s theory is a nontrivial fact which follows in general from the theory of mixed Hodge modules of M. Saito.
Let us put now $`\mathrm{\Gamma }=\stackrel{~}{\mathrm{\Gamma }}(x^a,\mathrm{}=0)`$ and $`\delta _\mathrm{\Gamma }:=id\delta +[\mathrm{\Gamma }]`$. The operator $`\delta _\mathrm{\Gamma }`$ is a homological differential acting on $`𝒜_K:=K\widehat{}𝒜`$. By continuity, one can canonically identify $`H(𝒜_K,\delta _\mathrm{\Gamma })`$ with $`KH`$. On the other hand, multiplication in $`𝒜_K`$ induces a multiplication on $`H(𝒜_K,\delta _\mathrm{\Gamma })`$. This is our $``$. The map $`\mathrm{\Phi }^W(x_{a,}\mathrm{})`$ induces a pairing on the tangent sheaf to $`H`$:
$$_a,_b^W:=_a\mathrm{\Phi }^W(x_{a,}\mathrm{})_b\mathrm{\Phi }^W(x_{a,}\mathrm{})$$
The properties of the map $`\mathrm{\Phi }^W`$ imply that this pairing is constant: $`_a,_b^W=g_{ab}`$. This is our flat metric.
1.5.2. Mirror identities for complete intersections in projective spaces. After these preparations, Barannikov’s proof runs as follows. Barannikov invokes the famous Givental’s result (\[Giv2\], \[Giv5\], \[LiLY1\]) establishing the mirror identity on the level of ”small quntum cohomology” (restriction to $`H^2`$) replacing $`A`$–model, and classical moduli space replacing $`B`$–model. This furnishes identification of a part of Gromov–Witten invariants as coming from the relevant Picard–Fuchs equations. Now, Kontsevich–Manin’s “First reconstruction theorem” from \[KoM\] shows that this part suffices for the identification of the remaining invariants as soon as we know that Associativity Equations (= Frobenius structure) hold. In dimension 3 the latter supply no additional information, but the larger dimension is, the more important Associativity Equations become.
1.5.3. Extended moduli spaces. The context of Mirror Symmetry served to increase awareness of the importance of extended moduli spaces in many other contexts of algebraic geometry. Roughly speaking, any classical deformation problem is governed by a cohomology group $`H^k`$ classifying infinitesimal extensions and the next cohomology group $`H^{k+1}`$ classifying obstructions. In the stable and unobstructed case, $`H^k`$ is the tangent space to the base of versal deformation. Extended moduli space in the unobstructed case has total cohomology $`H^{}`$ as tangent space. Barannikov–Kontsevich’s $`B`$–model is such an extended moduli space for Calabi–Yau manifolds.
See \[KoS\], \[CiKa\], \[Mane\] for a discussion of this matter in general, and \[Me3\] for interesting constructions, related to the Frobenius structure.
1.6. Other mirror isomorphisms. There exist isomorphisms of auxiliary Frobenius manifolds connecting certain unfolding spaces of singularities ($`B`$–model) and moduli spaces of curves with spin structure ($`A`$–model) respectively, as was suggested by Witten \[Wi2\] and mathematically developed in \[JaKV1\], \[JaKV2\]. See also \[Ma4\] about possible relations to the Calabi–Yau mirror picture, developing the context in which the Mirror Symmetry was first discussed in \[Ge1\], \[Ge2\].
2. Lagrangian/complex duality and Mirror Symmetry
2.1. Classical phase spaces. Consider a $`C^{\mathrm{}}`$ symplectic manifold $`(X,\omega )`$, endowed with a submersion $`p_X:XU`$ whose fibers are Lagrangian tori, and a Lagrangian section $`0_X:UX.`$ This is the classical setup of action–angle variables in the theory of completely integrable systems.
The form $`\omega `$ identifies the bundle of Lie algebras of the tori $`p_X^1(u),uU,`$ with the cotangent bundle $`T_U^{}.`$ Hence $`T_U^{}`$ can be seen as fiberwise universal cover of $`X`$, and we have a canonical isomorphism $`X=T_U^{}/H`$ where $`H`$ is a Lagrangian sublattice in $`T_U^{}`$ with respect to the lift of $`\omega `$ which is the standard symplectic form on the cotangent bundle. There exists also a canonical flat symmetric connection on $`T_U^{}`$ for which $`H`$ is horizontal.
Put $`H^t=om(H,).`$ This local system is embedded as a sublattice into $`T_U`$, and we can define the mirror partner of $`(p_X:XU,\omega ,0_X)`$ as the toric fibration $`Y:=T_U/H^t`$ endowed with the projection to the same base $`p_Y:YU`$ and the zero section $`0_Y`$.
2.2. Complex structure on $`Y`$. Passing from $`X`$ to $`Y`$ we have lost the symplectic form. To compensate for this loss, we have acquired a complex structure $`J:T_YT_Y`$ which can be produced from $`(p:XU,\omega ,0_X)`$ in the following way. The flat connection on $`T_U`$ obtained by the dualization from $`T_U^{}`$ produces a natural splitting $`T_Y=p_Y^{}(T_U)p_Y^{}(T_U).`$ With respect to this splitting, $`J`$ acts as $`(t_1,t_2)(t_2,t_1).`$
Conversely, suppose that we have a complex manifold $`Y`$ endowed with a fibration by real tori $`YU`$ with zero section, such that the operator of complex structure along the zero section identifies $`T_U`$ with the bundle of Lie algebras of fibers. Then we can consecutively construct the lattice $`H^tT_U`$, the dual fibration $`X:=T_U^{}/H`$ and the symplectic form on $`X`$ coming from the cotangent bundle.
2.3. Fourier–Mukai transform and further relationships between Lagrangian and complex geometry. Consider first a pair of dual real tori $`𝕋=H_{}/H`$ and $`𝕋^t=H_{}^t/H^t`$ where $`H`$ is a free abelian group of finite rank, $`H^t`$ the dual group. Denote by $`,`$ the scalar product $`H^t\times H`$ and its real extensions. Each point $`x^t𝕋^t`$ can be interpreted as a local system of one dimensional complex vector spaces with monodromy $`\pi _1(𝕋)=HS^1:he^{2\pi ix^t,h}`$. Hence $`𝕋^t`$ becomes the moduli space of such systems on $`𝕋`$, and similarly with roles of $`𝕋`$ and $`𝕋^t`$ reversed.
This can be conveniently expressed by introducing the Poincaré bundle $`(𝒫,_𝒫)`$ on $`𝕋𝕋^t`$ which is rank one complex bundle with connection. The connection is flat along both projections, but has curvature $`2\pi i^t,`$ on $`(^t,)H^t\times H.`$
Using $`(𝒫,_𝒫)`$, we can extend the correspondence between points of $`𝕋`$ and local systems on $`𝕋^t`$ in the following way. Call a skyscraper sheaf $``$ on $`𝕋`$ a sheaf consisting of a finite number of vector spaces $`F_i`$ supported by points $`x_i.`$ We can define a functorial map
$$p_{𝕋^t}(p_𝕋^{}()𝒫)$$
$`(2.1)`$
whose image, if one takes in account the induced connection, is a unitary local system on $`𝕋^t`$, that is, a complex vector bundle with flat connection and semisimple monodromy with eigenvalues in $`S^1`$.
Let now $`X`$ and $`Y`$ be mirror partners in the sense of 2.1–2.2. The construction above shows first of all that points $`y`$ of $`Y`$ bijectively correspond to pairs consisting of a Lagrangian torus $`L=p_X^1(p_Y(y))`$ and a unitary local system of rank one on it.
Moreover, $`X\times _UY`$ carries the relative Poincaré bundle which we again will denote $`(𝒫,_𝒫)`$: connection is extended in an obvious way in the horizontal directions. An appropriate relative version of skyscraper sheaves is played by pairs $`(L,)`$ consisting of a Lagrangian submanifold of $`X`$ transversal to the tori and a unitary local system $``$ on $`L`$. The Fourier transform (2.1) of such a system is defined by
$$(L,)p_Y(p_L^{}(i\times \mathrm{id})^{}𝒫)$$
$`(2.2)`$
where we denote by $`i:LX`$ the Lagrangian immersion, and $`p_Y:L\times _UYY,`$ $`i\times \mathrm{id}:L\times _UYY,`$ $`p_L:L\times _UYL.`$ The image of (2.2) also carries the induced connection. We can calculate the $`\overline{}`$–component of it in the complex structure of $`Y`$ and find out that it is flat. In other words, the rhs of (2.2) is canonically a holomorphic vector bundle on $`Y`$.
2.3.1. An example: mirror duality between complex or $`p`$–adic abelian varieties. In this subsection we propose a definition of mirror duality for abelian varieties which works uniformly well over arbitrary complete normed fields $`K`$. We will represent such a variety $`𝒜`$ as a quotient (in the analytic category) of an algebraic $`K`$–torus $`T`$ by a discrete subgroup $`B`$ of maximal rank. Such a “multiplicative uniformization” goes back to Jacobi. The passage to the algebraic–geometric picture is mediated by the classical or $`p`$–adic theta–functions which are defined as analytic functions on $`T`$ with the usual automorphic properties with respects to shifts by elements of $`B`$, see e.g. \[Ma6\] for details. The choice of multiplicative uniformization adequately models the choice of a cusp in the moduli space of abelian varieties.
To be precise, algebraic torus $`T`$ with the character group $`H`$ over a field $`K`$ is the spectrum of the group ring of $`H`$. The dual torus $`T^t`$, as above, has the character group $`H^t`$.
Consider now any diagram of the form
$$(j,j^t):T(K)BT^t(K)$$
$`(2.3)`$
where $`B`$ is free abelian group of the same rank as $`H`$ and $`j`$, resp $`j^t`$, are its embeddings as discrete subgroups into $`T(K),`$ resp. $`T^t(K)`$.
We will say that pairs $`(𝒜:=T(K)/j(B),j^t)`$ and $`(:=T^t(K)/j^t(B),j)`$ are mirror dual to each other. The quotient spaces $`𝒜`$, $``$ not always have the structure of abelian varieties, but this is not important for the following.
In order to motivate this definition, we will show that for $`K=`$, we can produce from (2.3) a pair of dual real toric fibrations over a common base.
We have the Lie group isomorphism $`^{}S^1\times :`$ $`z(z/|z|,\mathrm{log}|z|)`$. This induces an isomorphism
$$(\alpha ,\lambda ):T()\mathrm{Hom}(H,S^1)\times \mathrm{Hom}(H,).$$
$`(2.4)`$
Since $`j(B)`$ is discrete of maximal rank, then $`\lambda j(B)`$ is an additive lattice in the real space $`\mathrm{Hom}(H,)`$. Thus (2.4) produces a real torus fibration of $`T()`$ over the base which is as well a real torus of the same dimension:
$$0\mathrm{Hom}(H,S^1)T()/j(B)\mathrm{Hom}(H,)/\lambda j(B)0.$$
$`(2.5)`$
Similarly, we have
$$0\mathrm{Hom}(H^t,S^1)T^t()/j^t(B)\mathrm{Hom}(H^t,)/\lambda ^tj^t(B)0$$
$`(2.6)`$
where $`\lambda ^t`$ is defined for $`T^t`$ in the same way as $`\lambda `$ for $`T`$. Let us identify linear real spaces $`H_{}`$ with $`H_{}^t`$ in such a way that lattice points $`\lambda j(b)`$ and $`\lambda ^tj^t(b)`$ are identified for all $`bB`$. Then (2.5) and (2.6) become dual real torus fibrations over the common base.
The relevant complex structures in our context come from covering tori. They produce symplectic forms as was explained above.
2.4. Kontsevich’s package. We now return to the general mirror dual toric fibrations. With some stretch of imagination, one can see the following pattern in the picture described above: Lagrangian cycles with local systems on $`X`$, whose projection to $`U`$ have real dimension $`k`$, must correspond to coherent sheaves on $`Y`$ with support of complex dimension $`k`$.
Kontsevich in \[Ko2\] suggested a considerably more sophisticated conjecture. Namely, let $`X`$ be a compact symplectic manifold with $`c_1(X)=0`$, and $`Y`$ some compact complex Calabi–Yau manifold.
Then the relation of mirror partnership between $`X`$ and $`Y`$ consists in an equivalence between the Fukaya triangulated category $`D(Fuk_X)`$ concocted out of Lagrangian cycles with local systems on the one side, and (a subcategory of) $`D^b(Coh_X)`$ on the other side.
Briefly, to construct $`D(Fuk_X)`$ one proceeds in three steps: first, one constructs an $`A_{\mathrm{}}`$–category $`Fuk_Y`$, then one produces from it another $`A_{\mathrm{}}`$–category of twisted complexes, and finally, one passes to the homology category of the latter.
Objects $`\mathrm{\Lambda }=(L,,\lambda )`$ of $`Fuk_Y`$ are Lagrangian submanifolds $`L`$ in $`X`$ with unitary local systems $``$, endowed with a lifting $`\lambda `$ to the fiberwise universal cover of the Lagrangian Grassmannian of $`X`$.
Morphism space between a pair of such objects admits a transparent description in the case when their Lagrangian submanifolds $`L_1,L_2`$ intersect transversally. In this case it is simply $`\mathrm{Hom}(_\mathcal{1},_2)`$ in the category of sheaves o͡n $`X`$. This space is $``$–graded with the help of a construction using $`\lambda `$ and Maslov index.
However, the composition of morphisms is not at all the composition of these morphisms of sheaves. In fact, a modification of Floer’s construction using summation over pseudoholomorphic parametrized discs in $`X`$ produces a series of polylinear maps
$$m_1:\mathrm{Hom}(\mathrm{\Lambda }_1,\mathrm{\Lambda }_2)\mathrm{Hom}(\mathrm{\Lambda }_1,\mathrm{\Lambda }_2),$$
$$m_2:\mathrm{Hom}(\mathrm{\Lambda }_1,\mathrm{\Lambda }_2)\mathrm{Hom}(\mathrm{\Lambda }_2,\mathrm{\Lambda }_3)\mathrm{Hom}(\mathrm{\Lambda }_1,\mathrm{\Lambda }_2),$$
and generally
$$m_r:\mathrm{Hom}(\mathrm{\Lambda }_1,\mathrm{\Lambda }_2)\mathrm{}\mathrm{Hom}(\mathrm{\Lambda }_{r1},\mathrm{\Lambda }_r)\mathrm{Hom}(\mathrm{\Lambda }_1,\mathrm{\Lambda }_r).$$
If the respective sums converge, $`m_1`$ endows the graded $`\mathrm{Hom}`$–spaces with the structure of a complex, $`m_2`$ becomes the morphism of complexes, and higher multiplications are interrelated by the $`A_{\mathrm{}}`$–identities ensuring that the associativity constraints for the composition of morphisms are valid up to explicit homotopies.
For more detailed discussion, see \[Ko2\], \[PoZ\], \[Fu2\], and the literature quoted therein. In particular, the case of elliptic curves is rather well understood thanks to Polishchuk and Zaslow, and Fukaya started treating abelian varieties and complex tori.
Both categories involved in the Kontsevich’s conjecture generally have non–trivial discrete symmetries, induced in the CY–context by monodromy at the Lagrangian side and by derived correspondences at the complex side. Thus some additional data have to be chosen in order to pinpoint the expected functor. The awareness of symmetries led Kontsevich to beautiful predictions about the correspondence between monodromy actions and automorphims of derived categories: see \[Hor\], \[SeTh\], \[Tho\]. We mentioned these predictions above, when we discussed the global properties of the Frobenius partnership relations.
Kontsevich was vague about both the origin of the equivalence functor and exact geometric relation between $`X`$ and $`Y`$. One can interpret the picture described in 2.1–2.3 which emerged later as a precise guess about the nature of several data left implicit in Kontsevich’s presentation:
(i) The character of additional data to be chosen: dual toric fibrations of $`X`$, $`Y`$ over a common base.
We will see below how this choice at the complex side is related to the notion of cusp of the relevant moduli space which we introduced in the context of Frobenius mirror partnership.
(ii) The structure of the restriction of the equivalence functor acting on the simple objects: Fourier–Mukai transform corresponding to the choice (i).
With exception of the case of complex tori, there is not much chance that $`X`$ or $`Y`$ would admit a global fibration by real tori: degenerate fibers are generally unavoidable, and their geometry and influence on the global geometry of the mirror picture are poorly understood. The case of $`K3`$–surfaces offers some testing ground, because $`K3`$–surfaces are hyperkähler, and Lagrangian tori can be transformed into a pencil of elliptic curves by an appropriate rotation of the complex structure.
Recently M. Kontsevich and A. Todorov came up with a conjectural limiting metric picture of the maximally degenerating family of CY manifolds of dimension $`d`$ (private communication). Namely, fix a cohomology class of Kähler forms and a moduli cusp. Deform the complex structure by moving to the maximal degeneration point, and the Calabi–Yau metric in the chosen class by multiplying it by a real number in such a way that the diameter of the space remains 1.
Todorov and Kontsevich expect that the limit $`𝒳`$ in the Hausdorff–Gromov sense of this family of metric spaces will be a real $`d`$–dimensional manifold with a Riemannian metric which might have singularities in codimension two. Moreover, the remnants of the special real torus fibration consist in the following additional data: affine structure and a sublattice in the tangent bundle. In local affine coordinates, the metric must be the second derivative of a convex function $`H`$, and the volume form of the metric must be constant.
Conjecturally, mirror dual family (endowed with appropriate cusps) produces the same limiting metric space $`𝒴=𝒳`$, but with a different affine structure and sublattice in the lattice bundle.
2.5. Mirror Symmetry between Calabi–Yau manifolds. Let now $`X`$, $`Y`$ be two $`C^{\mathrm{}}`$–manifolds each of which is endowed by a symplectic form, real toric fibration over a common base, and a complex structure, $`(\omega _X,p_X,J_X)`$ and $`(\omega _Y,p_Y,J_Y)`$ respectively. We will say that they are related by Mirror Symmetry, if $`(X,p_X,\omega _X)`$ is the mirror partner of $`(Y,p_Y,J_Y)`$ and $`(X,p_X,J_X)`$ is the mirror partner of $`(Y,p_Y,\omega _Y)`$ in the sense of Lagrangian/complex duality. An example of this setup is described in 2.3.1.
The structures $`J`$ and $`\omega `$ at each side, of course, can be related. The most rigid connection between them is the presence of the Riemann metric $`g`$ producing the Kähler package $`(J,\omega ,g)`$. In the case of Calabi–Yau manifolds, the natural choice is Yau’s Ricci–flat metric $`g`$.
The program of \[StYZ\] develops this setup, in particular, supplying the topological and the metric characterization of the basic toric fibrations. Namely, the cohomology class of any toric fiber in $`X`$, resp. $`Y`$ must be the generator of the cyclic group of invariant cycles in the middle cohomology with respect to the local monodromy action at the chosen cusp of moduli space. Moreover, non–degenerate toric fibers (and other relevant Lagrangian submanifolds) must be not simply Lagrangian, but special Lagrangian. This produces a version of Lagrangian geometry whose rigidity is comparable to that of complex one, and makes it fit for comparison with the complex picture: see \[Gr1\], \[Gr2\], \[Ty1\], \[Ty2\] for many details.
It would be important to develop a version of Fukaya’s category in this rigid context where the usual tools of homological algebra might work better.
2.6. Motives in the looking glass. One of the most basic expressions of the Mirror Symmetry of the Calabi–Yau manifolds is the existence of highly nontrivial isomorphisms between their cohomology spaces: the relation of mirror partnership between $`X`$ and $`Y`$ is expected to produce, roughly speaking, an isomorphism $`H^{}(X)H^{}(Y).`$
More precisely, any isomorphism between the quantum cohomology of $`X`$ and Barannikov–Kontsevich formal Frobenius manifold of $`Y`$ produces an identification of their spaces of flat vector fields, that is a mirror isomorphism of the cohomology spaces
$$\mu _{X,Y}:H^{}(X,)H^{}(Y,^{}(𝒯_Y))V_Y^2,V_Y:=H^0(Y,\mathrm{\Omega }_Y^{\mathrm{max}}).$$
$`(2.7)`$
Near a cusp in the moduli space of $`Y`$, $`V_Y`$ can be trivialized by the choice of a volume form $`\mathrm{\Omega }`$ having period $`(2\pi i)^{\mathrm{dim}Y}`$ along the invariant cycle. Then (2.7) becomes a ring isomorphism. Trace functionals and flat metrics on both sides are identified via (1.4). Comparing Euler fields, one sees that $`H^{p,q}(X)`$ is identified with $`H^q(Y,^p(𝒯_Y).`$ In particular, $`H^{1,1}(X)`$ becomes $`H^2(Y,𝒯_Y)`$, and the induced integral structure on the latter space (exponential coordinates near the cusp) are described in \[De3\].
Notice now that the Frobenius structure at the left hand side of (2.7) is essentially motivic, in the sense that numerical Gromov–Witten invariants of $`X`$ come from algebraic correspondences between $`X^n`$ and $`\overline{M}_{0,n}`$, $`n3.`$ More generally, theory of Gromov–Witten invariants can be conceived as a chapter of algebraic and/or non–commutative geometry over the category of motives, replacing the more common category of linear spaces. This geometry deals, for example, with affine groups whose function rings are Hopf algebras in the category of $`Ind`$–motives. P. Deligne developed basics of this geometry in \[De1\], \[De2\], in order to clarify the notion of motivic fundamental group. Further examples come from or are motivated by physics: besides Gromov–Witten invariants, one can mention Nakajima’s theory of Heisenberg algebras related to Chow schemes of surfaces, and a recent paper \[LosMa\].
It makes sense to ask then, what can be the mirror reflection of this motivic geometry. Since the mirror maps are highly transcendental, developing the adequate language presents an interesting challenge. Starting with the category of motives in the sense of \[An\] generated by Calabi–Yau manifolds, we can try to extend it by adding mirror isomorphisms as new motivated morphisms. In this context, Kontsevich’s correspondence between CY Teichmüller groups and autoequivalences of derived categories might have an analog, saying that the mirror isomorphisms connect the motivic fundamental groups (see \[De2\]) and motivic automorphism groups of CYs whose Lie algebras were studied in \[LoLu\]. For abelian varieties, this phenomenon is stressed in \[GolLO\].
Acknowledgement. I am grateful to S. Barannikov, M. Kontsevich and Y. Soibelman, who suggested revisions and corrections to the first version of this talk. Of course, I am fully responsible for the final text.
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# Upper critical field for anisotropic superconductivity. A tight–binding approach.
## I Introduction
One of many striking properties of high–temperature superconductors is related to the field–induced transition from superconducting to normal state. Magnetic properties of high–$`T_c`$ compounds give rise to both quantitative and qualitative differences with respect to the conventional superconductors. The systems under consideration are characterized by extremely high values of the upper critical and its unusual temperature dependence. For optimally doped samples experimental investigation of the critical field is limited only to temperatures close to $`T_c`$ , whereas at lower temperatures the magnitude of $`H_{c2}`$ is far beyond the reach of laboratory magnetic fields. The measurements carried out in a wide range of temperature for underdoped superconductors clearly indicate the positive curvature of $`H_{c2}(T)`$ even at genuinely low temperatures . Theoretical approaches do not provide a unique, complete description of these phenomena. The most of unconventional properties of high-temperature superconductors, like narrow quasiparticle bands, lifetime effects of states close to the Fermi level and linear temperature dependence of the normal–state resistivity are usually attributed to strong Coulomb correlations. However, upward curvature of the upper critical field is observed also in overdoped compounds, where the temperature dependence of resistivity changes gradually from linear to quadratic behavior . This feature suggests that the positive curvature of $`H_{c2}(T)`$ could originate from e.g., symmetry of the superconducting order parameter or details of the density of states and may be explained without a sophisticated treatment of the most difficult problem that is related to the presence of strong electronic correlations.
It is believed that the symmetry of the superconducting state can be close related to the pairing mechanism. There is a lot of node–sensitive experiments, based on the angle resolved photoemission spectroscopy , London penetration depth , NMR and quasiparticle tunneling , which indicate that the energy gap is strongly anisotropic and vanishes in particular directions in the Brillouin zone. Moreover, the phase–sensitive superconducting interference device experiments demonstrated the sign change of the order parameter between the $`x`$ and $`y`$ directions. Generally, these results are consistent with the $`d_{x^2y^2}`$ pairing scenario. On the other hand there are experimental indications, which had questioned the pure $`d_{x^2y^2}`$ symmetry of the energy gap and suggest mixed pairing symmetry with a dominant $`d`$–wave component (e.g., $`d\pm s`$ or $`d\pm is`$) .
The measurement of the upper critical field can give insight into the microscopic parameters of a relevant model. For example, the coherence length $`\xi `$ is usually derived indirectly from the expression $`H_{c2}(0)=\varphi _0/2\pi \xi ^2`$ , where $`H_{c2}(0)`$ is the upper critical field determined at $`T=0`$, and $`\varphi _0`$ is the magnetic flux quantum. The theoretical investigation of the upper critical field for different pairing symmetries is predominantly based on the Ginzburg–Landau (GL) theory or the Lawrence-Doniach approach in case of layered superconductors. With the help of linearized GL equations Won and Maki have shown that $`H_{c2}`$ in a model with repulsive on–site interaction depends linearly on temperature near $`T_c`$ and saturates at $`T0`$. They have not found any sign of the upward behavior. There are also calculations for $`H_{c2}`$ in systems with mixed symmetries, especially for superconductors in which the dominant $`d`$–wave order parameter coexists with a subdominant $`s`$–wave component. However, in the most of these approaches $`H_{c2}(T)`$ exhibits negative curvature. On the other hand, results obtained in Ref. suggest that the upward curvature of the critical field could be a characteristic feature of a $`d`$–wave superconductor. The positive curvature of $`H_{c2}(T)`$ can also originate from the presence of magnetic impurities .
A separate problem, that is usually neglected in the above approaches, is the influence of the periodic lattice potential on the upper critical field . Application of magnetic field to the two–dimensional (2D) electron system in a tight–binding approximation leads to a fractal energy spectrum known as Hofstadter’s butterfly, where even very small changes in magnetic field can result in a drastic changes of the spectrum . In this paper we investigate the upper critical field for electrons described by the two–dimensional tight–binding model with intra– and intersite pairing. We show that anisotropic superconductivity is less affected by the external magnetic field then the isotropic one. We also demonstrate that the lattice effects can give rise to important corrections with respect to Helfand–Werthamer solution of the Gor’kov equations . This effect is of particular importance in the vicinity of the van Hove singularity and at low temperatures.
## II Gap equation close to $`H_{c2}`$
We consider a two–dimensional square lattice immersed in a uniform, perpendicular, magnetic field. The BCS–type Hamiltonian is of the form
$`\widehat{H}`$ $`=`$ $`\widehat{H}_{\mathrm{kin}}+\widehat{H}_V\mu {\displaystyle \underset{i,\sigma }{}}c_{i\sigma }^{}c_{i\sigma }`$ (2)
$`g\mu _BH_z{\displaystyle \underset{i}{}}\left(c_i^{}c_ic_i^{}c_i\right),`$
where $`c_{i\sigma }^{}`$ ($`c_{i\sigma }`$) creates (annihilates) an electron with spin $`\sigma `$ on site $`i`$. The chemical potential $`\mu `$ is introduced in order to control the doping level. The last term in the above Hamiltonian describes the paramagnetic Pauli coupling to the external field. Here, $`g`$ stands for the gyromagnetic ratio, $`\mu _B`$ is the Bohr magneton and $`H_z`$ is the $`z`$–component of the external field. The first ($`\widehat{H}_{\mathrm{kin}}`$) and the second ($`\widehat{H}_V`$) term in the Hamiltonian represents the kinetic energy and the pairing interaction, respectively. Within the tight–binding approach
$$\widehat{H}_{\mathrm{kin}}=\underset{<ij>,\sigma }{}t_{ij}\left(\text{A}\right)c_{i\sigma }^{}c_{j\sigma }.$$
(3)
The electrons are gauge–invariantly coupled with local $`U(1)`$ gauge field by a phase–factor in the kinetic–energy hopping term. According to the Peierls substitution in the presence of magnetic field the original hopping integral between sites $`i`$ and $`j`$, $`t_{ij}`$ acquires an additional factor
$$t_{ij}\left(\text{A}\right)=t_{ij}\mathrm{exp}\left(\frac{ie}{\mathrm{}c}_{\text{R}_j}^{\text{R}_i}\text{A}𝑑\text{l}\right).$$
(4)
In the case of the on–site pairing, which leads to isotropic order parameter, the BCS–type interaction takes on the form
$$\widehat{H}_V=V\underset{i}{}\left(c_i^{}c_i^{}\mathrm{\Delta }_i+c_ic_i\mathrm{\Delta }_i^{}\right).$$
(5)
Here, we have introduced local superconducting order parameter, $`\mathrm{\Delta }_i=c_ic_i`$, which in the presence of the magnetic field can change from site to site . We also consider anisotropic superconductivity with the intersite pairing interaction given by
$$\widehat{H}_V=V\underset{<ij>}{}\left(c_i^{}c_j^{}\mathrm{\Delta }_{ij}+c_ic_j\mathrm{\Delta }_{ij}^{}\right).$$
(6)
For the sake of simplicity we restrict our considerations only to the nearest–neighbor coupling with the singlet order parameter $`\mathrm{\Delta }_{ij}=c_ic_jc_ic_j`$.
We start with the discussion of the normal state properties. Similarly to Ref. we make use of an unitary transformation $`U`$ that diagonalizes the kinetic part of the Hamiltonian
$$U^{}\widehat{H}_{\mathrm{kin}}U=_{\mathrm{kin}}.$$
(7)
This transformation defines a new set of fermionic operators $`a_{n\sigma }=_iU_{ni}^{}c_{i\sigma }`$, in which the Hamiltonian in the normal state takes on the diagonal form
$$=\underset{n\sigma }{}\left(E_n\mu \sigma g\mu _BH_z\right)a_{n\sigma }^{}a_{n\sigma }.$$
(8)
In the absence of the magnetic field $`U`$ represents transformation from the Wannier to the Bloch representation. For finite magnetic field and general gauge the quantum number $`n`$ enumerates eigenstates, although does not represent a reciprocal lattice vector. In order to simplify further discussion we restrict our considerations only to the nearest neighbor hopping with $`t_{ij}t`$. We also assume the type–II limit of superconductors where the magnetic field can be regarded as a spatially uniform object. Choosing the Landau gauge $`𝐀=H_z(0,x,\mathrm{\hspace{0.17em}0})`$ the hopping integral depends explicitly only on $`x`$ and the momentum in $`y`$ direction $`p_y`$ remains a good quantum number. Due to the plane–wave behavior in $`y`$ direction the unitary matrix $`U`$ takes on the form
$$U_{i(\overline{p}_x,p_y)}=U_{(x,y)(\overline{p}_x,p_y)}=N^{1/4}e^{ip_yya}g(\overline{p}_x,p_y,x),$$
(9)
where $`(ax,ay)`$ is the position of the $`i`$–th site and $`(\overline{p}_x,p_y)`$ represents $`n`$–th eigenstate of the Hamiltonian (7). Straightforward calculations show that the $`x`$–dependent part of the wave function $`g(\overline{p}_x,p_y,x)`$ fulfills a one–dimensional difference equation
$`g(\overline{p}_x,p_y,x+1)+2\mathrm{cos}\left(hxp_ya\right)g(\overline{p}_x,p_y,x)`$ (10)
$`+g(\overline{p}_x,p_y,x1)=t^1E(\overline{p}_x,p_y)g(\overline{p}_x,p_y,x),`$ (11)
where we have introduced a reduced dimensionless magnetic field $`h=ea^2H_z/(\mathrm{}c)`$. This quantity can be expressed with the help of magnetic flux $`\varphi `$ through lattice cell and flux quantum ($`h=2\pi \varphi /\varphi _0`$). Equation (9) is known as the Harper equation and has extensively been studied . The Harper equation, derived here within a tight-binding approximation, can be also obtained in a case of weak perturbation of a Landau–quantized two–dimensional electron system.
Now, let us take into account the pairing potential $`H_V`$. In order to investigate the transition from the superconducting to the normal state we make use of equation of motion for the anomalous Green function. In the case of the isotropic on–site pairing one obtains
$`\left[\omega E(\overline{p}_x,p_y)+\mu +g\mu _BH_z\right]a_{(\overline{p}_x,p_y)}a_{(\overline{k}_x,k_y)}`$ (12)
$`=V{\displaystyle \underset{i,\overline{k}_x^{},k_y^{}}{}}\mathrm{\Delta }_iU_{i(\overline{p}_x,p_y)}^{}U_{i(\overline{k}_x^{},k_y^{})}^{}a_{(\overline{k}_x^{},k_y^{})}^{}a_{(\overline{k}_x,k_y)}.`$ (13)
As far as we are close to the phase transition we make use of a linearized gap equation i.e., we calculate the propagator $`a_{(\overline{k}_x^{},k_y^{})}^{}a_{(\overline{k}_x,k_y)}`$ in the normal state. Similarly to the standard BCS theory, such approach allows one to determine the critical temperature or, in our case, the upper critical field. However, it is irrelevant for calculations below $`T_c`$.
The choice of the Landau gauge implies that the isotropic order parameter does not depend on $`y`$: $`\mathrm{\Delta }_i\mathrm{\Delta }_{(x,y)}=\mathrm{\Delta }_x`$. Then, the linearized gap equation reads
$$\stackrel{}{\mathrm{\Delta }}=\stackrel{}{\mathrm{\Delta }},$$
(15)
where $`\stackrel{}{\mathrm{\Delta }}=(\mathrm{\Delta }_1,\mathrm{\Delta }_2,\mathrm{\Delta }_3,\mathrm{})`$ and
$`(x,x^{})`$ $`=`$ $`{\displaystyle \frac{V}{\sqrt{N}}}{\displaystyle \underset{\overline{p}_x,p_y,\overline{k}_x}{}}g(\overline{p}_x,p_y,x)g(\overline{k}_x,p_y,x)`$ (16)
$`\times `$ $`g(\overline{k}_x,p_y,x^{})g(\overline{p}_x,p_y,x^{})\chi (\overline{p}_x,p_y;\overline{k}_x,p_y).`$ (17)
In the presence of the magnetic field the Cooper pair susceptibility is given by
$`\chi (\overline{p}_x,p_y;\overline{k}_x,k_y)`$ $`=`$ $`[\mathrm{tanh}{\displaystyle \frac{E(\overline{p}_x,p_y)\mu g\mu _BH_z}{2k_BT}}`$ (21)
$`+\mathrm{tanh}{\displaystyle \frac{E(\overline{k}_x,k_y)\mu +g\mu _BH_z}{2k_BT}}]`$
$`\times \left[2\left(E(\overline{p}_x,p_y)+E(\overline{k}_x,k_y)2\mu \right)\right]^1.`$
In the case of the nearest–neighbor pairing we obtain the gap equation analogous to Eq. (11). Similarly to the isotropic pairing $`\mathrm{\Delta }_{ij}`$ does not depend explicitly on $`y`$. However, there are two types of order parameter at each site: $`\mathrm{\Delta }_x^{(x)}`$ when sites $`i`$ and $`j`$ lay along the $`x`$ axis, and $`\mathrm{\Delta }_x^{(y)}`$ when sites $`i`$ and $`j`$ lay along the $`y`$ axis. Close to the upper critical field the gap equation for anisotropic superconductivity can be written in a matrix form
$$\left(\begin{array}{c}\stackrel{}{\mathrm{\Delta }}^{(x)}\\ \stackrel{}{\mathrm{\Delta }}^{(y)}\end{array}\right)=\left(\begin{array}{cc}^{(x,x)}& ^{(x,y)}\\ ^{(y,x)}& ^{(y,y)}\end{array}\right)\left(\begin{array}{c}\stackrel{}{\mathrm{\Delta }}^{(x)}\\ \stackrel{}{\mathrm{\Delta }}^{(y)}\end{array}\right),$$
(23)
where
$`^{(\alpha ,\beta )}(x,x^{})`$ $`=`$ $`{\displaystyle \frac{V}{\sqrt{N}}}{\displaystyle \underset{\overline{p}_x,p_y,\overline{k}_x}{}}\chi (\overline{p}_x,p_y;\overline{k}_x,p_y)`$ (25)
$`\times A^{\left(\alpha \right)}(\overline{p}_x,\overline{k}_x,p_y,x)A^{\left(\beta \right)}(\overline{p}_x,\overline{k}_x,p_y,x^{}),`$
and
$`A^{\left(x\right)}(\overline{p}_x,\overline{k}_x,p_y,x)`$ $`=`$ $`g(\overline{p}_x,p_y,x)g(\overline{k}_x,p_y,x+1)`$ (27)
$`+`$ $`g(\overline{p}_x,p_y,x+1)g(\overline{k}_x,p_y,x),`$ (28)
$`A^{\left(y\right)}(\overline{p}_x,\overline{k}_x,p_y,x)`$ $`=`$ $`2\mathrm{cos}(p_ya)`$ (30)
$`\times `$ $`g(\overline{p}_x,p_y,x)g(\overline{k}_x,p_y,x).`$ (31)
Equations (11) and (14) constitute a system of linear equations for the order parameters and the condition for existence of a non–zero solution can be written as
$$det\left(I\right)=0$$
(32)
in the case of isotropic pairing, and
$$det\left(\begin{array}{cc}^{(x,x)}I& ^{(x,y)}\\ ^{(y,x)}& ^{(y,y)}I\end{array}\right)=0$$
(33)
for anisotropic superconductivity, where $`I`$ is the unit matrix. These equations allow one to obtain the magnitude of the upper critical field perpendicular to the plane. For the two–dimensional square lattice the size of matrices which enter Eqs. (18) and (19) is proportional to the square root of the number of the lattice sites. Analytical solutions of the Harper equation (9) are known only in a few cases of commensurable field (in our notation $`h=2\pi p/q`$, where $`p`$ and $`q`$ are relative prime integers), which correspond to unphysically high magnetic field. Therefore, in order to investigate $`H_{c2}`$ we restrict our considerations to a finite lattice, for which we are able to analyze numerically the commensurable and incommensurable magnetic field on an equal footing.
## III Discussion of results
We consider square $`M\times M`$ cluster with periodic boundary conditions (bc) along the $`y`$ axis. As the Landau gauge breaks the translation invariance along $`x`$ axis we use fixed bc in this direction. An additional advantage originating from such a mixed bc is the absence of the unphysical degeneracy of states at the Fermi level, which occurs for the half-filled band in cluster calculations with fixed or periodic bc taken in both directions . In order to estimate the finite size effects we have carried out numerical calculations for clusters of different sizes. We have found that in the case of the isotropic pairing and small concentration of holes ($`\delta <0.2`$) there are no significant differences between results obtained on $`150\times 150`$ and $`200\times 200`$ clusters. For anisotropic pairing already $`120\times 120`$ clusters give convergent results.
Figures 1. and 2. show the reduced critical field, $`h_{c2}=ea^2H_{c2}/(\mathrm{}c)`$, for different concentrations of holes. Independently on the symmetry of the superconducting order parameter i.e., for isotropic (Fig. 1.) as well as anisotropic pairing (Fig. 2.), the slope of $`H_{c2}(T)`$ strongly decreases with increasing doping. Note that our cluster results exactly reproduce the BCS transition temperature when the magnetic field tends to zero. In the case of intersite pairing the arrows indicate BCS solutions for $`d_{x^2y^2}`$ superconductivity. However, the external magnetic field affects the relative phases of the order parameter in the $`x`$ and $`y`$ directions, which can change from site to site. Therefore, it is impossible to determine globally the type of the symmetry of the energy gap in the presence of magnetic field.
Contrary to the conclusion presented in Ref. , our results (Figs. 1. and 2.) do not indicate that the upward curvature of $`H_{c2}(T)`$ can emerge as a direct consequence of the symmetry of superconducting state. However, the anisotropy of the order parameter can significantly influence the magnitude of the upper critical field. In order to investigate this relationship we have directly compared results obtained for on– and intersite pairing for isotropic and anisotropic superconductivity. We have chosen the magnitudes of the pairing potentials $`V`$, which, in the absence of magnetic field, lead to the same superconducting transition temperatures for isotropic and anisotropic superconductivity. Fig 3. shows the temperature dependence of the upper critical field obtained for the half-filled case. One can see that the anisotropic superconductivity is less affected by the external field than the isotropic one.
An important observation is that this result depends neither on the magnitude of the pairing potential nor on the concentration of holes (see the inset in Fig. 3). Therefore, it can be considered as a characteristic feature of the two–dimensional lattice gas.
In the absence of magnetic field there is a van Hove singularity in the middle of the band. Although, the external field results in a splitting of the Bloch band into a huge number of subbands, the presence of the original van Hove singularity is reflected in the Hofstadter spectrum . In contradistinction to the structure of Landau levels, the Hofstadter spectrum does not consist of uniformly distributed energy levels. In particular, the average distance between the energy levels close to the Fermi energy achieves its minimum when the chemical potential is in the middle of the Bloch band. It can be considered as a remnant of the original van Hove singularity.
The question which arises concerns the impact of this feature on the upper critical field. In order to analyze this problem we have fitted $`H_{c2}(T)`$ obtained for isotropic superconductivity to the results obtained for the two–dimensional version of the Helfand–Werthamer approach to the Gor’kov equations. Fig. 4 shows the numerical results. Away from the half–filled case the qualitative temperature dependence of the upper critical field can be very well approximated by the solution of the Gor’kov equations. It suggests, that the complicated Hofstadter spectrum does not influence the temperature dependence of the critical field, provided that the Fermi level is far enough from the original van Hove singularity. However, in the vicinity of the van Hove singularity the second derivative of $`H_{c2}(T)`$ is significantly enhanced, when compared to the results obtained from the Gor’kov equations. It is of particular importance for small values of the pairing potential, when the system remains in superconducting state only at relatively low temperatures and the Cooper–pair susceptibility is strongly peaked at the Fermi level. Then, the curvature of $`H_{c2}(T)`$ can gradually change from negative to positive, as depicted in the inset in Fig. 4. This effect takes place for isotropic as well as for anisotropic pairing. Similar results have been reported in Ref. .
## IV Concluding remarks
We have investigated the temperature dependence of the upper critical field for the two–dimensional lattice gas. With the help of unitary transformation we have obtained a diagonal form of the Hamiltonian in the normal state and derived gap equations both for isotropic and anisotropic superconductivity. We have discussed influence of the symmetry of the superconducting state and the van Hove singularity on the upper critical field. Our results clearly indicate that the symmetry of the superconducting order parameter itself can not lead to upward curvature of $`H_{c2}(T)`$. However, quite pronounced tendency can be observed for the half-filled case, when the Fermi energy is close to the original van Hove singularity. In the absence of the external field this singularity occurs in the middle of the band. The enhancement of curvature of $`H_{c2}(T)`$ takes place for isotropic as well as anisotropic superconductivity and is of particular importance for small values of the pairing potential. Then, the curvature can gradually change from negative to positive. This effect smears out for larger doping where the temperature dependence of the upper critical field can be rendered very well when solving the Gor’kov equations. We have found that in the case of anisotropic pairing the upper critical field exceeds the critical field obtained for isotropic superconductivity. It takes place for small doping ($`\delta <0.2`$) and arbitrary magnitude of the pairing potential. These results suggest that in the two–dimensional lattice gas anisotropic superconductivity is less affected by the external field than the isotropic one.
The proposed method allows one to derive the gap equation in the same way as the standard BCS approach. The only differences are related to the fact that the diagonal form of the normal–state Hamiltonian is obtained numerically and the superconducting order parameter can be a site-dependent quantity. The similarity between our method and the BCS approach allows for straightforward incorporation of the local Coulomb repulsion within any standard approximation. Here, one may expect destructive influence of correlations, in particular in the isotropic channel. This originates from the fact that local repulsion always acts to the detriment of the formation of local Cooper pairs. The impact of Coulomb, Hubbard–like, correlations on anisotropic superconductivity seems to depend on the approximation scheme. This problem is under our current investigation.
## ACKNOWLEDGMENTS
This work has been supported by the Polish State Committee for Scientific Research. We acknowledge a fruitful discussion with Janusz Zieliński.
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# Bell Measurements and Observables
## 1 Introduction
Quantum mechanics builds up systems from subsystems in a fascinating way, through the tensor product, that allows one to set up the so called entangled states. These are states of the whole system that do not correspond to any state of the subsystems taken separately. This peculiar aspect of quantum world stands at the foundations of all the recent developments of quantum information theory, such as dense coding, teleportation, quantum computation, quantum cryptography, and so on . These theoretical results have recently entered the realm of experimental physics .
Analogously to what happens for states, also quantum measurements on composite systems can be entangled when they are non local, namely they cannot be considered as a measurement jointly performed on the subsystems. In the general framework of positive operator valued measures (POVM), entangled measurements correspond to non factorizable POVM’s. The so called “Bell measurements” are the most relevant example , corresponding to maximally entangled POVM’s. Entanglement and Bell measurements are the basic ingredients of quantum teleportation.
In this letter, we present a matrix approach to address bipartite-system pure states along with general operator-completeness relations. These allow us to write the most general Bell-like POVM in compact form. Bases of unitary operators are considered, with focus on irreducible representation of groups. The canonical role of the groups $`_N\times _N`$ and Weyl-Heisenberg is analyzed. We conclude with a study of robustness of teleportation to different kinds of non idealities.
## 2 Operator “basis”
Consider a set of linear operators $`\{B(\lambda ),\lambda \mathrm{\Sigma },\mathrm{\Sigma }\text{Borel space}\}`$ on a finite dimensional Hilbert space $``$. This set is a “spanning set” for the operator space if it satisfies one of the following equivalent statements:
* Completeness relation:
$`Tr[B^{}(\lambda )B(\lambda ^{})]=\mathrm{\Delta }(\lambda ,\lambda ^{}),\text{where}{\displaystyle _\mathrm{\Sigma }}𝑑\lambda \mathrm{\Delta }(\lambda ,\lambda ^{})B(\lambda )=B(\lambda ^{}),`$
$`\text{and}Tr[B^{}(\lambda )A]=0\lambda A=0.`$ (1)
* For any linear operator $`A`$ on $``$,
$$_\mathrm{\Sigma }𝑑\lambda Tr[B^{}(\lambda )A]B(\lambda )=A.$$
(2)
* Chosen any orthonormal basis $`\{|i\}`$ for $``$,
$$_\mathrm{\Sigma }𝑑\lambda n|B^{}(\lambda )|ml|B(\lambda )|k=\delta _{nk}\delta _{ml}.$$
(3)
* For any linear operator $`A`$ on $``$,
$$_\mathrm{\Sigma }𝑑\lambda B^{}(\lambda )AB(\lambda )=Tr[A]\text{1}\text{1}.$$
(4)
Proof of $`12`$:
To prove $`()`$ we define $`O=Tr[B^{}(\lambda )A]B(\lambda )𝑑\lambda A`$. Then we evaluate the following trace
$$Tr[B^{}(\lambda ^{})O]=Tr[B^{}(\lambda ^{})B(\lambda )]Tr[B^{}(\lambda )A]𝑑\lambda Tr[B^{}(\lambda ^{})A]=0,$$
(5)
where integration has been carried out by means of the first line of Eq. (1); the second line of Eq. (1) completes the proof. Converse implication: the first line of Eq. (1) follows immediately by replacing $`A`$ with $`B(\lambda ^{})`$ in Eq. (2), whereas the second part is a direct consequence of Eq. (2).
Proof of $`23`$:
The proof of $`()`$ is immediate by substituting $`A`$ with $`|mn|`$ in Eq. (2) and taking the matrix element between $`l|`$ and $`|k`$. The converse is also straightforward: multiply both members of Eq. (3) by $`m|A|n|lk|`$ and take the sum over all indices $`k`$, $`l`$, $`m`$, $`n`$.
Proof of $`34`$:
The direct implication is derived multiplying both members of Eq. (3) by $`m|A|l|nk|`$, and summing the result over all the indices $`k`$, $`l`$, $`m`$, $`n`$. To prove the converse, let $`A=|ml|`$ in Eq. (4) and take the matrix element between $`n|`$ and $`|k`$.
Note that Eq. (2) is exactly the linear decomposition of the operator $`A`$ on a set of operators $`\{B(\lambda )\}`$ induced by the scalar product $`(B,A)=Tr[B^{}A]`$. For infinite dimensional Hilbert spaces the previous relations have meaning for Hilbert-Schmidt operators. However, they still hold for all linear operators in a distribution sense.
## 3 General representation of bipartite-system pure states
Chosen two orthonormal bases $`\{|i_1\}`$ and $`\{|j_2\}`$ for the Hilbert spaces $`_1`$ and $`_2`$ respectively, any vector $`|\psi _1_2`$ can be written as
$$|\psi =\underset{ij}{}c_{ij}|i_1|j_2|C.$$
(6)
Eq. (6) introduces a notation that exploits the correspondence between vectors in $`_1_2`$ and $`N\times M`$ matrices, where N and M are the dimensions of $`_1`$ and $`_2`$, respectively (cfr. Ref. ).
The following relations are an immediate consequence of Eq. (6)
$`AB|C=|ACB^T,A|B=Tr[A^{}B],`$
$`Tr_2[|A_{12}_{12}B|]=(AB^{})^{(1)},`$
$`Tr_1[|A_{12}_{12}B|]=(A^TB^{})^{(2)}.`$ (7)
Notice that the definition of the matrix $`C`$ in Eq. (6) is base-dependent, hence the transposition and conjugation in Eqs. (7) are referred to the same fixed basis. These relations are very useful for derivations and to express the results in an index-free compact form.
In the following we will focus our attention on bipartite systems whose Hilbert space is $``$, with $`N=dim()`$. As an application of the formalism just introduced, we give a direct proof of the existence of the Schmidt decomposition for a pure state of a bipartite system. Using a polar decomposition $`A=V\sqrt{A^{}A}`$, with $`V`$ unitary, which holds for any matrix $`A`$ , we choose a unitary operator $`U`$ so that $`UA^{}AU^{}`$ is diagonal, then we can write
$$|A=|V\sqrt{A^{}A}=VU^{}U^T|U\sqrt{A^{}A}U^{}=\underset{i}{}\sqrt{\lambda _i}|i_1^{}|i_2^{\prime \prime },$$
(8)
where $`|i_1^{}=VU^{}|i_1`$, $`|i_2^{\prime \prime }=U^T|i_2`$ and $`\lambda _i`$ is the eigenvalue of $`A^{}A`$ with eigenvector $`|i`$.
Using Eq. (6), it is straightforward to characterize maximally entangled states. These are defined as the states $`|A`$ whose partial trace on each of the two subsystems is proportional to identity; namely
$$Tr_1[|AA|]=A^TA^{}=\frac{1}{N}\text{1}\text{1}\text{and}Tr_2[|AA|]=AA^{}=\frac{1}{N}\text{1}\text{1},$$
(9)
hence maximally entangled states are of the form
$$|A=\frac{1}{\sqrt{N}}|U,$$
(10)
with $`U`$ unitary. Two maximally entangled states are always connected by means of a local unitary transformation. In fact
$$|U=UV^{}\text{1}\text{1}|V.$$
(11)
Given a spanning set $`\{B(\lambda )\}`$, the set of vectors $`\{|B(\lambda )\}`$ spans $``$ in the sense that
$$|A=d\lambda Tr[B^{}(\lambda )A]|B(\lambda ).$$
(12)
Moreover one has
$`{\displaystyle }d\lambda |B(\lambda )B(\lambda )|`$ $`=`$ $`{\displaystyle }d\lambda B(\lambda )\text{1}\text{1}|\text{1}\text{1}\text{1}\text{1}|B^{}(\lambda )\text{1}\text{1}=`$ (13)
$`=`$ $`Tr_1[|\text{1}\text{1}\text{1}\text{1}|]=\text{1}\text{1},`$
hence the projectors on $`|B(\lambda )`$ provide a resolution of the identity and a POVM.
By explicit evaluation of the matrix elements, one can easily verify the following useful formulas
$$d\lambda B(\lambda )B^{}(\lambda )=|\text{1}\text{1}\text{1}\text{1}|,$$
(14)
$$d\lambda B(\lambda )B^{}(\lambda )|A=|A^T,$$
(15)
which are directly equivalent to Eq. (3) of statement 3.
## 4 Bell Measurements
A Bell measurement is a POVM whose elements are projectors on maximally entangled states. Referring to Eqs. (10) and (13) we argue that any POVM of this kind corresponds to a spanning set whose elements are proportional to unitary operators
$$\mathrm{\Pi }(d\lambda )=|\stackrel{~}{U}(\lambda )\stackrel{~}{U}(\lambda )|d\lambda ,$$
(16)
where $`\stackrel{~}{U}(\lambda )`$ is a basis with $`\stackrel{~}{U}(\lambda )=\alpha (\lambda )U(\lambda )`$, $`U(\lambda )`$ unitary, and $`\alpha (\lambda )`$ c-number.
As proved in Ref. , Bell measurements are the only projector valued POVM’s capable of teleportation in the case of pure preparation of the shared resource, which turns out to be necessarily in a maximally entangled state.
In the following we give a brief description of this kind of teleportation scheme. The Hilbert space $`_1`$ is prepared in an unknown state $`\rho ^{(1)}`$, whereas $`_2_3`$ is in the maximally entangled state $`\frac{1}{\sqrt{N}}|\text{1}\text{1}_{23}`$ ($`_{1,2,3}`$ have the same dimension). Upon performing the measurement described by the POVM (16) on $`_1_2`$, the (unnormalized) state on $`_3`$ conditioned by the outcome $`\lambda `$ will be
$`\stackrel{~}{\varrho }_\lambda ^{(3)}`$ $`=`$ $`Tr_{12}[\rho ^{(1)}|\text{1}\text{1}_{23}_{23}\text{1}\text{1}||\stackrel{~}{U}_\lambda _{12}_{12}\stackrel{~}{U}_\lambda |\text{1}\text{1}_3]=`$ (17)
$`=`$ $`Tr_{12}[\rho ^{(1)}|\text{1}\text{1}_{23}_{23}\text{1}\text{1}|\stackrel{~}{U}_\lambda ^{(1)}\text{1}\text{1}^{(23)}\times `$
$`\times `$ $`|\text{1}\text{1}_{12}_{12}\text{1}\text{1}|\text{1}\text{1}^{(3)}\stackrel{~}{U}_\lambda ^{(1)}\text{1}\text{1}^{(23)}]=`$
$`=`$ $`{}_{12}{}^{}\text{1}\text{1}||\text{1}\text{1}_{23}^{}\stackrel{~}{U}_\lambda ^{(1)}\rho ^{(1)}\stackrel{~}{U}_\lambda ^{(1)}{}_{23}{}^{}\text{1}\text{1}||\text{1}\text{1}_{12}^{}=\stackrel{~}{U}_\lambda ^{(3)}\rho ^{(3)}\stackrel{~}{U}_\lambda ^{(3)}.`$
The normalized state writes
$$\varrho _\lambda =U^{}(\lambda )\rho U(\lambda ),$$
(18)
and the teleportation can be completed upon applying the unitary transformation $`U(\lambda )`$ on the state (18). If the shared entangled resource is prepared in another maximally entangled state, i.e. $`\frac{1}{\sqrt{N}}|V_{23}`$ with V unitary, it is enough to substitute $`U(\lambda )`$ with $`U(\lambda )V^{}`$.
Notice that the product $`{}_{12}{}^{}\text{1}\text{1}||\text{1}\text{1}_{23}^{}`$ that appears in Eq. (17) corresponds to the transfer operator $`\tau _{31}`$ of Ref. , which for any vector $`|\psi _1`$ of $`_1`$ satisfies the relation
$$\tau _{31}|\psi _1=|\psi _3.$$
(19)
If the set $`\{\stackrel{~}{U}(\lambda )\}`$ is an orthonormal operator basis (Dirac-like orthonormality relations are allowed in the case of infinite dimensional spaces), it is possible to write the class of Bell observables, i.e. the self-adjoint operators that one has to measure in order to realize the Bell measurement. The Bell observables can be written as follows
$$O=f(\lambda )|\stackrel{~}{U}(\lambda )\stackrel{~}{U}(\lambda )|d\lambda ,$$
(20)
where $`f(\lambda )`$ must be an injective function (i.e. O is non degenerate) in order to guarantee a univocal correspondence between the read eigenvalue $`f(\lambda )`$ and the unitary operator $`U(\lambda )`$ of Eq. (18) that completes the teleportation scheme.
### 4.1 The role of group representations
Unitary irreducible representations (UIR) of groups provide a method to generate a spanning set of unitary operators in the sense of statements (14). In fact, if $`\{U_g,g𝐆\}`$ are the elements of a projective UIR of the group $`𝐆`$, from the first Schur’s lemma it follows that
$$_G𝑑gU_gAU_g^{}=Tr[A]\text{1}\text{1},$$
(21)
where $`dg`$ is a (suitably normalized) group invariant measure on $`𝐆`$ . Recalling Eq. (16), it follows that the POVM
$$\mathrm{\Pi }(dg)=|U_gU_g|dg$$
(22)
describes a Bell measurement.
For example, as noticed in Ref. , the N-dimensional UIR of the group $`_N\times _N`$ whose elements are
$$U(m,n)=\underset{k}{}e^{2\pi ikm/N}|kkn|,$$
(23)
generates the Bell measurement corresponding to the teleportation scheme of Ref. .
As an example for the infinite dimensional case, consider the displacement operators of an electromagnetic field mode $`a`$ ($`[a,a^{}]=1`$)
$$D(z)=\mathrm{exp}(za^{}z^{}a),z.$$
(24)
Such operators are the elements of a projective UIR representation of the Weyl-Heisenberg group $`WH`$, and generate the Bell measurement corresponding to the Braunstein-Kimble teleportation scheme of Ref. .
For $`_N\times _N`$ the class of Bell observables defined by Eq. (20) is given by
$`O`$ $`=`$ $`{\displaystyle \underset{g}{}}f(g)|U_gU_g|={\displaystyle \underset{g}{}}f(g)U_g\text{1}\text{1}{\displaystyle \underset{g^{}}{}}U_g^{}U_g^{}^{}U_g^{}\text{1}\text{1}=`$ (25)
$`=`$ $`{\displaystyle \underset{m,n}{}}{\displaystyle \underset{m^{},n^{}}{}}f(m,n)e^{\frac{2\pi i}{N}(nm^{}mn^{})}U(m^{},n^{})U^{}(m^{},n^{})=`$
$`=`$ $`{\displaystyle \underset{g}{}}\stackrel{~}{f}(g)U_g^{(1)}U_g^{(2)},`$
where we used Eq. (14) along with the relation
$$U(m,n)U(m^{},n^{})U^{}(m,n)=e^{\frac{2\pi i}{N}(nm^{}mn^{})}U(m^{},n^{}),$$
(26)
and we introduced the Fourier transform $`\stackrel{~}{f}`$ over the group
$$\stackrel{~}{f}(m,n)=\underset{m^{},n^{}}{}e^{\frac{2\pi i}{N}(nm^{}mn^{})}f(m^{},n^{}).$$
(27)
By applying Eq. (14), the analogous relation for $`WH`$ reads as follows
$`O`$ $`=`$ $`{\displaystyle _{}}d^2zf(z)|D(z)D(z)|=`$ (28)
$`=`$ $`{\displaystyle _{}}d^2zf(z)D(z)\text{1}\text{1}{\displaystyle _{}}{\displaystyle \frac{d^2\alpha }{\pi }}D(\alpha )D(\alpha ^{})D(z)^{}\text{1}\text{1}=`$
$`=`$ $`{\displaystyle _{}}d^2\alpha {\displaystyle _{}}{\displaystyle \frac{d^2z}{\pi }}f(z)e^{\alpha z^{}\alpha ^{}z}D(\alpha )D(\alpha ^{})=`$
$`=`$ $`{\displaystyle _{}}d^2\alpha \stackrel{~}{f}(\alpha )D(\alpha )D(\alpha ^{}).`$
However, in this case, one can derive a more explicit expression for the Bell observables. In fact, from Eq. (14) one has
$`|\text{1}\text{1}_{12}_{12}\text{1}\text{1}|`$ $`=`$ $`{\displaystyle _{}}{\displaystyle \frac{d^2\beta }{\pi }}D_1(\beta )D_2(\beta ^{})=`$ (29)
$`=`$ $`{\displaystyle _{}}{\displaystyle \frac{d^2\beta }{\pi }}\mathrm{exp}\left[(\beta a_1^{}\beta ^{}a_1)+(\beta ^{}a_2^{}\beta a_2)\right]=`$
$`=`$ $`{\displaystyle _{}}{\displaystyle \frac{d^2\beta }{\pi }}\mathrm{exp}\left[\beta Z_{12}^{}\beta ^{}Z_{12}\right]\pi \delta ^{(2)}(Z_{12}),`$
with $`Z_{12}=a_1a_2^{}`$. Using the relation $`D_a(z)aD_a^{}(z)=az`$, one obtains
$$\frac{1}{\pi }|D(z)_{12}_{12}D(z)|=\delta ^{(2)}(Z_{12}z),$$
(30)
and finally
$$O=_{}d^2zf(z)\frac{1}{\pi }|D(z)_{12}_{12}D(z)|=f(Z_{12}).$$
(31)
Hence, in order to realize the Bell measurement generated by $`WH`$, we have to measure an injective function of the operator $`Z_{12}`$, or simply $`Z_{12}`$ itself. This measurement can be easily performed by unconventional heterodyne detection (cfr. Ref. ).
## 5 Robustness of “pure” teleportation
“Pure” teleportation schemes rely on projector valued POVM’s and pure preparations for the shared resource. As proved in Ref. , this kind of teleportation works properly if and only if the elements of the POVM are proportional to projectors on maximally entangled states and the resource itself is maximally entangled. However, for practical purposes, one is interested in the evaluation of the robustness of this kind of schemes to non ideality.
Looking at Eq. (17), it is evident that the state on $`_3`$ conditioned by the measurement is a continuous function of the shared resource preparation and of the element of the POVM related to the outcome. Since the teleported state is again a continuous function of this conditioned state and of the “adjusting” unitary transformation, we conclude that teleportation is robust to non ideal entanglement preparation, non ideal measurement, and non ideal adjusting transformation.
Let’s suppose that before the measurement the maximally entangled resource evolves according to a trace preserving CP map $``$ owing to some kind of noise. In the following, we will simply evaluate the state on $`_3`$ after the measurement in presence of such a noise.
By means of the Kraus’s decomposition of $``$, the noisy state of $`_2_3`$ can be written as
$$\rho _{23}=(\frac{1}{N}|\text{1}\text{1}_{23}{}_{23}{}^{}\text{1}\text{1}|)=\underset{\mu }{}A_\mu ^{(23)}\frac{1}{N}|\text{1}\text{1}_{23}_{23}\text{1}\text{1}|A_\mu ^{(23)},$$
(32)
where $`A_\mu `$ are operators on $`_2_3`$ satisfying $`_\mu A_\mu ^{}A_\mu =\text{1}\text{1}`$.
For any (generally non local) operator A acting on $``$ one has
$$A|\text{1}\text{1}=|\widehat{A}^T=\text{1}\text{1}\widehat{A}|\text{1}\text{1},$$
(33)
where $`(\widehat{A})_{i,j}=_li|j|A|l|l`$. Therefore it is possible to write
$`({\displaystyle \frac{1}{N}}|\text{1}\text{1}_{23}_{23}\text{1}\text{1}|)`$ $`=`$ $`{\displaystyle \underset{\mu }{}}A_\mu ^{(23)}{\displaystyle \frac{1}{N}}|\text{1}\text{1}_{23}_{23}\text{1}\text{1}|A_\mu ^{(23)}=`$ (34)
$`=`$ $`{\displaystyle \underset{\mu }{}}\text{1}\text{1}_2\widehat{A}_\mu ^{(3)}{\displaystyle \frac{1}{N}}|\text{1}\text{1}_{23}_{23}\text{1}\text{1}|\text{1}\text{1}_2\widehat{A}_\mu ^{(3)}=`$
$`=`$ $`^{(2)}\widehat{}^{(3)}({\displaystyle \frac{1}{N}}|\text{1}\text{1}_{23}_{23}\text{1}\text{1}|),`$
where $`\widehat{}`$ is the map whose Kraus’s decomposition is given by the operators $`\widehat{A}_\mu `$. This last equation shows how the action of any CP map on a maximally entangled state of a bipartite system can be written as the result of the application of a local CP map.
Recalling Eq. (17), it results that the local CP map $`\widehat{}^{(3)}`$, which describes noise, commutes with all other maps and with the partial trace, so that the unnormalized conditioned state after the measurement, in presence of such a noise, can be simply written as
$$\stackrel{~}{\varrho }_\lambda ^{(3)}=\widehat{}^{(3)}(U(\lambda )^{}\rho U(\lambda )).$$
(35)
Now, we will restrict our attention to qubit teleportation with non ideal resource preparation $`|S_{23}`$, it is possible to give an explicit expression for the minimum fidelity achieved by teleportation on pure states.
If $`|\psi `$ is the original state, apart from a normalization factor, the teleported state will be
$$|\psi _\lambda =U_\lambda S^TU_\lambda ^{}|\psi ,$$
(36)
where $`U_\lambda `$ is the unitary operator related to the outcome $`\lambda `$.
The minimum fidelity achieved by teleportation can be written as follows
$$F_{min}=\underset{|\psi }{\mathrm{min}}\frac{|\psi |U_\lambda S^TU_\lambda ^{}|\psi |^2}{\psi |U_\lambda S^{}U_\lambda ^{}U_\lambda S^TU_\lambda ^{}|\psi }=\underset{|\psi }{\mathrm{min}}\frac{|\psi |S^T|\psi |^2}{\psi |S^{}S^T|\psi }.$$
(37)
Using a basis of $`_2_3`$ for which $`|S_{23}`$ is in the Schmidt-form, i.e. diagonal and positive, and noticing that $`F_{min}`$ is independent of the normalization of $`S`$, we can choose $`S`$ to be
$$S_ϵ=(1+ϵ)|00|+(1ϵ)|11|.$$
(38)
The minimization can performed only on states $`|\psi (x)`$ of the form
$$|\psi (x)=\mathrm{cos}x|0+\mathrm{sin}x|1,x[0,2\pi ),$$
(39)
because any phase would be irrelevant. Substituting Eqs. (38) and (39) in Eq. (37) and minimizing respect to $`x`$, one obtains
$$F_{min}=1ϵ^2.$$
(40)
With some little algebra, Eq. (40) can be cast in a compact form independent of basis and normalization as follows
$$F_{min}=4\frac{det(\stackrel{~}{S})}{Tr^2[\stackrel{~}{S}]},\text{where}\stackrel{~}{S}=\sqrt{S^{}S}.$$
(41)
## 6 Conclusions
We studied the problem of characterizing Bell measurements, as maximally entangled POVM’s for measurements on composite systems. We introduced operator-completeness relations and a simple matrix approach to deal with bipartite systems. These allow us to write the most general Bell-like POVM in a compact form. The role of spanning sets of unitary operators has been emphasized, with attention to unitary irreducible representations of groups. Bell observables related to Bell POVM’s have been explicitly derived. As direct application of the matrix formalism, we evaluated the robustness of teleportation to non maximality of the shared entangled resource and to non ideality of the measurement.
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# State Extended Uncertainty Relations
## 1 Introduction
The uncertainty principle is one of the basic principles in quantum physics. It was introduced by Heisenberg on the example of the canonical observables $`p`$ and $`q`$, and rigorously proved by Kennard in the form of the inequality $`(\mathrm{\Delta }p)^2(\mathrm{\Delta }q)^21/4`$, where $`(\mathrm{\Delta }X)^2`$ is the variance (dispersion) of $`X`$ (for the sake of brevity we work with dimensionless observables). This inequality is known as Heisenberg uncertainty relation (UR) for $`p`$ and $`q`$. It has been precised and extended to arbitrary two quantum observables by Schrödinger and Robertson and to several observables by Robertson .
The Heisenberg UR became an irrevocable part of almost every textbook in quantum physics while the interest in the more precise Schrödinger and Robertson UR has grown up only recently in connection with the experimental generation of squeezed states of the electromagnetic field and their generalization to arbitrary two and several observables . Robertson UR has been recently extended to all characteristic coefficients of the uncertainty matrix . Extensions of the Heisenberg UR to higher moments of $`p`$ and $`q`$ are made in .
The UR listed above, and perhaps all the other ones so far considered, relate certain combinations of statistical moments of the observables in one quantum state. The main aim of the present paper is to extend the uncertainty principle to several states. The physical idea of such an extension is simple: one can measure and compare the statistical moments of two (or more) observables not only in one and the same state, but in two (or more) different states. The Hilbert space model of quantum mechanics permits us to derive easily such state extended UR. The extended UR can be divided into two classes – entangled UR and nonentangled UR. An UR is called state entangled if it can not be factorized over distinct states.
Next we first recall the ordinary characteristic UR which include the known Schrödinger and Robertson ones (section 2) and then extend these UR to several states (section 2). Some other state extended UR are also established. Finally the simplest types of extended UR are displayed and discussed briefly (section 3).
## 2 Characteristic UR
The Schrödinger (or Schrödinger-Robertson) UR for two observables $`X`$ and $`Y`$ reads
$$(\mathrm{\Delta }X)^2(\mathrm{\Delta }Y)^2(\mathrm{\Delta }XY)^2\frac{1}{4}\left|[X,Y]\right|^2,$$
(1)
where $`X`$ is the mean value of $`X`$ in a given state, $`(\mathrm{\Delta }X)^2=X^2X^2`$ is the variance (the dispersion) of $`X`$, and $`\mathrm{\Delta }XYXY+YX/2XY`$ is the covariance of $`X`$ and $`Y`$. This UR was derived by Schrödinger from the Schwartz inequality for the matrix element $`\psi |(XX)(YY)|\psi `$. The less precise inequality $`(\mathrm{\Delta }X)^2(\mathrm{\Delta }Y)^2\frac{1}{4}\left|[X,Y]\right|^2`$ is usually called Heisenberg UR for $`X`$ and $`Y`$.
Robertson has formulated the uncertainty principle for several observables $`X_1,\mathrm{},X_n`$ in terms of an inequality between determinants of the uncertainty matrix $`\sigma (\stackrel{}{X};\psi )`$ and the matrix $`C(\stackrel{}{X};\psi )`$ of the mean values of commutators of $`X_i`$ and $`X_j`$,
$$det\sigma (\stackrel{}{X};\psi )detC(\stackrel{}{X};\psi )\mathrm{\hspace{0.17em}0},$$
(2)
where $`\stackrel{}{X}=X_1,\mathrm{},X_n`$, $`\sigma _{ij}=(1/2)X_iX_j+X_jX_iX_iX_j`$, and $`C_{jk}=(i/2)[X_j,X_k]`$. For $`n=2`$ the inequality (2) recovers (1). Robertson has first proved the nonnegative definiteness of the matrix $`R(\stackrel{}{X};\psi )`$ (to be called Robertson matrix), $`R(\stackrel{}{X};\psi )=\sigma (\stackrel{}{X};\psi )+iC(\stackrel{}{X};\psi )\mathrm{\hspace{0.17em}0}`$. This means that all principle minors of $`R`$ are nonnegative. For $`n=2`$ the inequality (2) coincides with $`R(\stackrel{}{X};\psi )0`$.
Robertson UR hold for mixed states $`\rho `$ as well (see e.g. the Appendix in ). Recently the UR (2) has been extended to all characteristic coefficients $`C_r^{(n)}(\sigma )`$ of $`\sigma (\stackrel{}{X};\rho )`$ in the form
$$C_r^{(n)}(\sigma )C_r^{(n)}(C),r=1,2,\mathrm{},n,$$
(3)
where $`C_r^{(n)}(C)`$ is the characteristic coefficient of order $`r`$ of the mean commutator matrix $`C(\stackrel{}{X};\rho )`$. The characteristic coefficients of a matrix $`M`$ are defined by means of the secular equation $`det(M\lambda )=_{r=0}^nC_r^{(n)}(M)(\lambda )^{nr}=0`$. For $`r=n`$ one has $`C_n^{(n)}(C)=detC`$, $`C_n^{(n)}(\sigma )=det\sigma `$ and the characteristic UR (3) coincides with that of Robertson, eq. (2).
In comparison with the Heisenberg UR the Schrödinger and Robertson ones have the advantage of being covariant under linear nondegenerate transformations of the observables : if $`\stackrel{}{X}^{}=\mathrm{\Lambda }\stackrel{}{X}`$ then
$$\sigma ^{}=\sigma (\stackrel{}{X}^{};\rho )=\mathrm{\Lambda }\sigma \mathrm{\Lambda }^T,C^{}=C(\stackrel{}{X}^{};\rho )=\mathrm{\Lambda }C\mathrm{\Lambda }^T.$$
(4)
One sees that the equality in (2) is invariant under transformation (4) with nonsingular $`\mathrm{\Lambda }`$, in particular with $`\mathrm{\Lambda }`$ symplectic. For $`r<n`$ the equality in (3) is invariant under (4) if $`\mathrm{\Lambda }`$ satisfies $`\mathrm{\Lambda }\mathrm{\Lambda }^T=1`$. If $`X_1,\mathrm{},X_n`$ close an algebra then Robertson UR is invariant under algebra automorphisms. In the case of orthogonal algebra the equality in (3) is invariant for every $`r`$.
The minimization of the characteristic UR and the relationship between the minimizing states and the group-related coherent states and squeezed states has been considered in , the minimizing states being called characteristic optimal uncertainty states or characteristic intelligent states of order $`r`$. States which minimize Schrödinger UR (1) were shown to be ideal squeezed states for $`X`$ and $`Y`$ , while states which minimize (2) can be considered as squeezed states for several observables .
## 3 State extended UR
It should be useful first to recall that the derivation of the Robertson UR resorts to the following
Lemma 1 (Robertson). If $`H`$ is a nonnegative definite Hermitian matrix, then
$$detSdetA0,$$
(5)
where $`S`$ and $`A`$ are the real and the imaginary part of $`H`$, $`H=S+iA`$.
It is worth reminding that a matrix $`H`$ is nonnegative iff all its principle minors $`M_r(H)`$ are nonnegative,
$$H0M_r(H)0,r=1,2,\mathrm{},n.$$
(6)
The proof of this lemma can be found in . With minor changes in the notations it is reproduced in . Robertson UR (2) corresponds to $`H=R(\stackrel{}{X};\rho )`$ in (5). In this lemma was extended to all principle minors and to all characteristic coefficients of $`H`$,
$$C_r^{(n)}(S)C_r^{(n)}(A)\mathrm{\hspace{0.17em}0},r=1,2,\mathrm{},n.$$
(7)
The characteristic UR (3) correspond to $`S=\sigma (\stackrel{}{X};\rho )`$ and $`A=C(\stackrel{}{X};\rho )`$ in (7).
The state extension of the ordinary UR, which we shall derive below, are based on the different physical choices of the matrix $`H`$ in (6), (5) and (7) and on the following lemma,
Lemma 2. If $`H_\mu `$ are nonnegative definite Hermitian $`n\times n`$ matrices, $`\mu =1,\mathrm{},m`$, then
$`C_r^{(n)}\left(S_1+\mathrm{}+S_m\right)C_r^{(n)}\left(A_1+\mathrm{}+A_m\right)\mathrm{\hspace{0.17em}0},`$ (8)
$`C_r^{(n)}\left(H_1+\mathrm{}+H_m\right)C_r^{(n)}(H_1)\mathrm{}C_r^{(n)}(H_m)\mathrm{\hspace{0.17em}0},`$ (9)
where $`S_\mu `$ and $`A_\mu `$ are the real (and symmetric) and the imaginary (and antisymmetric) parts of $`H_\mu `$.
Proof. The validity of (8) immediately follows from the Robertson lemma and its extension (7), and the known fact that a sum of the Hermitian nonnegative matrices is a Hermitian nonnegative matrix. We proceed with the proof of the inequality (9). It is sufficient to establish it for $`m=2`$. Let $`G`$ and $`H`$ are Hermitian nonnegative definite matrices. We have to prove that $`C_r^{(n)}(G+H)C_r^{(n)}(G)C_r^{(n)}(H)\mathrm{\hspace{0.17em}0}`$. Since the characteristic coefficients are sum of all principle minors it is sufficient to consider the case of $`r=n`$, i.e. to prove the inequality $`det(G+H)detGdetH\mathrm{\hspace{0.17em}0}`$.
(a) Let one of the two matrices (say $`G`$) is positive definite. Then both $`G`$ and $`H`$ can be diagonalized by means of a unitary matrix $`U`$ , $`G^{}=U^{}GU=\mathrm{diag}\{g_1,\mathrm{},g_n\}`$, $`H^{}=U^{}HU=\mathrm{diag}\{h_1,\mathrm{},h_n\}`$, and
$$det(G+H)=_i(g_i+h_i)=_ig_i+_ih_i+\mathrm{\Delta },$$
(10)
where $`\mathrm{\Delta }=det(G+H)detGdetH=det(G^{}+H^{})detG^{}detH^{}`$, $`i=1,\mathrm{},n`$,
$$\mathrm{\Delta }=g_1_{j=2}^nh_j+g_1g_2_{j=3}^nh_j+\mathrm{}+h_1h_2_{i=3}^ng_i+h_1_{i=2}^ng_i.$$
(11)
In view of $`g_i>0`$ and $`h_j0`$ all terms in (11) are nonnegative, thereby $`\mathrm{\Delta }0`$.
(b) If both $`G`$ and $`H`$ are only nonnegative definite, then at least one $`g_i`$ and one $`h_j`$ are vanishing, that is $`detG=0=detH`$ and from nonnegativity of the sum $`G+H0`$ and (10) we obtain $`det(G+H)=\mathrm{\Delta }0`$. End of the proof.
Remark 1. From the above proof it follows that if $`detH_\mu =detH_\mu `$ then $`detH_\mu =0`$, the inverse being not true.
Eqs. (8) and (9) can be called extended characteristic inequalities. They are invariant under the similarity transformation of the matrices $`H_\mu `$. At $`m=1`$ (one state) they recover the relations (7).
By a suitable physical choice of the nonnegative Hermitian matrices $`H_\mu `$ in the inequalities (6), (8), (9) one can obtain a variety of UR for several states and observables. We point out three physical choices of matrices $`H_\mu `$,
$$H=R(\stackrel{}{X};\rho )=\sigma (\stackrel{}{X};\rho )+iC(\stackrel{}{X};\rho )(\mathrm{Robertson}\mathrm{matrix}),$$
(12)
$$H=\mathrm{\Gamma }(\chi _1,\mathrm{},\chi _n)=R(\stackrel{}{X};\stackrel{}{\psi }),||\chi _k=(X_k\psi _k|X_k|\psi _k)|\psi _k,$$
(13)
$$H=\mathrm{\Gamma }(\varphi _1,\mathrm{},\varphi _n)=G(\stackrel{}{X};\stackrel{}{\psi }),||\varphi _k=X_k|\psi _k,$$
(14)
where $`\mathrm{\Gamma }`$ is the Gram matrix, $`\mathrm{\Gamma }_{ij}(\mathrm{\Phi }_1,\mathrm{},\mathrm{\Phi }_n)=\mathrm{\Phi }_i||\mathrm{\Phi }_j`$, and $`|\psi _k`$ are normalized pure states. The diagonal elements $`R_{ii}(\stackrel{}{X};\stackrel{}{\psi })`$ and $`R_{ii}(\stackrel{}{X};\rho )`$ are just the variances of $`X_i`$ in the state $`|\psi _i`$ and (generally mixed) state $`\rho `$, while $`G_{ii}=\mathrm{\Gamma }_{ii}(\varphi _1,\mathrm{},\varphi _n)=(\mathrm{\Delta }X_i(\psi _i))^2+\psi _i|X|\psi _i^2`$. Therefore the inequalities obtained in the above scheme can be regarded as state extended UR. For brevity UR for $`n`$ observables and $`m`$ states should be called UR of type (n,m).
For pure states $`|\psi _k`$ (12) is a particular case of (13), and the common structure of (12) – (14) is $`H=\mathrm{\Gamma }(\mathrm{\Phi }_1,\mathrm{},\mathrm{\Phi }_n)=T(\stackrel{}{X},\stackrel{}{\psi }),`$ where $`\mathrm{\Phi }_k`$ denote the corresponding nonnormalized states $`|\mathrm{\Phi }_k`$. Let us note that $`\mathrm{\Gamma }(\mathrm{\Phi }_1,\mathrm{\Phi }_2)0`$ is equivalent to the Schwartz inequality. For one observable $`X`$ the matrix $`G(X,\stackrel{}{\psi })`$ is covariant under linear transformation of states,
$$|\psi _i^{}=U_{ik}^{}|\psi _kG(\stackrel{}{X},\stackrel{}{\psi }^{})=UG(\stackrel{}{X},\stackrel{}{\psi })U^{}.$$
This property entails the invariance of the equality in the extended highest order characteristic UR of type (1,m), constructed by means of $`G(X,\stackrel{}{\psi })`$. If $`UU^{}=1`$ then all order extended characteristic UR of type (1,m) are invariant. Compare this symmetry with that of ordinary characteristic UR under transformation (4). The extended UR of types (n,m) with $`n,m>1`$ do not possess such symmetry.
In all three cases of $`H`$ with pure states the UR $`H0`$ are disentangled by means of linear transformations of states. The UR corresponding to (9) and (8) are state entangled. The proof of the nonentangled character of the UR $`H0`$ for (12), (13) and (14) with pure states can be easily carried out using the diagonalization of $`\mathrm{\Gamma }=\mathrm{\Gamma }(\mathrm{\Phi }_1,\mathrm{},\mathrm{\Phi }_m)`$.
## 4 Extended UR of simplest types
UR of type (1,2). For $`m=2`$ (two states) the choices $`H=R(X;\stackrel{}{\psi })`$ and $`H=G(X;\stackrel{}{\psi })`$ in (6), (8) and (9) produce two different UR which we write down as
$`(\mathrm{\Delta }X(\psi _1))^2(\mathrm{\Delta }X(\psi _2))^2\left|\psi _1|(X\psi _1|X|\psi _1)(X\psi _2|X|\psi _2)|\psi _2\right|^2,`$ (15)
$`((\mathrm{\Delta }X(\psi _1))^2+\psi _1|X|\psi _1^2)((\mathrm{\Delta }X(\psi _2))^2+\psi _2|X|\psi _2^2)\left|\psi _1|X^2|\psi _2\right|^2.`$ (16)
Since the right hand sides of (15) and (16) are generally greater than zero these inequalities reveal correlations between the statistical second moments of $`X`$ in different states.
These two UR are independent in the sense that none of them is more precise than the other. To prove this suffice it to consider the example of $`X=p`$ and two Glauber coherent states. The minimization of (15) and (16) occurs iff the two nonnormalized states in the Gram matrix are proportional. In the case of (15) this is $`(X2|X|2)|\psi _2=\lambda (X1|X|1)|\psi _1`$ wherefrom we easily deduce that if $`X`$ is a continuous observable (such as $`q`$, $`p`$ or $`p^2q^2`$ and $`pq+qp`$) then UR (15) is minimized iff $`|\psi _1=|\psi _2`$. It follows from this condition that (15) and (16) can be used for construction of distances between quantum states (observable induced distances) .
UR of type (2,1). For $`n=2`$ the inequalities (9), (8) and (6) coincide. For two observables $`X`$, $`Y`$ and one state the Robertson choice (12) coincides with (13) and when replaced in (6) – (9) it produces Schrödinger UR (1). The choice (14) in (8) and (9) generates the invariant UR
$$[(\mathrm{\Delta }X)^2+X^2)][(\mathrm{\Delta }Y)^2+Y^2)](\mathrm{\Delta }XY+XY)^2+\frac{1}{4}|[X,Y]|^2,$$
(17)
which however can be shown to be less precise than the Schrödinger one (1). The interpretation of any UR of type (2,1) is the same as that of Schrödinger UR.
UR of type (2,2). The number of possible UR of type (2,2) is much more. The inequalities $`R(X,Y;\psi _1,\psi _2)0`$ and $`G(X,Y;\psi _1,\psi _2)0`$ can be displayed as ($`i|X|i\psi _i|X|\psi _i`$)
$`(\mathrm{\Delta }X(\psi _1))^2(\mathrm{\Delta }Y(\psi _2))^2\left|\psi _1|(X1|X|1)(Y2|Y|2)|\psi _2\right|^2,`$ (18)
$`[(\mathrm{\Delta }X(\psi _1))^2+1|X|1^2)][(\mathrm{\Delta }Y(\psi _2))^2+2|Y|2^2)]|\psi _1|XY|\psi _2|^2.`$ (19)
It is not difficult to establish (after some manipulations) that the inequality (19) is less precise than (18). The equalities in (18) and (19) are not invariant under linear transformations of observables and/or states. The equations (8) and (9) with $`H_1=R(X,Y;\psi _1)`$ and $`H_2=R(X,Y;\psi _2)`$ both produce an entangled but very compact (2,2) UR,
$`{\displaystyle \frac{1}{2}}\left[(\mathrm{\Delta }X(\psi _1))^2(\mathrm{\Delta }Y(\psi _2))^2+(\mathrm{\Delta }X(\psi _2))^2(\mathrm{\Delta }Y(\psi _1))^2\right]\mathrm{\Delta }XY(\psi _1)\mathrm{\Delta }XY(\psi _2)`$
$`{\displaystyle \frac{1}{4}}\psi _1|[X,Y]|\psi _1\psi _2|[X,Y]|\psi _2^{}.`$ (20)
The equality in this relation is invariant under linear transformations of $`X,Y`$, but not of $`|\psi _1`$ and $`|\psi _2`$. With $`|\psi _1=|\psi _2`$ in (4) one recovers the Schrödinger UR (1). The inequality (4) should be referred to as state extended Schrödinger UR. For the canonical $`p`$ and $`q`$ it simplifies to
$$\frac{1}{2}\left[(\mathrm{\Delta }p(\psi _1))^2(\mathrm{\Delta }q(\psi _2))^2+(\mathrm{\Delta }p(\psi _2))^2(\mathrm{\Delta }q(\psi _1))^2\right]\mathrm{\Delta }pq(\psi _1)\mathrm{\Delta }pq(\psi _2)\frac{1}{4}.$$
(21)
Similar to (but less precise than) (4) is the (2,2) UR obtained again from (8) and (9) with the third choice (14). The entangled UR (4) admits less precise version of the form (corresponding to $`\mathrm{\Delta }XY=0`$)
$$\frac{1}{2}\left[(\mathrm{\Delta }X(\psi _1))^2(\mathrm{\Delta }Y(\psi _2))^2+(\mathrm{\Delta }X(\psi _2))^2(\mathrm{\Delta }Y(\psi _1))^2\right]\frac{1}{4}\left|\psi _1|[X,Y]|\psi _1\psi _2|[X,Y]|\psi _2\right|.$$
(22)
The latter inequality can be regarded as an entangled extensions of the Heisenberg UR. For $`X=p`$ and $`Y=q`$ the right hand side of (22) simplifies to $`1/4`$.
In view of the Remark 1 if UR (4) is minimized then (1) is saturated by $`|\psi _1`$ and $`|\psi _2`$. Therefore (4) can be used for finer classification of Schrödinger intelligent states. From any extended UR one can obtain new ordinary UR by fixing all but one of the states. For example if $`|\psi _1`$ in (21) is fixed as a canonical coherent state then (21) produces $`(\mathrm{\Delta }p)^2+(\mathrm{\Delta }q)^21`$. The latter UR is minimized in canonical coherent states only, while the Heisenberg UR $`(\mathrm{\Delta }p)^2(\mathrm{\Delta }q)^21/4`$ is minimized in any squeezed state with $`\mathrm{\Delta }pq=0`$.
UR of type (3,1) and type (2,m), $`m>2`$. From higher order UR we note two cases: the case of (3,1)– UR corresponding to the choice $`H_1=G(X,Y;\psi )`$, $`H_2(X,Z;\psi )`$ in (9), and the case of (2,m)– UR corresponding to the choice $`H_\mu =R(X,Y;\rho _\mu )`$ in the matrix inequality (9). After some consideration we arrive at the explicite formulas for two entangled UR,
$$(\mathrm{\Delta }X)^2(\psi )[(\mathrm{\Delta }Y(\psi ))^2+(\mathrm{\Delta }Z(\psi ))^2]\mathrm{\hspace{0.17em}2}\mathrm{\Delta }XY(\psi )\mathrm{\Delta }XZ(\psi )+\frac{1}{2}\psi |[X,Z]|\psi \psi |[Y,X]|\psi ,$$
(23)
$`{\displaystyle \underset{\mu <\nu }{\overset{m}{}}}\left[(\mathrm{\Delta }X(\rho _\mu ))^2(\mathrm{\Delta }Y(\rho _\nu ))^2+(\mathrm{\Delta }X(\rho _\nu ))^2(\mathrm{\Delta }X(\rho _\mu ))^2\right]2{\displaystyle \underset{\mu <\nu }{\overset{m}{}}}\mathrm{\Delta }XY(\rho _\mu )\mathrm{\Delta }YY(\rho _\nu )`$
$`\mathrm{\hspace{0.17em}2}{\displaystyle \underset{\mu <\nu }{\overset{m}{}}}C(X,Y;\rho _\mu )C(X,Y;\rho _\nu ),`$ (24)
where $`C(X,Y;\rho )=(i/2)[X,Y]_\rho =(i/2)\mathrm{Tr}(\rho [X,Y])`$. With $`Z=Y`$ in (23) one gets Schrödinger UR (1) for $`X,Y`$, while $`X=Y`$ produces new ordinary UR $`(\mathrm{\Delta }X(\psi ))^2+(\mathrm{\Delta }Z(\psi ))^22\mathrm{\Delta }XZ(\psi )`$. At $`m=2`$ the inequality (4) recovers (4).
## Conclusion
We have established several classes of extended characteristic uncertainty relations (UR) of type (n,m) for $`n`$ observables and $`m`$ states using the Gram matrices of suitably constructed nonnormalized states. Entangled UR can be obtained using characteristic inequalities (9) and (8).
The extended UR reveal global statistical correlations of quantum observables in distinct states. The characteristic inequalities could be useful in many fields of mathematical and quantum physics, in particular in the precise measurement theory. Extended UR can be used for construction of observable induced distances between quantum states and for finer classification of states, in particular of group-related coherent states.
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# 1 RG versus (generalized) Laplace equations
## 1 RG versus (generalized) Laplace equations
The notion and properties of the (generalized) renormalization group (RG) acquire a new attention last years, primarily because of the interest to its hidden (quasi)integrable sturcture (related to Whitham dynamics , see and references therein) and to its implicit occurence in the phenomena like AdS/CFT correspondence (these studies are focused on the so called holomorphic RG flows ). The purpose of this note is to give a concise survey of the basics of abstract RG theory, separating generic features from the pecularities of particular models. One of our goals is to explicitly formulate the controversies between the different concepts, which people are now trying to unify. It is a resolution of these controversies, which should provide a real understanding.
The basic notion of modern quantum field/string theory is partition function (exponentiated effective action, the generating function for all the correlation functions in the theory in all possible vacua), resulting from functional integration over fields with an action, formed by a complete set of operators. Importantly, there are two different notions of completeness, see sect.2.2 below for the definitions. The exact RG a la J.Polchinski , possessing a formulation in terms of the diffeomorphisms in the moduli space $``$ of theories , requires a strong completeness. It guarantees that the linear differential equations emerge for the partition function, and exponentiation of the corresponding vector field provides one-parametric families (flow lines) in $`\mathrm{𝐷𝑖𝑓𝑓}`$ describing the RG flow. At the same time, in most interesting examples only a weak completeness is assumed<sup>*</sup><sup>*</sup>*It goes without saying that in conventional field theories one rarely requires even a weak completeness. Then the notion of exact renormalization group is usually substituted by a renormalizability requirement, which concerns nothing but the singularities in the vicinities of the critical points, ultraviolet or infrared. : it is the one which is supposedly enough for integrability etc . However, as natural for integrable systems, the weak completeness implies that partition function (interpreted as an element of some Hilbert space, see ) satisfies some differential equation in $``$, which are rarely linear in time (coupling constant) derivatives. The typical example is the Casimir (generalized Laplace) equation for the zonal spherical functions, if of the second order it is an ordinary Laplace equation. The other avatars of the same equation are the $`W`$\- (in particular Virasoro) constraints in matrix models and the Hamilton-Jacobi equations for the large-$`N`$ Yang-Mills partition functions , studied in the context of the AdS/CFT correspondence . Unfortunately, non-linear differential equations do not possess an RG-like interpretation, at least naively. They are rather associated with the huge group $`\mathrm{𝐷𝑜𝑝}`$ of all differential operators on $``$, and there is no obvious way to associate them with the elements of a much smaller diffeomorphism group $`\mathrm{𝐷𝑖𝑓𝑓}`$. Perhaps surprisingly, an old result from the matrix models theory implies that some intermediate notion can exist: despite matrix model provides only a weakly complete partition function, an explicit transformation of time-variables (coupling constants) is known, which (almost) eliminates the dependence on the size $`N`$ of the matrix – what one would expect the exact RG to provide. A possible explanation of this phenomenon is that the entire set of the Ward identities (i.e. the full power of integrability) was used in the calculation of , not just a single Virasoro constraint $`L_2`$ (which is a counterpart of conventional Polchinski’s equation).
In refs. a seemingly artificial trick was suggested to resolve the controversy between the linear (in coupling-constants derivatives) notion of RG and the quadratic (at best) form of the Laplace/Virasoro/Hamilton-Jacobi equation. Namely, it was suggested to decompose the effective action into the contributions from over and from below the normalization point $`\mu `$. The problem with this idea is that generically, even for the strongly complete partition functions, these two contributions are of different nature : the one from above $`\mu `$ can indeed be considered as effective action, while the one from below $`\mu `$ is rather a differential operator acting on functions on the moduli space of coupling constants. A special procedure is needed to extract a kind of a kernel from this operator, which can be interpreted as something similar to an effective action. This can be done in special approximations and with certain reservations. An obvious example when such decomposition exists, is provided by the quasiclassical approximation, when the shift of effective action with the changing $`\mu `$ is described by the tree (one-particle-reducible) diagrams, but it is not fully satisfactory: there are no such diagrams in the case of matrix models – which seems to be a prototype of the actually interesting situations. Despite quasiclassical approximation does not work in this simple way, it is known that the relevant shift does occur in the matrix models, and is indeed similar in many respects to the ansatz of , but no straightforward way is known to derive it “from the general principles” in the leading $`N^1`$ approximation. Worse than that, the very notion of normalization point becomes somewhat subtle for the weakly complete partition functions, of which the matrix models is an example.
In this note we do not suggest any definite conclusion from this description of problems.
As already mentioned, it can happen that the controversy is resolved if the full power of integrability (the full set of the Ward identities for the weakly complete partition function) is taken into account. Clarification of this option is intimately related to understanding the origins of a generalized AdS/CFT correspondence, i.e. of the representation of generic exact partition functions (not necessarily of a CFT) in terms of gravity theories (not necessarily on AdS). The full set of Ward identities for the weakly complete partition functions is implied by invariance of the integral (1) under arbitrary coordinate transformations in $`𝒜`$ (arbitrary changes of integration variables) . In the strongly complete case, when the Ward identities are linear differential equations and each of them generates an RG flow, Polchinski’s flow (10) being just one of them, the general covariance in the $`𝒜`$ space leads to the general covariance in the $``$ space. This means that the partition function is essentially an invariant of general coordinate transformations in $``$, thus giving a most natural object for a gravity theory on $``$. This property is broken in realistic models by boundary conditions $`\phi _0`$ and by the lack of the strong completeness: only the weak one is usually natural. Sometimes, the deviation from linearity in the Ward identities can be interpreted as ”a quantum effect” in (1): the terms non-linear in $`t`$-derivatives come from the change of measure, not action, in (1) under reparametrizations of $`𝒜`$ , but this does not make one free of handling these non-linearities. It is very natural to assume that in the weakly complete case $`Z(t)`$ is still interpretable in terms of a gravity theory on $``$, but is a slightly less trivial object than just an invariant. Within the AdS/CFT correspondence , this is rather a wave function, similarly to the considerations from the perspective of integrability theory . In other words, $`Z(t)`$ is an invariant not of the $`\mathrm{𝐷𝑖𝑓𝑓}`$ subgroup of $`\mathrm{𝐷𝑜𝑝}`$ but of some other subgroup which should be a kind of a smooth deformation of $`\mathrm{𝐷𝑖𝑓𝑓}`$. The relation between the Feynman diagrams in field theory and the generators of $`\mathrm{𝐷𝑜𝑝}`$ implied by considerations of is one of the new tools to attack the problem.
Another, less attractive but simpler option is to sacrifice the exact RG (i.e. abandon the hope to find some substitute of Polchinski’s equation, which indeed holds exactly in the weakly complete case and still has something to do with the diffeomorphism group $`\mathrm{𝐷𝑖𝑓𝑓}`$), and try to resolve the controversy near the critical points, in neglect of non-singular contributions. Then the power of the RG methods will be strongly reduced (just to the level they have in conventional quantum field theory), and even if it can help, this is hardly a satisfactory result. A slightly more interesting version of this option is that the linear RG is an effective object, valid for description of effective actions near the critical points, but different near different points. When extrapolated from the vicinity of one point to another, RG dynamics becomes non-linear, and linear RG equations are nothing but an approximation to non-linear Laplace/Virasoro/Hanilton-Jacobi equations (which generically are not even quadratic). This option, familiar from the studies of matrix models can be the closest in spirit to the suggestion of refs..
The rest of this paper contains just a brief comment on the terminology, used in above considerations.
## 2 Partition functions
The partition function
$$\begin{array}{c}Z(G;\phi _0;t)=_{𝒜;\phi _0}D\varphi \mathrm{exp}\left(\frac{1}{2}\varphi G\varphi +A(t;\varphi )\right)1\end{array}$$
(1)
depends on:
* the background fields $`\phi _0`$;
* the coupling constants $`t`$;
* the metric $`G`$.
### 2.1 The fields
In eq.(1) $`𝒜`$ denotes the space of quantum fields (domain of integration in the functional integral). In $`D`$-dimensional field theory it is a $`D`$-loop space of maps from the $`D`$-dimensional “world sheet” (space-time) $`W`$ into a target space $`T`$: $`𝒜=\{\text{maps}WT\}=L_W^D(T)`$. In the (second quantized) string field theory $`W`$ is itself a space of loops in the space-time (while in the first-quantized theories the space-time plays instead the role of the target space $`T`$). When $`W`$ is not compact, one needs to impose the boundary conditions at its boundary: $`\phi _0\{\text{maps}WT\}`$. In most cases partition functions are non-vanishing only when the boundary conditions belong to some (co)homologies of the target space, $`\phi _0H^{}(T)`$.
### 2.2 The coupling constants
The coupling constants parametrize the shape of the action
$$\begin{array}{c}A(t,\varphi )=_{nB}t^{(n)}𝒪_n(\varphi )\end{array}$$
(2)
where the sum goes over some complete set $`B`$ of functions $`𝒪_n(\varphi )`$, not obligatory finite or even discrete. The space $`\text{Fun}(𝒜)`$ of actions, parametrized by the coupling constants $`t^{(n)}`$, is refered to as the moduli space of theories. The actions usually take values in numbers or, more generally, in certain rings, perhaps, non-commutative. The space $`\text{Fun}(𝒜)`$ of all functions of $`\varphi `$ is always a ring, but this need not be true about the moduli space $``$, which could be as small a subset as one likes. However, the interesting notion of partition function arises only if the completeness requirement is imposed on $``$ . There are two different degrees of completeness, relevant for discussions of partition functions. In the first case (strong completeness) the functions $`𝒪_n(\varphi )`$ form a linear basis in $`\text{Fun}(𝒜)`$, then $``$ is essentially the same as $`\text{Fun}(𝒜)`$ itself. In the second case (weak completeness) the functions $`𝒪_n`$ generate $`\text{Fun}(𝒜)`$ as a ring, i.e. arbitrary function of $`\varphi `$ can be decomposed into a sum of multilinear combination of $`𝒪_n`$’s. In the case of strong completeness the notion of RG is absolutely straightforward , but there is no clear idea how RG can be formulated in the case of weak completeness (which is more relevant for most modern considerations The difference between the strong and weak completeness was recently rediscovered (for an earlier related analisys see ) in attempts to test the relation between Polchinski’s and the holomorphic RG with the help of the standard formalism of matrix models . Also, to avoid confusion let us emphasize that in the case of $`D`$-dimensional field theories the set of functions $`\text{Fun}(𝒜)`$ includes not just polynomials of $`\varphi `$, but also the derivatives of $`\varphi `$ along various directions in $`W`$. ).
### 2.3 The metric
In quantum field theory the metric $`G`$ is needed at least for two purposes: to define perturbation theory as a formal sum over Feynman diagrams and to regularize the original functional integral. Regularization is needed whenever $`\text{Vol}𝒜=_𝒜D\varphi =\mathrm{}`$, then the factor $`\mathrm{exp}\left(\frac{1}{2}\varphi G\varphi \right)`$ helps to make integrals finite (see below).
One often explicitly extracts from $`A(\varphi )`$ not only the quadratic term $`\frac{1}{2}\varphi G\varphi `$ with the metric, but also the linear source term $`J\varphi `$ and the “vacuum energy” $`A_0=A(\varphi =0)`$.
### 2.4 Normalization point
The Kadanoff-Wilson RG occurs when a filtration is defined in the space of fields, i.e. a map from positive numbers (real or integer, accordingly the RG is continuous or discrete) into the set $`2^𝒜`$ of the subsets of $`𝒜`$, such that
$$\begin{array}{c}𝒜_{\mathrm{}}𝒜_\lambda 𝒜_\mu 𝒜_0=𝒜/H^{}(T)\mu <\lambda \end{array}$$
(3)
Accordingly the complements $`_\mu =𝒜/𝒜_\mu `$ of $`𝒜_\mu `$ in $`𝒜`$ satisfy
$$\begin{array}{c}_0_\mu _\lambda _{\mathrm{}}=𝒜\mu <\lambda \end{array}$$
(4)
One usually assumes that in the infra-red limit, $`\mu =0`$, the space $`_\mu `$ shrinks to the space $`_0=H^{}(T)`$ of vacua, while in the ultraviolet limit, $`\mu =\mathrm{}`$, the space $`_{\mathrm{}}`$ coincides with the entire $`𝒜`$.
Given such a filtration, one can define a $`\mu `$-dependent partition function
$$\begin{array}{c}Z_\mu (G;\phi _\mu ;t)=\mathrm{exp}\left(\frac{1}{2}\phi _\mu G\phi _\mu \right)_{𝒜_\mu ;\phi _\mu }D\varphi \mathrm{exp}\left(\frac{1}{2}\varphi G\varphi +A(t;\varphi +\phi _\mu )\right)\mathrm{exp}\left(\frac{1}{2}\phi _\mu G\phi _\mu +A_\mu (t;\phi _\mu )\right)\end{array}$$
(5)
The background fields $`\phi _\mu _\mu `$ and the functional integral goes over $`𝒜_\mu `$. We assumed that the metric does not mix the fields from $`𝒜_\mu `$ and $`_\mu `$, but the other terms in the action unavoidably do.
If the set of functions $`𝒪_n`$ is strongly complete, then we are dealing with a renormalizable family of field theories, and the new action $`A_\mu (t)`$ belongs to the same moduli space $``$, i.e. such $`t_\mu (t)`$ exist that
$$\begin{array}{c}A_\mu (t;\varphi )=A(t_\mu ,\varphi )\end{array}$$
(6)
and
$$\begin{array}{c}Z_\mu (t;\varphi _\mu )=Z_{\mathrm{}}(t_\mu ,\varphi _\mu )\end{array}$$
(7)
Then for two normalization points $`\mu <\lambda `$ we have:
$$\begin{array}{c}Z_\mu (t;\phi _\mu )=_{𝒜_\mu /𝒜_\lambda =_\lambda /_\mu }Z_\lambda (t;\varphi +\phi _\mu )D\varphi \end{array}$$
(8)
This procedure is known as Kadanoff transformation.
## 3 Polchinski’s exact RG equation
A simple way to vary the normalization point $`\mu `$ is provided by the change of metric . It is enough to introduce a $`\mu `$-dependent family of metrics $`G_\mu `$, such that $`𝒜_\lambda =\text{supp}(G_\mu ^1)`$. This motivates the study of metric dependence of partition function.
The variation of $`Z(t)`$ with the variation of metric $`G`$ is:
$$\begin{array}{c}\delta Z(t)=\varphi \delta G\varphi \end{array}$$
(9)
A Ward identity It follows from the obvious identity
$$0=D\varphi \frac{}{\varphi }\left\{\delta G^1\left(\frac{}{\varphi }+2G\varphi \right)\mathrm{exp}\left(\frac{1}{2}\varphi G\varphi +A(\varphi )\right)\right\}$$
states that
$$\begin{array}{c}\varphi \delta G\varphi =\delta G^1\left(\frac{A}{\varphi }\frac{A}{\varphi }+\frac{^2A}{\varphi ^2}+G\right)\end{array}$$
(10)
For concrete actions of particular models (which do not satisfy completeness requirement), the r.h.s. is an average of a new operator and is not expressible through $`Z(t)`$. However, for the partition function, built with the help of complete sets of functions the situation is different. For the strongly complete set of $`𝒪_n`$ one can simply define $`\delta t^{(n)}`$ from
$$\begin{array}{c}\delta A(\varphi )=\delta G^1\left(\frac{A}{\varphi }\frac{A}{\varphi }+\frac{^2A}{\varphi ^2}+G\right)=_n\delta t^{(n)}𝒪_n(\varphi )\end{array}$$
(11)
without any averaging. This is the situation described in terms of RG . Then, eq.(10) can be rewritten as a linear differential equation
$$\begin{array}{c}\delta Z(t)=\varphi \delta G\varphi =_n\delta t^{(n)}\frac{Z(t)}{t^{(n)}}\delta G\widehat{v}(t)Z(t)\end{array}$$
(12)
In a weakly complete case one can not define $`\delta t^{(n)}`$ from (11), but an analogue of (12) still exists, only it involves a differential operator $`\widehat{\mathrm{\Delta }}`$, not obligatory linear in $`t`$-derivatives:
$$\begin{array}{c}\delta Z(t)=\varphi \delta G\varphi =\delta G\widehat{\mathrm{\Delta }}(t)Z(t)\end{array}$$
(13)
or
$$\begin{array}{c}\widehat{L}(t)Z(t)\left(\frac{}{t^{(2)}}+\widehat{\mathrm{\Delta }}(t)\right)Z(t)=0\end{array}$$
(14)
In the case of the matrix models this is exactly (one of the) $`W`$\- or Virasoro constraints . Of course, there are many more Ward identities for complete partition functions, besides (10). Some of them are actually linear in $`t`$-derivatives, but in the weakly complete cases these linear equations do not contain $`G`$-derivatives ($`N`$-variations in the case of matrix models), and do not help, at least in any straightforward way, to formulate an RG equation.
## 4 Quasiclassical RG
As an example of Kadanoff-Polchinski’s procedure consider a theory with $`N`$ copies of every field $`\varphi `$ and partition function
$$\begin{array}{c}Z_N(t)=_{i=1}^ND\varphi ^i\mathrm{exp}\mathrm{}^1\left(\frac{1}{2}\varphi ^iG_{ij}\varphi ^j+_nt^{(n)}𝒪_n(\varphi )\right)\end{array}$$
(15)
Let us now add one more field $`\varphi `$. Such changing of $`N`$ can be considered as a result of a change of metric: switching on or off some components of $`G^{ij}`$. This change $`NN+1`$ is not infinitesimal, but in the quasiclassical approximation, i.e. in the leading order in $`\mathrm{}`$ expansions, a result similar to (13) holds:
$$\begin{array}{c}Z_{N+1}(t)=D\varphi e^{\frac{1}{2\mathrm{}}G\varphi ^2}_{i=1}^ND\phi ^i\mathrm{exp}\mathrm{}^1(\frac{1}{2\mathrm{}}\phi ^iG_{ij}\phi ^j+_nt^{(n)}𝒪_n(\varphi +\phi ))\times \\ \times \mathrm{exp}\mathrm{}^1(\varphi _nt^{(n)}\frac{𝒪_n}{\varphi }(\phi )+\frac{1}{2}\varphi ^2_nt^{(n)}\frac{^2𝒪_n}{\varphi \varphi }(\phi )+O(\varphi ^3))=\\ =\mathrm{exp}\frac{1}{2\mathrm{}\stackrel{~}{G}}\left(_{m,n}t^{(m)}t^{(n)}\frac{𝒪_m}{\varphi }\frac{𝒪_n}{\varphi }+O(\mathrm{})\right)_Ne^{\widehat{D}_N(t)}Z_N(t)\end{array}$$
(16)
with $`\stackrel{~}{G}=G+_nt^{(n)}\frac{^2𝒪_n}{\varphi \varphi }`$. We assumed here that $`\varphi =\varphi ^{N+1}`$ enters the original Lagrangian in the same way that all the other $`\varphi `$’s, e.g. all the operators $`𝒪_n`$ are $`U(N+1)`$ symmetric, and took $`G_{i,N+1}=0`$ for symplicity. This tree-like formula manifests the relation between Kadanoff-Wilson RG<sup>§</sup><sup>§</sup>§ In theories with the power-like scaling laws one often supplements the “integration-out” procedure by afterall rescaling of the world sheet $`W`$ “back to its original size”. Though important for some interpretations of RG equations, this additional procedure is not essential for our purposes. in the quasiclassical approximation and Polchinski’s RG eqs. It describes the shift of the classical action provided by one-particle-reducible diagrams.
In matrix models this integration-out procedure, changing the size of $`N\times N`$ matrices does not lead to such a shift (unless there are $`U(1)`$ factors in the symmetry group). The difference is that instead of eliminating a single $`\varphi =\varphi ^{N+1}`$, in the case of matrix model one needs to eliminate the whole vector $`\varphi ^i=\varphi ^{i,N+1}`$ from Hermitean matrix $`\varphi ^{ij}`$, and the relevant operators $`𝒪_n(\varphi )`$ (like $`Tr\varphi ^n`$) are bilinear in $`\varphi ^i`$. Therefore there are no contributions of the order $`\mathrm{}^1`$, and quasiclassical approximation is not a relevant approximation in the case of matrix models. Its proper substitute is the $`N^1`$ expansion, where a variety of possibilties occurs, depending on the assumed $`N`$-dependence of coupling constants.
## 5 Description in terms of the diffeomorphisms
The adequate description of RG for the strongly complete partition functions is in terms of diffeomorphisms :
$$\begin{array}{c}Z(G^{};t)=Z(G;t^{}(t))=e^{\widehat{V}(t)}Z(G;t)\end{array}$$
(17)
Here $`\widehat{V}(t;G^{},G)=V_n(t)\frac{}{t^{(n)}}`$ is a vector field, so that $`e^{\widehat{V}(t)}`$ is a differential operator. Its relation to the shift $`t^{(n)}t^{(n)}=\stackrel{~}{V}_n(t)`$ is provided by generic identification of elements from $`\mathrm{𝐷𝑖𝑓𝑓}`$ and $`\mathrm{𝑆ℎ𝑖𝑓𝑡}`$ groups acting on the moduli space of coupling constants
$$\begin{array}{c}\mathrm{exp}(\widehat{V})=:\mathrm{exp}(\widehat{\stackrel{~}{V}}):\end{array}$$
(18)
The RG equation (17) represents original (bare) partition function as an action of an operator on the new (renormalized) partition function. Generically, the vector field $`\widehat{\stackrel{~}{V}}`$ decomposes into a $`/t^{(0)}`$-piece and all the other $`t`$-derivatives. The first piece can be considered as generating an additive correction to the effective action $`S=\mathrm{log}Z`$, while the remaining part of $`\widehat{V}`$ generates shifts of the other couplings. In other words, one can represent (17) in a different form:
$$\begin{array}{c}S(G^{};t)=S_0(t)+S(G;t^{}(t))\end{array}$$
(19)
where $`S`$ is supposed to depend only on $`t^{(n)}`$ with $`n>0`$, and
$$\begin{array}{c}S_0(t)t^{(0)}t^{(0)}(t)=\mathrm{log}\left(\mathrm{exp}(\widehat{V}(t))e^{t^{(0)}}\right)\end{array}$$
(20)
Relation (19) describes a decomposition of the type suggested in . Moreover, like requested in , the two items at the r.h.s. of (19) satisfy the closely related equations. Indeed, a pair of relations,
$$\begin{array}{c}\widehat{L}(t)Z(G^{};t)=0,\\ \widehat{L}(t)e^{t^{(0)}}=conste^{t^{(0)}}\end{array}$$
where the first one is the Ward identity (14) and the second one reflects the fact that the trivial partition function $`\mathrm{exp}\left(t^{(0)}\right)`$ is usually an eigenstate of $`\widehat{L}(t)`$, turns into:
$$\begin{array}{c}\widehat{}(t)Z(G;t)=0,\\ \widehat{}(t)\mathrm{exp}S_0(t)=const\mathrm{exp}S_0(t)\end{array}$$
with a new operator
$$\begin{array}{c}\widehat{}(t)\mathrm{exp}(\widehat{V}(t))\widehat{L}(t)\mathrm{exp}(\widehat{V}(t))\end{array}$$
(21)
The second relation in (5) implies that $`S_0(t)`$ is non-vanishing when the eigenvalue in (5) is different from zero. If rewritten in terms of effective actions $`S(t)`$ and in the quasiclassical limit, when $`^nZZ(S)^n`$, the equations (5) acquire the form of the Hamilton-Jacobi equations. They are quadratic in $`S(t)`$ if the differential operator in (13) is of the second order in $`/t`$, what is often the case in some simple models.
Unfortunately, the above reasoning is mixing two different things, which are not obligatory compatible: the RG equation (17), occuring for the strongly complete partition functions, and the Laplace-like equation (14), requiring only weak completeness. In the strongly complete case, the non-linear (in coupling derivatives) equation, even if occurs, can be always rewritten as a linear equation. In fact, one can easily make a weakly complete model strongly complete, by adding all the newly emerging operators to the action $`A(t;\varphi )`$, then, if the product $`𝒪_m𝒪_n`$ is added with the coefficient $`t^{(m,n)}`$, we have an identity $`^2Z/t^{(m)}t^{(n)}=Z/t^{(m,n)}`$. Alternatively, in the weakly complete case one could try to interpret (12) as a substitute for RG equation, but then in (17) we get $`\mathrm{exp}(\widehat{V}(t))=P\mathrm{exp}(\delta G\widehat{v}(t))`$ substituted by $`\mathrm{exp}\widehat{D}=P\mathrm{exp}(\delta G\widehat{\mathrm{\Delta }}(t))`$, which is an element of $`\mathrm{𝐷𝑜𝑝}`$, but no longer of $`\mathrm{𝐷𝑖𝑓𝑓}`$.
## 6 Acknowledgements
We are indebted for discussions to E.Akhmedov, R.Brustein, A.Gerasimov, A.Gorsky, A.Losev, A.Marshakov and T.Tomaras. We acknowledge the hospitality and support of the ESI, Vienna, where this paper was written. Our work is partly supported by the grants: RFBR 98-01-00328, INTAS 99-0590 (A.Mir.), RFBR 98-02-16575, the Russian President’s Grant 00-15-99296 (A.Mor.) and by CRDF grant #6531.
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# Modelling of the X-ray broad absorption features in Narrow Line Seyfert 1s
## 1 Introduction
A systematic analysis of the X-ray spectral properties of a sample of 22 so-called Narrow Line Seyfert 1s (NLS1s) based on ASCA observations has shown evidence for a broad absorption feature centred in the energy range 1.1-1.4 keV, in 6 of the 22 objects . The absorption feature strength is typically about 100 eV with an intrinsic width ranging from 0.1 to 0.3 keV. Until now, this type of absorption has never been detected in Broad Line Seyfert 1s (BLS1s) spectra. Only 3 NLS1s exhibit absorption edges in the 0.7-0.9 keV range consistent with that seen in at least 50% of the BLS1s. Several explanations of the 1.1-1.4 keV absorption features have been proposed: a blueshift of O vii–O viii edges or lines (outflow: z$``$0.2-0.6 c) ; resonance absorption lines from Mg, Si, S and Fe L ; an enhancement of Fe or Ne .
## 2 The models and results
The calculations are made with the photoionization code PEGAS adapted for optically thin media .
A photoionized plasma is characterized by its ionization parameter: $`\xi `$=$`\frac{L}{n_HR^2}`$, where L is the bolometric incident luminosity (erg s<sup>-1</sup>), n<sub>H</sub> (cm<sup>-3</sup>) is the hydrogen density and R (cm) is the distance of the inner layer of the cloud from the ionizing incident source.
$``$ Influence of the incident continuum shape
NLS1s tend to be stronger soft X-ray emitters with respect to BLS1, and often have steeper photon indices: $`\mathrm{\Gamma }`$(2-10 keV)=1.6–2.5 . Their soft excesses can be modelled as blackbody (BB) emission superposed on an underlying power law (PL). We consider a “typical incident NLS1 continuum” as the sum of a BB at T=130 eV and a PL with $`\alpha =1`$ (F(E) = E) and with L$`{}_{\mathrm{BB}}{}^{}/L_{\mathrm{PL}}`$(2-10 keV)=3. For a given $`\xi `$ and N<sub>H</sub> (column density in cm<sup>-2</sup>) the “typical incident NLS1 continuum” gives less absorption and higher ionization states than a single PL with the same slope. This could explain why the absorption features in NLS1s are located at higher energies.
$``$ Influence of iron overabundance
Figure 1 shows the transmitted spectrum obtained for an iron overabundance of a factor 10, as well as the spectrum for a solar iron abundance. An iron overabundance could be responsible for a strong absorption above 1 keV (Fe xvii \+ some Ne ix) and a weak oxygen absorption.
$``$ Influence of emission (covering factor)
The emission ($`\epsilon `$) depends on the covering factor (f<sub>c</sub>) of the medium responsible for the absorption ($`\epsilon `$ f<sub>c</sub>). Figure 2 illustrates the great importance of the emission lines on the observed spectrum.
$``$ Influence of collisional processes
The Warm Absorber in BLS1s could be purely photoionized, but an additional ionization process such as collision or a non pure radiative equilibrium are not ruled out . This could be also the case in NLS1s. As shown in Figure 2, a pure photoionized case and a hybrid case (T = 3.6 $`10^6`$K) have different line ratios and different profiles of absorption (for the same incident continuum and $`\xi `$). In the hybrid case, higher ionisation states occur (i.e. Fe xvii, Ne x) and for a non negligible covering factor (f $`>`$ 0.5), the spectrum exhibits an absorption above 1 keV but no oxygen edges, which could explain the lack of detection of oxygen edges in the spectra of the 6 objects with broad absorption above 1 keV.
## 3 Conclusion and perspectives
Several properties of NLS1s eg. UV-X-ray energy distribution, iron overabundance, hybrid plasma with high covering factor, could account for the peculiarities observed in some soft X-ray spectra of these objects. The spectral resolution attainable by ASCA was insufficient to disentangle between these different possibilities. The new X-ray satellites (Chandra, XMM-Newton) offer the prospect of detailed spectra that will certainly allow us to determine the nature of the 1 keV feature (emission or absorption). Moreover X-ray spectroscopic diagnostics such as those based on the ratios of He-like ion lines will enable us to determine the ionizing process (either pure photoionization, or photoionization plus an additional ionization process), as well as the gas density . The determination of the physical parameters for the Warm Absorber media in NLS1s and in BLS1s will provide constraints on unified schemes.
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# Pseudogap in the Optical Spectra of UPd2Al3
## Abstract
The in-plane optical conductivity of UPd<sub>2</sub>Al<sub>3</sub> was measured at temperatures $`2\mathrm{K}<T<300`$ K in the spectral range from 1 cm<sup>-1</sup> to 40 cm<sup>-1</sup> (0.14 meV to 5 meV). As the temperature decreases below 25 K a well pronounced pseudogap of $`0.2`$ meV develops in the optical response. In addition we observe a narrow conductivity peak at zero frequency which at 2 K is less than 1 cm<sup>-1</sup> wide but which contains only a fraction of the delocalized carriers. The gap in the electronic excitations might be an inherent feature of the heavy fermioin ground state.
The heavy fermion (HF) compound UPd<sub>2</sub>Al<sub>3</sub> is one of the few materials which shows coexistence of superconductivity and magnetic ordering . Susceptibility as well as resistivity data indicate the formation of a coherent state below a characteristic Kondo-lattice temperature $`T^{}20`$ K; commensurate antiferromagnetic (AF) order develops below $`T_\mathrm{N}=14`$ K, superconductivity sets in at $`T_c=2`$ K. For $`2\mathrm{K}<T<14`$ K the electronic specific heat shows a $`C_{el}/TT^2`$ dependence; the effective mass of the charge carriers is estimated as $`m^{}/m_050`$ indicating strongly correlated electronic states in coexistence with the long-range AF order. It was suggested that two different groups of uranium $`5f`$ states exist in UPd<sub>2</sub>Al<sub>3</sub>: one group is assumed to be rather localized and responsible for the magnetic properties whereas the states of another sort are less localized and responsible for the superconductivity of the compound.
Optical experiments have proven to be sensitive to the formation of heavy quasiparticles . In the HF compounds above $`T^{}`$ the optical conductivity reveals a broad Drude behavior which characterizes normal metals. Below $`T^{}`$ the increase in the density of states (DOS) at low energies is commonly described by the formation of a narrow Drude-like response with a renormalized scattering rate $`\mathrm{\Gamma }^{}`$ . The signature of magnetic ordering in the optical response of heavy fermions was studied in Ref. . In spin-density-wave (SDW) systems like URu<sub>2</sub>Si<sub>2</sub>, the opening of a single-particle gap in the electronic DOS at the Fermi surface is clearly seen in the optical properties . No effect of the magnetic ordering was found in the infrared response of UPd<sub>2</sub>Al<sub>3</sub> so far. Neutron scattering results reveal rather large ordered moments which reside predominantly at the uranium sites. Based on this experimental evidence, UPd<sub>2</sub>Al<sub>3</sub> was described as a local-moment magnet and hence, the magnetic ordering should have only a minor influence on the electronic DOS. In this Letter we report on optical experiments at millimeter-submillimeter (mm-submm) wavelengths which clearly show the development of a pseudogap in the DOS in UPd<sub>2</sub>Al<sub>3</sub> below 25 K; our preliminary study on another film showed the same features in the optical response; these findings cannot be easily explained by existing models.
The highly $`c`$-axis oriented thin (150 nm) film of UPd<sub>2</sub>Al<sub>3</sub> was prepared on (111) oriented LaAlO<sub>3</sub> substrate (thickness 0.924 mm) by electron-beam co-evaporation of the constituent elements in a molecular-beam epitaxy system . The phase purity and structure of the film were investigated by X-ray and reflection high-energy electron diffraction. The high quality of the film is seen in dc resistivity data displayed in Fig. 1 which perfectly agree with measurements of single crystals .
For the measurements a coherent source mm-submm spectrometer was employed utilizing a set of backward wave oscillators as monochromatic but continuously tunable sources. The use of a Mach-Zehnder arrangement allows for measuring both the amplitude and the phase of the signal transmitted through the sample, which in our case is a film on a substrate (with the electric field $`𝐄`$ perpendicular to the $`c`$-axis). From these two quantities the conductivity $`\sigma (\omega )`$ and dielectric constant $`ϵ(\omega )`$ of the film are evaluated using Fresnel’s formulas for a two-layer system without assuming any particular model. The optical parameters of the substrate are determined beforehand by performing the experiments on a blank substrate. The large size of the sample ($`1\times 1\mathrm{cm}^2`$) allowed us to extend the measurements to very low frequencies, from $`\omega /(2\pi c)=40`$ cm<sup>-1</sup> down to 1.15 cm<sup>-1</sup>. In addition, we performed microwave experiments at 10 GHz using a setup designed for measuring superconducting films . A small slice of a sample ($`4\times 1\mathrm{mm}^2`$) was placed in the electric field maximum of a cylindrical cavity ($`𝐄c`$); we obtain the conductivity (Fig. 1) and dielectric constant from the change in width and shift in frequency using cavity perturbation theory.
In Fig. 2 we present the raw transmission spectra for the UPd<sub>2</sub>Al<sub>3</sub> film on the substrate for two selected temperatures (100 K and 2 K) which illustrate clearly our main finding. The fringes in the spectra are due to multi-reflection of the radiation within the plane-parallel substrate acting as a Fabry-Perot resonator for the monochromatic radiation . The distance between the peaks is mainly determined by the thickness and refractive index of the substrate, their amplitude by the parameters of the film. At $`T30`$ K the transmission maxima and minima only slightly depend upon frequency, implying a frequency independent conductivity and dielectric constant of the UPd<sub>2</sub>Al<sub>3</sub> film. In contrast, the overall transmission for lower temperatures is strongly reduced below $`10\mathrm{cm}^1`$ due to absorption within the film. At lower frequencies, below 3.5 $`\mathrm{cm}^1`$, the transmitted signal increases again, indicating an absorption edge. This feature can also be seen by looking at the temperature dependencies of the transmission and the conductivity as plotted in Fig. 1 for several fixed frequencies.
The conductivity and dielectric constant of UPd<sub>2</sub>Al<sub>3</sub> are plotted in Fig. 3 as functions of frequency for different temperatures. Within our accuracy they are frequency independent for $`T30`$ K which resembles a low-frequency response of a Drude metal; the value of the conductivity agrees well with the dc result. It is clearly seen that for low temperatures the optical response of UPd<sub>2</sub>Al<sub>3</sub> differs from that of a renormalized Drude metal. The simple Hagen-Rubens relation in general used to extrapolate the far-infrared reflectivity below 30 cm<sup>-1</sup> totally misses the two features in the mm-submm range. First, the optical conductivity $`\sigma (\omega )`$ clearly shows the development of a minimum below 3 cm<sup>-1</sup> at $`T<30`$ K with a correspondent pronounced increase of $`ϵ(\omega )`$. We ascribe this minimum to the opening of a pseudogap in the electronic DOS (see below). This feature gradually disappears with increasing temperature and is not seen above 30 K. Second, at frequencies below approximately 1.5 cm<sup>-1</sup> the conductivity increases towards considerably higher dc values leading to a very narrow peak at $`\omega =0`$. With the help of our microwave data, we estimate its width to be 0.3 cm<sup>-1</sup> at $`T=2`$ K.
To discuss our findings let us turn back to Fig. 1. Below $`T_\mathrm{N}`$ the temperature dependence of the dc resistivity of the film can be described using the expression for an antiferromagnet with energy gap $`E_g`$ :
$$\rho (T)=\rho _0+aT^2+bT\left(1+\frac{2k_\mathrm{B}T}{E_g}\right)\mathrm{exp}\left\{\frac{E_g}{k_\mathrm{B}T}\right\}.$$
(1)
Here $`\rho _0`$ gives the residual resistivity and the second term indicates the electron-electron scattering. Fitting the dc data of Fig. 2 yields a gap value $`E_g=1.9`$ meV, which corresponds to the one reported in . From point contact measurements a larger gap up to 12.4 meV was suggested . Using thin films of UPd<sub>2</sub>Al<sub>3</sub> recent tunneling experiments in the superconducting and normal state clearly demonstrate that a reduction of the DOS remains in the temperature range roughly up to $`T_\mathrm{N}`$. The existence of a gap in either the electronic DOS or in the magnon spectrum was opposed by Caspary et al. and on the ground of infrared measurements by Degiorgi et al. . In the light of the low-energy measurements presented in this Letter the arguments will be reconsidered below.
To analyze the spectral weight of the optical response, we first neglect the pseudogap and describe the mm-submm spectra of $`\sigma (\omega )`$ and $`ϵ(\omega )`$ in terms of a renormalized Drude response (dotted line in Fig. 4)
$$\sigma (\omega )=\frac{\mathrm{\Gamma }^{}}{4\pi }\frac{(\omega _p^{})^2}{\omega ^2+(\mathrm{\Gamma }^{})^2},ϵ(\omega )=1\frac{(\omega _p^{})^2}{\omega ^2+(\mathrm{\Gamma }^{})^2}$$
(2)
where the plasma frequency is related to the carrier density $`n`$ and the effective mass $`m^{}`$ by $`\omega _p^{}=\sqrt{4\pi ne^2/m^{}}`$. At $`T=2`$ K we find $`\omega _p^{}/(2\pi c)4300\mathrm{cm}^1`$. Assuming that the total number of charge carriers remains unchanged, sum-rule arguments give $`\omega _p/\omega _p^{}=\sqrt{m^{}/m_b}`$ where $`\omega _p`$ is the unrenormalized plasma frequency and $`m_b`$ the band mass. With $`\omega _p/(2\pi c)=\mathrm{44\hspace{0.17em}000}\mathrm{cm}^1`$ we obtain $`m^{}/m_b105`$. Using experimental and calculated de Haas-van Alphen spectra we know that approximately 35 % of the electrons contribute to the HF state, leading to the effective mass of $`m^{}/m_b=40`$.
In contrast to the above description by a renormalized Drude metal, we find clear evidence for a narrow pseudogap which develops in UPd<sub>2</sub>Al<sub>3</sub> at low temperatures reducing the spectral weight in the conductivity spectrum and correspondingly the plasma frequency $`\omega _p^{}`$. At 2 K this reduction amounts in 40% (hatched area in Fig.4) leading finally to the effective mass $`m^{}/m_b=60`$ which agrees well with the value obtained by thermodynamic methods ($`m^{}/m_0=4166`$) , but is a somewhat smaller than those got from previous infrared measurements ($`m^{}/m_b=85`$) . The gap value can be determined using a semiconductor approach with $`\sigma (\omega )\omega ^1\sqrt{\mathrm{}\omega E_g}`$ giving $`E_g0.23`$ meV (solid line in Fig. 4). This value is essentially temperature independent (Fig. 3a) in contrast to the BCS-like temperature behavior of the energy gap in superconducting or density-wave ground systems. Instead it becomes more and more pronounced as the temperature is lowered.
The most interesting question is the relation between the AF ordering and the pseudogap. The fact that we also see the gap-like feature above $`T_\mathrm{N}`$ up to 30 K does not rule out its connection to the magnetic ordering since an incommensurate phase was observed in UPd<sub>2</sub>Al<sub>3</sub> up to $`T20`$ K by neutron diffraction experiments , and a maximum of the magnetic susceptibility appears around 35 K . We want to discuss three possible explanations: (i) the pseudogap in the optical response may be related to spin-wave excitations; (ii) the formation of a SDW ground state may lead to the opening of an energy gap. (iii) On the other hand since $`T^{}`$ is also in this temperature range, the gap in the electronic DOS might be a property of the coherent HF ground state.
(i) Inelastic neutron scattering experiments found two very-low-energy modes, one at 1.5 meV which is ascribed to spin-wave excitations, and another at 0.4 meV which is associated with superconductivity . These modes exhibit a strong $`T`$ and q-dependence. Besides the resistivity $`\rho (T)`$ discussed above, the drop of $`C_{el}(T)`$ and torque measurement results of the magnetization were also interpreted as being due to the opening of a gap in the magnetic excitation spectrum. However, we exclude the possibility that the features discovered in our low-temperature mm-submm spectra are due to purely magnetic absorption since we were not able to obtain a reasonable fit of these features by a “magnetic Lorentzian” absorption line. We definitely see the development of a gap in the electronic excitation spectra.
(ii) The low-temperature decrease of the resistivity of UPd<sub>2</sub>Al<sub>3</sub> can be well described by an exponential behavior \[Eq. (1)\]. The so-obtained gap $`E_g`$=1.9 meV may indicate the formation of a SDW state like in URu<sub>2</sub>Si<sub>2</sub> . However, the gap energy 0.23 meV obtained from our optical results is about an order of magnitude smaller; it is also a factor of 20 below the value one would expect from mean field theory $`E_g=3.5k_\mathrm{B}T_\mathrm{N}4.2`$ meV. Also the comparison of NMR and NQR results for UPd<sub>2</sub>Al<sub>3</sub> and for the SDW systems URu<sub>2</sub>Si<sub>2</sub> and UNi<sub>2</sub>Al<sub>2</sub> does not corroborate the SDW picture for UPd<sub>2</sub>Al<sub>3</sub>. The itinerant antiferromagnetism of a SDW also is at odds with the formation of local moment magnetism deduced from susceptibility and neutron scattering .
(iii) It was suggested that two electronic subsystems coexist in UPd<sub>2</sub>Al<sub>3</sub>. One of them is a rather localized uranium $`5f`$ state responsible for the magnetic properties, the other part is delocalized and determines the HF and superconducting properties. From the London penetration depth $`\lambda _L(0)=450`$ nm we calculate the plasma frequency of superconducting carriers $`(2\pi \lambda _L)^1=3540\mathrm{cm}^1`$ and find a perfect agreement with $`\omega _p^{}/(2\pi c)=3500\mathrm{cm}^1`$ obtained from the spectral weight under our mm-submm conductivity spectrum just above $`T_c`$ (grey area in Fig. 4). This not only is an independent confirmation of the pseudogap but it also implies that all carriers seen in our spectra are in the HF ground state and eventually undergo the superconducting transition below $`T_c`$. We can definitely rule out an assignment of the gap to the localized carriers of the AF ordered states with the delocalized carriers contributing only to the narrow feature at $`\omega =0`$ because with a plasma frequency of 1500 cm<sup>-1</sup> at low temperatures, it accounts for only 18% of the carriers which become superconducting. This means that also the excitations above the gap stem from the delocalized states and that the pseudogap observed in our conductivity spectra is either inherent to the heavy quasiparticle state or it is related to magnetic correlations of the second subsystem.
In conclusion, the electrodynamic response of UPd<sub>2</sub>Al<sub>3</sub> in the low energy range from 0.14 meV to 5 meV (1 cm<sup>-1</sup> to 40 cm<sup>-1</sup>) exhibits a behavior at low temperatures ($`T25K`$) which cannot be explained within the simple picture of a renormalized Fermi liquid. We observe an extremely narrow (less than 0.1 meV) Drude-like peak at $`\omega =0`$ (dashed line in Fig. 4) and a pseudogap of about 0.2 meV. The experiments yield indications that this pseudogap is not a simple SDW gap but rather is connected to correlations of the delocalized carriers, and may be a general signature of HF compounds. Recent millimeter wave experiments on UPt<sub>3</sub> which show a peak in the conductivity at 6 cm<sup>-1</sup> for temperatures below 5 K indicate a similar scenario. While the finite-energy excitations occur at comparable frequency in UPd<sub>2</sub>Al<sub>3</sub> and in UPt<sub>3</sub>, the energy scale of the magnetic ordering is somewhat different, since $`T_\mathrm{N}14`$ K in UPd<sub>2</sub>Al<sub>3</sub> while magnetic correlations are found in UPt<sub>3</sub> only below 5 K . Investigations of the magnetic field dependence which might shine light on this problem are in progress.
We thank G. Grüner, A. Loidl, M. Mehring and A.Mukhin for helpful discussions. The work was partially supported by the Deutsche Forschungsgemeinschaft (DFG) via Dr228/9 and SFB 252.
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# AN OVERVIEW OF THE SPOrt EXPERIMENT
## 1 Introduction
The study of the polarized emission at microwave frequencies is fundamental to understand the physical processes in our Galaxy. Moreover, the galactic emission represents a foreground noise in Cosmic Background Radiation (CBR) anisotropy experiments. Finally, the polarized component of the CBR contains more information about our universe than CBR anisotropies, in particular concerning the nature of the primordial fluctuations and the re-ionization era.
The Sky Polarization Observatory (SPOrt) is a space experiment devoted to measure the sky polarized emission in the microwave domain (20-90 GHz) with 7 beamwidth. It is the first scientific payload specifically designed to make a clean measurements of the Q and U Stokes parameters. SPOrt radiometers, in fact, are optimized for this purpose by adopting:
\- simple optics (corrugated feed horns) to avoid additional spurious polarization from off-axis reflections;
\- low cross-polarization antenna system;
\- Q and U correlated outputs.
Main features of the SPOrt experiment are summarized in Table 1, for a detailed description of SPOrt technical issues see .
During its 18 months lifetime, SPOrt will provide the first high frequency, high sensitivity ($`5÷10\mu `$K) polarization maps of the sky, mapping the synchrotron emission at lower frequencies (20-30 GHz) and attempting the detection of the polarized component of the CBR.
SPOrt is totally sponsored by the Italian Space Agency (ASI) and it has been selected by the European Space Agency (ESA) to fly on the International Space Station (ISS) in 2003.
## 2 The polarized emission of the sky
Sky polarized emission comes both from non-cosmological (galactic and extragalactic) and from cosmological (CBR) sources. In the following sections, the main characteristics of both the galactic (“foreground”) and the CBR polarized emission are summarized, under the assumption that extragalactic polarized emission (coming from point sources) should be considered negligible at SPOrt resolution.
### 2.1 The galactic polarized emission
The galatic emission arises from three different physical processes:
\- synchrotron, which is produced by relativistic electrons moving in the galactic magnetic field;
\- bremsstrahlung (free-free), which comes from interactions between free electrons and ions in a highly ionized medium;
\- dust emission, which has thermal origin.
So far data on polarized emission above 5 GHz are lacking. Maps at 408, 465, 610, 820, 1411 MHz are provided by and, more recently, low latitude galactic surveys have been carried out by (at 2.4 GHz) and , (at 1.4 GHz).
This means that expected polarized emission at SPOrt frequencies can be evaluated only by extrapolating low frequency data.
In general, predictions on both polarized and unpolarized sky emission are different from author to author due to different assumptions on the normalization of the various foregrounds (see e.g. and ). There is, instead, a general agreement on foregrounds frequency behaviour. Synchrotron ($`T_S`$) and free-free ($`T_F`$) brightness temperature are usually approximated by a power law, while dust brightness temperature emission ($`T_D`$) is modelled with a mixture of two greybodies (cfr. ):
$$\begin{array}{cccc}\hfill T_S& \nu ^S\hfill & \hfill S& =(2.6÷3.2)\hfill \\ \hfill T_F& \nu ^F\hfill & \hfill F& 2.15\hfill \\ \hfill T_D& \nu ^{D2}\left[B_\nu (20.4\text{K})+6.7B_\nu (4.77\text{K})\right]\hfill & \hfill D& 2\hfill \end{array}$$
While synchrotron and dust emission are intrinsicly polarized, bremsstrahlung can be polarized only via anisotropic Thomson scattering within optically thick HII regions; expected polarization degrees on SPOrt angular scales are $`<30\%`$ for synchrotron and $`10\%`$ for free-free and dust.
Figure 1 shows the expected polarized foregrounds. The following normalizations have been used: $`T_S(30`$ GHz$`)=18\mu `$K (dotted line), $`T_F(30`$ GHz$`)=2\mu `$K (dashed line), and $`T_D(200`$ GHz$`)=1\mu `$K (dash dotted line).
For a detailed discussion on foreground emissions see . However some remarks should be done:
\- Maps at low frequencies show that the synchrotron power index varies with position. A frequency dependence of the spectral index is also expected: the break frequency of the synchrotron spectrum depends on the break on the energy distribution of cosmic rays and on the (spatially varying) value of the galactic magnetic field.
\- Emission from spinning dust grains has been introduced by to explain correlations between $`30÷40`$ GHz galactic emission and DIRBE-FIRAS data (, , ). It would dominate over free-free and synchrotron in the $`1060`$ GHz frequency range and would be intrinsicly polarized for $`\nu <40`$ GHz ().
### 2.2 The CBR Polarization
The CBR is the most valuable witness of the early universe and CBR anisotropy investigations are a powerful tool to determine fundamental cosmological parameters such as the total density of the universe $`\mathrm{\Omega }_{}`$, the Hubble constant $`H_{}`$, the baryon density $`\mathrm{\Omega }_b`$ and the cosmological constant $`\mathrm{\Lambda }`$ ().
Same informations could be provided by the CBR polarization which, in addition, represents the only way able to test the inflationary paradigm, to determine the nature (scalar or tensorial) of the primordial perturbations and to constraint the ionization history of the universe (see e.g. and references therein).
The polarization of the CBR is generated by Thomson scattering of the anisotropic CBR radiation field in the cosmic medium, thus its intensity is only a fraction of the CBR temperature anisotropy; depending on the epoch of the scattering, its spectrum shows the maximum power at different angular scales corresponding to the particle horizon dimension at that epoch. For the Standard Cold Dark Matter (SCDM) model the peak occurs at $`1^{}`$ angular scales, while for recombination models the maximum emission occurs at $`5^{}7^{}`$ angular scales.
Expected polarized emission at $`7^{}`$ angular scales for a SCDM and various recombination models are reported in Figure 2. The minimum and the maximum values of $`P(7^{})`$ represent the boundary of the dashed strip in Figure 1; in this way foreground and CBR polarized emission can be compared easily.
None of the past and current CBR polarization experiments have led to a positive detection so far. Table 2 and Figure 1 report available upper limits only, in fact, the most stringent being $`18\mu `$K on a $`1^{}.4`$ scale near the North Celestial Pole ().
## 3 The SPOrt Correlation Receiver
Correlation techniques are widely adopted in high sensitivity measurements because of their capability to reduce gain fluctuations.
Residual gain fluctuations are usually recovered, both for polarization and for total power experiments, using destriping techniques (see , ), which require a “good” radiometer stability within a single scan period.
Being not a free flyer, SPOrt has a scanning period (i.e. the orbital period of the ISS $``$ 90 mins) larger than other microwave space experiments (for instance COBE and MAP have $`1÷2`$ min. scanning periods). In spite of this, the applicability of an efficient destriping technique is based by the high stability of the SPOrt correlation radiometers.
By correlating the linear ($`E_x`$ and $`E_y`$) and circular ($`E_r`$ and $`E_l`$) components of the incoming radiation the following quantities can be obtained:
$`U=2E_xE_y\mathrm{cos}ϵ`$ $`Q=2E_rE_l\mathrm{cos}\delta =2E_rE_l\mathrm{cos}2\theta `$
$`V=2E_xE_y\mathrm{sin}ϵ`$ $`U=2E_rE_l\mathrm{sin}\delta =2E_rE_l\mathrm{sin}2\theta `$ (1)
where $`ϵ`$ and $`\delta `$ are the phase difference of the two linear and circular components respectively, V is the Stokes parameter describing the circular polarization, and $`\theta `$ is the polarization angle.
Thus, having to deal with linear components, a simultaneous correlated Q and U output cannot be obtained. After a first measurement that gives U, in fact, the radiometer has to be rotated by $`45^{}`$ in order to have Q. The correlation of circular components, instead, provides a simultaneous measurement of the Stokes parameters Q and U.
SPOrt adopts this second technique: a block diagram of a SPOrt radiometer is shown in Figure 3.
The antenna system provides left handed and right handed circular components to low noise radiometric chains, which feed the correlation unit (i.e. Hybrid Phase Discriminator (HPD), zero bias diodes and differential amplifiers). The HPD outputs:
$$\{\begin{array}{c}\frac{1}{\sqrt{2}}\left(E_rjE_l\right)\hfill \\ \frac{1}{\sqrt{2}}\left(E_l+jE_r\right)\hfill \\ \frac{1}{\sqrt{2}}\left(E_rE_l\right)\hfill \\ \frac{1}{\sqrt{2}}\left(E_r+E_l\right)\hfill \end{array}$$
(2)
are then square law detected:
$`V_1`$ $`=`$ $`k\left[\left(E_r^2+E_l^2\right)+2E_rE_l\mathrm{cos}\delta \right]`$
$`V_2`$ $`=`$ $`k\left[\left(E_r^2+E_l^2\right)2E_rE_l\mathrm{cos}\delta \right]`$
$`V_3`$ $`=`$ $`k\left[\left(E_r^2+E_l^2\right)+2E_rE_l\mathrm{sin}\delta \right]`$
$`V_4`$ $`=`$ $`k\left[\left(E_r^2+E_l^2\right)2E_rE_l\mathrm{sin}\delta \right]`$ (3)
Finally, after differential amplification and integration, Q and U are obtained:
$`V_1V_2`$ $`=`$ $`kE_rE_l\mathrm{cos}\delta Q`$
$`V_3V_4`$ $`=`$ $`kE_rE_l\mathrm{sin}\delta U`$ (4)
## 4 Expected performances
A simulation of the SPOrt experiment sensitivity has been carried out () using the radiometer equation:
$$\sigma _f=\frac{\sigma _{1s}}{\sqrt{\tau }}$$
(5)
where $`\tau `$ is the total integration time and $`\sigma _{1s}`$ is the instantaneous radiometer sensitivity. It showed how the scanning method of SPOrt makes the sensitivity depending on the sky direction. Figure 4 shows integration time across the sky after the expected 18 months experiment lifetime.
SPOrt final expected sensitivities are reported in Table 3 and in Figure 1, they are calculated assuming a 50% observing efficiency, i.e. rejecting half of the data; “full sky” sensitivity is calculated by averaging the signal over the whole sky.
As it can be seen from Figure 1, SPOrt frequencies have been chosen to satisfy the two main experiment’s aims:
\- SPOrt lowest frequency channels (20-32 GHz) lie in a foreground dominated spectral window;
\- The highest frequency channels (60-90 GHz) could be exploited to detect CBR polarized emission in a spectral window were foreground emission has its minimum.
## 5 Conclusions
The SPOrt experiment is expected to measure the sky polarized emission in an unexplored frequency window with expected sensitivity $`50`$ times better than the best existing upper limit on CBR polarization. SPOrt should reach these goals thanks to its wide frequency coverage that includes the “cosmological window” ($`60100`$ GHz) of minimum expected foreground emission. Such a sensitivity, together with the extended sky ($`>80`$%) and frequency coverage should allow to put new and quite severe constraints on the CBR polarization at degrees angular scales. Finally, it would be pointed out that the very simple SPOrt layout configuration has been mainly imposed by the need to match the ISS environment, but it represents anyway a new approach to very sensitive polarization measurements.
Acknowledgements Authors acknowledge ESA for the encouragement and partial financial support of the SPOrt project, as well as ASI for the full approval and funding of the SPOrt Program. A special thank is for all the SPOrt collaboration. Figure 2 has been produced by using the CMBFast () software and Healpix package ().
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# Pseudogap and Superconducting Fluctuations in High-𝑇_c Cuprates
## 1 Introduction
Pseudogap is one of the most remarkable phenomenon in the underdoped region of high-$`T_\mathrm{c}`$ cuprates. It is observed both in spin and charge excitations in which gap structure emerges from a temperature $`T_{\mathrm{PG}}`$ well above the superconducting transition point $`T_\mathrm{c}`$. The gap structure is observed in various different experimental probes such as NMR relaxation time, the Knight shift, neutron scattering, tunnenling, photoemission, specific heat, optical conductivity, and DC resistivity .$`^{\text{?}\text{)}}`$ The angle resolved photoemission spectra (ARPES) $`^{\text{?}\text{}\text{?}\text{)}}`$ have revealed that the pseudogap starts growing first in the region around $`(\pi ,0)`$ and $`(0,\pi )`$ from $`T=T_{\mathrm{PG}}`$ much higher than $`T_c`$. In the earlier work ,$`^{\text{?}\text{)}}`$ these momentum regions are known as the region where the quasiparticle dispersion becomes unusually flat and strongly damped. This gap structure continuously merges into the $`d_{x^2y^2}`$ gap below $`T_\mathrm{c}`$. We call such $`(\pi ,0)`$ and $`(0,\pi )`$ momenta “flat spots” and the region around them “flat shoal region”. This region is also known to be particularly important in the understanding of the metal-insulator transition and its scaling properties $`^{\text{?}\text{}\text{?}\text{)}}`$
One puzzling experimental observation is that the pseudogap structure appears in $`1/T_1T`$ ,$`^{\text{?}\text{}\text{?}\text{}\text{?}\text{}\text{?}\text{}\text{?}\text{)}}`$ while in many cases $`1/T_{2\mathrm{G}}`$ continuously increases with the decrease in temperature with no indication of the pseudogap. In addition, the so called resonance peak appears in the neutron scattering experiments .$`^{\text{?}\text{)}}`$ A resonance peak sharply grows at a finite frequency below $`T_\mathrm{c}`$ with some indications even at $`T_c<T<T_{\mathrm{PG}}`$. This peak frequency $`\omega ^{}`$ decreases with lowering doping concentration implying a direct and continuous evolution into the AFM Bragg peak in the undoped compounds. The neutron and $`T_{2\mathrm{G}}`$ data support the idea that the AFM fluctuations are suppressed around $`\omega =0`$ but transferred to a nonzero frequency below $`T_{\mathrm{PG}}`$. These observations require the framework treating the superconducting and AFM fluctuations on an equal footing.
As we discuss in this paper, the pseudogap phenomena are well understood as a consequence of two fundamental aspects of the cuprates. The first is proximity effects from the Mott insulator near the metal-insulator transition where strong Coulomb repulsion generates a strong and critical momentum and energy dependences in electron excitations. The coherence temperature (effective Fermi energy) is unusually suppressed due to this proximity. In the momentum space, the flat shoal region appears and this region determines the basic character of the metal-insulator transition. The strong correlation effects appear most critically in this region with formation of flattened and strongly damped dispersion. Because of its flatness with diverging density of states, the doping effects are determined predominantly by this region. The flat shoal region has a fundamental importance also in clarifying the mechanism of the pseudogap since the ARPES result shows that the pseudogap is first formed from this region.
The second fundamental aspect in the cuprates is the strong coupling nature of the pairing interaction. The short coherence length observed in the cuprate superconductors implies that the effective Fermi energy $`E_F`$ is comparable or even smaller than the energy scale of the pairing interaction in contrast with the conventional BCS superconductors. This is indeed a natural consequence of the suppressed coherence and $`E_F`$ for a metal near the Mott insulator when the pairing force is kept constant. The appearance of the pseudogap region characterized by a separation of superconducting transition temperature $`T_c`$ and the onset of pairing fluctuation is naturally understood from this strong coupling character. In this paper, we see that this separation is strongly enhanced by the repulsive mode-mode coupling between dSC and AFM fluctuations because the AFM fluctuations suppress superconducting $`T_c`$.
To reach full understanding of the pseudogap phenomena, we need satisfactory descriptions of both of the above two aspects, although even a complete description of each aspect alone has never been given in the literature. The formation of the flat shoal region is observed in numerical studies $`^{\text{?, }\text{?}\text{)}}`$ while it is not well reproduced in self-consistent treatments by the diagrammatic approaches. Concerning the second aspect, several strong coupling approaches for the superconducting phase in the literature have not seriously treated neither the competition of the pairing interaction with the antiferromagnetic fluctuations nor the suppression of the coherence temperature. These so far ignored elements are actually crucial elements in realizing a region of strong pairing fluctuation above the suppressed $`T_c`$. Furthermore, under the serious competition of the two fluctuations, the origin of the strong pairing force has not been clarified yet. This is presumably because the pairing force itself results from the incoherent high-energy excitations under the proximity effect from the Mott insulator while microscopic theory for such incoherent part is not fully developed. This difficulty indeed becomes clear when we see the results of this paper, where the antiferromagnetic fluctuations must be repulsive with the pairing force at low energies in reproducing the pseudogap formation and a rather high-energy incoherent excitations are required for the origin of the pairing force.
Keeping the present stage of the above understanding in mind, we develop a theoretical framework of the pseudogap phenomena to account for all of the basic experimental results. The scope of this paper is not so ambitious that a full microscopic theory is constructed. In this paper we rather aim at giving a framework where the various experimental results are reproduced from a theory starting from the observation of the above two aspects, namely the strong coupling nature of pairing and critically strong momentum dependence in the quasi-particle excitations. In this paper, irreducible pairing interaction is rather given as input and assumed to exist. We also pick up enhanced contributions from the flat shoal region to the dSC and AFM susceptibilities and impose a cutoff in the integral over momentum space to mimic the dominant contribution of this region, although the flatness and the damping are not completely expressed in this scheme. We then construct a mode-mode coupling theory for both the d-wave pairing and antiferromagnetic fluctuations on an equal footing. We will show that such minimal requirements are enough to reproduce the basic experimental results of the pseudogap phenomena .$`^{\text{?}\text{}\text{?}\text{)}}`$
Although the existence of the flat shoal region plays main role for the criticality of the metal-insulator transition and the formation of the pseudogap, a subtlety arises in some physical quantities for the role of the other region as $`(\pi /2,\pi /2)`$ point. In fact, the DC transport and damping of the magnetic excitations could substantially be influenced from doped holes in the other dispersive region. Although the transition to the Mott insulator is not accompanied by the critical behavior of the relaxation time $`\tau `$ but by $`\tau `$-independent quantities as the Drude weight and the compressibility, the noncritical quantities such as the DC transport and the magnetic relaxation may sensitively depend on $`\tau `$. This is particularly true for the damping of the magnetic excitations under the pseudogap formation. If contributions from the $`(\pi /2,\pi /2)`$ region would be absent, the damping of the magnetic excitation would be strongly reduced when the pseudogap is formed around $`(\pi ,0)`$. However, under the pseudogap formation, the damping can be determined by the Stoner continuum generated from the $`(\pi /2,\pi /2)`$ region and can remain constant. This process is in fact important if the quasiparticle damping around the $`(\pi /2,\pi /2)`$ region is large as in the case of La 214 compounds. Since the whole momentum dependence of the quasiparticle damping is not easy to derive in the present stage, and the damping of the magnetic excitations are determined from rather complicated combination from the both flat and dispersive regions, in this paper, we leave the damping of the magnetic excitations as an input from the outside of the framework based on phenomenological grounds. The formation of the pseudogap itself is a rather universal consequence of the strong coupling superconductors. However, as we see below, the actual behavior may depend on this damping. For example, we show below that the damping generated by the $`(\pi /2,\pi /2)`$ region sensitively destroy the resonance peak structure observed in the neutron experimental results.
## 2 Mode-mode coupling treatment
We consider a 2D strongly correlated electron system and treat AFM and pairing fluctuations simultaneously .$`^{\text{?)}}`$ Following the argument in §1, we represent the partition function of the system by the functional integral over both of the AFM and $`d`$SC auxiliary fields, $`\mathit{\varphi }_\sigma `$ and $`\varphi _\mathrm{d}`$ introduced by the Stratonovich-Hubbard transformation.
After integrating out the fermions degrees of freedom, the following effective action is obtained,
$`S`$ $`=`$ $`S^{(0)}+S_\sigma ^{(2)}+S_\mathrm{d}^{(2)}+S_{\sigma \sigma }^{(4)}+S_{\mathrm{dd}}^{(4)}+S_{\sigma \mathrm{d}}^{(4)},`$ (2.1)
$`S_\sigma ^{(2)}`$ $`=`$ $`\beta {\displaystyle \underset{n}{}}{\displaystyle \mathrm{d}^2𝒒A_\sigma \chi _\sigma ^1(\mathrm{i}\omega _n,𝒒)\mathit{\varphi }_\sigma (\mathrm{i}\omega _n,𝒒)\mathit{\varphi }_\sigma (\mathrm{i}\omega _n,𝒒)},`$ (2.2)
$`S_d^{(2)}`$ $`=`$ $`\beta {\displaystyle \underset{n}{}}{\displaystyle \mathrm{d}^2𝒒A_d\chi _\mathrm{d}^1(\mathrm{i}\omega _n,𝒒)\overline{\varphi }_\mathrm{d}(\mathrm{i}\omega _n,𝒒)\varphi _\mathrm{d}(\mathrm{i}\omega _n,𝒒)},`$ (2.3)
$`S_{\sigma \sigma }^{(4)}`$ $`=`$ $`\beta u_{\sigma \sigma }{\displaystyle \underset{n_1,n_2,n_3}{}}{\displaystyle \mathrm{d}^2𝒒_1\mathrm{d}^2𝒒_2\mathrm{d}^2𝒒_3\mathit{\varphi }_\sigma (\mathrm{i}\omega _{n_1},𝒒_1)\mathit{\varphi }_\sigma (\mathrm{i}\omega _{n_2},𝒒_2)\mathit{\varphi }_\sigma (\mathrm{i}\omega _{n_3},𝒒_3)\mathit{\varphi }_\sigma (\mathrm{i}\omega _{n_4},𝒒_4)},`$ (2.4)
$`S_{\mathrm{dd}}^{(4)}`$ $`=`$ $`\beta u_{\mathrm{dd}}{\displaystyle \underset{n_1,n_2,n_3}{}}{\displaystyle \mathrm{d}^2𝒒_1\mathrm{d}^2𝒒_2\mathrm{d}^2𝒒_3\overline{\varphi }_\mathrm{d}(\mathrm{i}\omega _{n_1},𝒒_1)\varphi _\mathrm{d}(\mathrm{i}\omega _{n_2},𝒒_2)\overline{\varphi }_\mathrm{d}(\mathrm{i}\omega _{n_3},𝒒_3)\varphi _\mathrm{d}(\mathrm{i}\omega _{n_4},𝒒_4)},`$ (2.5)
$`S_{\sigma \mathrm{d}}^{(4)}`$ $`=`$ $`2\beta u_{\sigma \mathrm{d}}{\displaystyle \underset{n_1,n_2,n_3}{}}{\displaystyle \mathrm{d}^2𝒒_1\mathrm{d}^2𝒒_2\mathrm{d}^2𝒒_3\mathit{\varphi }_\sigma (\mathrm{i}\omega _{n_1},𝒒_1)\mathit{\varphi }_\sigma (\mathrm{i}\omega _{n_2},𝒒_2)\overline{\varphi }_\mathrm{d}(\mathrm{i}\omega _{n_3},𝒒_3)\varphi _\mathrm{d}(\mathrm{i}\omega _{n_4},𝒒_4)},`$ (2.6)
where $`\mathit{\varphi }_\sigma `$ is the three-component vector field corresponding to the spin, and $`\overline{\varphi }_\mathrm{d}`$ and $`\varphi _\mathrm{d}`$ are the pairing fields creating and annihilating a pair of electrons, respectively. $`\beta `$ is the inverse temperature and $`\omega _n`$ and $`\mathrm{\Omega }_m`$ are bosonic and fermionic Matsubara frequencies. Here
$`\chi _\sigma (\mathrm{i}\omega _n,𝒒)=A_\sigma (\xi _\sigma ^{(0)}{}_{}{}^{2}+(𝒒𝑸)^2+{\displaystyle \frac{\gamma _\sigma |\omega _n|}{c_\sigma ^2}}+{\displaystyle \frac{\omega _n^2}{c_\sigma ^2}})^1,`$ (2.8)
$`\chi _\mathrm{d}(\mathrm{i}\omega _n,𝒒)=A_d(\xi _\mathrm{d}^{(0)}{}_{}{}^{2}+𝒒^2+{\displaystyle \frac{\gamma _\mathrm{d}|\omega _n|}{c_\mathrm{d}^2}}+{\displaystyle \frac{\omega _n^2}{c_\mathrm{d}^2}})^1,`$
are AFM and $`d`$SC dynamical susceptibilities, $`𝒒_4=𝒒_1𝒒_2𝒒_3`$, $`n_4=n_1n_2n_3`$, and $`𝑸`$ is the AFM ordering wave vector. The bare correlation lengths $`\xi _\sigma ^{(0)}`$ and $`\xi _\mathrm{d}^{(0)}`$ are determined from the inverse of the bare susceptibilities calculated from the bare dispersion $`\epsilon _𝐤`$. Here, we take the Hubbard model with nearest-neighbor transfer $`t`$ and the next-nearest-neighbor transfer $`t^{}`$, which leads to $`\epsilon _𝐤=2t(\mathrm{cos}k_x+\mathrm{cos}k_y)4t^{}(\mathrm{cos}k_x\mathrm{cos}k_y+1)\mu `$. The chemical potential $`\mu `$ is measured from the flat spots. We take the form
$`\xi _\sigma ^{(0)}{}_{}{}^{2}1{\displaystyle \frac{|\mathrm{\Gamma }_\sigma |}{t}}\mathrm{log}{\displaystyle \frac{E_\mathrm{c}}{max\{\mu ,t^{},T\}}}\mathrm{log}{\displaystyle \frac{E_\mathrm{c}}{max\{\mu ,T\}}}`$ (2.10)
$`\xi _\mathrm{d}^{(0)}{}_{}{}^{2}1{\displaystyle \frac{|\mathrm{\Gamma }_\mathrm{d}|}{\sqrt{t^24t^2}}}\mathrm{log}{\displaystyle \frac{E_\mathrm{c}}{T}}\mathrm{log}{\displaystyle \frac{E_\mathrm{c}}{max\{\mu ,T\}}}`$
which is valid for the contributions from the $`(\pi ,0)`$ and $`(0,\pi )`$ regions. Here $`E_\mathrm{c}`$ is a ultraviolet cutoff in the energy scale of the bandwidth and we have included coefficients of the double logarithms into the original AFM and dSC Gaussian coupling coefficients $`\mathrm{\Gamma }_\sigma `$ and $`\mathrm{\Gamma }_\mathrm{d}`$. In the above forms, the role of the flat shoal region is emphasized and selectively picked up by a cutoff imposed in the momentum space.
We note that although we calculate the bare correlation length from the Hubbard model, our scheme is beyond the scope of it because we introduced the AFM and dSC coupling constants $`u`$, $`\mathrm{\Gamma }`$, $`A_\sigma `$ and $`A_d`$ as phenomenological parameters.
In this paper we restrict ourselves to the AFM ordering vector at the commensurate value $`(\pi ,\pi )`$. We also neglect possible long-range features of Coulomb interaction which may lead to gapful $`d`$SC excitations instead of the Goldstone mode even in the $`d`$SC ordered state, as in the $`s`$-wave SC state. We have confirmed that the susceptibility $`\chi _\mathrm{d}`$ taken to satisfy the Anderson-Higgs mechanism instead of (2.8) dose not alter the qualitative feature of the pseudogap behavior obtained in this paper. The phase excitations (Higgs bosons) are not treated separately from the amplitude modes. The velocity of spin and pairing collective modes are denoted by $`c_\sigma `$ and $`c_\mathrm{d}`$. The damping constants are given by $`\gamma _\mathrm{d}`$ and $`\gamma _\sigma `$.
Following the argument in §1 for the damping of the AFM fluctuations, we introduce a phenomenological form of $`\gamma _\sigma `$ and $`\gamma _\mathrm{d}`$. The origin of $`\gamma `$ is mainly from continuum of the Stoner excitations and the amplitude strongly depends on low-energy quasiparticle excitations. This low-energy part of damping becomes negligible if some kind of long-ranged order appears. It may also be suppressed if the correlation length gets longer. When only one type of fluctuations with the correlation length $`\xi `$ exists, a plausible dependence for long $`\xi `$ would be $`\gamma =\gamma ^{^{(0)}}\xi ^\phi `$. In case of the enhanced d-wave correlation length, however, the situation is not so simple, because the low-energy excitations around $`(\pi /2,\pi /2)`$ are not suppressed due to the nodal structure of the d-wave gap. To get qualitative results, these suggest us a rough form for the damping as $`\gamma \gamma _1/(\xi _\sigma ^\phi +\xi _d^\phi )+\gamma _2/\xi _\sigma ^\phi `$. Here the first term represents the contribution from the $`(\pi ,0)`$ region and the second term is from the $`(\pi /2,\pi /2)`$ region. Since the damping does not have critical change in the pseudogap region, the above rough form may be a good starting point to get an idea for its role. Depending on the relative amplitude of the first and second terms, we may take only the dominant term between these two. In the pairing dominant region as in the subject of this paper, these two choices may also be expressed simply as
$$\gamma _{\sigma ,\mathrm{d}}=2\gamma _{\sigma ,\mathrm{d}}^{^{(0)}}/(\xi _\sigma ^\phi +\xi _\mathrm{d}^\phi ),$$
(2.11)
where we should take $`\phi =0`$ in the latter choice for the $`(\pi /2,\pi /2)`$ contribution. In terms of bosonic excitations, the relaxation times of collective modes should be determined by the time necessary to propagate the scale of the longest correlation length, because the damping is not effective as far as the excitations are propagating inside such an ordered domain. Thus we take $`\phi =1`$ for the former choice. The case $`\phi =1`$ represents the one where the damping at $`(\pi ,0)`$ is overwhelming over the $`(\pi /2,\pi /2)`$ region thus is generally adequate for the underdoped region. The exception is the La-based 214 compounds, where the quasiparticle damping around $`(\pi /2,\pi /2)`$ is unusually large presumably because of charge ordering fluctuations. The optimally doped compounds are rather expressed by $`\phi =0`$ because the relatively weak damping around $`(\pi ,0)`$ does not allow us to neglect the contribution from the $`(\pi /2,\pi /2)`$ region any more.
Although we take different choices, $`\phi =0`$ or 1 for optimal and underdoped regions, respectively, we note that the form for the damping does not alter the formation of the pseudogap itself. The pseudogap formation is a consequence of large d-wave coupling constant competing with AFM fluctuations under unusually suppressed coherence temperature. We will see later that the pseudogap appears only in the underdoped situation in our scheme. This is simply because the mutual competition between dSC and AFM fluctuations are severe there and additionally the coherence temperature becomes low. The damping form is crucial only for the appearance of the resonant peak in the underdoped region. If we take $`\phi =0`$ instead of our present choice $`\phi =1`$ in the underdoped region, the pseudogap survives but the resonant peak would not appear.
Using the effective action obtained above, we perform renormalization process for the mode-mode coupling terms. This is a similar procedure to the SCR theory developed by Moriya and coworkers for spin fluctuations .$`^{\text{?}\text{)}}`$ In our case the mode-mode coupling terms consist of those between AFM and AFM fluctuations, $`d`$SC and $`d`$SC fluctuations, and AFM and $`d`$SC fluctuations. Following the mode-mode coupling scheme, $`\xi _\sigma `$ and $`\xi _\mathrm{d}`$ are determined selfconsistently from
$`\xi _\sigma ^2`$ $`=`$ $`\xi _\sigma ^{(0)}{}_{}{}^{2}+{\displaystyle _0^{2E_\mathrm{c}}}{\displaystyle \frac{\mathrm{d}\omega }{\pi }}{\displaystyle _0^1}{\displaystyle \frac{\mathrm{d}^2𝒌}{(2\pi )^2}}\mathrm{coth}{\displaystyle \frac{\omega }{2T}}[u_{\sigma \sigma }\mathrm{Im}\chi _\sigma (\omega ,𝒌)+u_{\sigma \mathrm{d}}\mathrm{Im}\chi _\mathrm{d}(\omega ,𝒌)],`$ (2.12)
$`\xi _\mathrm{d}^2`$ $`=`$ $`\xi _\mathrm{d}^{(0)}{}_{}{}^{2}+{\displaystyle _0^{2E_\mathrm{c}}}{\displaystyle \frac{\mathrm{d}\omega }{\pi }}{\displaystyle _0^1}{\displaystyle \frac{\mathrm{d}^2𝒌}{(2\pi )^2}}\mathrm{coth}{\displaystyle \frac{\omega }{2T}}[u_{\sigma \mathrm{d}}\mathrm{Im}\chi _\sigma (\omega ,𝒌)+u_{\mathrm{dd}}\mathrm{Im}\chi _\mathrm{d}(\omega ,𝒌)],`$ (2.13)
where in the susceptibilities $`\chi `$, the bare correlation lengths $`\xi _\sigma ^{(0)}`$ and $`\xi _d^{(0)}`$ in (2.7) and (2.8) are replaced with the renormalized ones without $`(0)`$.
In this formalism for two-dimensional systems, the system can be ordered only at $`T=0`$. It agrees with the Mermin-Wagner theorem $`^{\text{?}\text{)}}`$ for the AFM order. For the $`d`$SC, however, the K-T transition at nonzero temperatures is not reproduced since the SCR theory cannot describe such topological K-T transition at $`T_{\mathrm{KT}}`$. However, the renormalized superfluid stiffness determines the temperature scale where the pairing correlation length starts growing strongly. Since $`T_{\mathrm{KT}}`$ is of the order of the stiffness according to the K-T theory ,$`^{\text{?}\text{)}}`$ $`T_{\mathrm{KT}}`$ is close to this crossover temperature $`T_{}`$ in our theory, below which the spin correlation length starts decreasing. In our analysis, we take this temperature scale as the signature of the K-T transition.
For our calculation, we choose two sets of parameter values. In one, parameter values for typical underdoped compounds such as YBa<sub>2</sub>Cu<sub>3</sub>O<sub>6.63</sub> and YBa<sub>2</sub>Cu<sub>4</sub>O<sub>8</sub> are taken and for the other, typical optimally doped case such as YBa<sub>2</sub>Cu<sub>3</sub>O<sub>7</sub> is considered. For details of the determination of the parameters readers are referred to the paper .$`^{\text{?, ?)}}`$
## 3 Results
First, we discuss results for optimally doped systems. The parameter values are chosen from an optimally doped compound, YBa<sub>2</sub>Cu<sub>3</sub>O<sub>7</sub> $`^{\text{?)}}`$ and $`\phi =0`$ is also taken. We plot the calculated $`d`$SC correlation length $`\xi _\mathrm{d}`$, $`1/T_1T`$ and spin correlation length $`\xi _\sigma `$ in Fig. 1. In this case, the spin correlation length first increases down to the temperature $`T_{}`$ and then decreases with further decrease in temperature. It makes a crossover between the regime $`T<T_{}`$ dominated by the $`d`$SC renormalized classical fluctuations and the thermally fluctuating regime $`T>T_{}`$.
The spin-lattice relaxation rate $`1/T_1`$ of a <sup>63</sup>Cu nuclei is evaluated from the momentum sum of the imaginary part of the dynamical spin susceptibility. Here we have not considered the $`𝐤`$-dependence of the nuclear form factor seriously, because it does not alter the basic feature. We see that $`1/T_1T`$ has basically the same temperature dependence as $`\xi _\sigma ^2`$. Our present result for $`\phi =0`$ is also similar to the results for Tl<sub>2</sub>Ba<sub>2</sub>CuO<sub>6</sub>, or HgBa<sub>2</sub>CuO<sub>4+δ</sub> .$`^{\text{?}\text{)}}`$ Our results are totally consistent with the absence of the pseudogap region seen in experimental results of optimally as well as overdoped cuprates.
We next consider the underdoped region with a special emphasis on the resonance peak behavior.
The calculated $`\xi _\sigma `$, $`\xi _\mathrm{d}`$ and $`1/T_1T`$ are shown in Fig. 2 for the parameter values corresponding to an underdoped cuprates, YBa<sub>2</sub>Cu<sub>3</sub>O<sub>6.63</sub>. Here we take $`\phi =1`$. In contrast to the optimally doped case, the spin correlation length has its maximum at a temperature well above $`T_{}`$. With decrease in temperature below $`T_{PG}`$, $`\xi _\mathrm{d}`$ starts growing quicker than $`\xi _\sigma `$. This competition between $`\xi _\mathrm{d}`$ and $`\xi _\sigma `$ is an origin of the pseudogap formation. Below $`T_{}`$, the $`d`$SC fluctuations go into the renormalized-classical regime, which signals the decrease in $`\xi _\sigma `$. We again interpret $`T_{}`$ as the rough estimate of $`T_\mathrm{c}`$. These properties are also similar to experimental data in underdoped cuprates with a pseudo spin gap, such as YBa<sub>2</sub>Cu<sub>4</sub>O<sub>8</sub> $`^{\text{?)}}`$ and Bi<sub>2</sub>Sr<sub>2</sub>CaCu<sub>2</sub>O<sub>8</sub> .$`^{\text{?)}}`$
The growth of the pairing correlation also drives reduction of the damping $`\gamma _\sigma `$ in spin excitations and makes underdamped resonance peak at a finite frequency $`\omega =\omega ^{}`$ in $`S(Q,\omega )`$. Namely, the spectral weight start transferring from $`\omega =0`$ to the peak region around $`\omega ^{}`$. A similar crossover was previously obtained in a numerical calculation near the quantum transition point between $`d`$SC and AFM ordered phases .$`^{\text{?}\text{}\text{?}\text{}\text{?}\text{)}}`$ The peak structure in $`S(Q,\omega )`$ around $`\omega ^{}`$ reproduces some qualitative feature in the resonance peak observed experimentally $`^{\text{?, }\text{?}\text{)}}`$ as we see in Fig. 3. In our treatment, $`\omega ^{}`$ is self-consistently determined from the competition between $`d`$SC and AFM and the value $`\omega ^{}`$ is characterized by the $`d`$SC gap amplitude. The AFM fluctuations are pushed out from the region lower than $`\omega ^{}`$ due to the triplet excitation gap generated by the $`d`$SC gap formation.
In our framework of (2.8), $`\omega ^{}`$ has to be proportional to $`\xi _\sigma ^1`$ for small $`\gamma _\sigma `$, while experimentally, growth of the correlation length takes place with a fixed finite $`\omega ^{}`$ when the temperature is lowered. To reproduce the temperature dependence in experiments, we need to modify the assumed form (2.8) as discussed before $`^{\text{?, ?)}}`$ and will need to consider dominat incoherent part in addition to the coherent response.
We next discuss the single-particle spectral weight .$`^{\text{?)}}`$ Here we compare our results with ARPES data in Bi2212 with similar values for $`T_{\mathrm{PG}}(170\mathrm{K})`$ and $`T_\mathrm{c}(83\mathrm{K})`$ to those in YBa<sub>2</sub>Cu<sub>3</sub>O<sub>6.63</sub>. We calculate the electronic spectra $`\mathrm{Im}G(\omega ,𝒌)`$ using the same parameter values for the above choice of the underdoped cuprates. The single-particle Green’s function is defined by $`G(\omega ,𝒌)=1/(\omega \epsilon (𝒌)\mathrm{\Sigma }(\omega ,𝒌))`$. Here we calculate the self-energy within the 1-loop level using
$`\mathrm{Im}\mathrm{\Sigma }(\omega ,𝒌)={\displaystyle \frac{\mathrm{d}^2𝒌^{}}{(2\pi )^2}\frac{\mathrm{d}\omega ^{}}{2\pi }\mathrm{Im}G^{(0)}(\omega ^{},𝒌^{})}`$ (3.1)
$`\times [\mathrm{\Gamma }_\sigma ^2\mathrm{Im}\chi _\sigma (\omega \omega ^{},𝒌𝒌^{})(\mathrm{coth}{\displaystyle \frac{\omega \omega ^{}}{2T}}+\mathrm{tanh}{\displaystyle \frac{\omega ^{}}{2T}})`$
$`+\mathrm{\Gamma }_\mathrm{d}^2{\displaystyle \frac{g(𝒌)^2+g(𝒌^{})^2}{2}}\mathrm{Im}\chi _\mathrm{d}(\omega +\omega ^{},𝒌+𝒌^{})`$
$`\times (\mathrm{coth}{\displaystyle \frac{\omega +\omega ^{}}{2T}}\mathrm{tanh}{\displaystyle \frac{\omega ^{}}{2T}})],`$
with the bare Green’s function $`G^{(0)}(\omega ,𝒌)`$ and $`g(𝒌)=(\mathrm{cos}k_x\mathrm{cos}k_y)/2`$. Here $`\xi _{\sigma ,\mathrm{d}}^{(0)}^2`$ has been replaced with $`\xi _{\sigma ,\mathrm{d}}^2`$. For the prefactor $`A_\mathrm{d}`$ in (2.8), we take $`A_\mathrm{d}=4t^1`$ to give a proper value for the midpoint shift in ARPES intensity in the pseudogap region .$`^{\text{?)}}`$
Figure 4(a) shows $`\mathrm{Im}G(\omega ,𝒌_\mathrm{F})`$ with $`𝒌_\mathrm{F}`$ near the flat spot at various temperatures. At the highest temperature $`T0.069t`$, we have a peak at $`\omega =0`$, though it is damped by thermal fluctuations. At lower temperatures still above $`T_{\mathrm{PG}}`$, only the low-energy spectral weights gradually start decreasing. We note that $`d`$SC correlations grow more rapidly than those of AFM below $`T_{\mathrm{PG}}`$ ($`0.06t`$) .$`^{\text{?)}}`$ They suppress only the low-energy part of the peak in the spectral weights. Well below $`T_{\mathrm{PG}}`$, $`\mathrm{Im}G`$ shows further loss of weights around $`\omega =0`$. For the same momentum $`𝒌_\mathrm{F}`$, we also plot the intensities $`I(\omega ,𝒌_\mathrm{F})=\mathrm{Im}G(\omega ,𝒌_\mathrm{F})f(\omega )`$ in Fig. 4(b), where $`f`$ is the Fermi function. The energy of the midpoint is nearly zero at $`T=0.06t(T_{\mathrm{PG}})`$. For $`T<T_{\mathrm{PG}}`$, the midpoint shifts to higher binding energies. This shift amounts to $`0.045t11`$meV at $`T=0.042t(122\mathrm{K})`$, in agreement with experiments .$`^{\text{?)}}`$
The momentum dependence shows that the low-energy part of the single-particle excitations is under a stronger suppression near the flat spot , while those closer to the nodes are better understood as quasiparticles. The calculated results clearly show the formation of the pseudogap first from the $`(\pi ,0)`$ region. The overall result qualitatively well captures the emergence of the pseudogap structure observed in angle-resolved photoemission experiments.
## 4 Summary and Discussion
By assuming the d-wave attractive channel and the presence of strongly renormalized flat quasi-particle dispersion around the $`(\pi ,0)`$ region, we have considered the mode-mode coupling theory for the AFM and $`d`$SC fluctuations. The pseudogap in the high-$`T_\mathrm{c}`$ cuprates is reproduced as the region with enhanced $`d`$SC correlations and is consistently explained from precursor effects for the superconductivity. The existence of the flat shoal region plays a role to suppress the effective Fermi temperature $`E_F`$. This suppressed $`E_F`$ and relatively large pairing interaction $`\mathrm{\Gamma }_d`$ both drive the system to the strong coupling region thereby leads to the pseudogap formation. The pseudogap formation is also enhanced by the AFM fluctuations repulsively coupled with dSC fluctuations.
The pseudogap formation clarified from the interplay of AFM and $`d`$SC is summarized as follows: When the $`d`$SC correlation grows faster but competes severely with the low-energy AFM fluctuations, the pseudogap structure appears above $`T_c`$ with a suppression of $`T_c`$. The pseudogap is observed clearly in the suppression of $`1/T_1T`$. Detailed structure of the pseudogap depends on the damping exponent $`\phi `$. By taking a proper choice of parameters for several underdoped cuprates with $`\phi =1`$, $`1/T_1T`$ shows a faster decrease at $`T_{\mathrm{PG}}(>T_{})`$ while $`\xi _\sigma `$ continues to increase until $`T_{}`$. With this parameter values, the resonance peak at a finite frequency in $`S(q,\omega )`$ is also obtained. The single-particle spectral weight shows the growth of the gap structure around $`(\pi ,0)`$ and $`(0,\pi )`$ below $`T_{PG}`$. The qualitative similarity between our results for the underdoped case with $`\phi =1`$ and the experimental results in YBa<sub>2</sub>Cu<sub>3</sub>O<sub>6.63</sub> and underdoped Bi<sub>2</sub>Sr<sub>2</sub>CaCu<sub>2</sub>O<sub>8+δ</sub> suggests that the damping of the AFM and $`d`$SC collective modes decreases in the pseudogap regime at least for these compounds. It means that low-energy fermions around the flat spots mainly contribute to the damping. This is consistent with the strong damping of quasiparticle around the flat spot observed experimentally in the underdoped region.
If the AFM fluctuations are not strong enough and do not compete severely with the dSC fluctuations, the spin correlation length, $`\xi _\sigma `$ and $`1/{}_{}{}^{63}T_{1}^{}T`$ both reaches its maximum value only at $`T=T_{}`$ and then decreases as the temperature decreases, which indicates the absence of the pseudogap region. The experimental results in optimally and overdoped cuprates are reproduced from this choice of parameters together with $`\phi =0`$, namely the case where the damping $`\gamma `$ does not depend on the $`d`$SC correlation length.
The success in reproducing the pseudogap behavior in spin excitations is based on the competition between low-energy AFM and $`d`$SC fluctuations. Such competition requires the repulsion for $`u_{\sigma \mathrm{d}}>0`$. Then the $`d`$-wave attraction cannot be mediated by low-energy spin fluctuations. Although it does not necessarily exclude the attraction generated from the high-energy part of the spin fluctuations, it requires a formalism for such incoherent contributions beyond the conventional weak-coupling approach.
Further studies are required for a more complete understanding of the pseudogap in the high-$`T_\mathrm{c}`$ cuprates. Microscopic derivation of our two starting points is the most intriguing future subject. We have concentrated on the single-particle excitations only around the flat spots, $`(\pi ,0)`$ and $`(0,\pi )`$. However, in the one-loop level, the origin of the flat dispersion and strong damping in this momentum region is not fully clarified. Experimentally the flatness and damping strength appear much more pronounced than the expectation from the one-loop analyses. Numerical analyses also support that this remarkable momentum dependence around the flat spots is generated by the strong correlation effects. We have to calculate self-energy corrections as well as the vertex corrections in a self-consistent fashion to clarify the profoundness of such correlation effects. This is clearly the step beyond the one-loop level. This will also contribute to clarify how the pairing channel appears and how the flat spots are destabilized to the paired singlet. We also note that the dominance of the incoherent weight over the quasiparticle weight in the single-particle excitations near the metal-insulator transition may require a serious modification in the derivation of the AFM and $`d`$SC susceptibilities. The Curie-Weiss type form for the dynamic spin susceptibility we assumed needs to be reconsidered ,$`^{\text{?}\text{)}}`$ because the spin susceptibility is also determined mainly from the incoherent part of the single-particle excitations which we have not considered at all in this paper.
## Acknowledgement
This paper is dedicated to Professor Hiroshi Yasuoka in the occasion of his 60th birthday with special thanks to his leadership for a long time in experimental studies of transition metal oxides. The work was supported by ”Research for the Future” Program from the Japan Society for the Promotion of Science under the grant number JSPS-RFTF97P01103.
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# HUGE VIOLATIONS OF BEKENSTEIN’S ENTROPY BOUND Alberta-Thy-06-00, quant-th/0005111
((2000 May 24))
## Abstract
Bekenstein’s conjectured entropy bound for a system of linear size $`R`$ and energy $`E`$, $`S2\pi ER`$, can be violated by an arbitrarily large factor, among other ways, by a scalar field having a symmetric potential allowing domain walls, and by the electromagnetic field modes between an arbitrarily large number of conducting plates.
Motivated by some considerations of lowering objects into black holes, Bekenstein conjectured that the entropy $`S`$ of a system confined to radius $`R`$ or less and energy $`E`$ or less would obey the inequality
$$S2\pi ER.$$
(1)
He found many examples obeying this inequality , though many counterarguments and counterexamples have also been noted .
For example, if the system is one or more fields confined within a certain region of radius $`R`$, with certain boundary conditions imposed on the field(s) at the boundary of the region, the Casimir effect can make the ground state have negative energy and hence the right hand side of the inequality (1) negative, whereas the entropy $`S`$ on the left hand side can never be negative. Alternatively, one can then construct a mixed excited state with infinitesimally tiny positive energy (expectation value) but finite positive entropy, violating Bekenstein’s bound (1) . Indeed, if
$$B\frac{S}{2\pi ER},$$
(2)
so that Bekenstein’s conjectured bound is
$$B<1,$$
(3)
this example allows $`B`$ to be arbitrarily large.
This particular counterexample may be eliminated by redefining the energy $`E`$ to be the excess of the expectation value of the Hamiltonian over that of the ground state with the same boundary conditions. But even this redefinition may not be sufficient to prevent $`B`$ from becoming arbitrarily large for interacting fields .
In particular, consider a scalar field $`\varphi `$ whose potential energy density $`V(\varphi )`$ is symmetric in $`\varphi `$ and has its global minima at $`\varphi =\pm \varphi _m0`$, and impose the condition $`\varphi =0`$ at the boundary of the region under consideration. If the region is large enough, the energy of a classical configuration with $`\varphi =0`$ at the boundary will have a global minimum for a configuration in which $`\varphi `$ is near $`\varphi _m`$ over most of the region and then drops smoothly to 0 at the boundary. (The region must be large enough that the reduction in the potential energy density from $`V(0)`$ to $`V(\varphi _m)`$ integrates to more than the increase in the “kinetic” or gradient energy density from the spatial gradients of $`\varphi `$ near the boundary. For a spherical region, the potential energy reduction is of the order of $`[V(0)V(\varphi _m)]R^3`$, whereas the gradient energy increase is of the order of at least $`(\varphi _m/R)^2R^3`$, so the former definitely dominates if
$$R\varphi _m/\sqrt{V(0)V(\varphi _m)},$$
(4)
allowing a nonuniform $`\varphi (x^i)`$ to minimize the energy.
Classically, there is another global energy minimum of exactly the same energy with $`\varphi (x^i)`$ replaced by $`\varphi (x^i)`$. But quantum mechanically, there will be some tiny tunneling rate between these two classical configurations, so the quantum ground state (with $`E_0=0`$ by definition) will be a symmetric superposition of the two classical energy minima (plus quantum fluctuations of all the other modes). However, there will also be an excited state of energy $`E_1`$ which is the antisymmetric superposition of the two classical energy minima (plus other fluctuations). For a large region, the energy excess $`E_1E_0=E_1`$ of this excited state will be exponentially tiny. Therefore, a mixture of this state and of the ground state can have finite nonzero entropy (e.g., $`S=\mathrm{ln}2`$ for a density matrix diagonal in the energy basis and having probabilities of 1/2 for both the ground state and the slightly excited state, which will give $`E=\frac{1}{2}E_0+\frac{1}{2}E_1=\frac{1}{2}E_1)`$, but $`2\pi ER`$ can be made arbitrarily small as $`R`$ is made arbitrarily large and $`E`$ becomes exponentially tiny.
When the two classical extrema configurations $`\varphi (x^i)`$ and $`\varphi (x^i)`$ are well separated, we can estimate that the excited state energy $`E_1`$ is given by some energy scale multiplied by $`e^I`$, where $`I`$ is the Euclidean action of an instanton that tunnels between the two classical extrema configurations $`\varphi (x^i)`$ and $`+\varphi (x^i)`$. This instanton will be a solution of the Euclidean equations of motion of the field $`\varphi `$ that obeys the boundary condition $`\varphi =0`$ at spatial radius $`r=R`$ for all Euclidean times $`\tau `$, but which for $`r<R`$ interpolates between $`\varphi (x^i)`$ and $`+\varphi (x^i)`$ as $`\tau `$ goes from $`\mathrm{}`$ to $`+\mathrm{}`$. When the strong inequality (4) applies, the static configuration $`+\varphi (x^i)`$ that applies asymptotically for large positive $`\tau `$ is very near $`\varphi _m`$ over almost all of the spatial volume (except very near $`r=R`$), and the Euclidean instanton is essentially a domain wall concentrated at some Euclidean time that can be chosen to be $`\tau =0`$.
The energy-per-area or action-per-three-volume of the domain wall is
$$\epsilon =_{\varphi _m}^{+\varphi _m}\sqrt{2V(\varphi )}𝑑\varphi ,$$
(5)
and the three-volume of the Euclidean section at $`\tau =0`$ across the ball $`rR`$ is $`4\pi R^3/3`$, so the Euclidean action of the instanton is
$$I\frac{4\pi }{3}R^3\epsilon .$$
(6)
A suitable energy scale to multiply $`e^I`$ is $`R^2\epsilon `$. At our level of approximation, it does not help to try to get the numerical coefficient of the energy scale correct, since our estimate (6) of the Euclidean action, though being the dominant piece when it is large in comparison with unity, has smaller corrections that are also large in comparison with unity. Therefore, using $``$ to mean that the logarithms of the two sides are approximately equal (up to differences that are small in comparison with the logarithms themselves but which may actually be large in comparison with unity, so that the ratio of the two sides themselves may be much different from unity), we get
$$E_1R^2\epsilon e^IR^2\epsilon \mathrm{exp}\left(\frac{4\pi }{3}R^3\epsilon \right)$$
(7)
and
$$B\frac{S}{2\pi ER}=\frac{\mathrm{ln}2}{\pi E_1R}\frac{e^I}{I}\frac{\mathrm{exp}\left(\frac{4\pi }{3}R^3\epsilon \right)}{R^3\epsilon }\mathrm{exp}\left(\frac{4\pi }{3}R^3\epsilon \right),$$
(8)
which can be made arbitrarily large by making $`R`$ arbitrarily large. Indeed, $`B1`$, the violation of Bekenstein’s conjectured bound (3) if it is positive, grows large very rapidly with $`R`$ large enough to obey the inequality (4).
For example, take a toy model in which
$$V(\varphi )=\frac{\lambda }{4}(\varphi ^2\varphi _m^2)^2=\frac{\lambda }{4}\varphi ^4\frac{\mu ^2}{2}\varphi ^2+\frac{\mu ^4}{4\lambda }$$
(9)
with, say, $`\varphi _m=1`$, $`\lambda =10^{12}`$, and hence $`\mu =\sqrt{\lambda }\varphi _m=10^6`$ in Planck units ($`\mu =1.221\times 10^{13}`$ GeV in conventional high-energy physics units). Then
$$\epsilon =\frac{2}{3}\sqrt{2\lambda }\varphi _m^3=\sqrt{8/9}\times 10^67.06\times 10^{72}\frac{J}{m^2},$$
(10)
so for $`R\varphi _m/\sqrt{V(0)V(\varphi _m)}=2\lambda ^{1/2}=2\times 10^6=3.232\times 10^{29}m`$, one gets
$`I`$ $``$ $`{\displaystyle \frac{8\sqrt{2}\pi }{9}}\lambda ^{1/2}\varphi _m^3R^39.36\times 10^{98}\left({\displaystyle \frac{\lambda }{10^{12}}}\right)^{\frac{1}{2}}\varphi _m^3\left({\displaystyle \frac{R}{1m}}\right)^3`$ (11)
$``$ $`2.75\times 10^{166}\left({\displaystyle \frac{\lambda }{10^{12}}}\right)^{\frac{1}{2}}\varphi _m^3\left({\displaystyle \frac{R}{Mpc}}\right)^31.`$
When this Euclidean tunneling action is inserted into Eq. (8), one gets that Bekenstein’s supposedly bounded-by-unity quantity is
$`B`$ $``$ $`{\displaystyle \frac{e^I}{I}}e^I\mathrm{exp}\left({\displaystyle \frac{8\sqrt{2}\pi }{9}}\lambda ^{1/2}\varphi _m^3R^3\right)\mathrm{exp}\left[9.36\times 10^{98}\left({\displaystyle \frac{\lambda }{10^{12}}}\right)^{\frac{1}{2}}\varphi _m^3\left({\displaystyle \frac{R}{1m}}\right)^3\right]`$ (12)
$``$ $`\mathrm{exp}\left[2.75\times 10^{166}\left({\displaystyle \frac{\lambda }{10^{12}}}\right)^{\frac{1}{2}}\varphi _m^3\left({\displaystyle \frac{R}{Mpc}}\right)^3\right],`$
which is utterly enormous if $`R\lambda ^{1/6}\varphi _m^1`$. In fact, one can calculate that the violation, $`B1`$, of Bekenstein’s conjectured bound is larger than a googolplex if
$$R>\left(\frac{9\times 10^{100}\mathrm{ln}10}{8\sqrt{2}\pi }\right)^{1/3}\lambda ^{1/6}\varphi _m^12.91m\left(\frac{\lambda }{10^{12}}\right)^{\frac{1}{6}}\varphi _m^1.$$
(13)
One may now try to exclude this extreme counterexample as well by restricting attention to free fields and boundary conditions which lead to unique trivial conditions (e.g., $`\varphi =0`$) minimizing the energy classically.
Then the next counterexample, respecting the redefinition to $`E_0=0`$ and the restriction to free fields, would simply be to consider an arbitrarily large number $`N`$ of free fields. If each field has the same lowest excited state energy $`E_1`$, there are $`N`$ orthogonal states of this energy. A density matrix proportional to the identity for these $`N`$ states would have $`S=\mathrm{ln}N`$, which for sufficiently large $`N`$ exceeds Bekenstein’s conjectured bound .
The obvious next move to retain Bekenstein’s bound is also to restrict the number of fields, say to the approximately free fields actually observed in nature. But even then one can make $`BS/(2\pi ER)`$ arbitrarily large by the following density matrix diagonal in the energy representation: Let the state have probability $`p`$ to be in the excited state of energy $`E_1`$, and probability $`1p`$ to be in the ground state with energy defined to be $`E_0=0`$. Then the expectation value of the energy is $`E=pE_1`$, and the entropy is
$$S=tr\rho \mathrm{ln}\rho =\underset{i}{}p_i\mathrm{ln}p_i=(1p)\mathrm{ln}(1p)p\mathrm{ln}p,$$
(14)
so
$$B\frac{S}{2\pi ER}=\frac{1}{2\pi E_1R}\left[\left(\frac{1}{p}1\right)\mathrm{ln}\frac{1}{1p}+\mathrm{ln}\frac{1}{p}\right].$$
(15)
As $`p`$ is made arbitrarily small, the last term inside the square brackets becomes arbitrarily large and makes $`B`$ arbitrarily large, again violating Bekenstein’s conjectured bound by an arbitrary amount.
It is not clear whether there is a natural way further to restrict the applicability of a conjectured bound like Bekenstein’s on the entropy-to-energy ratio to keep $`B`$ finite, since even thermal states with sufficiently low temperature always make $`B`$ arbitrarily large by essentially the same reasoning, and it seems rather unnatural to exclude thermal states from consideration. However, if one is determined to find a class of states giving some bound on $`B`$, one might consider those in which the density matrix has exactly $`n>1`$ nonzero eigenvalues, all equal (and hence being $`1/n`$). I.e., in a certain basis the density matrix has the only nonzero entries being the $`n`$ diagonal elements that each have the value $`1/n`$, the probability that the state is each one of the $`n`$ orthogonal basis pure states that contribute nontrivially to the mixed state. If $`E_i`$ for $`0in1`$ is the expectation value of the energy of each of these $`n`$ pure basis states, then the expectation value of the energy of the mixed state is
$$E=\frac{1}{n}\underset{i=0}{\overset{n1}{}}E_i,$$
(16)
and the entropy is $`S=\mathrm{ln}n`$, so
$$B=\frac{n\mathrm{ln}n}{2\pi R_{i=0}^{n1}E_i}.$$
(17)
For a given set of fields and boundary conditions, $`B`$ is maximized if the $`E_i`$ are chosen to be the $`n`$ lowest energy eigenvalues. Then a conjectured bound $`BB_{\mathrm{max}}`$ for some $`B_{\mathrm{max}}`$ (e.g., $`B_{\mathrm{max}}=1`$ for Bekenstein’s conjectured bound) is equivalent to the conjecture that the sum of the energies of the lowest $`n`$ energy eigenvalues obeys
$$\underset{i=0}{\overset{n1}{}}E_i\frac{n\mathrm{ln}n}{2\pi B_{\mathrm{max}}R}.$$
(18)
A sufficient condition for this to be true is that, for $`n>0`$,
$$E_n\frac{1+\mathrm{ln}(n+1)}{2\pi B_{\mathrm{max}}R}.$$
(19)
For a fixed system with a given number of free quantum fields in $`D`$ spatial dimensions, for sufficiently large $`n`$
$$E_n\mathrm{const}.(\mathrm{ln}n)^{1+1/D},$$
(20)
rising faster with $`n`$ than the right hand side of the inequality (19).
Therefore, for such a fixed system, there exists some constant $`B_{\mathrm{max}}`$ such that $`BB_{\mathrm{max}}`$ for all density matrices with exactly $`n>1`$ equal nonzero eigenvalues. However, $`B_{\mathrm{max}}`$ will depend on the system and need not be restricted to being 1 or less as Bekenstein conjectured.
There are other ways to restrict the states and/or redefine $`B`$ so that $`B`$ is bounded for each system. For example, instead of limiting the density matrix to an equal mixture of $`n`$ states, one could restrict the density matrix not to have any contribution from the ground state or states . Then all states that contribute would have energies $`E_i`$ bounded below by the positive energy of the first excited state, so the denominator of $`BS/(2\pi ER)`$ cannot be made arbitrarily small. Hence this $`B`$ would be bounded above for a compact set of states. On the other hand, for sufficiently large $`E`$, the entropy $`S`$ is bounded above by that of thermal radiation, which goes as
$$S\mathrm{const}.(ER)^{D/(D+1)}$$
(21)
when $`ER`$ is very large, giving a $`B`$ that asymptotically decreases as
$$B\mathrm{const}.(ER)^{1/(D+1)}.$$
(22)
Therefore, for a fixed system with the restriction to states not overlapping with the ground state(s), $`B`$ has an absolute maximum and is bounded above by that maximum. For a number of free fields of order unity, and for rather simple boundary conditions, one would expect the maximum value of $`B`$ thus restricted to be generically of the order of unity.
However, if we temporarily return to the interacting scalar field with the potential (9), so the first excited state has $`2\pi E_1Re^I/I`$ with the Euclidean tunneling instanton action $`I`$ being given by Eq. (11), then if the second excited state has $`2\pi E_2R1`$, we can take the mixed state with probability $`1e^I`$ for the energy eigenstate with energy $`E_1`$ and probability $`e^I`$ for the energy eigenstate with energy $`E_2`$ to get
$$BI10^{99}\left(\frac{\lambda }{10^{12}}\right)^{\frac{1}{2}}\varphi _m^3\left(\frac{R}{1m}\right)^3,$$
(23)
which can be quite large, though not exponentially large. E.g., this $`B`$, for a mixed state that excludes the ground state, can be of the order of at least a googol when the radius $`R`$ of the region obeys the inequality (13) that would give a $`B`$ of the order of a googolplex for the mixed state there that was an equal mixture of the ground state and the first excited state.
On the other hand, if one took a scalar field with three equal minima, one would then get three energy levels exponentially close together, a ground state that one would define to have $`E_00`$ and two excited states with energies $`E_1`$ and $`E_2`$ both having exponentially tiny energies. Then by having a roughly equal mixture of these two excited states, one would get a $`B`$ that is exponentially large (e.g., greater than a googolplex) even with the restriction to exclude the ground state.
Therefore, let us return to the restriction to free fields (with the number of species being of the order of unity) and continue to use the restriction to mixed states that exclude the ground state(s) with $`E_0=0`$.
The next point to be made is that even if one just considers the free electromagnetic field and excludes the ground state, one can readily find boundary conditions in which Bekenstein’s conjectured entropy bound is violated by an arbitrarily large factor. The idea is to use boundary conditions that correspond to an arbitrarily large number of perfectly conducting parallel plates.
Between two nearby parallel perfectly conducting static plates (giving the boundary condition that the tangential component of the electric field and the normal component of the magnetic field both vanish at the surface of the plates), electromagnetic field configurations in which the electric field is perpendicular to the plates, and in which the magnetic field is parallel to the plates, approximately obey the massless 2+1 dimensional scalar Klein-Gordon equation, with the scalar field being the magnitude of the electric field perpendicular to the plate (which is essentially uniform in the assumed short distance between the plates, though it can vary with the two transverse spatial dimensions parallel to the plates and with time, the 2+1 spacetime dimensions of the effective massless Klein-Gordon equation). Now the eigenfrequencies of these modes are determined by the two-dimensional spatial configuration of the nearby plates, so the lowest eigenfrequencies are typically of the order of the inverse of the linear size of the plates.
Therefore, if we have a large number, say $`n`$, of thin spaces between nearby pairs of plates that each have linear sizes of the order of $`R`$, then we have of the order of $`n`$ modes of the electromagnetic field with frequencies of the order of $`1/R`$. Take the lowest $`n`$ eigenfrequencies, and for each, construct a one-photon state that has has the corresponding mode in its first excited state and the other modes all in their ground states. These are $`n`$ orthogonal excited states, each of which has an energy of the order of $`1/R`$. Therefore, the mixed state that has an equal probability of $`1/n`$ for each of the one-photon states also has an energy (expectation value) $`E`$ of the order of $`1/R`$ but an entropy of $`S=\mathrm{ln}n`$. Since $`2\pi ER`$ is of the order of unity, $`BS/(2\pi ER)\mathrm{ln}n`$, which for an arbitrarily large number $`n`$ of plates can be arbitrarily larger than unity (though growing only logarithmically with $`n`$).
For concreteness and more precision, consider the case of a sequence of $`n+1`$ infinitely thin conducting shells at radii $`r_i`$ for $`1in+1`$, with $`r_{n+1}=R`$. Let the $`i`$th region be that with $`r_i<r<r_{i+1}`$, and ignore the region $`r<r_1`$ (i.e., set the electromagnetic field modes there to be in their vacuum states). If one takes the radial electric field to have the form
$$F_{01}=\frac{f(r)}{r^2}e^{i\omega t}Y_\mathrm{}m(\theta ,\phi )+\mathrm{c}.\mathrm{c}.,$$
(24)
where the total angular momentum of the mode is $`\mathrm{}1`$, then the radial mode function $`f(r)`$ obeys the equation
$$\frac{d^2f}{dr^2}+\left[\omega ^2\frac{\mathrm{}(\mathrm{}+1)}{r^2}\right]f=0$$
(25)
and has the boundary condition $`df/dr=0`$ at $`r=r_i`$ and at $`r=r_{i+1}`$.
The lowest eigenfrequency is for the three $`\mathrm{}=1`$ modes ($`m=1`$, $`m=0`$, and $`m=+1`$), which gives the radial mode function
$$f=A(\frac{\mathrm{cos}\omega r}{\omega r}+\mathrm{sin}\omega r)+B(\frac{\mathrm{sin}\omega r}{\omega r}\mathrm{cos}\omega r).$$
(26)
The boundary condition at $`r=r_i`$ and at $`r=r_{i+1}`$ then determine both $`A/B`$ and $`\omega `$ as functions of $`r_i`$ and $`r_{i+1}`$. The eigenfrequency $`\omega `$ is then the solution of the transcendental equation
$$\frac{\mathrm{tan}(\omega b\omega a)}{\omega b\omega a}=\frac{1+\omega ^2ab}{1+\omega ^2ab\omega ^2a^2\omega ^2b^2+\omega ^4a^2b^2},$$
(27)
where, for brevity, I have set $`r_i=a`$ and $`r_{i+1}=b`$. If one defines $`k\omega (ba)`$, one can move all the resulting $`\omega `$-dependence of this equation to the right side to get
$$\left(\frac{ba}{b+a}\right)^2=\frac{k^2}{2+2k\mathrm{cot}k+k^2+2\sqrt{(3+k\mathrm{cot}k)^212+4k^2}}.$$
(28)
After some trial and error with pen and paper and a pocket calculator, I have found the following approximate inversion that is correct up to relative errors of the order of $`[(ba)/(b+a)]^8`$ when that quantity is small (when the two shells are relatively close together) and which turned out to have a relative error (always negative) everywhere smaller in magnitude than one part in 315:
$$\omega \left[\frac{a^2b^2}{2}+\frac{(ba)^4}{15}\right]^{\frac{1}{4}}\left[\frac{3571113(a+b)^6+(2^93^273571113)(ba)^6}{3571113(a+b)^6+(2^{10}5^23571113)(ba)^6}\right]^{\frac{11}{16}}.$$
(29)
\[Using Maple, I have found that the relative error is indeed very small for small $`(ba)/(b+a)`$ and then goes to about -0.003165 at $`(ba)/(b+a)0.780`$ before going back to about -0.000121 as $`(ba)/(b+a)`$ approaches unity when the inner radius is taken to become infinitesimally smaller than the outer radius.\] The last factor in square brackets, raised to the 11/16 power, varies from 1 to $`(1.26)^{11/16}1.1722`$, so if one does not mind a relative error of up to slightly more than $`17\%`$, one can just drop that moderately complicated approximate correction factor, though it does reduce the maximum relative error by a factor of more than 50.
Of course, for our purposes here, we are really just interested in the case $`r_iar_{i+1}b`$, say $`r`$, which gives $`\omega \sqrt{2}/r`$, precisely what we would have gotten for the three $`\mathrm{}=1`$ modes of the massless Klein-Gordon equation on a sphere of radius $`r`$. In fact, for arbitrary $`\mathrm{}`$, the frequencies in the limit $`a=b=r`$ are
$$\omega =\frac{\sqrt{\mathrm{}(\mathrm{}+1)}}{r}.$$
(30)
Let us now estimate how large $`B`$ can be for a mixed state (with no overlap with the vacuum) for the electromagnetic field in the $`n`$ gaps between a set of $`n+1`$ spherical plates. The maximum will be attained for a truncated thermal state (truncated by leaving out the ground state and renormalizing the excited state probabilities so that they add up to unity) at the appropriate temperature $`T=1/\beta `$. If $`Z_0(\beta )`$ is the usual partition function when the zero-energy ground state is included, the partition function for the truncated thermal state will be $`Z(\beta )=Z_0(\beta )1`$, the same as for a system in which the ground state is absent but all the excited states are present. Define
$$L(\beta )\mathrm{ln}Z(\beta )=\mathrm{ln}[Z_0(\beta )1].$$
(31)
Since the energy (expectation value) $`E`$ and entropy $`S`$ are given by the usual thermodynamic relations $`E=dL/d\beta `$ and $`S=L+\beta E`$, we can readily see from the expression for $`dB/d\beta `$ that $`B`$ is maximized when the inverse temperature $`\beta `$ is chosen so that $`L(\beta )=0`$ or $`Z(\beta )=1`$ or $`Z_0(\beta )=2`$. At this $`\beta `$, one then gets
$$B\frac{S}{2\pi ER}=\frac{\beta }{2\pi R}.$$
(32)
For a collection of electromagnetic field modes, each with frequency $`\omega _j`$, one has
$$Z_0(\beta )=\mathrm{exp}\left[\underset{j}{}\mathrm{ln}(1e^{\beta \omega _j})\right].$$
(33)
If $`\beta `$ is to be chosen to make this have the value 2 when there are an enormous number of modes with nearly the same lowest frequency $`\omega _j`$ that all contribute significantly to the sum, then each contribution must be small in magnitude, so that one can approximate each logarithm in the sum by $`e^{\beta \omega _j}`$ to get
$$\underset{j}{}e^{\beta \omega _j}\mathrm{ln}2.$$
(34)
Since each term in this sum is very small, the terms with $`\omega _j`$ significantly larger than the minimum value will contribute negligibly. Thus we can ignore the $`\mathrm{}>1`$ modes and consider only the $`\mathrm{}=1`$ modes. Since there are $`2\mathrm{}+1=3`$ of these modes for each pair of plates labeled by $`i`$, we get
$$\underset{i}{}\mathrm{exp}\left(\frac{\sqrt{2}\beta }{r_i}\right)\frac{\mathrm{ln}2}{3}.$$
(35)
The value of $`\beta `$ (and hence of $`B`$) that this leads to depends on the radial distribution of the plates. For simplicity, assume that the $`n+11`$ plates have radii that are uniformly distributed between 0 and $`R`$. Then we can approximate the sum by an integral to get
$$_0^R\frac{ndr}{R}\mathrm{exp}\left(\frac{\sqrt{2}\beta }{r}\right)\frac{\mathrm{ln}2}{3}.$$
(36)
Because $`n1`$ implies that the solution will have $`\beta R`$, most of the integral will come from $`rR`$, and so one gets
$$\frac{nR}{\sqrt{2}\beta }\mathrm{exp}\left(\frac{\sqrt{2}\beta }{r}\right)\frac{\mathrm{ln}2}{3},$$
(37)
or
$$\sqrt{8}\pi Be^{\sqrt{8}\pi B}\frac{3n}{\mathrm{ln}2}.$$
(38)
For large $`n`$ the approximate solution for $`B`$ is
$$B\frac{1}{\sqrt{8}\pi }\mathrm{ln}\left(\frac{3n}{\mathrm{ln}n}\right).$$
(39)
This is a bit less than the naïve estimate given above that $`B\mathrm{ln}n`$, which ignored the overall numerical factor and also ignored the $`\mathrm{ln}n`$ given in the denominator of the main logarithm from the effect that the frequencies of the modes depend on $`r`$. \[It might even be better to write this denominator in the logarithm as $`\mathrm{ln}(6n/\mathrm{ln}n)`$ or $`\mathrm{ln}\{6n/\mathrm{ln}(6n/\mathrm{ln}n)\}`$ or $`\mathrm{}`$, but I shall stop at one iteration of the approximate inversion of Eq. (38).\]
However, the main point remains true, that the quantity $`BS/(2\pi ER)`$, which Bekenstein conjectured was bounded above by unity, can instead be made arbitrarily large (by making the number $`n+1`$ of conducting plates arbitrarily large), even if one restricts attention to a single free electromagnetic field, defines the ground state to have zero energy, and then excludes that state from being a component of the density matrix (steps taken to exclude many other counterexamples given above). If Bekenstein’s conjectured bound is to have any applicability, one must find even further restrictions to prevent counterexamples like those given in this paper.
Some of this work was done in Haiti while awaiting the adoption papers for our new 2.5-year-old daughter Ziliana Zena Elizabeth. This research was supported in part by the Natural Sciences and Engineering Research Council of Canada.
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# Cliffordons
## 1 INTRODUCTION: QUANTIFICATION PROCEDURES
Nayak and Wilczek have proposed a startling new statistics for fractional quantum Hall effect carriers. It has great potential for even more fundamental applications to sub-particle structure . To learn its properties we apply it here to some toy models.
The common statistics — Fermi-Dirac (F-D), Bose-Einstein (B-E) and Maxwell-Boltzmann (M-B) — may be regarded as differing prescriptions for constructing the algebra of an ensemble of many individuals from the vector space of one individual. These procedures take qualitative yes-or-no questions about an individual into quantitative how-many questions about an ensemble of similar individuals. Such procedures were termed quantification. Now they are sometimes called “second quantization,” somewhat misleadingly.
We use a well-known operational formulation of quantum theory. The main point of quantum theory is that mathematical objects may be completely describable, since we make them up, but physical quanta are not. An electron, a physical entity, is not a spinor wavefunction, a linear operator, or any other mathematical object. But it seems that mathematical objects can usefully represent what we do to an electron. Kets represent input modes (preparation), bras represent outtake modes (registration), operators represent intermediate operations on quantum .
Each of the usual statistics is defined by an associated linear mapping $`Q^{}`$ that maps any one-body initial mode $`\psi `$ into a many-body creation operator:
$$Q^{}:V_\text{I}𝒜_\text{S},\psi Q^{}\psi =:\widehat{\psi }.$$
(1)
Here $`V_\text{I}`$ is the initial-mode vector space of the individual $`\mathrm{I}`$ and $`𝒜_\text{S}=\text{End}V_\text{S}`$ is the operator (or endomorphism) algebra of the quantified system $`\mathrm{S}`$. The $``$ in $`Q^{}`$ reminds us that $`Q^{}`$ is contragredient to the initial modes $`\psi `$. We write the mapping $`Q^{}`$ to the left of its argument $`\psi ^{}`$ to respect the conventional Dirac order of cogredient and contragredient vectors in a contraction.
Dually, the final modes $`\psi ^{}`$ of the dual space $`V_\text{I}^{}`$ are mapped to annihilators in $`𝒜_\text{S}`$ by the linear operator $`Q`$,
$$Q:V_\text{I}^{}𝒜_\text{S},\psi ^{}\psi ^{}Q=:\widehat{\psi }^{}.$$
(2)
We call the transformation $`Q`$ the quantifier for the statistics. $`Q`$ and $`Q^{}`$ are tensors of the type
$$Q=(Q^{aB}{}_{C}{}^{}),Q^{}=(Q{}_{}{}^{}{}_{a}{}^{}^C_{B}^{}),$$
(3)
where $`a`$ indexes a basis in the one-body space $`V_\text{I}`$ and $`B,C`$ index a basis in the many-body space $`V_\text{S}`$.
The basic creators and annihilators associated with an arbitrary basis $`\{e_a|a=1,\mathrm{},N\}V_\mathrm{I}`$ and its reciprocal basis $`\{e^a|a=1,\mathrm{},N\}V_\mathrm{I}^{}`$ are then
$$Q^{}e_a:=\widehat{e}_a=:Q{}_{}{}^{}{}_{a}{}^{},$$
(4)
and
$$e^aQ:=\widehat{e}^a=:Q^a.$$
(5)
The creator and annihilator for a general initial mode $`\psi `$ are
$`Q^{}(e_a\psi ^a)`$ $`=`$ $`Q{}_{}{}^{}{}_{a}{}^{}\psi _{}^{a},`$ (6)
$`(\varphi {}_{}{}^{}{}_{a}{}^{}e_{}^{a})Q`$ $`=`$ $`\varphi {}_{}{}^{}{}_{a}{}^{}Q_{}^{a},`$ (7)
respectively.
We require that quantification respects the adjpoint $``$. This relates the two tensors $`Q`$ and $`Q^{}`$:
$$\psi ^{}Q=(Q^{}\psi )^{}.$$
(8)
The rightmost $``$ is the adjoint operation for the quantified system. Therefore
$$\widehat{e}_a^{}=M_{ab}\widehat{e}^b,$$
(9)
with $`M_{ab}`$ being the metric, the matrix of the adjoint operation, for the individual system.
We now generalize from the common statistics. A linear statistics shall be defined by a linear correspondence $`Q^{}`$ called the quantifier,
$$Q^{}:V_\text{I}𝒜_\text{S},\psi Q^{}\psi =:\widehat{\psi },$$
(10)
\[compare (1)\] from one-body modes to many-body operators, $``$-algebraically generating the algebra $`𝒜_\text{S}:=\text{End}V_\text{S}`$ of the many-body theory. We further require that the quantifier $`Q^{}`$ induce an isomorphism from the one-body unitary group $`\mathrm{U}_\text{I}`$ into the many-body unitary group $`\mathrm{U}_\text{S}`$, as described in Sec. 4. This is the representation principle for quantifiers.
The representation principle implies bilinear algebraic commutation relations discussed below.
In general $`Q^{}`$ does not produce a creator and $`Q`$ does not produce an annihilator, as they do in the common statistics.
We construct the quantified algebra $`𝒜_\text{S}`$ from the individual space $`V_\text{I}`$ in three easy steps:
1. We form the quantum algebra $`𝒜(V_\text{I})`$, defined as the free $``$ algebra generated by (the vectors of) $`V_\text{I}`$. Its elements are all possible iterated sums and products and $``$-adjoints of the vectors of $`V_\text{I}`$. We require that the operations $`(+,\times ,)`$ of $`𝒜(V_\text{I})`$ agree with those of $`V_\text{I}`$ where both are meaningful.
2. We construct the ideal $`𝒜`$ of all elements of $`𝒜(V_\text{I})`$ that vanish in virtue of the statistics. It is convenient and customary to define $``$ by a set of expressions $`𝐑`$, such that the commutation relations between elements of $`𝒜(V_\text{I})`$’ have the form $`r=0`$ with $`r𝐑`$. Then $``$ consists of all elements of $`𝒜(V_\text{I})`$ that vanish in virtue of the commutation relations and the postulates of a $``$-algebra.
Let $`𝐑`$ be closed under $``$. Let $`_0`$ be the set of all evaluations of all the expressions in $`𝐑`$ when the variable vectors $`\psi `$ in these expressions assume any values $`\psi V_\text{I}`$. Then $`=𝒜(V_\text{I})_0𝒜(V_\text{I})`$,
3. We form the quotient algebra (actually, a residue algebra)
$$𝒜_\text{S}=𝒜(V_\text{I})/,$$
(11)
by identifying elements of $`𝒜(V_\text{I})`$ whose differences belong to $``$.
Then $`Q^{}`$ maps each vector $`\psi V_\text{I}`$ into its residue class $`\psi +`$.
Historically, physicists carried out one special quantification first. Since classically one multiplies phase spaces when quantifying, they assumed that quantally one multiplies Hilbert spaces, forming the tensor product
$$V_\text{S}=\underset{p=0}{\overset{N}{}}V_\text{I}=V_\text{I}^N$$
(12)
of $`N`$ individual spaces $`V_\text{I}`$. Then in order to improve agreement with experiment they removed degrees of freedom in the tensor product connected with permutations, reducing $`V_\text{I}^N`$ to a subspace $`PV_\text{I}^N`$ invariant under all permutations of individuals. Here $`P`$ is a projection operator characterizing the statistics. The many-body algebra was then taken to be the algebra of linear operators on the reduced space: $`𝒜_\text{S}=\text{End}PV_\text{I}^N`$.
We call a statistics built in that way on a subspace of the tensor algebra over the one-body initial mode space, a tensorial statistics. Tensorial statistics represents permutations in a single-valued way. The common statistics are tensorial.
Linear statistics is more general than tensorial statistics, in that the quotient algebra $`𝒜_\text{S}=𝒜`$ defining a linear statistics need not be the operator algebra of any subspace of the tensor space $`\text{Ten}V_\text{I}`$ and need not be single-valued. Commutation relations permit more general statistics than projection operators do. For example, anyon statistics is linear but not tensorial.
For another example, $`𝒜_\text{S}`$ may be the endomorphism algebra of a spinor space constructed from the quadratic space $`V_\text{I}`$. Such a statistics we call a spinorial statistics. Clifford statistics, the main topic of this paper, is a spinorial statistics. Linear statistics includes both spinorial and tensorial statistics.
The F-D, B-E and M-B statistics are readily presented as tensorial statistics. We give their quantifiers next . We then generalize to spinorial, non-tensorial, statistics.
## 2 STANDARD STATISTICS
Maxwell-Boltzmann statistics. Classical an M-B aggregate is a sequence (up to isomorphism) and $`Q=\text{Seq}`$, the sequence-forming quantifier. The quantum individual $`\mathrm{I}`$ has a Hilbert space $`V=V_\text{I}`$ over the field . The vector space for the q sequence is the (contravariant) tensor algebra $`V_\text{S}=\text{Ten}V_\text{I}`$, whose product is the tensor product $``$:
$$V_\text{S}=\text{Ten}V_\text{I}$$
(13)
with the natural induced $``$. The kinematic algebra $`𝒜_\text{S}`$ of the sequence is the $``$-algebra of endomorphisms of $`\text{Ten}V_\text{I}`$, and is generated by $`\psi V_\text{I}`$ subject to the generating relations
$$\widehat{\psi }{}_{}{}^{}\widehat{\varphi }=\psi {}_{}{}^{}\varphi .$$
(14)
The left-hand side is an operator product, and the right-hand side is the contraction of the dual vector $`\psi ^{}`$ with the vector $`\varphi `$, with an implicit unit element $`1𝒜_\mathrm{S}`$ as a factor.
Fermi-Dirac statistics. Here $`Q=\text{Set}`$, the set-forming quantifier. The kinematic algebra for the quantum set has defining relations
$`\widehat{\psi }\widehat{\varphi }+\widehat{\varphi }\widehat{\psi }`$ $`=`$ $`0,`$ (15)
$`\widehat{\psi }^{}\widehat{\varphi }+\widehat{\varphi }\widehat{\psi }^{}`$ $`=`$ $`\psi {}_{}{}^{}\varphi .`$ (16)
for all $`\psi ,\varphi V_\text{I}`$.
Bose-Einstein statistics. Here $`Q=\text{Sib}`$, the sib-forming quantifier. The sib-generating relations are
$`\widehat{\psi }\widehat{\varphi }\widehat{\varphi }\widehat{\psi }`$ $`=`$ $`0,`$ (17)
$`\widehat{\psi }^{}\widehat{\varphi }\widehat{\varphi }\widehat{\psi }^{}`$ $`=`$ $`\psi {}_{}{}^{}\varphi ,`$ (18)
for all $`\psi ,\varphi V_\text{I}`$.
The individuals in each of the discussed quantifications, by construction, have the same (isomorphic) initial spaces. We call such individuals isomorphic.
## 3 RELATION TO THE PERMUTATION GROUP
A statistics is abelian if it represents the permutation group $`S_N`$ on its $`N`$ individuals by an abelian group of operators in the $`N`$-body mode space.
The F-D or B-E representations are not only abelian but scalar. They represent each permutation by a number, a projective representation of the identity operator. One calls entities with scalar statistics indistinguishable. Bosons and fermions are indistinguishable.
Non-abelian statistics describe distinguishable entities.
Nayak and Wilczek give a spinorial statistics based on the work on nonabelions of Read and Moore . Read and Moore use a subspace corresponding to the degenerate ground mode of some realistic Hamiltonian as the representation space for a non-abelian representation of the permutation group $`S_{2n}`$ acting on the composite of $`2n`$ quasiholes in the fractional quantum Hall effect. This statistics, Wilczek showed, represents the permutation group on a spinor space, and permutations by non-commuting spin operators. The quasiholes of Read and Moore and of Wilczek and Nayak are distinguishable, but their permutations leave the ground subspace invariant.
Our own interest in the statistics of distinguishable entitities arises from a study of quantum space-time structure . The dynamical process of any system is composite, it is generally believed, composed of isomorphic elementary actions going on all over, all the time. The first question that has to be answered in setting up an algebraic quantum theory of this composite process is: What statistics do the elementary actions have?
The elementary processes have ordinarily, though implicitly, been assumed to be distinguishable, being addressed by space-time coordinates, and to obey Maxwell-Boltzmann statistics. This repeats the history of particle statistics on the greater field of process statistics.
The Clifford statistics studied below is proposed primarily for the elementary processes of nature. We apply it here to toy models of particles in ordinary space-time to familiarize ourselves with its properties. In our construction, the representation space of the permutation group is the whole (spinor) space of the composite. The permutation group is not assumed to be a symmetry of the Hamiltonian or of its ground subspace any longer. It is used as a dynamical group, not a symmetry group.
## 4 NO QUANTIFICATION WITHOUT REPRESENTATION
If we have defined how, for example, one translates individuals, this should define a way to translate the ensemble. We shall require of a quantification that any unitary transformation on an individual quantum entity induces a unitary transformation on the quantified system, defined by the quantifier.
This does not imply that, for example, the actual time-translation of an ensemble is carried out by translating the individuals. This would imply that the Hamiltonians combine additively, without interaction. There is still room for arbitrary interaction. The representation principle means only that there is a well-defined time-translation without interaction. This gives a physical meaning to interaction: it is the difference between the induced time translation generator and the actual one.
Thus we posit that an arbitrary ($``$-)unitary transformation $`U:V_\text{I}V_\text{I},\psi U\psi `$ of the individual ket-space $`V_\text{I}`$, also act naturally on the quantified mode space $`V_\text{S}`$ through an operator $`\widehat{U}:V_\text{S}V_\text{S}`$, defining a representation of the individual unitary group. This is the representation principle.
Then $`U`$ also acts on the algebra $`𝒜_\text{S}`$ according to
$`\widehat{U}:𝒜_\text{S}𝒜_\text{S},\widehat{\psi }\widehat{U\psi }=\widehat{U}\widehat{\psi }\widehat{U}^1.`$ (19)
Every unitary transformation $`U:V_\text{I}V_\text{I}`$ infinitesimally different from the identity is defined by a generator $`G`$:
$$U=1+G\delta \theta ,$$
(20)
where $`G=G^{}:V_\text{I}V_\text{I}`$ is anti-Hermitian and $`\delta \theta `$ is an infinitesimal parameter. The infinitesimal anti-Hermitian generators $`G`$ make up the Lie algebra $`d\mathrm{U}_\text{I}`$ of the unitary group $`\mathrm{U}_\text{I}`$ of the one-body theory.
By the representation principle, each individual generator $`G`$ induces a quantified generator $`\widehat{G}𝒜_\text{S}`$ of the quantified system, defined (up to an added constant) by its adjoint action on $`𝒜_\text{S}`$:
$$\widehat{G}:\widehat{\psi }\widehat{G\psi }=[\widehat{G},\widehat{\psi }];$$
(21)
and (21) and (23) define a representation (Lie homomorphism) $`R_Q:d\mathrm{U}_\text{I}d\mathrm{U}_\text{S}`$ of the individual Lie algebra $`d\mathrm{U}_\text{I}`$ in the quantified Lie algebra $`d\mathrm{U}_\text{S}`$.
Since
$$G=\underset{a,b}{}e_aG^a{}_{b}{}^{}e_{}^{b}$$
(22)
holds by the completeness of the basis $`e_a`$ and the reciprocal basis $`e^a`$, we can express the quantified generator $`\widehat{G}`$ by
$$\widehat{G}:=Q^{^{}}GQ=\underset{a,b}{}Q{}_{}{}^{}{}_{a}{}^{}G_{}^{a}{}_{b}{}^{}Q_{}^{b}\underset{a,b}{}\widehat{e}_aG^a{}_{b}{}^{}\widehat{e}_{}^{b}.$$
(23)
The representation principle holds for the usual statistics (M-B, F-D, B-E) and for the Clifford statistics discussed below.
Proposition: If $`\mathrm{Q}`$ is a quantifier for a linear statistics then
$$[\widehat{G},Q{}_{}{}^{}\psi ]=GQ{}_{}{}^{}\psi $$
(24)
hold for all anti-Hermitian generators $`G`$.
Proof: We have
$`[\widehat{G},Q{}_{}{}^{}\psi ]`$ $`=`$ $`G_{}^{a}{}_{b}{}^{}\left(\widehat{e}_a\widehat{e}^bQ{}_{}{}^{}\psi Q{}_{}{}^{}\psi \widehat{e}_a\widehat{e}^b\right)`$ (25)
$`=`$ $`G_{}^{a}{}_{b}{}^{}\left(\widehat{e}_a(e^b\psi +(1)^\kappa Q{}_{}{}^{}\psi \widehat{e}^b)Q{}_{}{}^{}\psi \widehat{e}_a\widehat{e}^b\right)`$ (26)
$`=`$ $`G_{}^{a}{}_{b}{}^{}\widehat{e}_ae^b\psi `$ (27)
$`=`$ $`G_{}^{a}{}_{b}{}^{}\widehat{e}_a\psi ^b`$ (28)
$`=`$ $`GQ{}_{}{}^{}\psi .`$ (29)
Here $`\kappa =1`$ for Fermi statistics and 0 for Bose.
If $`𝒜`$ is any algebra, by the commutator algebra $`\mathrm{\Delta }𝒜`$ of $`𝒜`$ we mean the Lie algebra on the elements of $`𝒜`$ whose product is the commutator $`[a,b]=abba`$ in $`𝒜`$. By the commutator algebra of a quantum system $`\mathrm{I}`$ we mean that of its operator algebra $`𝒜_\text{I}`$.
In the usual cases of Bose and Fermi statistics, and not in the cases of complex and real Clifford statistics discussed below, the quantification rule (23) defines a Lie isomorphism, $`\mathrm{\Delta }𝒜_\text{I}\mathrm{\Delta }𝒜_\text{S}`$, from the commutator algebra of the individual to that of the quantified system. Namely, if $`H`$ and $`P`$ are two (arbitrary) operators acting on the one-body ket-space, then
$$\widehat{[H,P]}=[\widehat{H},\widehat{P}].$$
(30)
Explicitly,
$`[\widehat{H},\widehat{P}]`$ $`=`$ $`\widehat{H}\widehat{P}\widehat{P}\widehat{H}`$ (31)
$`=`$ $`\widehat{e}_rH_{}^{r}{}_{s}{}^{}\widehat{e}^s\widehat{e}_tP_{}^{t}{}_{u}{}^{}\widehat{e}^u\widehat{e}_tP_{}^{t}{}_{u}{}^{}\widehat{e}^u\widehat{e}_rH_{}^{r}{}_{s}{}^{}\widehat{e}^s`$ (32)
$`=`$ $`H_{}^{r}{}_{s}{}^{}P_{}^{t}{}_{u}{}^{}(\widehat{e}_r\widehat{e}^s\widehat{e}_t\widehat{e}^u\widehat{e}_t\widehat{e}^u\widehat{e}_r\widehat{e}^s)`$ (33)
$`=`$ $`H_{}^{r}{}_{s}{}^{}P_{}^{t}{}_{u}{}^{}(\widehat{e}_r(\delta _t^s\pm \widehat{e}_t\widehat{e}^s)\widehat{e}^u\widehat{e}_t\widehat{e}^u\widehat{e}_r\widehat{e}^s)`$ (34)
$`=`$ $`H_{}^{r}{}_{s}{}^{}P_{}^{t}{}_{u}{}^{}(\widehat{e}_r\delta _t^s\widehat{e}^u\pm \widehat{e}_r\widehat{e}_t\widehat{e}^s\widehat{e}^u\widehat{e}_t\widehat{e}^u\widehat{e}_r\widehat{e}^s)`$ (35)
$`=`$ $`H_{}^{r}{}_{s}{}^{}P_{}^{t}{}_{u}{}^{}(\widehat{e}_r\delta _t^s\widehat{e}^u\pm \widehat{e}_t\widehat{e}_r\widehat{e}^u\widehat{e}^s\widehat{e}_t\widehat{e}^u\widehat{e}_r\widehat{e}^s)`$ (36)
$`=`$ $`H_{}^{r}{}_{s}{}^{}P_{}^{t}{}_{u}{}^{}(\widehat{e}_r\delta _t^s\widehat{e}^u\pm \widehat{e}_t(\delta _r^u\pm \widehat{e}^u\widehat{e}_r)\widehat{e}^s\widehat{e}_t\widehat{e}^u\widehat{e}_r\widehat{e}^s)`$ (37)
$`=`$ $`H_{}^{r}{}_{s}{}^{}P_{}^{t}{}_{u}{}^{}(\widehat{e}_r\delta _t^s\widehat{e}^u\widehat{e}_t\delta _r^u\widehat{e}^s)`$ (38)
$`=`$ $`\widehat{e}_r(H_{}^{r}{}_{t}{}^{}P_{}^{t}{}_{u}{}^{}P_{}^{r}{}_{t}{}^{}H_{}^{t}{}_{u}{}^{})\widehat{e}^u`$ (39)
$`=`$ $`\widehat{[H,P]}.`$ (40)
This implies that for B-E and F-D statistics, the quantification rule (23) can be extended from the unitary operators and their anti-Hermitian generators to the whole operator algebra of the quantified system.
## 5 CLIFFORD QUANTIFICATION
Now let the one-body mode space $`V_\text{I}=\text{}^{N_+,N_{}}=N_+\text{}N_{}\text{}`$ be a real quadratic space of dimension $`N=N_++N_{}`$ and signature $`N_+N_{}`$. Denote the symmetric metric form of $`V_\text{I}`$ by $`g=(g_{ab}):=(e_a^{}e_b)`$. We do not assume that $`g`$ is positive-definite.
We define Clifford quantification (10) by
(1) the Clifford-like generating relations
$`\widehat{\psi }\widehat{\varphi }+\widehat{\varphi }\widehat{\psi }`$ $`=`$ $`{\displaystyle \frac{\zeta }{2}}\psi {}_{}{}^{}\varphi `$ (41)
for all $`\varphi ,\psi V_\text{I}`$, where $`\zeta `$ is a $`\pm `$ sign that can have either value.
(2) the Hermiticity condition (8)
$$\widehat{e}_a^{}=g_{ab}\widehat{e}^b,$$
(42)
(3) a rule for raising and lowering indices
$$\widehat{e}_a:=\zeta ^{}g_{ab}\widehat{e}^b,$$
(43)
where $`\zeta ^{}`$ is another $`\pm `$ sign, and
(4) the definition (23) to quantify one-body generators.
Here $`\zeta =\pm 1`$ covers the two different conventions used in the literature. In Sec. 6 we will see that $`\zeta =\zeta ^{}`$, and that $`\zeta =\zeta ^{}=+1`$ and $`\zeta =\zeta ^{}=1`$ are both allowed physically at the present theoretical stage of development. They lead to two different real quantifications, with either Hermitian or anti-Hermitian Clifford units.
For the quantified basis elements of $`V_\mathrm{I}`$ (41) leads to
$`\widehat{e}_a\widehat{e}_b+\widehat{e}_b\widehat{e}_a`$ $`=`$ $`{\displaystyle \frac{\zeta }{2}}g_{ab}.`$ (44)
The $`\psi `$’s, which are assigned grade 1 and taken to be either Hermitian or anti-Hermitian, generate a graded $``$-algebra that we call the free Clifford $``$-algebra associated with $`\text{}^{N_+,N_{}}`$ and write as $`\text{Cliff}(N_+,N_{})`$ $`\text{Cliff}(N_\pm )`$. $`\text{Cliff}(N_\pm )`$ contains a double-valued (or projective) representation of the permutation group $`S_N`$.
Clifford statistics assembles cliffordons individually described by vectors into a composite described by spinors, which we call a squadron. We intend the -on suffix to remind us that unlike the common statistics the Clifford statistics has no classical correspondent.
A cliffordon is a hypothetical quantum-physical entity, like an electron, not to be confused with a mathematical object like a spinor or an operator. We cannot describe a cliffordon completely, but we represent our actions on a squadron of cliffordons adequately by operators in a Clifford algebra of operators. One encounters cliffordons only in permuting them, never in creating or annihilating them as individuals.
In assuming a real vector space of quantum modes instead of a complex one, we give up $`i`$-invariance but retain quantum superposition $`a\psi +b\varphi `$ with real coefficients. Our theory is non-linear from the complex point of view. Others considered non-linear quantum theories, but gave up real superposition as well as $`i`$-invariance ,. We are not that non-linear.
## 6 QUANTIFYING OBSERVABLES
In the usual statistics, the quantifier $`Q`$ can be usefully extended from the Lie algebra of the individual to the commutator algebra of the individual; that is, from anti-Hermitian operators to all operators. This is not the case for Clifford quantification. There the quantification of any symmetric operator is a scalar, in virtue of Clifford’s law, and so the commutator of any two operators is just the commutator of their antisymmetric parts. A straightforward calculation shows that
$`[\widehat{H},\widehat{P}]`$ $`=`$ $`\widehat{H}\widehat{P}\widehat{P}\widehat{H}`$ (45)
$`=`$ $`\zeta \zeta ^{}\left({\displaystyle \frac{1}{2}}\widehat{[H,P]}+{\displaystyle \frac{1}{4}}\left(\widehat{[P,H{}_{}{}^{}]}+\widehat{[P{}_{}{}^{},H]}\right)\right).`$
The three simplest cases are
1. $`H=H^{}`$, $`H^{}=H^{}^{}`$ $``$ $`[\widehat{H},\widehat{H}^{}]=0`$;
2. $`H=H^{}`$, $`G_1=G_1^{}`$ $``$ $`[\widehat{H},\widehat{G}_1]=0`$;
3. $`G=G^{}`$, $`G^{}=G^{}^{}`$ $``$ $`[\widehat{G},\widehat{G}^{}]=\zeta \zeta ^{}\widehat{[G,G^{}]}`$.
Thus Clifford quantification respects the commutation relations for anti-Hermitian generators if and only if $`\zeta =\zeta ^{}=+1`$ or $`\zeta =\zeta ^{}=1`$; but not for Hermitian observables, contrary to the Bose and Fermi quantifications, which respect both.
## 7 NAYAK-WILCZEK STATISTICS
The complex graded algebra generated by the $`\psi `$’s with the relations (41) is called the complex Clifford algebra $`\text{Cliff}_{\text{}}(N)`$ over $`\text{}^{N_+,N_{}}`$. It is isomorphic to the full complex matrix algebra $`\text{}(2^n)\text{}(2^n)`$ for even $`N=2n`$, and to the direct sum $`\text{}(2^n)\text{}(2^n)\text{}(2^n)\text{}(2^n)`$ for odd $`N=2n+1`$. We regard $`\text{Cliff}_{\text{}}(N)`$ as the kinematic algebra of the complex Clifford composite. As a vector space, it has dimension $`2^N`$.
Schur used complex spinors and complex Clifford algebra to represent permutations some years before Cartan used them to represent rotations. There is a fairly widespread view that spinors may be more fundamental than vectors, since vectors may be expressed as bilinear combinations of spinors. One of us took this direction in much of his work. Clifford statistics support the opposite view. There a vector describes an individual, a spinor an aggregate. Wilczek and Zee seem to have been the first to recognize that spinors represent composites in a physical context, although this is implicit in the Chevalley construction of spinors within a Grassmann algebra.
For dimension $`N=3`$ spinors have as many parameters as vectors, but for higher $`N`$ the number of components of the spinors associated with $`\text{Cliff}(N_\pm )`$ grows exponentially with $`N`$. The physical relevance of this irreducible double-valued (or projective) representation of the permutation group $`S_N`$ was recognized by Nayak and Wilczek in a theory of the fractional quantum Hall effect. We call the complex statistics based on $`\text{Cliff}_{\text{}}(N)`$ the Nayak-Wilczek or N-W statistics.
Clifford statistics, unlike the more familiar particle statistics , provides no creators or annihilators. With each individual mode $`e_a`$ of the quantified system they associate a Clifford unit $`\gamma _a=2Q_{a}^{}{}_{}{}^{}`$.
We may represent any swap (transposition of two cliffordons, say 1 and 2) by the difference of the corresponding Clifford units
$$t_{12}:=\frac{1}{\sqrt{2}}(\gamma _1\gamma _2).$$
(46)
and represent an arbitrary permutation, which is a product of elementary swaps, by the product of their representations. That is, as direct computation shows, this defines a projective homomorphism from $`\text{S}_N`$ into the Clifford algebra generated by the $`\gamma _k`$.
By definition, the number $`N`$ of cliffordons in a squadron is the dimensionality of the individual initial mode space $`V_\text{I}`$. $`N`$ is conserved rather trivially, commuting with every Clifford element. We can change this number only by varying the dimensionality of the one-body space. In one use of the theory, we can do this, for example, by changing the space-time 4-volume of the corresponding experimental region. Because our theory does not use creation and annihilation operators, an initial action on the squadron represented by a spinor $`\xi `$ should be viewed as some kind of spontaneous transition condensation into a coherent mode, analogous to the transition from the superconducting to the many-vertex mode in a type-II superconductor. The initial mode of a set or sib of (F-D or B-E) quanta can be regarded as a result of possibly entangled creation operations. That of a squadron of cliffordons cannot.
As with (25), let us verify that definition (23) is consistent in the Clifford case:
$`[\widehat{G},Q{}_{}{}^{}\psi ]`$ $`=`$ $`G_{}^{a}{}_{b}{}^{}\left(\widehat{e}_a\widehat{e}^bQ{}_{}{}^{}\psi Q{}_{}{}^{}\psi \widehat{e}_a\widehat{e}^b\right)`$ (47)
$`=`$ $`{\displaystyle \frac{1}{2}}G_{}^{a}{}_{b}{}^{}\left(\widehat{e}_a\psi ^b+\psi _a\widehat{e}^b\right)`$ (48)
$`=`$ $`GQ{}_{}{}^{}\psi .`$ (49)
This shows that $`Q{}_{}{}^{}\psi `$ transforms correctly under the infinitesimal unitary transformation of $`\text{}^{N_+,N_{}}`$ (cf. ).
## 8 BREAKING $`i`$ INVARIANCE
Thus we cannot construct useful Hermitian variables of a squadron by applying the quantifier to the Hermitian variables of the individual cliffordon.
This is closely related to fact that the real initial mode space $`\text{}^{N_\pm }`$ of a cliffordon has no special operator to replace the imaginary unit $`i`$ of the standard complex quantum theory. The fundamental task of the imaginary element $`i`$ in the algebra of complex quantum physics is precisely to relate conserved Hermitian observables $`H`$ and anti-Hermitian generators $`G`$ by
$$H=i\mathrm{}G.$$
(50)
To perform this function exactly, the operator $`i`$ must commute exactly with all observables.
The central operators $`x`$ and $`p`$ of classical mechanics are contractions of noncentral operators $`\stackrel{˘}{x}`$ and $`\stackrel{˘}{p}=i\mathrm{}/\stackrel{˘}{x}`$ . In the limit of large numbers of individuals organized coherently into suitable condensate modes, the expanded operators of the quantum theory contract into the central operators of the classical theory. Condensations produce nearly commutative variables.
Likewise we expect the central operator $`i`$ to be a contraction of a non-central operator $`\stackrel{˘}{i}`$ similarly resulting from a condensation in a limit of large numbers. In the simpler expanded theory, $`\stackrel{˘}{i}`$, the correspondent of $`i`$, is not central.
One clue to the nature of $`\stackrel{˘}{i}`$ and the locus of its condensation is how the operator $`i`$ behaves when we combine separate systems. Since infinitesimal generators $`G,G^{},\mathrm{}`$ combine by addition, the imaginaries $`i,i^{},\mathrm{}`$ of different individuals must combine by identification
$$i=i^{}=\mathrm{}$$
(51)
for (50) to hold exactly, and nearly so for (50) to hold nearly. The only other variables in present physics that combine by identification in this way are the time $`t`$ of clasical mechanics and the space-time coordinates $`x^\mu `$ of field theories. All systems in an ensemble must have about the same $`i`$, just as all particles have about the same $`t`$ in the usual instant-based formulation, and all fields have about the same space-time variables $`x^\mu `$ in field theory. We identify the variables $`t`$ and $`x^\mu `$ for different systems because they are set by the experimenter, not the system. This suggests that the experimenter, or more generally the environment of the system, mainly defines the operator $`i`$. The central operators $`x,p`$ characterize a small system that results from the condensation of many particles. The central operator $`i`$ must result from a condensation in the environment; we take this to be the same condensation that forms the vacuum and the spatiotemporal structure represented by the variables $`x^\mu `$ of the standard model.
The existence of this contracted $`i`$ ensures that at least approximately, every Lie commutation relation between dimensionless anti-Hermitian generators $`A,B,C`$ of the standard complex quantum theory,
$`[A,B]=C,`$ (52)
corresponds to a commutation relation between Hermitian variables $`i\mathrm{}A`$, $`i\mathrm{}B`$, $`i\mathrm{}C`$:
$`[i\mathrm{}A,i\mathrm{}B]=i\mathrm{}(i\mathrm{}C).`$ (53)
It also tells us that this correspondence is not exact in nature.
Stückelberg reformulated complex quantum mechanics in the real Hilbert space $`\text{}^{2N}`$ of twice as many dimensions by assuming a special real antisymmetric operator $`J:\text{}^{2N}\text{}^{2N}`$ commuting with all of the variables of the system.
A real $``$ or Hilbert space has no such operator. For example, in $`\text{}^2`$ the operator
$$E:=\left[\begin{array}{cc}\epsilon _1& 0\\ 0& \epsilon _2\end{array}\right]$$
(54)
is a symmetric operator with an obvious spectral decomposition representing, according to the usual interpretation, two selection operations performed on the system, and cannot be written in the form $`G=J\mathrm{}E`$ relating it to some antisymmetric generator $`G`$ for any real antisymmetric $`J`$ commuting with $`E`$.
On the other hand, if we restrict ourselves to observable operators of the form
$$E^{}:=\left[\begin{array}{cc}\epsilon & 0\\ 0& \epsilon \end{array}\right],$$
(55)
we can use the operator $`J`$,
$$J:=\left[\begin{array}{cc}0& 1\\ 1& 0\end{array}\right],$$
(56)
to restore the usual connection between symmetry transformations and corresponding observables. This restriction can be generalized to any even number of dimensions .
## 9 BREAKDOWN OF THE EXPECTATION VALUE FORMULA
For a system described in terms of a general real Hilbert space there is no simple relation of the form $`G=\frac{i}{\mathrm{}}H`$ between the symmetry generators and the observables: the usual notions of Hamiltonian and momentum are meaningless in that case. This amplifies our earlier observation that Clifford quantification $`A\widehat{A}`$ respects the Lie commutation relations among anti-Hermitian generators, not Hermitian observables.
Operationally, this means that selective acts of individual and quantified cliffordons use essentially different sets of filters. This is not the case for complex quantum mechanics and the usual statistics. There some important filters for the composite are simply assemblies of filters for the individuals.
Again, in the complex case the expectation value formula for an assembly
$$\text{Av}X=\psi {}_{}{}^{}X\psi /\psi {}_{}{}^{}\psi $$
(57)
is a consequence of the eigenvalue principle for individuals, rather than an independent assumption . The argument presented in assumes that the individuals over which the average is taken combine with Maxwell-Boltzmann statistics. For highly excited systems this is a good approximation even if the individuals have F-D or B-E or other tensorial statistics. It is not necessarily a good approximation for cliffordons, which have spinorial, not tensorial, statistics.
## 10 SPIN-1/2 COMPLEX CLIFFORD MODEL
In this section we present a simplest possible model of a complex Clifford composite. The resulting many-body energy spectrum is isomorphic to that of a sequence of spin-1/2 particles in an external magnetic field.
Recall that in the usual complex quantum theory the Hamiltonian is related to the infinitesimal time-translation generator $`G=G^{}`$ by $`G=iH`$. Quantifying $`H`$ gives the many-body Hamiltonian. In the framework of spinorial statistics, as discussed above, this does not work, and quantification in principle applies to the anti-Hermitian time-translation generator $`G`$, not to the Hermitian operator $`H`$. Our task now is to choose a particular generator and to study its quantified properties.
We assume an even-dimensional real initial-mode space $`V_\text{I}=\text{}^{2n}`$ for the quantum individual, and consider the dynamics with the simplest non-trivial time-translation generator
$`G:=\epsilon \left[\begin{array}{cc}\mathrm{𝟎}_n& \mathrm{𝟏}_n\\ \mathrm{𝟏}_n& \mathrm{𝟎}_n\end{array}\right]`$ (58)
where $`\epsilon `$ is a constant energy coefficient.
The quantified time-translation generator $`\widehat{G}`$ then has the form
$`\widehat{G}`$ $`:=`$ $`{\displaystyle \underset{l,j}{\overset{N}{}}}\widehat{e}_lG^l{}_{j}{}^{}\widehat{e}_{}^{j}`$ (59)
$`=`$ $`\epsilon {\displaystyle \underset{k=1}{\overset{n}{}}}(\widehat{e}_{k+n}\widehat{e}^k\widehat{e}_k\widehat{e}^{k+n})`$ (60)
$`=`$ $`+\epsilon {\displaystyle \underset{k=1}{\overset{n}{}}}(\widehat{e}_{k+n}\widehat{e}_k\widehat{e}_k\widehat{e}_{k+n})`$ (61)
$`=`$ $`2\epsilon {\displaystyle \underset{k=1}{\overset{n}{}}}\widehat{e}_{k+n}\widehat{e}_k`$ (62)
$``$ $`{\displaystyle \frac{1}{2}}\epsilon {\displaystyle \underset{k=1}{\overset{n}{}}}\gamma _{k+n}\gamma _k.`$ (63)
By Stone’s theorem, the generator $`\widehat{G}`$ of time translation in the spinor space of the complex Clifford composite of $`N=2n`$ individuals can be factored into a Hermitian $`H^{(N)}`$ and an imaginary unit $`i`$ that commutes strongly with $`H^{(N)}`$:
$$\widehat{G}=iH^{(N)}.$$
(64)
We suppose that $`H^{(N)}`$ corresponds to the Hamiltonian and seek its spectrum.
We note that by (59), $`\widehat{G}`$ is a sum of $`n`$ commuting anti-Hermitian algebraically independent operators $`\gamma _{k+n}\gamma _k,k=1,2,\mathrm{},n`$, $`(\gamma _{k+n}\gamma _k)^{}=\gamma _{k+n}\gamma _k`$, $`(\gamma _{k+n}\gamma _k)^2=1^{(N)}`$.
We use the well-known $`2^n\times 2^n`$ complex matrix representation of the $`\gamma `$-matrices of the complex universal Clifford algebra associated with the real quadratic space $`\text{}^{2n}`$ (Brauer and Weyl ):
$`\gamma _{2j1}=\sigma _3\mathrm{}\sigma _3\sigma _1\mathrm{𝟏}\mathrm{}\mathrm{𝟏},`$ (65)
$`\gamma _{2j}=\sigma _3\mathrm{}\sigma _3\sigma _2\mathrm{𝟏}\mathrm{}\mathrm{𝟏},`$ (66)
$`j=1,\mathrm{\hspace{0.17em}2},\mathrm{\hspace{0.17em}3},\mathrm{},n,`$ (67)
where $`\sigma _1`$, $`\sigma _2`$ occur in the $`j`$-th position, the product involves $`n`$ factors, and $`\sigma _1`$, $`\sigma _2`$, $`\sigma _3`$ are the Pauli matrices. The representation of the corresponding permutation group $`S_{2n}`$ is reducible. We can simultaneously diagonalize the $`2^n\times 2^n`$ matrices representing the commuting operators $`\gamma _{k+n}\gamma _k`$, and use their eigenvalues, $`\pm i`$, to find the spectrum $`\lambda `$ of $`\widehat{G}`$, and consequently of $`H^{(N)}`$.
A simple calculation shows that the spectrum of $`\widehat{G}`$ consists of the eigenvalues
$$\lambda _k=\frac{1}{2}\epsilon (n2k)i,k=0,\mathrm{\hspace{0.17em}1},\mathrm{\hspace{0.17em}2},\mathrm{},n,$$
(68)
with multiplicity
$$\mu _k=C_k^n:=\frac{n!}{k!(nk)!}.$$
(69)
The spectrum of eigenvalues of the Hamiltonian $`H^{(N)}`$ then consists of $`n+1`$ energy levels
$$E_k=\frac{1}{2}(n2k)\epsilon ,$$
(70)
with degeneracy $`\mu _k`$. Thus $`E_k`$ ranges over the interval
$$\frac{1}{4}N\epsilon <E<\frac{1}{4}N\epsilon ,$$
(71)
in steps of $`\epsilon `$, with the given degeneracies.
Thus the spectrum of the structureless $`N`$-body complex Clifford composite is the same as that of a system of $`N`$ spin-1/2 Maxwell-Boltzmann particles of magnetic moment $`\mu `$ in a magnetic field H, with the identification
$$\frac{1}{4}\epsilon =\mu H.$$
(72)
Even though we started with such a simple one-body time-translation generator as (58), the spectrum of the resulting many-body Hamiltonian possesses some complexity, reflecting the fact that the units in the composite are distinguishable, and their swaps generate the dynamical variables of the system.
This spin-1/2 model does not tell us how to swap two Clifford units experimentally. Like the phonon model of the harmonic oscillator, the statistics of the individual quanta enters the picture only through the commutation relations among the fundamental operators of the theory.
## 11 REAL CLIFFORD STATISTICS
Real Clifford quantification establishes a morphism (23) from the Lie algebra of the individual into that of the composite. The proof for real Clifford statistics parallels that for the complex Clifford case closely.
According to the Periodic Table of the Spinors , the free (or universal) Clifford algebra $`\text{Cliff}_{\text{}}(N_+,N_{})`$ is algebra-isomorphic to the endomorphism algebra of a module $`\mathrm{\Sigma }(N_+,N_{})`$ over a ring $`(N_+,N_{})`$. We give the table to simplify reference to it (here $`\zeta =1`$):
$$\begin{array}{ccccccccccccccc}& N_{}& 0& 1& 2& 3& 4& 5& 6& 7& \mathrm{}& & & & \\ & & & & & & & & & & & & & & \\ N_+\hfill & & & & & & & & & & & & & & \\ 0\hfill & & \text{}& \text{}_2& 2\text{}& 2\text{}& 2\text{}& 2\text{}_2& 4\text{}& 8\text{}& \mathrm{}& & & & \\ 1\hfill & & \text{}& 2\text{}& 2\text{}_2& 4\text{}& 4\text{}& 4\text{}& 4\text{}_2& 8\text{}& \mathrm{}& & & & \\ 2\hfill & & \text{}& \text{}_2& 4\text{}& 4\text{}_2& 8\text{}& 8\text{}& 8\text{}& 8\text{}_2& \mathrm{}& & & & \\ 3\hfill & & \text{}_2& 2\text{}& 4\text{}& 8\text{}& 8\text{}_2& 16\text{}& 16\text{}& 16\text{}& \mathrm{}& & & & \\ 4\hfill & & 2\text{}& 2\text{}_2& 4\text{}& 8\text{}& 16\text{}& 16\text{}_2& 32\text{}& 32\text{}& \mathrm{}& & & & \\ 5\hfill & & 4\text{}& 4\text{}& 4\text{}_2& 8\text{}& 16\text{}& 32\text{}& 32\text{}_2& 64\text{}& \mathrm{}& & & & \\ 6\hfill & & 8\text{}& 8\text{}& 8\text{}& 8\text{}_2& 16\text{}& 32\text{}& 64\text{}& 64\text{}_2& \mathrm{}& & & & \\ 7\hfill & & 8\text{}_2& 16\text{}& 16\text{}& 16\text{}& 16\text{}_2& 32\text{}& 64\text{}& 128\text{}& \mathrm{}& & & & \\ \mathrm{}\hfill & & \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}& & & & & \end{array}$$
(73)
It shows that the ring of coefficients $`(N_+,N_{})`$ varies periodically with period 8 in each of the dimensionalities $`N_+`$ and $`N_{}`$ of $`V_\text{I}`$, and is a function of signature $`N_+N_{}`$ alone. In the first cycle, $`N_+N_{}=0,1,\mathrm{},7`$, and $`=\text{},\text{},\text{},\text{}\text{},\text{},\text{},\text{},\text{}\text{}`$, respectively. Then the cycle repeats ad infinitum.
In our application the module $`\mathrm{\Sigma }(N_+,N_{})`$, the spinor space supporting $`\text{Cliff}_{\text{}}(N_+,N_{})`$, serves as the initial mode space of a squadron of $`N`$ real cliffordons. $`(N_\pm )`$ we call the spinor coefficient ring for $`\text{Cliff}_{\text{}}(N_+,N_{})`$.
## 12 PERMUTATIONS
In the standard statistics there is a natural way to represent permutations of individuals in the $`N`$-body composite. Each $`N`$-body ket is constructed by successive action of $`N`$ creation operators on the special vacuum mode. Any permutation of individuals can be achieved by permuting these creation operators in the product. The identity and alternative representations of the permutation group $`S_N`$ in the B-E and F-D cases then follow from the defining relations of Sec. 2.
In the case of Clifford statistics, some things are different. There is still an operator associated with each cliffordon; now it is a Clifford unit. Permutations of cliffordons are still represented by operators on a many-body $``$ space. But the mode space on which these operators act is now a spinor space, and its basis vectors are not constructed by creation operators acting on a special “vacuum” ket.
The Clifford representation of the permutation group that we have employed is reducible into two irreducible Schur representations. It is a bit easier to write than Schur’s because our individual operators $`\gamma _i`$ anticommute exactly, corresponding to exactly orthogonal directions in the one-body mode space, like the generators of Dirac’s Clifford algebra. In Schur’s irreducible representation (slightly simplified) these operators are replaced by their projections normal to the principle diagonal direction $`n:=\gamma _i/\sqrt{N}`$, which is invariant under all permutations. The corresponding angles are those subtended by the edges of a regular simplex of $`N`$ vertices in $`N1`$ dimensions as seen from the center. These angles are all determined by
$$\mathrm{cos}^2\theta =\frac{1}{N1}.$$
(74)
They differ from $`\pi /2`$ by an angle that vanishes for large $`N`$ like $`1/N`$.
## 13 EMERGENCE OF A QUANTUM $`i`$
The Periodic Table of the Spinors (section 11) suggests another origin for the complex $`i`$ of quantum theory, and one that is not approximately central but exactly central. Some Clifford algebras $`\text{Cliff}_{\text{}}(N_+,N_{})`$ have the spinor coefficient ring , containing an element $`i`$. Multiplication by this $`i`$ then represents an operator in the center of the Clifford algebra, which we designate also by $`i`$. We may use $`i`$-multiplication to represent the top element $`\gamma ^{}`$ whenever $`\gamma ^{}`$ is central and has square $`1`$. This $`i\text{Cliff}_{\text{}}(N_\pm )`$ corresponds to the $`i`$ of complex quantum theory.
$`\text{Cliff}_{\text{}}(1,0)`$ contains such an $`i`$ but is commutative. According to the Periodic Table (with the choice of $`\zeta =1`$), the smallest non-commmutative Clifford algebras of Euclidean signature with complex spinor coefficients are $`\text{Cliff}_{\text{}}(0,3)`$ with negative Euclidean signature, and $`\text{Cliff}_{\text{}}(5,0)`$ with positive Euclidean signature. Triads or pentads of such cliffordons could underlie the physical “elementary” particles, giving rise to complex quantum mechanics within the real. We consider these two cases in turn.
$`\text{Cliff}_{\text{}}(0,3)=\text{}(2)`$ has the familiar Pauli representation $`\gamma _1:=i\sigma _1,\gamma _2:=i\sigma _2,\gamma _3:=i\sigma _3`$ with $`\zeta =1`$. We choose a particular one-cliffordon dynamics of the form
$$G:=\left[\begin{array}{ccc}0& V& 0\\ V& 0& \epsilon \\ 0& \epsilon & 0\end{array}\right].$$
(75)
Quantification (23) of $`G`$ gives
$$\widehat{G}=iH^{(3)}$$
(76)
with the Hamiltonian
$$H^{(3)}=\frac{1}{2}\left[\begin{array}{cc}V& \epsilon \\ \epsilon & V\end{array}\right].$$
(77)
This is also the Hamiltonian for a generic two-level quantum-mechanical system (with the energy separation $`\epsilon `$) in an external potential field $`V`$, like the ammonia molecule in a static electric field discussed in .
$`\text{Cliff}_{\text{}}(5,0)=\text{}(4)`$ has the matrix representation $`\gamma _1:=i\sigma _1\mathrm{𝟏},\gamma _2:=i\sigma _2\mathrm{𝟏},\gamma _3:=i\sigma _3\sigma _1,\gamma _4:=i\sigma _3\sigma _2,\gamma _5:=i\sigma _3\sigma _3`$, again with $`\zeta =1`$. Its top Clifford unit is $`\gamma ^{}:=_k\gamma _k=\gamma ^{}=\gamma ^1`$ with eigenvalues $`\pm 1`$. We choose a specimen dynamics (for the individual cliffordon) in the form
$$G:=\left[\begin{array}{ccccc}0& V& 0& 0& 0\\ V& 0& 0& 0& 0\\ 0& 0& 0& 0& 0\\ 0& 0& 0& 0& 0\\ 0& 0& 0& 0& 0\end{array}\right].$$
(78)
Quantification (23) of $`G`$ gives
$$\widehat{G}=iH^{(5)}$$
(79)
with the Hamiltonian
$$H^{(5)}=\frac{1}{2}V\left[\begin{array}{cccc}1& 0& 0& 0\\ 0& 1& 0& 0\\ 0& 0& 1& 0\\ 0& 0& 0& 1\end{array}\right].$$
(80)
The two examples considered above show how a squadron of several real cliffordons can obey a truly complex quantum theory.
## 14 FERMI AND CLIFFORD STATISTICS
The F-D algebra of creators and annihilators is a special case of a Clifford algebra over a quadratic space with neutral quadratic form, called the quantum algebra by Saller and the mother algebra by Doran et al. . Is F-D statistics ever a special case of Clifford statistics? Specifically, are their $``$-algebras ever isomorphic?
From the $`N`$ annihilators $`a_k`$ of the complex F-D statistics we can form a sequence of anti-commuting hermitian square roots of unity
$$i_k=a_k+a_k{}_{}{}^{},i_{k+N}=\frac{a_ka_k^{}}{i}$$
(81)
Moreover, the complex $``$-algebra that these generate is a Clifford $``$-algebra $`\text{Cliff}(2N,0)`$. The transformation from the F-D generators to the Clifford is invertible. Therefore complex F-D statistics and complex Clifford statistics have isomorphic $``$-algebras.
The graded $``$-algebras are obviously not isomorphic. The two grade operators do not even commute.
The question is more complicated for the real Fermi and Clifford quantifications. We follow Doran et al. , among others.
In the real F-D formulation we begin with a real one-fermion $`n`$-dimensional space $`Fn\text{}`$ with no metric or adjoint. The F-D quantified algebra $`𝒜`$ has the bilinear associative product defined by the F-D relations
$`f_if_j+f_jf_i`$ $`=`$ $`0,`$
$`f_if^j+f^jf_i`$ $`=`$ $`\delta _i^j,`$ (82)
and the adjoint defined by
$$f_i{}_{}{}^{}:=f^i.$$
(83)
The $`f_i`$ are creation and $`f^j`$ are annihilation operators.
To present $`𝒜`$ as a Clifford algebra we form the direct sum
$$W=FF{}_{}{}^{}.$$
(84)
In a basis $`\{f_i,f^i\}_{i=1}^n`$ adapted to this direct sum, we define the following $`\text{GL}(V)`$-invariant metric for $`W`$:
$$g\left[\begin{array}{cc}0& 1/2\\ 1/2& 0\end{array}\right],$$
(85)
corresponding to
$$f_if_j=0,f^if^j=0,f^if_j=\frac{1}{2}\delta _j^i.$$
(86)
Since $`F`$ supports a quantum theory it too has a quadratic form $`:FF\text{}`$, which we assume to be Euclidean. We did not use $``$ in the construction of $`𝒜`$ and $`g`$.
We quantify this fermion by a mapping $`Q{}_{}{}^{}:W𝒜`$ into the $``$-algebra of the composite. For brevity we write $`f_i`$ for $`Q{}_{}{}^{}f_{i}^{}`$ as is also customary.
The quantification $`Q`$ has the representation property. In the F-D case this means that $`Q`$ represents the orthogonal group $`\text{SO}(F,)`$ in $`𝒜`$; in fact it represents the larger group $`\text{GL}(F)`$, for $``$ has not entered into the definition of $`Q`$.
The basis $`\{\gamma _i,\stackrel{~}{\gamma }_i\}_{i=1}^n`$ defined by
$$\gamma _i:=f_i+f^i,\stackrel{~}{\gamma }_i:=f_if^i,$$
(87)
gives the metric $`g`$ of $`W`$ the diagonal form
$$g\left[\begin{array}{cc}1& 0\\ 0& 1\end{array}\right],$$
(88)
corresponding to
$$\gamma _i\gamma _j=1,\stackrel{~}{\gamma }_i\stackrel{~}{\gamma }_j=1,\stackrel{~}{\gamma }_i\gamma _j=0.$$
(89)
That is, $`W=E\stackrel{~}{E}`$ is a neutral quadratic space, with Eucidean subspace $`E`$ and anti-Euclidean subspace $`\stackrel{~}{E}`$.
The $`\gamma `$’s obey
$`\gamma _i\gamma _j+\gamma _j\gamma _i=+2\delta _{ij},`$
$`\stackrel{~}{\gamma }_i\stackrel{~}{\gamma }_j+\stackrel{~}{\gamma }_j\stackrel{~}{\gamma }_i=2\delta _{ij},`$
$`\stackrel{~}{\gamma }_i\gamma _j+\gamma _j\stackrel{~}{\gamma }_i=0.`$ (90)
Therefore the F-D algebra (14) is isomorphic to a real Clifford algebra $`\text{Cliff}(W,)=\text{Cliff}(E\stackrel{~}{E})`$.
Are the Clifford and F-D $``$-algebras also isomorphic?
With respect to the Fermi adjoint $``$, half of the Clifford generators (the $`\gamma _i`$) are Hermitian and the other half (the $`\stackrel{~}{\gamma }_i`$) are anti-Hermitian. In a Clifford $``$-algebra, however, all the generators are anti-Hermitian or Hermitian together. Therefore the Clifford-algebra generators $`\{\gamma _i,\stackrel{~}{\gamma }_i\}_{i=1}^n`$ are not Clifford $``$-algebra generators.
In some cases we construct suitable generators using the top element $`\stackrel{~}{\gamma }^{}`$ of $`\stackrel{~}{E}`$:
If the dimension $`n`$ of $`E`$ (and $`F`$) is a multiple of 4, then $`\overline{\gamma }_i:=\stackrel{~}{\gamma }^{}\stackrel{~}{\gamma }_i`$ anticommutes with the $`\gamma _j`$, and is Hermitian like the $`\gamma _j`$. Then the elements $`\{\gamma _i,\overline{\gamma }_i\}_{i=1}^n`$ generate a Clifford $``$-algebra with (cf. (14))
$`\gamma _i\gamma _j+\gamma _j\gamma _i=+2\delta _{ij},`$
$`\overline{\gamma }_i\overline{\gamma }_j+\overline{\gamma }_j\overline{\gamma }_i=+2\delta _{ij},`$
$`\overline{\gamma }_i\gamma _j+\gamma _j\overline{\gamma }_i=0,`$ (91)
which is isomorphic to the F-D algebra of $`F`$. Then the Clifford-quantified $``$-algebra (the case $`\zeta =\zeta ^{}=+1`$) is isomorphic to a Fermi-quantified one when $`n=4m`$, and the adjoint of the one-cliffordon space is positive definite. The two quantified theories then predict the same transition amplitudes and spectra.
Analogously, when $`\zeta =\zeta ^{}=1`$ and all the Clifford generators are anti-Hermitian, and $`n=4m`$, the F-D and Clifford statistics again give isomrphic $``$-algebras.
They still differ in their grades. The F-D quantified system has a grade $`G_F`$ with spectrum $`N,\mathrm{},0,\mathrm{},N`$, corresponding to the creation and annihilation fermions. The Clifford quantified system has a positive grade operator $`G_C`$ with spectrum $`0,1,\mathrm{}2N`$. The operators $`G_C`$ and $`G_F`$ do not even commute. The F-D and Clifford graded-algebras are not isomorphic.
This is merely a difference in language The operators that are said to create and annihilate things in F-D statistics are said to permute things in Clifford statistics. In Clifford statistics nothing is created or destroyed.
## ACKNOWLEDGMENTS
This work was aided by discussions with James Baugh. It was partially supported by the M. and H. Ferst Foundation.
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# Details of disorder matter in 2D d-wave superconductors
\[
## Abstract
We demonstrate that discrepancies between predicted low-energy quasiparticle properties in disordered 2D d-wave superconductors occur because of the unanticipated importance of disorder model details and normal-state particle-hole symmetry. This conclusion follows from numerically exact evaluations of the quasiparticle density-of-states predicted by the Bogoliubov-deGennes (BdG) mean field equations for both binary alloy and random site energy disorder models. For the realistic case, which is best described by a binary alloy model without particle-hole symmetry, we predict density-of-states suppression below an energy scale which appears to be correlated with the corresponding single-impurity resonance.
\]
In metals, the many different analytic and numerical techniques used to study disorder and electron localization have led to a satisfyingly consistent understanding. The same cannot be said for the theory of disorder and quasiparticle localization in high $`T_c`$ superconductors, which are widely believed to be correctly modelled as 2D systems with $`d`$-wave pairing. As pointed out some years ago by Nersesyan, Tsvelik and Wenger, the standard perturbative approximation for the self-energy, the self-consistent T-matrix approximation (SCTMA), breaks down in 2D $`d`$-wave superconductors as $`|E|0`$, even in the dilute impurity limit. In response, a variety of non-perturbative approaches have been applied, and have yielded apparently contradictory results. The purpose of this Letter is to demonstrate, by exact numerical calculation, that these discrepancies occur for the most part because, in contrast with the metallic case, details of the disorder model are qualitatively important. Moreover, for a physically important class of disorder models, the seemingly innocent assumption of particle-hole symmetric normal state bands leads to non-generic results.
This work focuses on the quasiparticle density-of-states (DOS) $`\rho (E)`$, which is strongly affected by even small impurity concentrations. In pure materials, $`d`$-wave superconductivity is characterized by a gapless density of states $`\rho (E)|E|`$ for $`|E|<\mathrm{\Delta }_0`$ ($`\mathrm{\Delta }_0`$ is the $`d`$-wave gap amplitude). The SCTMA, predicts a finite DOS for disordered materials at $`E=0`$. Non-perturbative approaches beyond the SCTMA have variously predicted that $`\rho (E)`$ vanishes according to universal power laws, that $`\rho (E)`$ diverges as $`|E|0`$, and that there is a rigorous lower bound on $`\rho (E)`$.
At first sight it seems impossible that these results could be mutually reconciled. We will undertake to show here, however, that most can be understood within a single framework, and that they differ primarily because of details in the treatment of disorder. It is natural to assume that such dramatic discrepancies for what a priori appear to be only slightly different physical models arise because the $`d`$-wave system is critical. We compare models by solving the Bogoliubov-de Gennes equations numerically on large finite-size lattices. The model parameters we vary include disorder type (see below), disorder strength, normal state particle-hole symmetry, self-consistent renormalization of the local order parameter by disorder, and the so-called “Dirac cone anisotropy” $`v_F/v_\mathrm{\Delta }`$, where $`v_F`$ is the Fermi velocity and $`v_\mathrm{\Delta }`$ is the velocity of quasiparticles transverse to the nodes. We find that binary alloy and random site energy disorder models differ qualitatively. For strong scatterers, in particular, random site disorder models cannot describe the enhancement in the low-energy DOS predicted by Pépin and Lee, which we reproduce here. In addition, some of the present authors have recently shown that self-consistent treatment of the order parameter cannot be neglected in general. We suggest that an appropriate model for disorder in the cuprates must involve a binary alloy treatment of strongly scattering impurities and self-consistency, and predict in this case a power-law $`\rho (E)E^\alpha `$ with disorder-dependent $`\alpha `$ below an energy scale set by the single impurity resonance.
Method. We consider a mean-field Bogoliubov-de Gennes Hamiltonian for electrons hopping on a tight-binding square lattice with nearest neighbor hopping matrix element $`t`$, and bond mean field order parameter $`\mathrm{\Delta }_{ij}`$,
$``$ $`=`$ $`t{\displaystyle \underset{i,j}{}}{\displaystyle \underset{\sigma }{}}c_{i\sigma }^{}c_{j\sigma }{\displaystyle \underset{i,\sigma }{}}[\mu U_i]c_{i\sigma }^{}c_{i\sigma }`$ (1)
$``$ $`{\displaystyle \underset{i,j}{}}\{\mathrm{\Delta }_{ij}c_i^{}c_j^{}+h.c.\},`$ (2)
where $`U_i`$ is the impurity potential on site $`i`$. Energies will be measured in units of the hopping amplitude $`t`$ and lengths in units of the lattice constant. We consider both random site energy models, in which the $`U_i`$ are chosen randomly from a distribution $`P(U)`$, and binary alloy models, in which $`U_i`$ takes the value $`U_0`$ on a fraction $`n_i`$ of the sites and is zero elsewhere. The filling is chosen to stabilize a pure $`d`$-wave ground state in the absence of disorder, with homogeneous order parameter $`\mathrm{\Delta }_k=\mathrm{\Delta }_0[\mathrm{cos}(k_x)\mathrm{cos}(k_y)]`$, where $`\mathrm{\Delta }_0=\frac{1}{2}_\pm (\mathrm{\Delta }_{ii\pm x}\mathrm{\Delta }_{ii\pm y})`$. In the tight-binding model, $`v_F/v_\mathrm{\Delta }=2t/\mathrm{\Delta }_0`$.
For the $`d`$-wave system, Eq. (2) has been used to calculate DOS,superfluid density, and $`T_c`$ supression numerically. It is widely assumed that local fluctuations in $`\mathrm{\Delta }_{ij}`$ produced by the impurity potential do not affect the DOS qualitatively. Recent numerical work has suggested otherwise, and we therefore make a distinction between self-consistent (SC) solutions of the BdG equations, where $`\mathrm{\Delta }_{ij}V_{ij}c_jc_i`$ with nearest neighbor pairing interaction $`V_{ij}`$, and non-self-consistent (NSC) calculations, where $`\mathrm{\Delta }_{ij}`$ has the homogeneous $`d`$-wave form. With $`\mathrm{\Delta }_{ij}`$ determined, we can calculate the DOS from $`\rho (E)=L^2_\alpha \delta (EE_\alpha )`$, where $`E_\alpha `$ are the eigenvalues of $``$, for samples of size $`L\times L`$. Our numerical calculations were performed on systems with $`L45`$, and real periodic and antiperiodic boundary conditions.
Random site energy vs. binary alloy models. We begin by discussing the NSC models used in the vast majority of earlier work. In field-theoretical approaches it is common to assume a Gaussian distribution $`P(U)=(\sigma \sqrt{2\pi })^1\mathrm{exp}(U^2/2\sigma ^2)`$ for the disorder potential at each site. For technical reasons it is more convenient to consider a uniform “box” distribution $`P(U)=1/(2W)`$, $`|U|<W`$. We have checked that results with the box distribution are similar to the Gaussian, with the mapping $`W\sqrt{3}\sigma `$. Disorder is thus characterized by a single parameter, in contrast to the binary alloy model, where chemical impurities or vacancies are characterized not only by their individual scattering strength $`U_0`$, but also by their concentration $`n_i`$. In the normal metal, a correspondence between $`W`$ and $`(n_i,U_0)`$ can always be found such that the random site energy and binary alloy models yield similar results. This is no longer true in the superconducting state, because the frequency dependence of the superconducting Green’s function can lead to midgap resonances, found only in the binary alloy case and observed in experiment.
Figure 1 shows the DOS of a $`d`$-wave superconductor at low energies in the presence of box disorder at different $`W`$. When $`W`$ is small, the self-consistent Born limit reproduces the exact calculation for the box distribution quantitatively. For larger $`W`$, the exact calculation shows the formation of a “pseudogap” over an energy interval $`|E|<E_1`$, where $`E_1`$ grows rapidly with $`W`$. The physics of the pseudogap is clearly not captured by the Born limit approximation for the box distribution, which predicts a finite residual DOS $`\rho _{\mathrm{m}f}`$. In Fig. 2, we study the pseudogap in more detail. With $`v_F=v_\mathrm{\Delta }`$, and large disorder, we can identify a second, much smaller energy scale $`E_2`$ over which $`\rho (E)|E|`$. This regime disappears quickly, however, as $`v_\mathrm{\Delta }`$ is decreased, and we contrast this behaviour with the relatively slow scaling of $`E_1`$ with $`v_\mathrm{\Delta }`$. Earlier field theoretical studies made predictions for a linear DOS over an energy scale $`1/\rho _{\mathrm{m}f}\xi _L^2`$. The rapid scaling of $`E_2`$ in Fig. 2 is consistent with the predicted exponential dependence of $`\xi _L`$ on $`v_F/v_\mathrm{\Delta }`$. It is also tempting to make the connection between the pseudogap edge $`E_1`$ and the much larger predicted scale for weak localization corrections to the DOS. In this case, $`E_1`$ is expected to scale as $`\mathrm{\Delta }_0\rho _{\mathrm{m}f}`$ for small disorder, and it is clear from Fig. 2 that the scaling with $`\mathrm{\Delta }_0`$ holds even for large disorder.
Unitary limit. There is considerable evidence that simple defects in the CuO<sub>2</sub> planes give rise to local scattering centers close to the unitarity limit, indeed that simple defects in all unconventional superconductors scatter with phase shifts close to $`\pi /2`$, for reasons which are not completely understood. For isolated impurities, the signature of unitarity is a resonance in the local DOS at $`E=0`$; resonances close to $`E=0`$ have been observed in recent scanning tunneling microscopy experiments for both “native defects” and Zn atoms substituting on the planar copper sites in BaSrCaCuO-2212. A point which has not been widely appreciated is that the value of the impurity potential $`U_0`$ which produces a unitary resonance is dependent on the band structure; for a perfectly symmetric band the unitary limit corresponds to $`U_0\pm \mathrm{}`$, while for an asymmetric band, $`U_0`$ is a finite value dependent on the degree of asymmetry. There is a fundamental distinction between the two cases, with the first exhibiting perfect particle-hole symmetry on all energy scales, and the second exhibiting particle-hole symmetry on energies $`|E|<\mathrm{\Delta }_0`$. Most analytical treatments of the disorder problem do not distinguish between the two, using $`\mathrm{\Delta }_0`$ as a high energy cutoff. We show below that in the many-impurity problem erroneous conclusions may be drawn as a result.
In the unitary limit, the SCTMA predicts that a plateau forms in the DOS over an energy interval $`|E|<\gamma `$. Recent non-perturbative calculations by Pépin and Lee found that unitary scatterers produce a divergent DOS $`\rho (E)1/|E|\mathrm{ln}^2(|E|/\mathrm{\Delta }_0)`$ as $`|E|0`$. This feature was not found in recent numerical work by some of the current authors, who considered only tight-binding bands with $`\mu 0`$. In Fig. 3, we show that a divergent DOS occurs only in models with particle-hole symmetry at all energy scales, for $`\mu =0`$ and $`U_0^1=0`$ in our case. The effects of breaking particle-hole symmetry are illustrated in Fig. 3. For $`\mu =0`$ and $`U_0^10`$, the divergent peak splits, and moves away from $`E=0`$ as $`|U_0^1|`$ grows. This is qualitatively similar to what happens in the single impurity limit, although the peak splitting occurs more rapidly in the bulk disordered case. An alternative means of breaking particle-hole symmetry is to let $`\mu 0`$, in which case the peak structure rapidly disappears (Inset, Fig. 3). This differs from the single impurity limit where there always exists some finite $`U_0`$ at which a zero energy divergence occurs. A remnant of the isolated impurity resonance remains, however, as a broad accumulation of states at low energies. The extra spectral weight is not reproduced by SCTMA calculations, and it gradually vanishes as we move further away from perfect symmetry. Evidently the low-energy effective action is unstable both to deviations from unitarity and to deviations from full band particle-hole symmetry.
Local order parameter suppression. In the above discussion, we have concentrated on the artificial case in which the order parameter was not allowed to vary spatially, with the purpose of understanding a set of disparate theoretical results obtained under this assumption. As discussed in Ref. , allowing $`\mathrm{\Delta }_{ij}`$ to respond self-consistently to the impurity potential introduces a new source of scattering in the off-diagonal channel, which ultimately leads to a suppression of the DOS at low energy. This effect highlights the complex nature of multi-impurity scattering resonances, and is opposite to the expectations of the naive “Swiss cheese” picture, in which the impurity simply produces a small region of normal metal. In Fig. 4 we show the effect of self-consistency in the unitary limit. In the case of a symmetric band, self-consistency moves the resonance towards the Fermi level (consistent with what is seen in the single impurity case) and also suppresses the overall low energy DOS. This kind of DOS suppression is also seen in SC solutions with box distributed disorder \[Fig. 4(b)\]. In the binary alloy model, however, it is possible to make an empirical connection between the energy scale for DOS suppression and the energy of the single impurity resonance. The energy scales are not equal, but clearly scale together. One interesting implication is that for scatterers sufficiently close to the unitary limit, the pseudogap will be unobservable, as illustrated in Fig. 4(c), but that the same impurity doped into a different host may cause the pseudogap to open \[Fig. 4(d)\]. We speculate that this may be the case with Zn, which is clearly a unitary scatterer in BSCCO, but appears to produce a depression in the DOS at small energies in LSCO, as seen in recent specific heat experiments.
Conclusions. We have shown that a number of different approaches to the $`d`$-wave disorder problem which produce apparently contradictory results can be understood within a single framework when the appropriate symmetries of the Hamiltonian, and in particular of the particular realization of disorder, are accounted for. The most important question we hope to settle here is which of the preceding results, if any, are of relevance to experiment. We remind the reader that experiments which probe the DOS most directly are consistent with the existence of a constant DOS at the Fermi energy. We have shown that a true constant DOS cannot be understood in 2D $`d`$-wave superconductors with any of the disorder models discussed here, and we suggest several possible reasons for the discrepancy. The first possibility is that experiments are unable to access the pseudogap regime in the optimally doped materials because of native near-unitarity defects. In this case, the only effects of weak localization on the DOS would be the weak nonmonotonicity shown in Fig. 4(c),(d), which is reminiscent of effects seen in the specific heat. The second possibility is that weak coupling to the third dimension destroys the DOS anomalies described above; we expect on general grounds that the influence of the crossed diagrams identified by Nersesyan et al. will become negligible in the dilute limit in 3D, and the validity of the SCTMA will be restored. In this context we note that almost all the experiments indicating finite residual DOS in the cuprates have been performed on YBCO, the most 3D of the cuprate materials. We hope our work will serve as an incentive to examine the low-energy properties of disordered 2D materials like BSCCO-2212. Finally, we mention the possibility that many-body effects beyond the BCS approximation play an important role at low energies. There is some speculation that this might be the case in the underdoped cuprates, and the formulation of a relevant theory is an interesting but difficult problem which must be left to future research.
Note added: In the final stages of preparation of this manuscript, we received a preprint from Zhu et al. in which similar results for the unitarity limit of the symmetric band were obtained.
Acknowledgements
This work is supported by NSF grants DMR-9974396, DMR-9714055, and INT-9815833. The authors would like to thank M.P.A. Fisher, D. Maslov, K. Muttalib, S. Vishveshwara, and A. Yashenkin for useful discussions.
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# 1 Introduction
## 1 Introduction
The study of wave dynamics outside black holes has been an intriguing subject for the last few decades (for a review, see ). In virtue of previous works, we now have the schematic picture regarding the dynamics of waves outside a spherical collapsing object. A static observer outside the black hole can indicate three successive stages of the wave evolution. First the exact shape of the wave front depends on the initial pulse. This stage is followed by a quasi–normal ringing, which carries information about the structure of the background spacetime and is believed to be a unique fingerprint to directly identify the black hole existence. Detection of these quasinormal modes is expected to be realized through gravitational wave observation in the near future . Finally, at late times, quasinormal oscillations are swamped by the relaxation process. This relaxation is the requirement of the black hole no–hair theorem . Besides the dynamical mechanism of shedding the perturbation hair near black hole event horizon is of direct interest to the problem of stability of Cauchy horizons .
The mechanism responsible for the relaxation of neutral external perturbations was first exhibited by Price . Studying the behavior of a massless scalar field propagating on a fixed Schwarzschild background, he showed that for a fixed position the field dies off with a power–law tail. The behavior of neutral perturbations along null infinity and future event horizon was further studied by Gundlach, Price and Pullin and similar power–law tails have been obtained. These results were later confirmed using several different techniques, both analytic and numerical , and were generalized to Reissner–Nordström (RN) background . The application of linear approaches is encouraged by numerical analysis of the fully nonlinear dynamics of the fields , which indicates the same late time pattern of decay.
Extending the basic scenario to study the asymptotic evolution of charged fields and self–interacting massive scalar field around a RN black hole, Hod and Piran found that although usual inverse power–law relations of these fields present at timelike infinity and null infinity, along the future black hole event horizon this power–law tail is accompanied by an oscillatory behavior. Recently, Brady et al. studied scalar wave dynamics in non–asymptotically flat exteriors of Schwarzschild–de Sitter and RN de Sitter black holes. Contrary to the asymptotically flat geometries, no power–law tails were detected in these cases. Instead the waves were found to decay exponentially at late times. For $`l=0`$, they found that the field does not decay, but settles down to a nonzero constant. Moreover, for a field strongly coupled to curvature, they obtained that the wave function oscillates with an exponentially decaying amplitude. These observations support the earlier argument by Ching et al. that usual inverse power–law tails as seen in asymptotically flat black hole spacetimes are not a general feature of wave propagation in curved spacetime. Besides some relation to the perturbative field, the relaxation process reflects a characteristic of the background geometry.
It is of interest to extend this study to Anti–de Sitter (AdS) spacetime. In addition to three major aspects that the evolution of test–field is associated with, including the no–hair theorem, the stability of Cauchy horizon and direct evidence of the existence of black hole provided by quasinormal ringing, the recent discovery of the Anti–de Sitter/Conformal Field Theory (AdS/CFT) correspondence makes the investigation in AdS black hole background more appealing. The quasinormal frequencies of AdS black hole have direct interpretation in terms of the dual Conformal Field Theory (CFT). In terms of the AdS/CFT correspondence , the black hole corresponds to an approximately thermal state in the field theory, and the decay of the test–field corresponds to the decay of the perturbation of the state. The first study of the scalar quasinormal modes in AdS space was performed by Horowitz and Hubeny on the background of Schwarzschild AdS black holes in four, five and seven dimensions. They claimed that for large black holes both the real and imaginary parts of the quasinormal frequencies scale linearly with the black hole temperature. The time scale for approaching the thermal equilibrium is detected by the imaginary part of the lowest quasinormal frequency and is proportional to the inverse of the black hole temperature. Considering that the RN AdS solution provides a better framework than the Schwarzschild AdS geometry and may contribute significantly to our understanding of space and time, we generalized the study made in our previous work . We found that the charge in RN AdS black hole showed a richer physics concerning quasinormal modes and further information on AdS/CFT correspondence. The bigger the black hole charge is, the quicker for their approach to thermal equilibrium in CFT. However these studies focused much on frequencies of the quasinormal modes, the object–picture of the evolution of test–field around the AdS background is lacking.
The intention of this paper is to analyse in detail the wave propagation of massless scalar field in RN AdS spacetime. We will show that the direct picture of the evolution presents us with a perfect agreement on quasinormal frequencies with those obtained by using approximation method suggested in . Moreover, our work will show object–pictures of the behavior of quasinormal modes as a function of the charge $`Q`$ and of the multipole order of the field $`l`$. We will also address some discussions on highly charged background case. In addition, the relaxation process at the event horizon will also be discussed in our direct picture. We found that the decay has the pattern of oscillatory exponential tail. This result supports Horowitz’s claim that there are no power–law tails at late times in AdS space. Some physical explanation related to this result will be given.
## 2 Equations and numerical methods
The Reissner–Nordström black hole solution of Einstein’s equations in free space with a negative cosmological constant $`\mathrm{\Lambda }=3/R^2`$ is given by
$$\mathrm{d}s^2=h\mathrm{d}t^2+h^1\mathrm{d}r^2+r^2\mathrm{d}\mathrm{\Omega }^2,$$
(1)
with
$$h=1\frac{r_+}{r}\frac{r_+^3}{R^2r}\frac{Q^2}{r_+r}+\frac{Q^2}{r^2}+\frac{r^2}{R^2}.$$
(2)
The asymptotic form of this spacetime is AdS. The mass of the black hole is
$$M=\frac{1}{2}(r_++\frac{r_+^3}{R^2}+\frac{Q^2}{r_+}).$$
(3)
The Hawking temperature is given by the expression
$$T_H=\frac{1{\displaystyle \frac{Q^2}{r_+^2}}+{\displaystyle \frac{3r_+^2}{R^2}}}{4\pi r_+}$$
(4)
and the potential by
$$\varphi =\frac{Q}{r_+}$$
(5)
In the extreme case $`r_+`$ and $`Q`$ satisfy the relation
$$1\frac{Q^2}{r_+^2}+\frac{3r_+^2}{R^2}=0.$$
(6)
For a non–extreme RN AdS black hole, the spacetime possesses two horizons, namely the black hole event horizon $`r_+`$ and Cauchy horizon $`r_{}`$. For the extreme case where (6) is satisfied, these two horizons degenerate. The function $`h`$ has four zeros at $`r_+,r_{}`$ and $`r_1,r_2`$, where $`r_1,r_2`$ are two complex roots with no physical meaning. The relations between these four roots are
$`r_1+r_2`$ $`=`$ $`(r_++r_{})`$
$`r_1r_2`$ $`=`$ $`R^2+r_+r_{}+r_+^2+r_{}^2.`$ (7)
In terms of these quantities, $`h`$ can be expressed as
$$h=\frac{1}{R^2r^2}(rr_+)(rr_{})(rr_1)(rr_2).$$
(8)
Introducing the surface gravity $`\kappa _i`$ associated with $`r_i`$ by the relation $`\kappa _i={\displaystyle \frac{1}{2}}\left|{\displaystyle \frac{dh}{dr}}\right|_{r=r_i}`$, we have
$`\kappa _{r_+}`$ $`=`$ $`{\displaystyle \frac{1}{2R^2}}{\displaystyle \frac{(r_+r_{})(r_+r_1)(r_+r_2)}{r_+^2}}`$
$`\kappa _r_{}`$ $`=`$ $`{\displaystyle \frac{1}{2R^2}}{\displaystyle \frac{(r_+r_{})(r_{}r_1)(r_{}r_2)}{r_{}^2}}`$
$`\kappa _{r_1}`$ $`=`$ $`{\displaystyle \frac{1}{2R^2}}{\displaystyle \frac{(r_+r_1)(r_{}r_1)(r_1r_2)}{r_1^2}}`$
$`\kappa _{r_2}`$ $`=`$ $`{\displaystyle \frac{1}{2R^2}}{\displaystyle \frac{(r_+r_2)(r_{}r_2)(r_2r_1)}{r_2^2}}`$ (9)
These quantities allow us to write
$$h^1=\frac{1}{2\kappa _{r_+}(rr_+)}\frac{1}{2\kappa _r_{}(rr_{})}+\frac{1}{2\kappa _{r_1}(rr_1)}\frac{1}{2\kappa _{r_2}(rr_2)}$$
(10)
Combining the last two terms in (10), we express the transformation between $`r`$ and the “tortoise coordinate” $`r^{}=h^1𝑑r`$ in the form
$`r^{}`$ $`=`$ $`{\displaystyle \frac{1}{2\kappa _{r_+}}}\mathrm{ln}(rr_+){\displaystyle \frac{1}{2\kappa _r_{}}}\mathrm{ln}(rr_{})`$ (11)
$`+{\displaystyle \frac{R^2[(r_1r_2)^2r_+r_{}r_1r_2]}{[r_+^2r_+(r_1+r_2)+r_1r_2][r_{}^2r_{}(r_1+r_2)+r_1r_2]}}{\displaystyle \frac{dr}{r^2r(r_1+r_2)+r_1r_2}}`$
$`+{\displaystyle \frac{R^2[r_+r_{}(r_1+r_2)r_+r_1r_2r_{}r_1r_2]}{[r_+^2r_+(r_1+r_2)+r_1r_2][r_{}^2r_{}(r_1+r_2)+r_1r_2]}}{\displaystyle \frac{rdr}{r^2r(r_1+r_2)+r_1r_2}}.`$
In terms of $`t`$ and $`r^{}`$ we introduce null coordinates $`u=tr^{}`$ and $`v=t+r^{}`$ so that the future black hole horizon is located at $`u=\mathrm{}`$. Since the quasinormal modes of AdS space are defined to be modes with only ingoing waves near the horizon, we will pay more attention on the wave dynamics near the event horizon.
Let us consider a massless scalar field $`\mathrm{\Phi }`$ in the RN AdS spacetime, obeying the wave equation
$$\mathrm{}\mathrm{\Phi }=0$$
(12)
where $`\mathrm{}=g^{\alpha \beta }_\alpha _\beta `$ is the d’Alembertian operator. If we decompose the scalar field according to
$$\mathrm{\Phi }=\underset{lm}{}\frac{1}{r}\psi _l(t,r)Y_{lm}(\theta ,\varphi )$$
(13)
then each wave function $`\psi _l(r)`$ satisfies the equation
$$\frac{^2\psi _l}{t^2}+\frac{^2\psi _l}{r^2}=V_l\psi _l,$$
(14)
where
$`V_l`$ $`=`$ $`h\left[{\displaystyle \frac{l(l+1)}{r^2}}+{\displaystyle \frac{1}{r}}{\displaystyle \frac{dh}{dr}}\right]`$ (15)
$`=`$ $`h\left[{\displaystyle \frac{l(l+1)}{r^2}}+{\displaystyle \frac{r_++r_+^3/R^2+Q^2/r_+}{r^3}}{\displaystyle \frac{2Q^2}{r^4}}+{\displaystyle \frac{2}{R^2}}\right].`$
The potential $`V_l`$ has the same characteristic as that in Schwarzschild AdS black hole. It is positive and vanishes at the horizon, but diverges at $`r\mathrm{}`$, which requires that $`\mathrm{\Phi }`$ vanishes at infinity. This is the boundary condition to be satisfied by the wave equation for the scalar field in AdS space. In terms of the radial coordinate $`r^{}`$, it is seen that when $`r`$ tends to infinity, $`r^{}`$ tends to a finite constant (which we denote $`r_{as}^{}`$). It means that our region of interest in the $`(uv)`$ diagram is above the line $`vu=2r_{as}^{}`$, as shown in figure 1. In this line (where $`r\mathrm{}`$) we set $`\mathrm{\Phi }=0`$.
The behavior of the potential differs quite a lot from that of asymptotically flat space and de Sitter space. As argued in , it is this peculiarity that contributes to the special wave propagation as will be shown later.
Using the null coordinates $`u`$ and $`v`$, the equation (14) can be recast as
$$4\frac{^2}{uv}\psi _l(u,v)=V_l(r)\psi _l(u,v)$$
(16)
in which $`r`$ is determined by inverting the relation $`r^{}(r)=(vu)/2`$.
The two–dimensional wave equation (16) can be integrated numerically, using for example the finite difference method suggested in . Using Taylor’s theorem, it is discretized as
$$\psi _N=\psi _E+\psi _W\psi _S\delta u\delta vV_l\left(\frac{v_N+v_Wu_Nu_E}{4}\right)\frac{\psi _W+\psi _E}{8}+𝒪(ϵ^4)$$
(17)
where the points $`N,S,E`$ and $`W`$ form a null rectangle with relative positions as: $`N:(u+\delta u,v+\delta v),W:(u+\delta u,v),E:(u,v+\delta v)`$ and $`S:(u,v)`$. The parameter $`ϵ`$ is an overall grid scalar factor, so that $`\delta u\delta vϵ`$.
Considering that the behavior of the wave function is not sensitive to the choice of initial data, we set $`\psi _l(u,v=v_0)=0`$ and use a Gaussian pulse as an initial perturbation, centered on $`v_c`$ and with width $`\sigma `$ on $`u=u_0`$ as
$$\psi _l(u=u_0,v)=\mathrm{exp}\left[\frac{(vv_c)^2}{2\sigma ^2}\right]$$
(18)
The inversion of the relation $`r^{}(r)`$ needed in the evaluation of the potential $`V_l(r)`$ is the most tedious part in the computation. We overcome this difficulty by employing the method suggested in .
Figure 1: (left) Diagram of the numerical grid and the domain of interest. The black spots represent the grid points where the value of the field is known. The gray spots represent the grid points to be calculated. The points in the line $`u=u_{max}`$ are the results shown in this paper. (right) Detail of the previous diagram, showing the relative positions N, S, E and W. The gray point would be the next one to be calculated.
After the integration is completed, the value $`\psi _l(u_{max},v)`$ are extracted, where $`u_{max}`$ is the maximum value of $`u`$ on the numerical grid. Taking sufficiently large $`u_{max}`$, $`\psi _l(u_{max},v)`$ represents a good approximation for the wave function at the event horizon ($`u\mathrm{}`$), which carries information about the quasinormal modes for AdS space of our interest. It was observed in our numerical experiments that the plots obtained converged in a given range of $`v`$, as expected, but the rate of convergence varied with the parameters of the system. It should be noted that the term “convergence” in the last sentence refers to the limit of $`\mathrm{\Phi }`$ as $`u_{max}`$ is taken bigger and bigger. As commented, the region $`u_{max}\mathrm{}`$ corresponds to the event horizon, in which we are interested. Some comments about the convergence of the numerical code, meaning the evolution of the wave function with the grid size, is made in appendix A. In order to compare our results here with those in , we fix $`R=1`$ in the following.
## 3 Numerical results
We now report on the results of our numerical simulations of evolving massless scalar field on a RN AdS black hole background. Taking $`Q0`$, our results reflect the properties on Schwarzschild AdS background.
### 3.1 Behavior of wave evolution for $`l=0`$
In the first series of numerical experiments, we choose the multipole index $`l=0`$ and examine the behavior of the test–field propagation with the increase of the charge of the background spacetime.
Figure 2: Semi–log graph of the absolute value of the wave function for small values of $`v`$ (left) and the late time behavior (right), with $`r_+=0.4`$ and $`Q=0`$.
The figure 2 displays the quasinormal ringing on the 4D Schwarzschild–AdS background. From plots using different values of $`r_+`$ we can read off values for the imaginary ($`\omega _I`$) and real ($`\omega _R`$) parts of the frequency. The results are shown in table 1.
| $`r_+`$ | $`\omega _I^1`$ | $`\omega _R^1`$ |
| --- | --- | --- |
| 100 | 274.61 | 185.38 |
| 50 | 133.68 | 91.38 |
| 10 | 26.79 | 18.85 |
| 5 | 13.41 | 9.99 |
| 1 | 2.67 | 2.79 |
| 0.8 | 2. 15 | 2.58 |
| 0.6 | 1.58 | 2.41 |
| 0.4 | 1.006 | 2.362 |
Table 1: The lowest quasinormal mode frequency for four–dimensional Schwarzschild–AdS black hole for $`l=0`$. The real part is $`\omega _R^1`$ and the imaginary part is $`\omega _I^1`$.
The agreement with the frequencies calculated in is good. A small difference can be attributed to the different methods employed.
We studied the late–time decay of the test–field on Schwarzschild–AdS black hole and the results are shown in figure 2. It was first predicted in that the decay is always exponential and with no power–law tails. Through careful study, we got a result that supports their claim. We obtain that the late–time falloff is oscillatory exponential. Recall that for the AdS black hole, the potential diverges at infinity but vanishes exponentially near the black hole horizon. This boundary condition differs completely from that of asymptotically flat spacetime. Using Ching et al’s argument , it is not difficult to understand the reason that usual power–law tail is replaced by exponentially decay. Since that potential also falls off exponentially on black hole horizon in de Sitter space, the pattern of decay exhibit here on AdS black hole event horizon is similar to that in de Sitter space . However due to the waves bouncing off the divergent potential barrier at large $`r`$ in AdS space, the oscillation appears in the exponential tail. With the late–time behavior in hand, it is possible to improve previous studies on Cauchy horizon stability problems in AdS black holes along the lines of Brady and Smith .
Figure 3: Semi–log graphs of $`|\mathrm{\Psi }|`$ with $`r_+=0.4`$ and small values of $`Q`$. The extreme value for $`Q^2`$ is 0.2368.
| $`r_+=0.4`$ ($`Q_{ext}^2=0.2368`$) | | | |
| --- | --- | --- | --- |
| $`Q^2`$ | $`r_{}`$ | $`\omega _I^1`$ | $`\omega _R^1`$ |
| 0 | 0 | 1.007 | 2.363 |
| 0.01 | 2.14E-2 | 1. 034 | 2.327 |
| 0.1 | 0.196 | 1.42 | 2.05 |
| 0.125 | 0.238 | 1.53 | 2.04 |
| $`r_+=1`$ ($`Q_{ext}^2=4`$) | | | |
| --- | --- | --- | --- |
| $`Q^2`$ | $`r_{}`$ | $`\omega _I^1`$ | $`\omega _R^1`$ |
| 0 | 0 | 2.67 | 2.79 |
| 0.01 | 4.9875E-003 | 2.68 | 2.78 |
Table 2: The behavior of the lowest quasinormal mode frequency with the increase of the charge in RN AdS black hole background for $`l=0`$. The real part is $`\omega _R^1`$ and the imaginary part is $`\omega _I^1`$.
Figure 3 demonstrates the behaviors of the field with the increase of the charge in RN AdS black hole background. In table 2 we listed values of imaginary and real parts of quasinormal frequencies read from the plots. These frequencies together with the entire picture presented in figure 3 agree perfectly with the result given in . Since the imaginary and real parts of the quasinormal frequencies relate to the damping time scale ($`\tau _1=1/\omega _i`$) and oscillation time scale ($`\tau _2=1/\omega _r`$), respectively. We learned that as $`Q`$ increase, $`\omega _i`$ increase as well, which corresponds to the decrease of the damping time scale. According to the AdS/CFT correspondence, this means that for bigger $`Q`$, it is quicker for the quasinormal ringing to settle down to thermal equilibrium. From figure 3 it is easy to see this property. Besides, table 2 and figure 3 also tell us that the bigger $`Q`$ is, the lower frequencies of oscillation will be. This object–picture support the argument in that if we perturb a RN AdS black hole with high charge, the surrounding geometry will not “ring” as much and as long as that of the black hole with small $`Q`$. It is easy for the perturbation on the high charged AdS black hole background to return to thermal equilibrium. However this relation seems not to hold well when the charge is sufficiently big and near the extreme value described by relation (6). We will address this behavior later.
### 3.2 Behavior of wave evolution with the increase of $`l`$
We have so far discussed only of the lowest multipole index $`l=0`$. In the following we show the wave dynamics on the RN AdS background for different multipole indices $`l`$. For simplicity we present here the results for $`l=0,1,2`$, but the basic characteristics of the dependence of the wave function with the multipole index have already been uncovered and are discussed in this section.
Figure 4: Semi–log graph of the wave function in the $`Q=0`$ case for $`r_+=0.4`$, with $`l=0,1,2`$.
Figure 5: Semi–log graph of the wave function for $`Q^2=0.1`$ and $`r_+=0.4`$, with $`l=0,1,2`$.
Figure 6: Semi–log graph of the wave function for $`Q^2=0.125`$ and $`r_+=0.4`$, with $`l=0,1,2`$.
Figures 4 to 6 exhibit a striking consistent picture with those given in . Increasing $`l`$, the evolution of the test field experiences an increase of the damping time scale and a decrease of the oscillation time scale. These figures gave us an object–lesson on the evolution of the test field with the increase of multipole index. It is worth noting that the behavior shown here differs quite a lot from that of the asymptotically–flat case , where the perturbation settles down faster with the increase of $`l`$. These differences can be used to further support the argument that the last two processes of the wave evolution reflect directly of the background spacetime property.
### 3.3 Quasinormal modes for highly charged AdS black hole
In our previous work , we found that there is a numerical convergence problem when the charge $`Q`$ approaches the extreme value. We claimed that the problem is related to the method we adopted there. Using the numerical strategy proposed in to directly describe the wave dynamics, we can step further on this problem.
Figure 7: (left) Semi–log graph of the wave function with $`r_+=0.4`$, $`l=0`$ and several values of $`Q`$. The extreme value for $`Q^2`$ is $`0.2368`$. (right) Detail of previous plot, with two values of $`Q`$.
The behavior we read from figure 7 is quite different from that exhibited in figure 3 and discussed in subsection 3.1. Here we see that over some critical value of $`Q`$, the damping time scale increases with the increase of $`Q`$, corresponding to the decrease of imaginary frequency. This means that over some critical value of $`Q`$, the larger the black hole charge is, the slower for the outside perturbation to die out. This qualitative change in the characteristic of the imaginary frequency as $`Q`$ increases agrees to the normal–mode frequencies of RN black hole described in .
We found in the numerical calculation that the computation time becomes bigger when $`Q`$ is large enough. This happens because we are forced to take a bigger $`u_{max}`$, and also because the numerical routine which calculates the function $`r(r^{})`$ is more time consuming in this range of $`Q`$. Moreover, the precision cannot be improved for taking smaller grid scale factor when $`Q`$ is close to the extreme value. Some plateaus appear in the late–time leading us to suspect that there may be a failure in the numerical method in this region. In spite of this, the convergence of the numerical code appears to be good even in this limit, as commented in appendix A. However the question whether there is a plausible explanation for the “wiggle” of the imaginary frequency as the charge is large enough and close to the extreme value is still open.
We know that the frequencies and damping times of the quasinormal modes are entirely fixed by the black hole, and are independent of the initial perturbation. It has been shown that there is a second order phase transition in the extreme limit of black holes . This result has been further supported in a recent study for the charged AdS black hole . Whether different properties of imaginary frequencies with the increase of the charge $`Q`$ reflect different phase characteristics is a question to be answered. We are trying to improve our numerical code to increase convergence rate and precision. These results can be compared to those of where it has been shown that in the Kerr solution, when the rotation parameter $`a`$ of the black hole approaches the critical value, the quasinormal modes decay time gets longer. These results support the claims of the present paper. We will address this problem in detail in a forthcoming paper.
## 4 Conclusions and discussions
We have studied the wave evolution in Reissner–Nordström Anti–de Sitter spacetimes and revealed consistent but interesting results. The radiative tails associated with a massless scalar field propagation on a fixed background of an AdS black hole experience an oscillatory exponential decay at the black hole event horizon. This result of exponential decay supports and is similar to that on the black hole horizon in de Sitter case because of the similar behavior of the exponentially falling off of the potential at event horizon. When one considers the conclusions of Ching et al , this late–time tail is not surprising. Accompanied with the exponentially decay, there is a special oscillation in the tail in linear analysis in AdS. This can be attributed to waves bouncing off the potential at large $`r`$, because the potential diverges at infinity in AdS space. The property of the late–time behavior on the event horizon of AdS black hole can help us better understanding the stability of Cauchy horizon in AdS spacetimes.
We have also learnt an object–lesson of the quasinormal modes on the background of RN AdS black hole. For small values of $`Q`$ the picture we obtained is consistent with that derived in . The larger the black hole charge is, the quicker is the approach to thermal equilibrium. The consistent picture of the quasinormal modes depending on the multipole index $`l`$ has also been illustrated. Increasing $`l`$, we obtain the effect of increasing the damping time scale and decreasing of the oscillation time scale.
When the charge in background RN AdS black hole is large enough, we get an opposite result for the characteristic of imaginary frequencies. This “wiggle” of the imaginary frequencies as the charge increases on the background agrees with earlier results of normal–mode frequency study for RN black hole. Since the type of quasinormal mode is determined by the background spacetimes and it has been found that a second–order phase transition appears when the RN AdS black hole becomes extreme, we speculate that the different behavior of the quasinormal frequencies may reflect the characteristic of two different phases. Further study on this subject is called for.
ACKNOWLEDGMENT: This work was partially supported by Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) and Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPQ). B. Wang would like to acknowledge the support given by Shanghai Science and Technology Commission.
## Appendix A Convergence of the Code
As shown in expression (17), the local truncation error for $`\mathrm{\Psi }_N`$ scales as $`ϵ^4`$, assuming that the exact function $`\mathrm{\Psi }_l`$ has a Taylor expansion in the null rectangle. Although we have little control over the global error at $`u=u_{max}`$, we can make a rough estimative. The first point in the line $`u=u_{max}`$, which is $`\mathrm{\Psi }(u_{max},v_1)`$, is obtained using only points in the line $`v=v_1`$. Since there are $`𝒪(ϵ^1)`$ points in this line, the global error in $`\mathrm{\Psi }_l(u_{max},v_1)`$ should scale as $`ϵ^3`$. On the other hand, since there are $`𝒪(ϵ^2)`$ grid points, the last point in the line $`u=u_{max}`$, which depends of all the grid points, should scale as $`ϵ^2`$.
We can improve on this estimative calculating convergence curves. In these curves, we plot the value of $`\mathrm{\Psi }_l`$ at a given point as the grid spacing $`ϵ`$ is reduced. In the figures 8 and 9 we show some curves for three value of the charges in two points. The parameter $`N`$ is the number of points in the line $`u=u_0`$. It is therefore inversely proportional to $`ϵ`$.
Figure 8: Graph of $`\mathrm{\Psi }_l`$ for $`v=2.9824`$, $`r_+=0.4`$, $`l=0`$ and several values of $`Q`$.
Figure 9: Graph of $`\mathrm{\Psi }_l`$ for $`v=9.6157`$, $`r_+=0.4`$, $`l=0`$ and several values of $`Q`$.
These diagrams clearly show numerical convergence, and a quite fast one. This indicates that the global error indeed tends to zero as we decrease the grid spacing, even in the limit when $`Q`$ gets near the extreme limit.
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# Instabilities and self-oscillations in atomic four-wave mixing
## I Introduction
The recent development of narrow atomic waveguides micro-fabricated on glass chips has raised the exciting possibility of the design and manufacture of integrated atom-interferometry-based sensing devices. With the inclusion of an ‘atom laser’ as a high-brightness source of coherent atomic matter-waves, it is possible to imagine ‘practical’ devices which could compete with or out-perform conventional optical interferometric sensors. The use of high-density atomic fields comes at a price, however, as atomic matter waves are subject to nonlinear wave mixing due to atom-atom interactions. It is of crucial importance, therefore, to understand the effects of nonlinear wave mixing on wave-guide based atom-optics devices so that they may eventually be controlled or even exploited. In this spirit, the present paper is a first attempt at an analysis of wave-mixing instabilities in quasi-one-dimensional ultracold atomic samples.
The observation of atomic four-wave mixing and solitons in Bose-Einstein condensates of dilute atomic vapors clearly demonstrate both the significance of nonlinear effects in quantum degenerate atomic fields, as well the benefits of exploiting the mathematical analogy between the nonlinear equations describing self-interacting Schrödinger fields and those describing the propagation of light in nonlinear media. Nonlinear wave-mixing instabilities have been studied extensively in nonlinear optics, and many of the techniques and results developed can readily be adapted to the problem at hand.
Focusing on effective one-dimensional geometries, the question of stable and unstable steady-state configurations has long been a topic of optical research. Winful and Marburger first proposed that bistability could occur in collinear degenerate four-wave mixing and shortly thereafter Silberberg and Bar-Joseph showed that even for the rather simple case of equally polarized counterpropagating laser beams instabilities and even chaos may occur in the dynamical behaviour. Multi-branched steady-state solutions were first derived by Kaplan and Law , however the stability of the steady-state field configurations was not determined. Considerable work on the spatial or temporal stability of such systems was subsequently carried out by many others . In particular, optical instabilities and polarization bistability were experimentally observed in sodium vapor .
Bistability and nonlinear instability are typically related to four-wave-mixing phenomena in systems which exhibit a cubic nonlinearity. In ultracold atomic systems it is readily shown that in the $`s`$-wave scattering approximation the form of the self-interaction is that of a cubic nonlinearity. A recent paper by Law and coworkers analyzed four-wave-mixing processes between the hyperfine ground-state components of components of a <sup>23</sup>Na spinor condensate confined in an optical dipole trap. Goldstein and Meystre presented a full quantum-mechanical theory of four-wave mixing in a system where two $`m_F=0`$ momentum side modes were counterpropagating while the $`m_F=\pm 1`$ states were at rest.
In the present work we investigate a collinear four-wave mixing geometry as sketched in Fig. 1, where each of the counterpropagating matter waves can be in one of two different atomic states, for example two hyperfine state levels of <sup>87</sup>Rb. This situation is closely analogous to the optical case, the two internal atomic states taking the place of the polarizations of the field. As such, this system is formally equivalent to the case of counterpropagating light fields in an Kerr medium.
In contrast to the exact quantum treatment of Refs. , our analysis is based on a mean-field approach, the matter-wave equivalent of treating the electromagnetic field classically. We investigate both the steady-state and dynamical behavior of the system by a combination of analytical and numerical methods. The output fields are found to generally exhibit a multi-valued dependence on the inputs, characteristic of bistable and multi-stable systems. The stability analysis for this particular configuration, however, shows that only the upper branch of the steady-state curve is stable against small perturbations. More interesting, however, is the occurrence of a threshold behavior in the output fields indicating the onset of self-oscillations in the system. The feedback mechanism leading to this effect is the grating established in the medium by the interference between the various fields.
We note that matter-wave bistability was recently predicted in a simple model of a driven nonlinear Gross-Pitaevskii equation which neglected however the effects of collisions between the strong driving field and the condensate. In contrast, the present system includes both the effect of two-body collisions, and fully accounts for propagation effects.
This paper is organized as follows: Section II introduces our model and derives the nonlinear partial differential equations describing the propagation of the interacting atomic beams. Section III solves these equations analytically in steady state and shows the appearance of multistable solutions and threshold behavior. The stability of the steady state solutions is investigated in Section IV using numerical methods, while section V discusses the onset of self-oscillations. Finally, Section VI is a summary and conclusion.
## II Model
We consider an ultracold two-component Schrödinger field $`\widehat{𝚿}(𝐫,t)=(\widehat{\mathrm{\Psi }}_1(𝐫,t),\widehat{\mathrm{\Psi }}_2(𝐫,t))^T`$, the indices 1 and 2 labeling the internal state of the atoms of mass $`m`$, e.g. two hyperfine ground states. These fields consist of two counterpropagating plane waves which interact propagating along the $`z`$-axis in an interaction region $`0zL`$, the nonlinear interaction outside this region being turned off e.g. by tuning a magnetic field to a Feshbach resonance.
Our starting point for the description of this system is the many-body Hamiltonian describing the evolution of a two-component condensate, the effects of collisions being described in the $`s`$-wave scattering approximation,
$``$ $`=`$ $`{\displaystyle \underset{j=1,2}{}}{\displaystyle d^3r\widehat{\mathrm{\Psi }}_j^{}(𝐫,t)\left(\frac{\widehat{p}^2}{2m}+V_j\right)\widehat{\mathrm{\Psi }}_j(𝐫,t)}`$ (3)
$`+{\displaystyle \frac{\mathrm{}}{2}}{\displaystyle }d^3r(g_1\widehat{\mathrm{\Psi }}_1^{}\widehat{\mathrm{\Psi }}_1^{}\widehat{\mathrm{\Psi }}_1\widehat{\mathrm{\Psi }}_1+g_2\widehat{\mathrm{\Psi }}_2^{}\widehat{\mathrm{\Psi }}_2^{}\widehat{\mathrm{\Psi }}_2\widehat{\mathrm{\Psi }}_2`$
$`+2g_x\widehat{\mathrm{\Psi }}_1^{}\widehat{\mathrm{\Psi }}_2^{}\widehat{\mathrm{\Psi }}_1\widehat{\mathrm{\Psi }}_2)`$
where the scattering strengths $`g_i`$ are related to their respective s-wave scattering lengths $`a_i`$ by
$$g_i=\frac{4\pi \mathrm{}a_i}{m}.$$
(4)
For $`T0`$, the condensate is well described by a two-component Hartree condensate wave function $`\varphi (𝐫,t)=(\varphi _1(𝐫,t),\varphi _2(𝐫,t))^T`$, governed by the coupled Gross-Pitaevskii nonlinear Schrödinger equations
$`i\mathrm{}\dot{\mathrm{\Phi }}_1`$ $`=`$ $`\left({\displaystyle \frac{\mathrm{}^2}{2m}}^2+V_1\right)\mathrm{\Phi }_1`$ (6)
$`+\mathrm{}N\left[g_s|\mathrm{\Phi }_1|^2+g_x|\varphi _2|^2\right]\mathrm{\Phi }_1,`$
and similarly for $`\mathrm{\Phi }_2`$ with $`12`$, where the total atomic density is normalized to $`1`$ by factoring out the number of atoms $`N`$. Quantum fluctuations about this solution can be analyzed by introducing the mean-field approximation
$$\widehat{\mathrm{\Psi }}_i(𝐫,t)\mathrm{\Phi }_i(𝐫,t)+\delta \widehat{\psi }_i(𝐫,t),$$
(7)
where the bosonic operator $`\delta \widehat{\psi }_i(𝐫,t)`$ describes small fluctuations about the mean field $`\mathrm{\Phi }_i(𝐫,t)=\widehat{\mathrm{\Psi }}_i(𝐫,t)`$. This analysis will be the subject of future work.
We assume that the atomic fields are tightly confined in the transverse dimension but free to move in the third one such that the motional degrees of freedom in the $`xy`$ plane are frozen, a situation that could be realized in atomic waveguides. In that case, we may factorize the ground state Hartree wave function into a parallel and a transverse part as
$$\mathrm{\Phi }_j(𝐫,t)=\varphi _{}^{(j)}(x,y)\varphi _j(z,t)e^{i\omega _jt}$$
(8)
where $`\varphi _{}^{(j)}(x,y)`$ is taken to be the normalized ground state of the transverse potential $`V_j(x,y)`$ with energy $`\mathrm{}\omega _j`$. The problem is then reduced to an effective one-dimensional geometry, with the longitudinal condensate wave function satisfying the one-dimensional nonlinear Schrödinger equation
$`i\mathrm{}\dot{\varphi }_1(z,t)={\displaystyle \frac{\mathrm{}^2}{2m}}{\displaystyle \frac{^2}{z^2}}\varphi _1(z,t)`$ (9)
$`+\mathrm{}N\left[\eta _1g_1|\varphi _1(z,t)|^2+\eta _xg_x|\varphi _2(z,t)|^2\right]\varphi _1(z,t)`$ (10)
and similarly for $`\varphi _2(z)`$ with $`12`$. Here
$`\eta _j`$ $`=`$ $`{\displaystyle 𝑑x𝑑y\left|\varphi _{}^{(j)}\right|^4},j=1,2`$ (11)
$`\eta _x`$ $`=`$ $`{\displaystyle 𝑑x𝑑y\left|\varphi _{}^{(1)}\right|^2\left|\varphi _{}^{(2)}\right|^2}.`$ (12)
We consider the situation where two counterpropagating beams of matter waves are moving along the axis of the waveguide, with
$$\varphi _j(z,t)=\left[\varphi _{jf}(z,t)e^{ikz}+\varphi _{jb}(z,t)e^{ikz}\right]e^{i\omega t}$$
(13)
where $`j=1,2`$ and $`\mathrm{}k^2/2m=\omega `$. We assume that the spatial envelopes of these beams vary slowly over a de Broglie wavelength, the atom optics version of the slowly varying envelope approximation,
$$\left|\frac{^2}{z^2}\varphi _m\right|k\left|\frac{}{z}\varphi _m\right|k^2\left|\varphi _m\right|.$$
(14)
With Eqs. (13) and (14), Eq. (10) yields
$`i\left[{\displaystyle \frac{}{t}}+\left({\displaystyle \frac{\mathrm{}k}{m}}\right){\displaystyle \frac{}{z}}\right]\varphi _{1f}=g_1\left(|\varphi _{1f}|^2+2|\varphi _{1b}|^2\right)\varphi _{1f}`$ (15)
$`+g_x\left[\left(|\varphi _{2f}|^2+|\varphi _{2b}|^2\right)\varphi _{1f}+\varphi _{2f}\varphi _{2b}^{}\varphi _{1b}\right]`$ (16)
and
$`i\left[{\displaystyle \frac{}{t}}\left({\displaystyle \frac{\mathrm{}k}{m}}\right){\displaystyle \frac{}{z}}\right]\varphi _{1b}=g_2\left(|\varphi _{1b}|^2+2|\varphi _{1f}|^2\right)\varphi _{1b}`$ (17)
$`+g_x\left[\left(|\varphi _{2b}|^2+|\varphi _{2f}|^2\right)\varphi _{1b}+\varphi _{2b}\varphi _{2f}^{}\varphi _{1f}\right]`$ (18)
as well as two additional equations with $`12`$. In these equations we have scaled the nonlinear coupling constants to the overlap integral $`\eta `$ and the total particle number $`N`$ as
$`g_j`$ $``$ $`\eta _jNg_j,j=1,2`$ (19)
$`g_x`$ $``$ $`\eta _xNg_x.`$ (20)
The factors of 2 appearing in Eqs. (16) and (18) result from the nonlinear nonreciprocity familiar in nonlinear optics.
## III Steady state
To find the steady state of the system, we proceed by first observing that the total atomic density
$$\varrho =|\varphi _{1f}|^2+|\varphi _{1b}|^2+|\varphi _{2f}|^2+|\varphi _{2b}|^2$$
(21)
is a constant of motion. For simplicity we take $`g_1=g_2=g_xg`$ (this can be achieved by tuning the scattering lengths via e.g., Feshbach resonance and/or by adjusting the transverse potential $`V_j`$); in the optical analog this corresponds to a purely electrostrictive Kerr medium. Dropping the time derivatives from Eqs. (16) and (18) and introducing the scaled velocity
$$v=\frac{\mathrm{}k}{mg}$$
(22)
gives then
$`iv{\displaystyle \frac{d\varphi _{1f}}{dz}}`$ $`=`$ $`\varrho \varphi _{1f}+R\varphi _{1b}`$ (23)
$`iv{\displaystyle \frac{d\varphi _{1b}}{dz}}`$ $`=`$ $`\varrho \varphi _{1b}+R^{}\varphi _{1f},`$ (24)
and
$`iv{\displaystyle \frac{d\varphi _{2f}}{dz}}`$ $`=`$ $`\varrho \varphi _{2f}+R\varphi _{2b}`$ (25)
$`iv{\displaystyle \frac{d\varphi _{2b}}{dz}}`$ $`=`$ $`\varrho \varphi _{2b}+R^{}\varphi _{2f},`$ (26)
where the introduction of the new variable
$$R(z)\varphi _{1f}\varphi _{1b}^{}+\varphi _{2f}\varphi _{2b}^{}$$
(27)
allows us to decouple the evolution of the two internal components of the field two condensate species $`1`$ and $`2`$. This can be seen from the observation that
$`{\displaystyle \frac{dR}{dz}}`$ $`=`$ $`{\displaystyle \frac{d\varphi _{1f}}{dz}}\varphi _{1b}^{}+\varphi _{1f}{\displaystyle \frac{d\varphi _{1b}^{}}{dz}}+{\displaystyle \frac{d\varphi _{2f}}{dz}}\varphi _{2b}^{}+\varphi _{2f}{\displaystyle \frac{d\varphi _{2b}^{}}{dz}}`$ (28)
$`=`$ $`{\displaystyle \frac{i}{v}}3\varrho R`$ (29)
which yields
$`R(z)=R_0e^{\frac{i}{v}3\varrho z}.`$ (30)
We can therefore determine the steady state for the two internal states of the condensate separately.
Substituting the new rotating field amplitudes
$`\psi _{1f}`$ $`=`$ $`\varphi _{1f}e^{\frac{i}{v}\varrho z}`$ (31)
$`\psi _{1b}`$ $`=`$ $`\varphi _{1b}e^{\frac{i}{v}\varrho z},`$ (32)
into Eqs. (23) yields the second-order differential equation
$$\frac{d^2\psi _{1f}}{dz}=\frac{i\varrho }{v}\frac{d\psi _{1f}}{dz}+\frac{|R_0|^2}{v^2}\psi _{1f},$$
(33)
which shows that the propagation of $`\psi _{1f}`$ is characterized by the spatial frequencies
$$k_\pm =\frac{\varrho }{2v}\pm \frac{1}{2v}\sqrt{\varrho ^24|R_0|^2}$$
(34)
It can be shown that
$$M^2\varrho ^24|R_0|^20$$
(35)
so that $`\psi _{1f}(z)`$:
$$\psi _{1f}(z)=e^{\frac{i\varrho }{2v}z}\left[A_{1f}\mathrm{sin}\left(\frac{M}{2v}z\right)+B_{1f}\mathrm{cos}\left(\frac{M}{2v}z\right)\right],$$
(36)
the constants $`A_{1f}`$ and $`B_{1f}`$ being determined by the boundary conditions. We observe that $`A_{1f}`$ depends on both $`\psi _{1b}(0)`$ and $`R_0`$, and hence on the boundary conditions for all four fields, $`\varphi _{1f}(0)`$, $`\varphi _{1b}(L)`$, $`\varphi _{2f}(0)`$ and $`\varphi _{2b}(L)`$. Therefore the equations of motion of all four fields need to be solved and used to calculate the respective coefficients for any one field. The explicit forms of the coefficients $`A_{\mu i}`$ and $`B_{\mu i}`$, where $`\mu =1,2`$ and $`i=f,b`$ are given in appendix A.
Further analytical progress can be achieved by decomposing the field $`\psi _{1f}`$ into a real amplitude and phase following reference ,
$$\psi _{1f}=\sqrt{\rho _{1f}}\mathrm{exp}(i\vartheta _{1f}),$$
(37)
and concentrating on the field amplitudes only. One finds readily
$`\rho _{1f}(z)`$ $`=`$ $`\beta \pm \sqrt{|\alpha |^2\left(\rho _{1f}(0)\beta \right)^2}\mathrm{sin}\left({\displaystyle \frac{M}{v}}z\right)`$ (39)
$`+\left(\rho _{1f}(0)\beta \right)\mathrm{cos}\left({\displaystyle \frac{M}{v}}z\right)`$
where
$`\alpha `$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(A_{1f}^2+B_{1f}^2\right)`$ (40)
$`\beta `$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(|A_{1f}|^2+|B_{1f}|^2\right),`$ (41)
and the sign in front of the square root in Eq. (39) is determined by the sign of $`A_{1f}B_{1f}^{}+A_{1f}^{}B_{1f}`$. Similar relations hold for the other field components.
One advantage of concentrating on the amplitudes $`\rho _{\mu i}`$ only is that it is sufficient to know one of them to determine the others. This follows from the fact that
$$\frac{d\rho _{1f}}{dz}=\frac{d\rho _{1b}}{dz}=\frac{d\rho _{2f}}{dz}=\frac{d\rho _{2b}}{dz}.$$
(42)
which allows us to introduce the three conserved quantities
$`\rho _f`$ $``$ $`\rho _{1f}(z)+\rho _{2f}(z)`$ (43)
$`\rho _b`$ $``$ $`\rho _{1b}(z)+\rho _{2b}(z)`$ (44)
$`\rho _x`$ $``$ $`\rho _{1f}(z)+\rho _{2b}(z),`$ (45)
so that
$`\rho _{1b}(z)`$ $`=`$ $`\rho _b\rho _x+\rho _{1f}(z)`$ (46)
$`\rho _{2f}(z)`$ $`=`$ $`\rho _f\rho _{1f}(z)`$ (47)
$`\rho _{2b}(z)`$ $`=`$ $`\rho _x\rho _{1f}(z).`$ (48)
The existence of these conservation laws was previously pointed out in the context on nonlinear optics in Refs. and .
For concreteness, we now consider the specific example where the intensities of the forward and backward propagating fields are equal,
$$\rho _f=\rho _b,$$
(49)
and
$`\rho _{1b}(L)`$ $`=`$ $`\rho _b=\varrho /2`$ (50)
$`\rho _{2b}(L)`$ $`=`$ $`0.`$ (51)
Under these conditions, one finds readily that
$$|R_0|^2=\rho _b\rho _{1f}(L)=\frac{1}{2}\varrho \rho _{1f}(L)$$
(52)
and
$$|\alpha |=\beta =\rho _{1f}(L)/2.$$
(53)
With Eqs. (52) and (53), Eq. (39) reduces to the remarkably simple form
$$\frac{\rho _{1f}(0)}{\rho _{1f}(L)}=\mathrm{cos}^2\left(\kappa L/2\right)$$
(54)
where
$$\kappa =M/v=\left(\frac{2mg}{\mathrm{}k}\right)\varrho \sqrt{1/4\rho _{1f}(L)/2\varrho }.$$
(55)
$`1/\kappa `$ defines a characteristic length. Equation (54) predicts a multivalued relationship between the input and output intensities $`\rho _{1f}`$. The longer $`\kappa `$, the higher order of “multistability” predicted by Eq. (54). Fig. 2 illustrates the input-output relationship of $`\rho _{1f}`$.
Alternatively, and recalling Eqs. (20) and (22) we observe that the argument $`\kappa L/2`$ of the cosine function in Eq. (54) is also proportional to the total density of atoms. This leads us to expect some interesting behaviour when varying the number of particles involved, a scheme whose optical analog has been the object of considerable work . However, we don’t further investigate these questions in the present paper, which is limited to the case of fixed total atomic density.
Returning from the scaled version (20) of the coupling constant $`g`$ to its original definition (4) via Eqs. (12), we observe that for a transversely homogeneous sample, the factor $`g\varrho `$ in Eq. (55) becomes $`g\varrho _V`$, where $`\varrho _V`$ is the volumetric density of the atomic system (as opposed to its linear density $`\varrho `$). Eq. (55) becomes then
$`\kappa `$ $`=`$ $`k\left({\displaystyle \frac{2m}{\mathrm{}^2k^2}}\right)\mathrm{}g\varrho _V\sqrt{1/42\rho _{1f}(L)/2\varrho }`$ (56)
$`=`$ $`k\left({\displaystyle \frac{E_{mf}}{E_{ke}}}\right)\sqrt{1/4\rho _{1f}(L)/2\varrho }.`$ (57)
where we have introduced the kinetic energy $`E_{ke}=\mathrm{}^2k^2/2m`$ and the mean-field energy $`E_{mf}=\mathrm{}g\varrho _V`$.
Introducing the healing length
$$\mathrm{}_h=\sqrt{\frac{\mathrm{}}{2mg\varrho _V}}$$
(58)
and the de Broglie wavelength $`\lambda _{db}=2\pi /k`$ shows that the multistable properties of the system are fully determined by the characteristic length
$$L_c=\frac{E_{ke}}{kE_{mf}}=4\pi ^2\frac{\mathrm{}_h^2}{\lambda _{db}}.$$
(59)
## IV Stability analysis
In this section, we analyze the stability of the steady-state solution (54) against small classical perturbations. For simplicity, we assume that the fields at the boundaries of the interaction region are real,
$`\varphi _{1f}(0)`$ $`=`$ $`\sqrt{\rho _{1f}}`$ (60)
$`\varphi _{2f}(0)`$ $`=`$ $`\sqrt{\rho _f\rho _{1f}}`$ (61)
$`\varphi _{1b}(L)`$ $`=`$ $`0`$ (62)
$`\varphi _{2b}(L)`$ $`=`$ $`\sqrt{\rho _b}.`$ (63)
The first approach proceeds by expressing the condensate wave function $`\varphi _{1f}(z,t)`$ and its complex conjugate as
$`\varphi _{1f}(z,t)`$ $`=`$ $`\varphi _{1f_{ss}}(z,t)+\delta _{1f}(z)e^{i\lambda t}`$ (64)
$`\varphi _{1f}^{}(z,t)`$ $`=`$ $`\varphi _{1f_{ss}}^{}(z,t)+ϵ_{1f}(z)e^{i\lambda t}`$ (65)
and linearizing the equations of motion (16) and (18), and similarly for the other field components. The spectrum of eigenvalues $`\lambda `$ can be found by discretizing the resulting system of equations with $`N`$ points along the $`z`$-axis which yields a sparse $`8N\times 8N`$ eigenvalue problem that can be solved numerically using standard techniques. The steady-state solution is then unstable only if eigenvalues with positive imaginary parts appear in the spectrum.
In addition to this temporal stability, we have also carried out a full spatio-temporal analysis by solving directly the linearized form of Eqs. (16) and (18) for small perturbations about the steady state of the fields.
Both approaches indicate that the only stable branch of the solution (54) is the “uppermost branch”, i. e. the branch corresponding to the highest $`\rho _{1f}(L)`$ for a given $`\rho _{1f}(0)`$ which corresponds to the condition
$$0\frac{\kappa L}{2}<\pi /2.$$
(66)
Figure 3 shows a typical result for the temporal evolution of $`\delta _{1f}`$ at $`z=L`$ in both an unstable and a stable branch. After some short-time transients, the unstable dynamics becomes completely dominated by the largest positive eigenvalue and the growth of the small perturbation becomes exponential.
## V Self-oscillations
An important consequence of the stability analysis is the prediction of a self-oscillation threshold in the system, as can be seen by considering the case $`\rho _{1f}(0)=0`$, that is, no input field in mode “$`1f`$”. In that case, Eq. (54) reduces to
$$\rho _{1f}(L)\mathrm{cos}^2(\kappa L/2)=0.$$
(67)
Hence in the stable region given by (66), $`\rho _{1f}(L)`$ must be 0; while in the unstable region, $`\rho _{1f}(L)`$ may take finite values which results from the amplification of fluctuations. The onset of instability is given by
$$\kappa L=kL\left(\frac{E_{mf}}{E_{ke}}\right)\sqrt{1/4\rho _{1f}(L)/2\varrho }=\pi .$$
(68)
Since the argument of the square root is always less than 1/4, we have that
$$\kappa L\frac{kL}{2}\left(\frac{E_{mf}}{E_{ke}}\right).$$
(69)
Hence the threshold condition (68) cannot be met unless
$$\left(\frac{E_{mf}}{E_{ke}}\right)\frac{2\pi }{kL},$$
(70)
or
$$\frac{\mathrm{}_h^2}{L\lambda _{db}}\frac{1}{8\pi ^3}$$
(71)
which can be recast as
$$\frac{L}{L_c}2\pi .$$
(72)
If this threshold condition is satisfied, the field $`\varphi _{1f}`$ undergoes a second-order-like phase transition to self-oscillations, as illustrated in Fig. 4.
The physical origin of the self-oscillations is the distributed feedback resulting from the cross-phase modulation with the other fields present. In order to lead to gain at the wavelength of $`\varphi _{1f}`$, this grating must itself be modulated with period $`2\pi /k`$. But the mean-field energy of the condensate fights against the creation of such spatial modulation. The healing length, whose associated momentum $`\mathrm{}_h^1`$ yields a kinetic energy contribution equal to the mean-field energy, is the smallest length scale over which the required changes can occur. Hence, it is not surprising that the threshold condition should be related to the healing length, the length of the sample and the atomic de Broglie wavelength.
It is interesting to note that the quantity $`\mathrm{}_h^2/\lambda _{db}L`$ is reminiscent of the Fresnel number $`=a^2/\lambda L`$ in optics, where $`a`$ is the aperture of the system, $`\lambda `$ the wavelength and $`L`$ the distance of propagation. The Fresnel number is a measure of the number of transverse modes that can be excited in an optical system. For very large Fresnel numbers, the wave can well be approximated as a plane wave, while diffraction effects and multiple transverse modes become important for small $``$. The present situation is different in that we now consider the longitudinal stability of the system. Still, the analogy is rather telling. For samples of length short or comparable to the healing length, the condensate is so stiff as to prevent the generation of higher longitudinal modes, hence the instability requires a condensate much larger than $`\mathrm{}_h`$. As such, $`\mathrm{}_h^2/\lambda _{db}L`$ can be thought of as the longitudinal Fresnel number of the condensate, with the healing length playing a role similar to that of the system aperture $`a`$ in optics.
The onset of self-oscillations is illustrated in Fig. 5, which shows the evolution of $`\rho _{1f}(L,t)`$ for $`\rho _{1f}(0,t)=0.01\varrho /2`$, this small value simulating some small fluctuation about $`\rho _{1f}(0,t)=0`$. This simulation assume that all field amplitudes inside the interaction region ($`0<zL`$) are initially equal to zero.
## VI Summary and conclusion
In summary, we have studied a system of counterpropagating two-component Bose-Einstein condensates in a waveguide configuration. This system exhibits interesting nonlinear behavior such as four-wave mixing and self-oscillations. We have presented an analytical solution of the steady state field equations and found a multivalued relationship between the input and the output field intensities. Through a linear perturbation analysis as well as a full numerical study, we have found that one and only one branch of solutions is stable for a given input configuration. The onset of the instability depends on a parameter in close analogy with the Fresnel number in optics.
We remark that these results were obtained under the assumption that all the effective scattering lengths are the same ($`g_1=g_2=g_x`$). In future work, we plan to investigate the case of unequal scattering lengths, which will make our system formally equivalent to the case of counterpropagating light fields in a non-electrostrictive Kerr medium. The analogy with the optical system also suggests that it would be desirable to allow for different intensities of the two counterpropagating matter-wave fields. It has been shown that bi- or multistable solutions exist in these nonlinear optical systems. It will be interesting to see if such a matter wave system can also exhibit multi-stability.
Finally, it will be worthwhile to extend the analysis past the Hartree mean-field theory in order to study the onset of nonclassical effects, such as the squeezing associated with the anomalous density of the system.
The experimental realization of this system is certainly challenging, but we see no fundamental problems using present day technology. Indeed, the question of stability in wave-mixing processes will most likely arise naturally in the next generation of atom interferometry experiments.
###### Acknowledgements.
This work is supported in part by Office of Naval Research Contract No. 14-91-J1205, National Science Foundation Grant PHY98-01099, the Army Research Office and the Joint Services Optics Program. J. H. gratefully acknowledges support by the “Konrad Adenauer Stiftung”.
## A
Solving Eq. (33) and its counterpart for the backward moving field and inserting the results into Eqs. (31) gives
$`\varphi _{1f}(z)`$ $`=`$ $`e^{i\frac{3\varrho }{2v}z}\left[A_{1f}\mathrm{sin}\left({\displaystyle \frac{M}{2v}}z\right)+B_{1f}\mathrm{cos}\left({\displaystyle \frac{M}{2v}}z\right)\right]`$ (A1)
$`\varphi _{1b}(z)`$ $`=`$ $`e^{i\frac{3\varrho }{2v}z}\left[A_{1b}\mathrm{sin}\left({\displaystyle \frac{M}{2v}}z\right)+B_{1b}\mathrm{cos}\left({\displaystyle \frac{M}{2v}}z\right)\right]`$ (A2)
and similarly for $`12`$. The boundary conditions are $`\varphi _{1f}(0)`$, $`\varphi _{1b}(L)`$, $`\varphi _{2f}(0)`$ and $`\varphi _{2b}(L)`$. Since the four fields are coupled by $`R_0=B_{1f}B_{1b}^{}+B_{2f}B_{2b}^{}`$ it is necessary to consider all fields to determine the coefficients $`A_{\mu i}`$ and $`B_{\mu i}`$. We start from Eqs. (A1), we derive expressions for $`\varphi _{jf}(0)`$, $`d\varphi _{jf}(0)/dz`$, $`\varphi _{jb}(L)`$ and $`d\varphi _{jb}(0)/dz`$, $`j=1,2`$ in terms of these coefficients and use the relations (16) to close this set of equations.
For $`\mathrm{sin}(ML/2v),\varphi _{1f}(0)`$ and $`\varphi _{2f}(0)0`$ we find
$`B_{1f}`$ $`=`$ $`\varphi _{1f}(0)`$ (A3)
$`B_{2f}`$ $`=`$ $`\varphi _{2f}(0)`$ (A4)
$`B_{1b}`$ $`=`$ $`{\displaystyle \frac{e^{3i\varrho L/2v}M\left(\varphi _{1b}(L)+{\displaystyle \frac{\varphi _{2b}(L)}{g\left(|B_{2f}|^2\right)}}\right)}{\mathrm{sin}(ML/2v)\left[g(|B_{1f}|^2)+{\displaystyle \frac{4|B_{1f}|^2|B_{2f}|^2}{g(|B_{2f}|^2)}}\right]}}`$ (A5)
$`B_{2b}`$ $`=`$ $`{\displaystyle \frac{i2B_{1f}^{}B_{1b}B_{2f}e^{3i\varrho L/2v}{\displaystyle \frac{M\varphi _{2b}(L)}{\mathrm{sin}(ML/2v)}}}{g(|B_{2f}|^2)}}`$ (A6)
$`A_{1b}`$ $`=`$ $`{\displaystyle \frac{\varphi _{1b}(L)e^{3i\varrho L/2v}B_{1b}\mathrm{cos}\left(\frac{M}{2v}L\right)}{\mathrm{sin}\left(\frac{M}{2v}L\right)}}`$ (A7)
$`A_{2b}`$ $`=`$ $`B_{2b}/\mathrm{tan}(ML/2v)`$ (A8)
$`A_{1f}`$ $`=`$ $`{\displaystyle \frac{i}{M}}\left[\varrho B_{1f}2\left(B_{1f}B_{1b}^{}+B_{2f}B_{2b}^{}\right)B_{1b}\right]`$ (A9)
$`A_{2f}`$ $`=`$ $`{\displaystyle \frac{i}{M}}\left[\varrho B_{2f}2\left(B_{1f}B_{1b}^{}+B_{2f}B_{2b}^{}\right)B_{2b}\right]`$ (A10)
where
$$g(x)=i\left(\varrho 2x\right)M/\mathrm{tan}(ML/2v).$$
(A11)
These equations simplify considerably in the specific case $`\varphi _{2b}(L)=0`$ that we have analyzed in detail. Similar, but simpler equations are easily derived if one of the input fields is equal to zero or for $`\mathrm{sin}(ML/2v)0`$.
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# Spin and Dualization of SU(5) Dyons
## I Introduction
The idea that particles may be viewed as solitons can be traced back to Skyrme who introduced what is now called the Skyrme model in which a classical solution (“Skyrmion”) represents the proton. The model has proved useful in the discussion of the properties of light nuclei even though it is known that the Skyrmion does not have the constituent structure of the proton.
The recent attempts to build a dual standard model are along the lines that Skyrme developed — that is, to find a model that admits soliton analogs of the known fundamental particles. Partial success in this direction was achieved in the discovery that the topological charges of the stable magnetic monopoles in an $`SU(5)`$ field theory are in one to one correspondence with the electric charges of one family of fermions of the standard model . A possible scheme to obtain three families of identically charged magnetic monopoles was outlined in Ref. , though at the expense of considerably complicating the group structure of the model.
So far, a substantial shortcoming of the model (summarized in section II) has been that the monopoles emerging from the $`SU(5)`$ field theory are all bosonic while the standard model particles are known to be fermionic. The issue of spin and handedness of the solitons was discussed in Ref. though not resolved in the $`SU(5)`$ context. The basis for the discussion was the discovery of “spin from isospin” in which dyons can have half-integer spin even in a purely bosonic particle theory. The possibility for handedness was discussed in the context of a $`\theta `$ term in the action and the result that dyons can carry fractional electric charges proportional to $`\theta `$ . Also needed was the angular momentum of dyons in presence of a $`\theta `$ term .
The success of the spin from isospin phenomenon for the dual standard model depends on the existence of half-integer spin states for all the dyons that ultimately correspond to the standard model particles. In the case of the ’t Hooft-Polyakov monopole, spin from isospin can provide half-integer spin to the fundamental monopole but not to the monopole with twice the topological winding. In contrast, in the $`SU(5)`$ case it has been shown that all the stable monopoles can be provided with electric charges to make them into half-integer spin dyons . However, the particles that we observe are not ostensibly dyons. Hence it is important to show that all the half-integer spin dyons which arise in the $`SU(5)`$ field theory and which will be identified with standard model fermions can be transformed by a duality rotation into purely electric charges. This is the aim of the present paper.
Here we shall take the approach that the known standard model particles are purely electric (in contrast to Refs. ), and then we would like to know whether the spin 1/2 dyonic states of the $`SU(5)`$ model — that are in one-one correspondence with the standard model particles — can all be dualized into purely electric charges. In trying to answer this question, we strictly need to consider duality rotations for gauge fields transforming in representations of the unbroken symmetry group $`H=[SU(3)\times SU(2)\times U(1)]/Z_6`$. Such non-Abelian duality transformations are not fully understood yet. Our approach (section III) will be to assume that independent duality rotations can be applied to the field strengths in the directions of the four commuting generators of $`H`$. In other words, we assume that the transformation
$$E_i^a+iB_i^ae^{i\varphi _a}(E_i^a+iB_i^a),a=0,8,3,1$$
(1)
is valid with independent phase angles $`\varphi _a`$ for the generators $`\lambda _3`$ and $`\lambda _8`$ of $`SU(3)`$, $`\tau _3`$ of $`SU(2)`$ and $`Y`$ of $`U(1)`$:
$$\lambda _3=\frac{1}{2}\mathrm{diag}(1,1,0,0,0),$$
(2)
$$\lambda _8=\frac{1}{2\sqrt{3}}\mathrm{diag}(1,1,2,0,0),$$
(3)
$$\tau _3=\frac{1}{2}\mathrm{diag}(0,0,0,1,1),$$
(4)
$$Y=\frac{1}{2\sqrt{15}}\mathrm{diag}(2,2,2,3,3).$$
(5)
The corresponding magnetic charges $`m_a`$ and electric charges $`q_a`$ transform as
$$(q_a+im_a)e^{i\varphi _a}(q_a+im_a).$$
(6)
We cannot rigorously justify these transformations since the $`SU(3)`$ non-Abelian equations of motion explicitly involve the gauge fields and not just the field strengths (in contrast to Maxwell’s equations). However, the equations of motion are indeed invariant under the transformation if only the commuting gauge field components (Cartan subalgebra) are non-vanishing. Also note that the Hamiltonian and the Euclidean action remain invariant under the transformation in (1). Furthermore, if $`SU(5)`$ were broken down to $`U(1)^4`$, each of the gauge field components labelled by the index $`a=0,8,3,1`$ would be Abelian and then the Abelian duality transformations would correspond exactly to eq. (1).
While adopting the transformation in eq. (1) as the duality rotation, we also discuss the case when this may not be true. If, for example, we restrict ourselves to $`\varphi _0=\varphi _8`$, we can show that the half-integer spin states in the even winding topological sectors must necessarily carry both magnetic and electric $`SU(3)`$ charge.
In the case when the $`\varphi _a`$ are independent, we find an infinite set of dualizable, half-integer $`SU(5)`$ dyon states that are in one to one correspondence with the standard model particles. To arrive at this conclusion we need to solve constrained quadratic Diophantine equations that can be definite or indefinite. Such equations have been considered at least since 600 A.D. by Bhaskara and Brahmagupta and techniques to solve them can be found in number theory text books (eg. ). We shall describe some of the equations and their solutions in Appendix B.
The infinity of solutions is unlikely to be of any direct physical relevance. The reason is that we are interested only in the lowest energy state in any given topological sector since, presumably, the higher energy states are unstable to decay into the lowest energy state. However, the energy of a dyon is not known at strong coupling — which is the relevant regime for making contact with the standard model — and so there is no sure way of determining the lowest energy states. The best that we can do at present is to assume a BPS form for the energy (see also the monopole reviews in Ref. ) in which the energy of a dyon is proportional to the magnitude of its charge:
$$E_{BPS}\sqrt{q_a^2+m_a^2}$$
(7)
where a sum over the index $`a`$ is understood. This form of the energy does not apply to the dual standard model where the monopoles may be close to being BPS but are not exactly BPS , and neither does it apply to the standard model particles. The purpose of considering eq. (7) is simply that it enables us to find the lowest energy dyons in the weak coupling, near BPS limit.
If we assume eq. (7) for the energy, then for any given value of the magnetic charge $`m^a`$, it would pick out the state $`q^a=0`$ as the state with the lowest energy. These purely magnetic states would have zero spin (see below). The situation is more interesting when we include a $`\theta `$ term in the $`SU(5)`$ action because then the electric charge contains a contribution from the $`\theta `$ term . In that case, the lowest energy state can indeed have half integer spin. The hope then would be that for a certain value of $`\theta `$, of the phases $`\varphi _a`$, and of the coupling constant $`g`$, one would obtain a complete family of spin half dyons which would be the lowest energy states. However, we show that this hope is not realized due to the monopole with topological winding $`n=6`$. In this topological class, the state with the lowest BPS energy necessarily has integer spin.
Ideally we would like to work with the energy of a dyon at strong coupling and then determine the lightest states for given parameters. This would require understanding the quantum properties of magnetic monopoles — a subject that has been under intense research over the last two decades. Remarkable progress has been achieved in the understanding of monopoles at strong coupling in the supersymmetric case but several tantalizing issues remain open especially in the non-supersymmetric setting (eg. ). An issue that is central to particle-soliton duality is the group representation in which the monopoles transform when they are considered as particles. Goddard-Nuyts-Olive conjectured that monopoles transform in a representation of a dual symmetry group . Bais and Schroers find that a richer structure is applicable to non-Abelian monopoles, since they carry “holomorphic” charges in addition to a topological charge. (This will be important to us in Sec. VI.) In the $`SU(5)`$ model, Lepora has provided strong evidence that the monopoles transform in the fundamental representation of the dual symmetry group ($`SU(3)\times SU(2)\times U(1)`$) based on the transformation properties of the monopoles under rigid gauge transformations . This evidence seems to support the concept of a dual standard model. Further support comes from Lepora’s calculation of the value of the weak mixing angle $`\theta _w`$ in the context of the $`SU(5)`$ dual standard model . Lepora finds $`\mathrm{sin}^2\theta _w=0.22`$ which is in good agreement with experiment at a few GeV. However the relevance of the few GeV scale to the dual standard model has not yet been investigated. Naively it seems that this should be the scale at which the monopole-like structure of elementary particles becomes relevant. Then it is possible that phenomenological considerations already impose strong constraints on the idea of the dual standard model. It would be very interesting to pursue this idea further.
## II Review of dual standard model
Consider the symmetry breaking
$$G=SU(5)H=[SU(3)\times SU(2)\times U(1)]/Z_6.$$
(8)
The magnetic monopoles in this symmetry breaking are labelled by their $`SU(3)`$, $`SU(2)`$ and $`U(1)`$ magnetic charges,
$$M=(m_0,m_8,m_3,m_1)=(0,\frac{n_8}{\sqrt{3}g},\frac{n_3}{2g},\frac{1}{2g}\sqrt{\frac{5}{3}}n_1)$$
(9)
where,
$$n_8=n+3k,n_3=n+2l,n_1=n.$$
(10)
Here, $`k`$ and $`l`$ are arbitrary integers since the $`\lambda _8`$ (of $`SU(3)`$) and $`\tau _3`$ (of $`SU(2)`$) charges are only defined modulo 3 and 2 respectively.
The topological sector is only determined by the integer $`n_1`$ which gives the topological winding number ($`\mathrm{\Pi }_2(G/H)=Z`$). The integers $`n_8`$ and $`n_3`$ are related to the “holomorphic” charges which are discussed in Ref. and which are not topological. In , Murray derived constraints that the sum of the topological and holomorphic charges has to be greater than or equal to zero. The holomorphic charges are the diagonal entries of the magnetic charge matrix which in this SU(5) case is
$`2𝐌`$ $`=`$ $`2g[m_0\lambda _3+m_8\lambda _8+m_3\tau _3+m_1Y]`$ (11)
$`=`$ $`\mathrm{diag}({\displaystyle \frac{n_8n_1}{3}},{\displaystyle \frac{n_8n_1}{3}},{\displaystyle \frac{2n_8n_1}{3}},`$ (13)
$`{\displaystyle \frac{n_3+n_1}{2}},{\displaystyle \frac{n_3+n_1}{2}}).`$
Murray’s constraints are then that the first three entries of the charge matrix must be non-negative and the last two entries must be greater than or equal to minus the topological charge (our $`n_1`$). For $`n_10`$ this leads to:
$$n_12k0,n_1l0.$$
(14)
(For positive values of $`n_1`$, these inequalities would be reversed.)
The physical origin of Murray’s constraints are, however, not clear<sup>*</sup><sup>*</sup>*In addition, we have not been able to resolve the different constraints that result if we order the charge matrix differently. If the charge matrix is organised to have the $`SU(2)`$ block first and then the $`SU(3)`$ block, the constraints in eq. (14) are reversed and also $`2k`$ must be replaced by $`k`$. Note that Murray’s constraints are not related to the 3-fold color degeneracy and 2-fold spin degeneracy in the choice of $`SU(3)`$ and $`SU(2)`$ generators.. As the ingredients in the derivation of the constraints only involve the structure of the gauge field theory, it is likely that any configuration that violates the conditions is gauge equivalent to one that does satisfy the conditions. This is borne out by considering the trivial case with $`n_1=0`$. However, as we shall see below, the integer $`k`$ is crucially important in determining the spin of a dyon: there are values of $`k`$ that violate the constraints but which give rise to angular momentum that cannot be achieved by states satisfying the constraints. For this reason, we will assume Murray’s constraints provided there is no state that violates them and which has a different value (integer versus half-integer) of the angular momentum.
A stability analysis of the non-BPS monopoles in any topological sector shows that only the $`\pm n=1,2,3,4,6`$ monopoles are stable. (This result assumes a range of parameters in the $`SU(5)`$ potential .) A comparison with the standard model particles shows that these monopoles are in one to one correspondence as depicted in Table I.
TABLE I. The quantum numbers ($`n_8`$, $`n_3`$ and $`n_1`$) on stable $`SU(5)`$ monopoles are shown and these correspond to the $`SU(3)`$, $`SU(2)`$ and $`U(1)`$ charges on the corresponding standard model fermions shown in the right-most column.
| $`n_{}`$ | $`n_8/3`$ | $`n_3/2`$ | $`n_1/6`$ | |
| --- | --- | --- | --- | --- |
| +1 | 1/3 | 1/2 | 1/6 | $`(u,d)_L`$ |
| -2 | 1/3 | 0 | -1/3 | $`d_R`$ |
| -3 | 0 | 1/2 | -1/2 | $`(\nu ,e)_L`$ |
| +4 | 1/3 | 0 | 2/3 | $`u_R`$ |
| -6 | 0 | 0 | -1 | $`e_R`$ |
The spin of the $`SU(5)`$ monopoles is provided by bound states of quanta of a fundamental scalar field. (The existence of such bound states will depend on the details of the SU(5) potential. Here we will simply assume that the bound states exist.) This is the “spin from isospin” idea extended to $`SU(5)`$ monopoles . To determine whether the spin is integer or half-integer, one needs to calculate the angular momentum in the gauge fields of the dyon. It is given by
$$J=\underset{a}{}q_am_a$$
(15)
where the index $`a`$ runs over $`0,8,3,1`$ and labels the two $`SU(3)`$ charges, one $`SU(2)`$ charge and the hypercharge. The $`m_a`$ have been defined in eq. (9) and the $`q_a`$ are the electric charges present in the state under consideration.
The fundamental scalar field of $`SU(5)`$ has five components and we can consider dyonic states with any number of quanta of these five components. Let us label the components by the index $`h`$, then the four different electric charges on a single quanta of each of the five components can be written as:
$`e_0^h`$ $`={\displaystyle \frac{g}{2}}\left(\begin{array}{c}1\\ 1\\ 0\\ 0\\ 0\end{array}\right),e_8^h={\displaystyle \frac{g}{2\sqrt{3}}}\left(\begin{array}{c}1\\ 1\\ 2\\ 0\\ 0\end{array}\right),`$ (16)
$`e_3^h`$ $`={\displaystyle \frac{g}{2}}\left(\begin{array}{c}0\\ 0\\ 0\\ 1\\ 1\end{array}\right),e_1^h={\displaystyle \frac{g}{2\sqrt{15}}}\left(\begin{array}{c}2\\ 2\\ 2\\ 3\\ 3\end{array}\right).`$ (17)
(These assignments are obtained by considering the corresponding Noether charges.) To clarify the meaning of these charge assignments consider the example in which we have one quanta of the first component ($`h=1`$) of the fundamental scalar field. This quanta will have $`q_0=g/2`$, $`q_8=g/2\sqrt{3}`$, $`q_3=0`$ and $`q_1=g/\sqrt{15}`$. Similarly we can work out the charges on any of the other four ($`h=2,3,4,5`$) scalar field components. If we now consider $`N_h`$ quanta of the component $`h`$, then the total electric charge is:
$$Q=(q_0,q_8,q_3,q_1),$$
(18)
with
$$q_0=\frac{g}{2}(N_1N_2)$$
(19)
$$q_8=\frac{g}{2\sqrt{3}}(N_1+N_22N_3)$$
(20)
$$q_3=\frac{g}{2}(N_4N_5)$$
(21)
$$q_1=\frac{g}{2\sqrt{15}}[2(N_1+N_2+N_3)3(N_4+N_5)].$$
(22)
Let us now define
$$M_0(N_1N_2)$$
(23)
$$M_8(N_1+N_22N_3)$$
(24)
$$M_3(N_4N_5)$$
(25)
$$M_13(N_4+N_5)+2(N_1+N_2+N_3)).$$
(26)
Since the $`N_h`$ are integers, so are the $`M_a`$. Solving the above equations gives the $`N_h`$ in terms of the $`M_a`$:
$$N_2=N_1+M_0$$
(27)
$$N_3=N_1+\frac{M_8+M_0}{2}$$
(28)
$$N_4=N_1+\frac{M_0M_3}{2}+\frac{M_8M_1}{6}$$
(29)
$$N_5=N_1+\frac{M_0+M_3}{2}+\frac{M_8M_1}{6}.$$
(30)
Now since the $`N_h`$ are integers, we have the following two constraints on the $`M_a`$:
$$\frac{M_8+M_0}{2}=\mathrm{integer}$$
(31)
$$\frac{M_0M_3}{2}+\frac{M_8M_1}{6}=\mathrm{integer}.$$
(32)
The second constraint can be combined with the first to put it in a more useful form:
$$\frac{M_8}{3}+\frac{M_3}{2}+\frac{M_1}{6}=\mathrm{integer}.$$
(33)
Then the angular momentum from eq. (15) with eqs. (18) and (9) is found to be:
$$J=\frac{1}{2}\left[\frac{M_8n_8}{3}+\frac{M_3n_3}{2}+\frac{M_1n_1}{6}\right].$$
(34)
In Ref. it was shown that we can have $`J=1/2`$ for every value of $`n`$ for suitable values of the electric charges $`M_a`$ (which will be different on the different monopoles). Note that $`J`$ is only the angular momentum in the long range gauge fields and does not contain other possible contributions such as orbital angular momentum and spin of the gauge particles. These extra contributions can only change the angular momentum by an integer and cannot change a half-integer angular momentum state to one that has integer angular momentum (or vice versa).
Next let us consider the addition of an $`SU(5)`$ $`\theta `$ term. In terms of the gauge fields corresponding to the diagonal generators, the additional piece of the Lagrangian is:
$$L_\theta =\kappa \left[G_{\mu \nu }^3\stackrel{~}{G}^{\mu \nu 3}+G_{\mu \nu }^8\stackrel{~}{G}^{\mu \nu 8}+W_{\mu \nu }^3\stackrel{~}{W}^{\mu \nu 3}+Y_{\mu \nu }\stackrel{~}{Y}^{\mu \nu }\right]$$
(35)
where,
$$\kappa =\frac{g^2\theta }{16\pi ^2}.$$
(36)
The addition of such a term does not alter the expression for the angular momentum of the dyons given in eq. (34) but it does affect the values of the electric charges in eqs. (19-22). (In the case of $`SU(2)`$ monopoles, the effect of a $`\theta `$ term on the electric charge has been discussed in Ref. and on the angular momentum of dyons in Ref. .) The new expressions for the electric charges on the dyons are:
$$q_0=\frac{g}{2}M_0$$
(37)
$$q_8=\frac{g}{2\sqrt{3}}M_8+\frac{gn_8}{\sqrt{3}}\frac{\theta }{2\pi }$$
(38)
$$q_3=\frac{g}{2}M_3+\frac{gn_3}{2}\frac{\theta }{2\pi }$$
(39)
$$q_1=\frac{g}{2\sqrt{15}}M_1\frac{gn_1}{2}\sqrt{\frac{5}{3}}\frac{\theta }{2\pi }.$$
(40)
It is straightforward to check that a shift of $`\theta `$ by $`2\pi `$ can be compensated for by shifts of the $`M_a`$ that satisfy eqs. (31) and (33), thus verifying that the spectrum of states is invariant under $`\theta \theta +2\pi j`$ for any integer $`j`$.
We now want to know if a complete set (i.e. all topological sectors occurring in Table 1) of the half-integer spin dyons can be made to be purely electric by performing a suitable duality rotation (see Fig. 1).
## III Dualization of half-integer spin dyons
The duality rotation phase angles $`\varphi _a`$ (see eq. (1)) required to make a dyon into a purely electric object are given by the inverse tangent of the ratios of its magnetic and electric charges. Therefore
$$\mathrm{tan}\varphi _0=0,(\mathrm{if}M_00)$$
(41)
$$\mathrm{tan}\varphi _8=\frac{2}{g^2}\frac{1}{M_8/n_82\theta /2\pi }$$
(42)
$$\mathrm{tan}\varphi _3=\frac{1}{g^2}\frac{1}{M_3/n_3\theta /2\pi }$$
(43)
$$\mathrm{tan}\varphi _1=\frac{5}{g^2}\frac{1}{M_1/n_15\theta /2\pi }.$$
(44)
Note that the $`M_a`$ are integers and denote the electric charges on the dyons and hence can depend on the winding number $`n`$. Also the integers $`n_a`$ clearly depend on $`n`$. For the dyons to be dualizable, we want that the duality phase angles be independent of $`n`$. Hence we require that $`\alpha _a`$ be independent of $`n`$ where
$$M_8=n_8\alpha _8$$
(45)
$$M_3=n_3\alpha _3$$
(46)
$$M_1=n_1\alpha _1$$
(47)
The $`\alpha _a`$ are independent of $`n`$ and hence by considering the dyon with $`n_1=1`$ we find that $`\alpha _1`$ must be an integer. The constraint in eq. (14) shows that we must also take $`n_8=1`$ and $`n_3=1`$ for $`n_1=1`$ and so all the $`\alpha _a`$ must be taken to be integers Following the discussion after eq. (14), if we relax the constraint to allow $`n_8=2`$ for $`n_1=1`$, half-integer values of $`\alpha _8`$ could still yield integer values of $`M_8`$. However, in Appendix A we show that half-integer values of $`\alpha _8`$ cannot yield a family of spin half dyons and so we will restrict our discussion to integer $`\alpha _8`$.. Furthermore, there is a constraint that the $`\alpha _a`$ must satisfy, coming from the constraint eq. (33) when combined with eq. (10) and setting $`n=1`$:
$$\frac{\alpha _8}{3}+\frac{\alpha _3}{2}+\frac{\alpha _1}{6}=\mathrm{integer}.$$
(48)
In terms of the $`\alpha _a`$, the angular momentum is given by
$`2J_n=[{\displaystyle \frac{\alpha _8}{3}}`$ $`+`$ $`{\displaystyle \frac{\alpha _3}{2}}+{\displaystyle \frac{\alpha _1}{6}}]n^2`$ (49)
$`+`$ $`2[n(\alpha _8k_n+\alpha _3l_n)+\alpha _3l_n^2]+3\alpha _8k_n^2.`$ (50)
For the whole family of dyons ($`\pm n=1,2,3,4,6`$) to have half-integer spin, we need the right-hand side of eq. (50) to be odd for each member. First consider the $`n=2`$ monopole. The first term on the right-hand side is clearly even in this case. The second term is also even since the $`\alpha _a`$ are integers. So $`2J_2`$ is odd if and only if $`3\alpha _8k_2^2`$ is odd. Now suppose that $`\alpha _8`$ and $`k_2`$ are chosen so that $`3\alpha _8k_2^2`$ is odd. Then all the other dyons in the dualizable family will have half-integer spin if we set $`k_n=\pm k_2`$ when the first term on the right-hand side of eq. (50) is even, and $`k_n=0`$ when this term is odd.
Two explicit examples satisfying the constraint in eq. (48) are:
$$\alpha _8=1,\alpha _3=1,\alpha _1=1.$$
(51)
$$\alpha _8=1,\alpha _3=0,\alpha _1=4.$$
(52)
For the first example, the first term on the right-hand side of eq. (50) vanishes and therefore $`2J_n`$ is odd provided $`k_n^2=`$odd for all $`n`$This is an illustration of the discussion following eq. (14). For $`n=1`$ the constraint in eq. (14) only allows $`k_1=0`$. However, $`k_1=0`$ gives a dyon with integer spin, while the state $`k_1=1`$ violates the constraint but gives half-integer spin. Since the spin of the dyons is not taken into account in deriving the constraints we assume that the $`k_1=1`$ state is admissible.. Hence a whole family of dyons has half-integer spin and is dualizable. In fact, there are an infinite number of solutions ($`\alpha _a`$) that have this property. This can be seen by noting that a shift of each of the $`\alpha _a`$ by any fixed even integer also leads to a solution that satisfies the constraints and preserves the half-integer angular momentum.
The dualizable $`2J_n=1`$ dyon states for a fixed set of $`\alpha _a`$ correspond to solutions of the Diophantine equation:
$$2\alpha _8n_8^2+3\alpha _3n_3^2=6\alpha _1n_1^2.$$
(53)
In Appendix B we show that for the $`\alpha _a`$ in eq. (51) there are an infinite number of dualizable dyonic states in every topological sector that have half-integer spin. This conclusion is expected to be valid whenever some of the $`\alpha _a`$’s differ in their signs, leading to indefinite (hyperbolic) Diophantine equations. If all the $`\alpha _a`$ have the same sign, we expect there to be a finite set (possibly empty) of solutions. In view of the constraints in eq. (14) the infinite set of states is not of physical interest. Besides we only expect the lightest of the states for any given winding and angular momentum to be stable.
## IV General results
1) There are infinitely many solutions to the constraints leading to a dualizable family of half-integer spin dyons.
This has been shown above in the paragraph following eq. (52).
2) Each member of the family of dualizable half-integer spin dyons has an integer spin partner that is also dualizable.
To see this conclusion, note that if for a certain $`n`$ one has $`2J_n=`$odd, then the state with $`k_nk_n\pm 1`$ has (eq. (50))
$$2J_n(2J_n)^{}=2J_n+\mathrm{even}\mathrm{integer}+3\alpha _8.$$
(54)
However, $`3\alpha _8`$ has to be odd since $`2J_2=\mathrm{even}+3\alpha _8k_2^2`$ and this has to be odd for the $`n=2`$ monopole to have half-integer spin. Hence the state with the shifted value of $`k_n`$ has integer spin.
Hence the dual standard model predicts bosonic partners of all the standard model fermions. Unlike in the case of supersymmetry, the masses of the partners do not have to be degenerate.
3) The $`n=6`$ dyon with the least BPS energy has integer spin.
The energy of a BPS dyon is given by eq. (7),
$`E_{BPS}=c\sqrt{q_a^2+m_a^2}`$
where $`c`$ is a proportionality constant. The state with the lowest energy is the one with the smallest electric and magnetic charge. For the $`n=6`$ dyon, this is the state with $`n_8=0=n_3`$ since then, both the electric and magnetic charges in the $`SU(3)`$ and $`SU(2)`$ sectors vanish. Now using eq. (34) together with (47) we see that this state has integer spin.
A general statement of this kind cannot be made for dyons with other windings since they necessarily have non-vanishing $`SU(3)`$ and/or $`SU(2)`$ magnetic charge. However it is not difficult to determine which spin state among the dualizable dyons has the least BPS energy. First note that dualizability implies $`q_am_an_a`$. (This relation does not hold for $`a=0`$ where we have $`q_0=gM_0/2`$ and $`M_0`$ is constrained by eq. (31).) Therefore, for fixed values of the $`\alpha _a`$, $`\theta `$ and for small values of $`g`$ (when the electric charge contributions are subdominant), the least BPS energy state is one that has the minimum values of $`n_8^2`$ and $`n_3^2`$. For $`A\alpha _8/3+\alpha _3/2+\alpha _1/6=`$odd, this ensures that the $`n=1,2,4`$ states with half-integer spin have lower BPS energy than the corresponding integer spin states. However, for the $`n=3`$ half-integer spin state to have lower energy than the integer spin state in the case of small $`g`$, we need $`A=`$even because only then the $`n_8=0`$ ($`k_3=1`$) state has half-integer spin.
It is worthwhile pointing out the role of the $`\theta `$ term in these considerations. The lowest BPS energy states for a non-zero $`\theta `$ angle will occur for non-zero values of the $`\alpha _a`$. If $`\theta `$ were zero, the states with the least energy would be those with vanishing electric charges (since $`\alpha _a=0`$ would minimize the BPS energy) and hence, with zero spin.
4) The $`n=2,4,6`$ half-integer spin dualizable dyons carry $`\lambda _3`$ electric charge i.e. $`M_00`$.
To see this, note that eq. (33) implies that $`3M_3+M_1`$ is even. Therefore both $`M_3`$ and $`M_1`$ are even or both are odd. For the even $`n`$ dyons, $`M_1=\alpha _1n_1`$ is even. Hence $`M_3`$ is also even for even $`n`$. Now from the angular momentum formula eq. (34) and the relations in eq. (10) we get
$$2J_n=\left[\frac{M_8}{3}+\frac{M_3}{2}+\frac{M_1}{6}\right]n+M_8k_n+M_3l_n$$
(55)
Therefore, taking eq. (33) into account, we see that $`2J_n`$ is even for even $`n`$ if $`M_8`$ is even. Hence to obtain an odd value for $`2J_n`$ (i.e. half-integer spin), we must necessarily set $`M_8`$ to be odd. Next we use the constraint in eq. (31) which shows that $`M_0`$ has to be odd and, in particular, has to be non-zero. Therefore these half-integer states necessarily carry $`\lambda _3`$ electric charge.
A consequence of this conclusion is that the two $`SU(3)`$ duality rotation phase angles $`\varphi _0`$ and $`\varphi _8`$ cannot be equal. If non-Abelian duality rotations can only be applied with $`\varphi _0=\varphi _8`$ then the dual standard model would only work provided the particles transforming non-trivially under $`SU(3)`$ carry magnetic charge.
5) The $`n=6`$ half-integer spin dualizable dyon must have $`n_80`$.
Inserting $`n=6`$ in eq. (50) shows that we must necessarily have $`k_6=`$odd to get half-integer spin. Therefore $`n_8=n+3k_6=3(2+k_6)`$ is necessarily non-vanishing and the $`n=6`$ half-integer spin state carries SU(3) gluonic structure.
Similarly if $`\alpha _8`$ and $`\alpha _8/3+\alpha _3/2+\alpha _1/6`$ are odd integers, then $`k_3`$ has to be even for the $`n=3`$ monopole to have half-integer spin. Then $`n_80`$ and this monopole also carries gluonic structure.
## V Stability of half-integer spin dyons
The monopoles in any topological sector have two decay channels. Firstly, the monopoles can emit scalar and vector particles and change their values of $`k`$ and $`l`$. Secondly, a monopole can fragment into two monopoles of smaller magnetic charge. We have to show that neither of these instabilities apply to the states that we would like to interpret as standard model particles.
The first instability will not apply to the lowest lying half-integer spin state in any given topological sector and so we need only concern ourselves with the second instability.
Next we show that the dyons with topological winding $`n>6`$ are all unstable to fragmentation into dyons with $`n=6`$ and something else.
Let us denote the dyonic states by their magnetic and electric charges as follows:
$$|n_8,n_3,n_1;M_8,M_3,M_1>.$$
Then we want to show that the decay process:
$`|n_8,n_3`$ , $`n_1;M_8,M_3,M_1>`$ (56)
$`|`$ $`n_8,n_3,n_16;M_8p_8,M_3p_3,M_1p_1>+`$ (57)
$`|0,0,6;p_8,p_3,p_1>`$ (58)
is energetically favorable. The two states on the right-hand side interact by the U(1) magnetic interactions and we know that this is repulsive. The electric interactions are small compared to the magnetic interactions at weak coupling by a factor $`g^4`$ and so we ignore them for the present. (Later we will check that the decay would proceed even with the electric interactions taken into account.) Hence it is clear that this decay process is energetically favorable. What is not so clear is if the process is allowed by angular momentum conservation. (The magnetic and electric charges are conserved in eq. (58).) This is what we will now check.
The angular momentum of the states on the right-hand side can be written as (eq. (34)):
$$2J_{rhs}=2J_{lhs}+2p_3M_1\frac{p_8n_8}{3}\frac{p_3n_3}{2}\frac{p_1n_1}{6}$$
(59)
upto the addition of an integer (which may be carried off in orbital angular momentum etc.). For angular momentum conservation — meaning that half-integer initial angular momentum should go to half-integer final angular momentum and similarly for integer angular momentum — we therefore need
$$M_1\frac{p_8n_8}{3}\frac{p_3n_3}{2}\frac{p_1n_1}{6}=\mathrm{even}\mathrm{integer}$$
(60)
A solution is simply given by $`p_8=0=p_3`$, $`p_1=6\alpha _1`$ because then the left-hand side is even. With these values of the $`p_a`$, the electric interactions are also purely U(1) and repulsive. This shows that the decay process is not forbidden by angular momentum conservation and hence can occur for purely energetic reasons which we know favor it.
A similar stability analysis goes through for the $`n=5`$ dyon. Consider the decay process:
$`|n_8,n_3`$ , $`5;M_8,M_3,M_1>`$ (61)
$`|`$ $`0,n_3,3;p_8,M_3p_3,p_1>+`$ (62)
$`|n_8,0,2;M_8p_8,p_3,M_1p_1>.`$ (63)
This is energetically favored since the two dyons on the right-hand side interact only via the U(1) magnetic interaction which is repulsive. Next we need to check if the decay is allowed by angular momentum conservation.
Using the formula for the angular momentum (eq. (34)), we find:
$$2J_{rhs}=2J_{lhs}\left[\frac{n_8p_8}{3}+\frac{n_3p_3}{2}\frac{p_1}{6}+\frac{M_1}{2}\right].$$
(64)
So the decay will be allowed provided:
$$\frac{n_8p_8}{3}+\frac{n_3p_3}{2}\frac{p_1}{6}+\frac{M_1}{2}=\mathrm{even}\mathrm{integer}.$$
(65)
This is clearly so if we choose $`p_8=0=p_3`$ and $`p_1=3\alpha _1`$. (Recall that $`M_1=5\alpha _1`$ for the initial state to be dualizable.) With this choice of $`p_a`$, once again the electric interactions are purely U(1) and repulsive. Hence the $`n=5`$ dyon is unstable.
This tells us that the dyons with $`|n|=5`$ and $`|n|7`$ are unstable, exactly as found for the monopoles in . The $`\pm n=1,2,3,4,6`$ dyons will still be stable because the fragmentation is completely governed (in the weak coupling limit) by the magnetic interactions . Therefore the spectrum of stable half-integer spin dyons also agrees with the standard model fermions.
## VI Discussion
Our general results can be found in Sec. IV. The main conclusion is that it is possible to find a family of dyons each member of which has half-integer spin and the family as a whole can be dualized into purely electric states (subject to the discussion of duality rotations given in the introduction). In addition, there are two new features that have emerged and that may be considered as predictions of the dual standard model. The first is that each of the half-integer spin dyons has a bosonic partner. In the dualized theory, these states would appear as bosonic partners of the known standard model fermions. Since the bosonic partners are not due to an imposed symmetry (eg. supersymmetry), there is no reason to expect them to be degenerate in mass with their fermionic partners. The second new feature is that some of the half-integer spin dyons (in particular the $`n=6`$ dyon) may have non-vanishing values of $`n_8`$ and $`n_3`$ even though the minimum allowed values of these quantum numbers may be zero. For example, in the $`n=6`$ case, the minimum values are $`n_8=0=n_3`$, yet to get half-integer spin it is necessary to have $`n_80`$ (see Sec. IV). An interpretation of this result is that since these monopoles with $`n_8=n+3k_n0`$ carry the same topological charge as the monopole with winding number $`n`$ but with $`n_8=0`$, they too must transform in the fundamental representation of the dual symmetry group . However, the value of $`k_n`$ is another charge associated with the monopole (related to the “holomorphic” charge in ).
How is the holomorphic charge manifested in the context of the dual standard model? The holomorphic charge seems to label an internal degree of freedom of the dualized dyons and, according to Bais and Schroers , manifests itself as a magnetic dipole moment of the dyons i.e. an electric dipole moment of the particles. Then, for example, the $`n=6`$, spin half dyon necessarily has $`n_80`$ which means that it must have non-trivial $`SU(3)`$ internal structure even though it transforms as an $`SU(3)`$ singlet. The resolution to this apparent paradox is that the particles in the context of the dual standard model are composite objects and hence they can have internal $`SU(3)`$ structure in spite of having trivial $`SU(3)`$ long range interactions (as in the case of the proton). The novelty here is that the $`n=6`$ dyon under discussion supposedly corresponds to the electron, implying that the electron must carry non-trivial internal $`SU(3)`$ structure!
Acknowledgements
We wish to thank Nathan Lepora, Brian Steer, Mark Trodden and Serge Winitzki for discussions. We are especially grateful to Bernd Schroers for help with the constraints derived from Ref. and to David Singer for number theoretic help. TV was supported by the DOE. DAS was supported by PPARC of the UK through a research fellowship and also the Flora Stone Mather Association at Case Western Reserve University.
## Appendix A
Consider the possibility that $`\alpha _8`$ is a half-integer. In this case, for $`M_8`$ to be an integer, $`n_8`$ should be an even integer. Then, for even $`n`$, all of $`n_8`$, $`n_3`$ and $`n_1`$ are even. Therefore we write $`n_a=2\stackrel{~}{n}_a`$ where $`\stackrel{~}{n}_a`$ are integers and insert into the equation for the angular momentum (eq. (34)) to find
$$2J_n=2\left[\frac{1}{3}M_8\stackrel{~}{n}_8+M_3\stackrel{~}{n}_3+\frac{1}{3}M_1\stackrel{~}{n}_1\right].$$
(66)
Hence $`2J_n`$ is even and half-integer spin solutions do not exist. Therefore half-integer values of $`\alpha _8`$ cannot yield a family of half-integer spin dyons.
## Appendix B
Here we show that there are an infinite number of dyon states with $`J=1/2`$ for the choice of $`\alpha _a`$ in eq. (51) (for example). This is not directly relevant to us because of eq. (14) and further physical constraints. However it is still an interesting exercise.
To see the infinity of solutions, rewrite the angular momentum constraint (eq. (34) with (45), (46), (47) and (51)) as:
$$2n_8^23n_3^2=6n_1^2.$$
(67)
For the fundamental monopole ($`n_1=1`$), the problem then is to find all solutions to the equation
$$2p^23q^2=5$$
(68)
where $`p`$ and $`q`$ are integers.
This is a standard problem in number theory and is related to Pell’s equation (for example, ) The idea of the construction is that given one solution to the equation
$$ap^2bq^2=c$$
(69)
where $`a`$, $`b`$ and $`c`$ are integers, and if there exists a non-trivial solution $`(l,m)`$ to the equation
$$l^2abm^2=1,$$
(70)
then an infinite set of solutions can be generated. (The trivial solutions are $`l^2=1`$, $`m=0`$.) The construction uses the solution to the first equation, call it $`p_0,q_0`$, and the solution to the second equation, call it $`l,m`$, to determine another solution:
$$p=lp_0+bmq_0,q=amp_0+lq_0.$$
(71)
So this gives a relatively easy way to check if there are an infinite number of solutions and to generate them. Indeed for the unit winding monopole, one can check that this method generates an infinite number of spin 1/2 states. For the higher winding monopoles, we only need find one spin 1/2 solution (described below eq. (52)) and that guarantees an infinite number since the secondary equation does not care about the value of $`c`$ and this is the only place where the topological winding of the monopole ($`n_1`$) enters.
In our case we have another restriction on the solutions $`p`$ and $`q`$ since we require $`p=n+3k`$ and $`q=n+2l`$ where $`k`$ and $`l`$ are integers. However, it is easy to check that the construction still generates an infinite sequence of solutions. For the $`n=1,2,4`$ cases, every alternate member of the sequence described above has the desired form. For the $`n=3,6`$ cases, every member has the desired form.
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# Impurity Effects on Quantum Depinning of Commensurate Charge Density Waves
## 1 Introduction
The tunneling of macroscopic object, the so called Macroscopic Quantum Tunneling (MQT), is one of the most dramatic quantum effects. There has been many theoretical studies of MQT. Most of them are dealing with regular systems. In many actual cases, however, some kind of randomness exists and is expected to play an important role. Here we study the effects of randomness for the case of charge-density wave (CDW) as a typical example. MQT of the commensurate CDW below but close to the threshold field was investigated by Nakaya and Hida (NH). They employed the WKB approximation in order to obtain the tunneling rate as a function of the electric field. However the effects of randomness were not considered there. In the framework of classical mechanics it is shown that the randomness can make lower the threshold field for the depinning of the commensurate CDW with one impurity. In this paper we calculate the quantum tunneling rate of the commensurate CDW with one impurity. The 1D phase Hamiltonian is adopted, and the electric field dependence of the tunneling rate is obtained by use of Langer’s method at absolute zero. It is found that the impurity can induce localized fluctuation and enhance the tunneling rate near the threshold field. We have different electric field dependence of the tunneling rate in the presence of the impurity from that given by NH in its absence.
## 2 The Model and the Threshold Field
The CDW is the modulation of the charge density, $`\rho (X,T)=\rho _0\mathrm{cos}\left(2k_\mathrm{F}X+\varphi (X,T)\right)`$, where $`\rho _0`$ is the amplitude of the modulation, $`\varphi `$ is its phase and $`k_\mathrm{F}`$ is the Fermi wavenumber. We investigate the 1D commensurate CDW with one impurity located at $`X_i`$ at absolute zero temperature. The action of the system is described by $`\varphi `$ as
$`S={\displaystyle }\mathrm{d}T{\displaystyle }\mathrm{d}X[A\left({\displaystyle \frac{\varphi }{T}}\right)^2B\left({\displaystyle \frac{\varphi }{X}}\right)^2+F_{\mathrm{ele}}\varphi `$
$$g\left(1\mathrm{cos}(M\varphi )\right)+V\mathrm{cos}(2k_\mathrm{F}X+\varphi )\delta (XX_i)\text{]}.$$
(1)
The first term in the integrand is the kinetic energy density with $`A=(\mathrm{}v_\mathrm{F})/(4\pi v_\varphi ^2)`$, where $`v_\mathrm{F}`$ is the Fermi velocity and $`v_\varphi `$ is the phason velocity. The second is the elastic one with $`B=(\mathrm{}v_\mathrm{F})/(4\pi )`$ and the third is the electric field one. Here $`F_{\mathrm{ele}}=(\mathrm{e}E_{\mathrm{ext}})/(2\pi )`$ and $`\mathrm{e}<0`$ is the charge of an electron and $`E_{\mathrm{ext}}`$ is the electric field. The fourth represents the energy resulting from the commensurability, $`M\pi /(k_\mathrm{F}a)`$, and $`a`$ is a lattice constant. The last is the impurity potential energy with the amplitude $`V`$. In this action there exist the characteristic length and time, $`\xi =\sqrt{(2B)/(M^2g)}`$ and $`\xi _t=\sqrt{(2A)/(M^2g)}`$, which are the phase coherence length and time due to the commensurability, respectively. We scale this action by $`\xi `$ and $`\xi _t`$, i.e. $`x=X/\xi `$, $`t=T/\xi _t`$. The Euclidean action is introduced as $`S_\mathrm{E}=iS`$;
$`S_\mathrm{E}=C{\displaystyle }\mathrm{d}\tau {\displaystyle }\mathrm{d}x[{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{\varphi }{\tau }}\right)^2+{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{\varphi }{x}}\right)^2\epsilon \varphi `$
$$+\frac{1}{M^2}(1\mathrm{cos}(M\varphi ))v\mathrm{cos}(\chi (x_i)+\varphi )\delta (xx_i)],$$
(2)
where $`\tau =it`$ is the imaginary time, $`C=M^2g\xi \xi _t=2\sqrt{AB}`$, $`\epsilon =F/(gM^2)`$, and $`v=V/(g\xi M^2)`$. The typical magnitude of $`C`$ is given as
$$C/\mathrm{}=\sqrt{m^{}/m_\mathrm{b}}/2\pi 22\times 10.$$
(3)
Here $`m^{}`$ and $`m_\mathrm{b}`$ are the effective mass of the CDW and the band mass, respectively. We define $`x_i=X_i/\xi `$ and $`\chi (x_i)=(2\pi z)/M`$, where $`z=X_i/a`$ characterizes the location of the impurity relative to the crest of the undeformed CDW with minimum commensurability energy. The range of $`\chi `$ can be set as $`\pi /M\chi \pi /M`$, because the action except of the impurity term has the periodicity of $`2\pi /M`$ with respect to the phase variable. We consider the case of $`v0`$ hereafter.
We first consider the threshold field at absolute zero temperature in the framework of classical static mechanics. The first variational equation of the action,
$$\varphi ^{\prime \prime }\epsilon +\frac{1}{M}\mathrm{sin}(M\varphi )+v\mathrm{sin}(\chi +\varphi )\delta (xx_i)=0,$$
(4)
determines the ground state configuration of the phase with the boundary conditions, $`\varphi (\pm \mathrm{})=\varphi _0`$ and $`\varphi ^{}(\pm \mathrm{})=0`$. Here
$$\varphi _0\frac{1}{M}\mathrm{arcsin}(\epsilon M)$$
is the ground state configuration in the absence of the impurity.
Depending on the range of $`\chi `$, there are two kinds of configurations. If $`\chi `$ is in the range of $`\pi /M\chi 0`$, the solution is located in the positive side (Config.1) as shown in Fig. 1. If $`\chi `$ is in the range of $`0\chi \pi /M`$, the solution is located in the negative side (Config.2). We take electric field $`\epsilon 0`$. Under this condition, Config.1 has more tendency to depin than Config.2. Therefore, we consider only the case of $`\pi /M\chi 0`$, because we are interested in the lowering of the threshold field.
The ground state solution, $`\varphi _s(x)`$, in the presence of the impurity which is determined by eq. (4) is obtained by the connection at the impurity site of two non-uniform solutions in the absence of the impurity, $`\varphi _l(x)`$ (Fig. 2). The non-uniform solution, $`\varphi _l(x)`$, is given by
$$\varphi _l^{}=\left[2\left[\epsilon \left(\frac{1}{M}\mathrm{arcsin}(\epsilon M)\varphi _l\right)+\frac{1}{M^2}\left(\sqrt{1(\epsilon M)^2}\mathrm{cos}(M\varphi _l)\right)\right]\right]^{\frac{1}{2}},$$
(5)
which is derived by integration of
$$\varphi ^{\prime \prime }\epsilon +\frac{1}{M}\mathrm{sin}(M\varphi )=0,$$
(6)
with the boundary condition, $`\varphi (\pm \mathrm{})=\varphi _0`$ and $`\varphi ^{}(\pm \mathrm{})=0`$. Integration of eq. (5) is obtained only by numerical treatment. When we carry out the integration practically, we need the information of the phase at the impurity site obtained analytically as follows. The ground state solution, $`\varphi _s(x)`$, is given by
$$\varphi _s(x)=\varphi _l(|xx_i|+c),$$
(7)
where $`c`$ represents the distance between the center of $`\varphi _l`$ and $`x_i`$. Substituting eq. (7) into eq. (4), we obtain
$$2\varphi _l^{}(c)+v\mathrm{sin}(\chi +\varphi _l(c))=0.$$
(8)
By use of eq. (5), eq. (8) is rewritten as
$`\left[2\left[\epsilon \left({\displaystyle \frac{1}{M}}\mathrm{arcsin}(\epsilon M)\varphi _l(c)\right)+{\displaystyle \frac{1}{M^2}}\left(\sqrt{1(\epsilon M)^2}\mathrm{cos}(M\varphi _l(c))\right)\right]\right]^{\frac{1}{2}}`$
$$+\frac{1}{2}v\mathrm{sin}(\chi +\varphi _l(c))=0.$$
(9)
This equation determines the phase, $`\varphi _l(c)=\varphi _s(x_i)`$, at the impurity site of the ground state solution, instead of $`c`$, when $`\epsilon `$ is given. Substituting this $`\varphi _s(x_i)`$ into eq. (5), we have the derivative at $`x_i`$, and then accomplish the numerical integration with the boundary conditions at $`x_i`$.
The threshold field is determined as the field where the ground state solution becomes unstable. The eigenvalue equation of the fluctuations, $`\delta \varphi (x)`$, around the ground state solution, $`\varphi _s(x)`$, is expressed as
$$\left[\frac{^2}{x^2}+V_s(x)\right]\delta \varphi =\lambda \delta \varphi ,$$
(10)
where
$$V_s(x)\mathrm{cos}\left(M\varphi _s(x)\right)+v\mathrm{cos}\left(\chi +\varphi _s(x)\right)\delta (xx_i),$$
(11)
and $`\lambda `$ is the eigenvalue. The threshold field is determined by the condition that the lowest $`\lambda =0`$. In the absence of the impurity, $`V_s(x)`$ becomes
$$\mathrm{\Delta }_\mathrm{g}=\sqrt{1\left(\epsilon M\right)^2}.$$
(12)
Then the threshold is $`\epsilon _\mathrm{T}=1/M`$. At $`\epsilon _\mathrm{T}`$ the barrier of the potential energy density in the absence of the impurity,
$$U(\varphi )=\epsilon \varphi +\frac{1}{M^2}(1\mathrm{cos}(M\varphi )),$$
(13)
disappears. The threshold field, $`\epsilon _\mathrm{c}`$, in the presence of the impurity is lower than that in its absence under the condition of $`\pi /M\chi <\pi /(2M)`$ and $`v>0`$. When $`v`$ is fixed, $`\epsilon _\mathrm{c}/\epsilon _\mathrm{T}`$ goes to 1 as $`\chi `$ tends to $`\pi /(2M)`$. We also note that the threshold field goes to a finite value, $`\epsilon _{\mathrm{}}`$, even if $`v\mathrm{}`$. For $`M=4`$ and $`\chi =\pi /M`$, $`\epsilon _{\mathrm{}}/\epsilon _\mathrm{T}0.725`$, which is the lowest threshold of the present model.
First we consider the reason of the lowering of the threshold field in an aspect of the fluctuation. Due to the existence of the impurity, the potential term of the eigenvalue equation, $`V_s(x)`$, is non-uniform in space over the length scale of $`\xi `$ (Fig. 4(a)). We note that in the present dimensionless notation, $`\xi `$ is unity. We solve eq. (10) numerically by transforming a differential equation into a difference equation (the Numeov method) and the shooting method on $`\lambda _n`$ As the result two bound solutions, $`\mathrm{\Phi }_0(x)`$ and $`\mathrm{\Phi }_1(x)`$, (Fig. 4(b) and (c)), are obtained at most under the condition of $`\pi /M\chi <\pi /(2M)`$ and $`v>0`$ below but near the threshold field. Other solutions are non-bounded solutions whose eigenvalues form a continuous spectrum above $`\mathrm{\Delta }_\mathrm{g}`$. The eigenvalue of the bound state is smaller than the lowest eigenvalue, $`\mathrm{\Delta }_\mathrm{g}`$, of the continuous spectrum. Then applying the electric field, the lowest eigenvalue, $`\lambda _0`$, of the bound state becomes zero before $`\mathrm{\Delta }_\mathrm{g}`$ becomes zero. In this case the threshold field is lowered by the impurity than that in its absence. Here we note that in the absence of the impurity $`V_s(x)`$ is uniform in space and there exists the continuous spectrum only. In the region of $`\pi /(2M)\chi `$, however, there is no bound state solution of eq. (10), and the threshold is the same as that in the absence of the impurity.
The bound state corresponds to the localized fluctuation over the length scale of $`\xi `$ around the impurity (Fig. 4(b)). Owing to the localized fluctuation of the lowest eigenvalue, the CDW starts local sliding at the threshold field. The onset of a sliding in the absence of the impurity accompanies the spatially uniform and temporally continuous motion of the CDW. In the presence of the impurity, however, the sliding takes place around the impurity, i.e. the local sliding. Once the local sliding sets in, the CDW gains the electric field energy, which is transferred to the kinetic energy. Therefore, the sliding expands to the whole system and the whole CDW completely depins eventually, when dissipation is small enough. In the present model dissipation is not taken into account. The issue of dissipation is discussed in the final section.
Next we clarify the meaning of $`\epsilon _\mathrm{c}`$ in an aspect of potential curves in the presence of the impurity. In the absence of the impurity the phase is uniform in the ground state, and hence the potential energy curve can be expressed with respect to the uniform phase variable as eq. (13). With the impurity, however, the phase is not uniform. Apparently we should consider the potential curve in a functional space in this case. We can reduce the problem, however, to a one-particle problem by adopting the phase variable at the impurity site, $`\varphi _i`$, as a kind of generalized collective coordinate. For each value of $`\varphi _i`$, we can determine the lowest energy configuration; we solve eq. (6) under the boundary condition, $`\varphi (x_i)=\varphi _i`$ and
$$\varphi ^{}(x_i)=\left[2\left[\epsilon \left(\frac{1}{M}\mathrm{arcsin}(\epsilon M)\varphi _i\right)+\frac{1}{M^2}\left(\sqrt{1(\epsilon M)^2}\mathrm{cos}(M\varphi _i)\right)\right]\right]^{\frac{1}{2}},$$
which is just the same as eq. (5) at the impurity site. Substituting this optimal configuration into the Euclidean Lagrangian, we obtain the potential energy, $`U_{\mathrm{imp}}(\varphi _i)`$, as the function of $`\varphi _i`$;
$$U_{\mathrm{imp}}(\varphi _i)=2\sqrt{2}_{\varphi _i}^{\mathrm{}}d\varphi \sqrt{E_0(\varphi )}v\mathrm{cos}(\chi +\varphi _i),$$
(14)
where
$$E_0(\varphi )=\epsilon \left(\frac{1}{M}\mathrm{arcsin}(\epsilon M)\varphi \right)+\frac{1}{M^2}\left(\sqrt{1(\epsilon M)^2}\mathrm{cos}(M\varphi )\right).$$
The value of $`\varphi _i`$ that minimizes $`U_{\mathrm{imp}}(\varphi _i)`$ is $`\varphi _s(x_i)`$. Then we introduce a variable, $`X\varphi _i\varphi _s(x_i)`$, and consider $`U_{\mathrm{imp}}`$ as a function of $`X`$ hereafter. The curves of $`U_{\mathrm{imp}}(X)`$ is shown in Fig. 3. For each electric field there is $`\varphi _{i\mathrm{max}}`$, and for $`\varphi _i>\varphi _{i\mathrm{max}}`$ no such an optimal configuration exists. Therefore once the barrier disappears at $`\epsilon _\mathrm{c}`$, the sliding sets in because of the absence of any stable configuration, and then the CDW starts to depin. The value of $`\varphi _{i\mathrm{max}}`$ is same as the maximum value of $`\varphi _l(x)`$, $`\varphi ^{}`$ (see Fig. 2).
## 3 Quantum Depinning in the Presence of an Impurity
We derive the effective action based on the one-particle picture near the threshold field, $`\epsilon _\mathrm{c}`$, and calculate the tunneling rate in the presence of the impurity within the WKB approximation by Langer’s method. The tunneling rate is enlarged and its electric field dependence is changed by the impurity from that in its absence.
### 3.1 The Effective Action near the Threshold Field
To investigate quantum tunneling problems theoretically by the semiclassical approximation, we must choose a suitable tunneling process, or in other words, the bounce solution. If we can derive the effective potential as a function of a single variable, the bounce solution is easily obtained by solving the equation of motion of a single degree of freedom. We call such a variable as the tunneling variable. In the present case the tunneling variable is the phase variable at the impurity site, $`\varphi _i`$ or $`X`$. The potential curve has been already obtained as a function of the tunneling variable in eq. (14).
In order to derive the kinetic term, we follow the method used to derive the effective action in the Tomonaga-Luttinger model with a single barrier. We introduce the partition function of the present model as
$$Z=𝒟\varphi \mathrm{exp}\left(S_\mathrm{E}\left[\varphi \right]/\mathrm{}\right)$$
(15)
where $`S_\mathrm{E}[\varphi ]`$ is the Euclidean action which is given by eq. (2). The phase, $`\varphi (\tau ,x)`$, is expressed by the sum of the static part, $`\varphi _s(x)`$, which is the solution of eq. (4), and the fluctuation part, $`\delta \varphi (\tau ,x)`$;
$$\varphi (\tau ,x)=\varphi _s(x)+\delta \varphi (\tau ,x).$$
(16)
Substituting eq. (16) into the action and expanding it in powers of $`\delta \varphi (\tau ,x)`$, we obtain the action up to the second order of $`\delta \varphi (\tau ,x)`$ as $`S_\mathrm{E}S_0+S_2`$, where
$$S_0=Cd\tau dx\left[\frac{1}{2}\left(\frac{\varphi _s(x)}{x}\right)^2+V(\varphi _s(x))\right],$$
$$S_2=Cd\tau dx\left[\delta \varphi (\tau ,x)\frac{1}{2}\left[\frac{^2}{\tau ^2}\frac{^2}{x^2}+V^{\prime \prime }(\varphi _s(x))\right]\delta \varphi (\tau ,x)\right].$$
(17)
Here
$$V(\varphi )=\epsilon \varphi +\frac{1}{M^2}\left(1\mathrm{cos}(M\varphi )\right)v\mathrm{cos}(\chi +\varphi )\delta (xx_i).$$
(18)
In order to integrate the phase, $`\delta \varphi (\tau ,x)`$, under the condition, $`\delta \varphi (\tau ,x_i)=\varphi _i(\tau )\varphi _s(x_i)=X(\tau )`$, auxiliary fields, $`\mathrm{\Lambda }(\tau )`$, are introduced and the identity,
$$1=𝒟X(\tau )𝒟\mathrm{\Lambda }(\tau )\mathrm{exp}\left[id\tau \mathrm{\Lambda }(\tau )\left(\delta \varphi (\tau ,x_i)X(\tau )\right)\right],$$
is employed. Then the partition function is expressed as
$`Z`$ $``$ $`\mathrm{exp}\left(S_0/\mathrm{}\right){\displaystyle 𝒟\delta \varphi (\tau ,x)𝒟X(\tau )𝒟\mathrm{\Lambda }(\tau )}`$
$`\times `$ $`\mathrm{exp}\left[S_2/\mathrm{}+iC/\mathrm{}{\displaystyle d\tau \mathrm{\Lambda }(\tau )\left(\delta \varphi (\tau ,x_i)X(\tau )\right)}\right].`$
We diagonalize $`S_2`$ by use of the eigenfunction;
$$\delta \varphi (\tau ,x)=\underset{m,n}{}c_{m,n}\mathrm{exp}\left(i\omega _m\tau \right)\mathrm{\Phi }_n(x),$$
where $`\mathrm{\Phi }_n(x)`$ is the eigenfunction of eq. (10) (see eqs. (11) and (18), and note that $`V^{\prime \prime }(\varphi _s(x))=V_s(x)`$), and $`c_{m,n}`$ are the expansion coefficients. Then the partition function becomes
$`Z`$ $``$ $`\mathrm{exp}\left(S_0/\mathrm{}\right){\displaystyle \underset{m,n}{}\mathrm{d}c_{m,n}𝒟X(\tau )𝒟\mathrm{\Lambda }(\tau )}`$
$`\times `$ $`\mathrm{exp}\left[{\displaystyle \frac{1}{2}}{\displaystyle \frac{C}{\mathrm{}}}\left(c_{m,n}^2\left(\omega _m^2+\lambda _n\right)i2c_{m,n}\mathrm{\Lambda }(\omega _m)\mathrm{\Phi }_n(x_i)+i2\mathrm{\Lambda }(\omega _m)X(\omega _m)\right)\right],`$
where
$`\mathrm{\Lambda }(\omega _m)`$ $`=`$ $`{\displaystyle d\tau \mathrm{\Lambda }(\tau )\mathrm{exp}(i\omega _m\tau )},`$
$`X(\omega _m)`$ $`=`$ $`{\displaystyle d\tau X(\tau )\mathrm{exp}(i\omega _m\tau )}.`$
Twice Gaussian integrations bring
$`Z`$ $``$ $`\mathrm{exp}\left(S_0/\mathrm{}\right){\displaystyle 𝒟X(\tau )𝒟\mathrm{\Lambda }(\tau )}`$
$`\times `$ $`\mathrm{exp}\left[{\displaystyle \frac{1}{2}}{\displaystyle \frac{C}{\mathrm{}}}{\displaystyle \underset{m,n}{}}\left({\displaystyle \frac{\mathrm{\Lambda }(\omega _m)\mathrm{\Lambda }(\omega _m)}{\omega _m^2+\lambda _n}}\mathrm{\Phi }_n(x_i)^2+i2\mathrm{\Lambda }(\omega _m)X(\omega _m)\right)\right]`$
$``$ $`\mathrm{exp}\left(S_0/\mathrm{}\right){\displaystyle 𝒟X(\tau )\mathrm{exp}\left[\frac{1}{2}\frac{C}{\mathrm{}}\underset{m}{}\frac{X(\omega _m)X(\omega _m)}{_n\frac{\mathrm{\Phi }_n(x_i)^2}{\omega _m^2+\lambda _n}}\right]}.`$
Here unimportant prefactors are neglected. Then the harmonic terms of the effective action is given by
$$S_{\mathrm{harm}}=\frac{1}{2}C\underset{m}{}\frac{X(\omega _m)X(\omega _m)}{_n\frac{\mathrm{\Phi }_n(x_i)^2}{\omega _m^2+\lambda _n}}.$$
(19)
First we can now carry out the summation over $`n`$ in eq. (19). Equation (19) is expressed as a sum of the discrete eigenvalue part and the continuous one; i.e.
$$\underset{n}{}\frac{\mathrm{\Phi }_n(x_i)^2}{\omega _m^2+\lambda _n}=\frac{\mathrm{\Phi }_0(x_i)^2}{\omega _m^2+\lambda _0}+\frac{L}{2\pi }_{\mathrm{}}^{\mathrm{}}dk\frac{\mathrm{\Phi }(k;x_i)^2}{\omega _m^2+\lambda (k)},$$
(20)
where $`L`$ is the system size. Note that the first-excited state solution, $`\mathrm{\Phi }_1(x)`$, has odd parity and does not appear in the above equation. In eq. (20), $`k`$ is a continuous parameter which characterizes the continuous eigenvalues instead of $`n`$. The integration of the second term can be carried out analytically with the approximation, $`\mathrm{\Phi }(k;x_i)\sqrt{1/L}\mathrm{exp}(ikx_i)`$. This is valid in the low temperature regime, which we are interested in, because the continuous states are higher energy states and give just a corrective contribution. Then
$`{\displaystyle \frac{L}{2\pi }}{\displaystyle _{\mathrm{}}^{\mathrm{}}}dk{\displaystyle \frac{\mathrm{\Phi }(k;x_i)^2}{\omega _m^2+\lambda (k)}}`$ $``$ $`{\displaystyle \frac{1}{2\pi }}{\displaystyle _{\mathrm{}}^{\mathrm{}}}dk{\displaystyle \frac{1}{\omega _m^2+k^2+\mathrm{\Delta }_\mathrm{g}}}`$
$`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{\sqrt{\omega _m^2+\mathrm{\Delta }_\mathrm{g}}}}.`$
Next we consider the summation over $`\omega _m`$. In order to obtain the tunneling rate, we calculate the bounce solution and substitute it into the action. The bounce solution has a characteristic time scale, $`\omega _\mathrm{B}^1`$, which is shown in Fig. 5. Then the main contribution to the summation over $`\omega _m`$ comes from terms with $`\omega _m\omega _\mathrm{B}`$. Now we expand $`S_{\mathrm{harm}}`$ into powers of $`\omega _m`$ up to the second order;
$$\underset{m}{}\frac{X(\omega _m)X(\omega _m)}{\frac{\mathrm{\Phi }_0(x_i)^2}{\omega _m^2+\lambda _0}+\frac{1}{2}\frac{1}{\sqrt{\omega _m^2+\mathrm{\Delta }_\mathrm{g}}}}\underset{m}{}(M_0\omega _m^2+K_0)X(\omega _m)X(\omega _m),$$
(21)
where
$$M_0=\frac{\mathrm{\Phi }_0(x_i)^2+\frac{\lambda _0^2}{4\mathrm{\Delta }_\mathrm{g}\sqrt{\mathrm{\Delta }_\mathrm{g}}}}{\left(\mathrm{\Phi }_0(x_i)^2+\frac{\lambda _0}{2\sqrt{\mathrm{\Delta }_\mathrm{g}}}\right)^2}$$
and
$$K_0=\frac{\lambda _0}{\mathrm{\Phi }_0(x_i)^2+\frac{\lambda _0}{2\sqrt{\mathrm{\Delta }_\mathrm{g}}}}.$$
This approximation is relevant under the condition of $`\omega _\mathrm{B}^2/\lambda _01`$. Here $`\omega _\mathrm{B}`$ is the characteristic energy of the motion of the phase variable at the impurity site, $`X(\tau )`$, and $`\lambda _0`$ is that of the spatial fluctuation, $`\mathrm{\Phi }_0(x)`$, around the ground state. Then condition, $`\omega _\mathrm{B}^2/\lambda _01`$, means the spatial fluctuation around the ground state follows the motion of $`X(\tau )`$ adiabatically. This condition is checked self-consistently later.
Finally we obtain the total effective action as
$$S_{\mathrm{total}}^{\mathrm{eff}}=Cd\tau \left[\frac{1}{2}M_0\left(\frac{X}{\tau }\right)^2+U_{\mathrm{imp}}(X)\right],$$
where $`U_{\mathrm{imp}}(X)`$ is the potential energy given by eq. (14) with $`X=\varphi _i\varphi _s(x_i)`$. Here the harmonic term of the potential, $`K_0X^2`$ in eq. (21), is removed in order to avoid a double counting. We are interested in the tunneling near the threshold field, $`\epsilon _\mathrm{c}`$, where we can expand $`U_{\mathrm{imp}}`$ into powers of $`X`$ and obtain
$$U_{\mathrm{imp}}(X)a_{\mathrm{imp}}X^2b_{\mathrm{imp}}X^3,$$
where
$$a_{\mathrm{imp}}=\frac{1}{2}\left[\frac{4\left(\epsilon +\frac{1}{M}\mathrm{sin}(M\varphi _{si})\right)}{v\mathrm{sin}(\chi +\varphi _{si})}+v\mathrm{cos}(\chi +\varphi _{si})\right]$$
and
$$b_{\mathrm{imp}}=\frac{1}{6}\left[\frac{\left(4\left(\epsilon +\frac{1}{M}\mathrm{sin}(M\varphi _{si})\right)\right)^2}{\left(v\mathrm{sin}(\chi +\varphi _{si})\right)^3}+\frac{4\mathrm{cos}(M\varphi _{si})}{v\mathrm{sin}(\chi +\varphi _{si})}+v\mathrm{sin}(\chi +\varphi _{si})\right].$$
Here $`\varphi _{si}\varphi _s(x_i)`$, which is determined by eq. (9) for each field. Then the effective action near $`\epsilon _\mathrm{c}`$ is
$$S_{\mathrm{eff}}=Cd\tau \left[\frac{1}{2}M_0\left(\frac{X}{\tau }\right)^2+a_{\mathrm{imp}}X^2b_{\mathrm{imp}}X^3\right].$$
(22)
### 3.2 Quantum Tunneling Rate near the Threshold Field
We calculate the tunneling rate using the effective action near the threshold field. The tunneling rate within the WKB approximation is given by
$$\mathrm{\Gamma }_{\mathrm{imp}}\mathrm{exp}\left[S_{\mathrm{eff}}[X_\mathrm{B}]/\mathrm{}\right]$$
where $`X_\mathrm{B}(\tau )`$ is the bounce solution of the equation of motion which is derived from $`S_{\mathrm{eff}}`$ as
$$M_0\frac{^2X}{\tau ^2}+2a_{\mathrm{imp}}X3b_{\mathrm{imp}}X^2=0.$$
This equation of motion can be solved analytically and gives the solution as
$$X_\mathrm{B}(\tau )=\frac{A_\mathrm{B}}{\mathrm{cosh}^2(\omega _\mathrm{B}\tau )},$$
where
$`A_\mathrm{B}`$ $`=`$ $`{\displaystyle \frac{a_{\mathrm{imp}}}{b_{\mathrm{imp}}}},`$
$`\omega _\mathrm{B}`$ $`=`$ $`\sqrt{{\displaystyle \frac{a_{\mathrm{imp}}}{2M_0}}}.`$
Substituting $`X_\mathrm{B}(\tau )`$ into $`S_{\mathrm{eff}}[X]`$ and carrying out the $`\tau `$-integration, we obtain the tunneling rate as
$$\mathrm{\Gamma }_{\mathrm{imp}}\mathrm{exp}\left[\frac{C}{\mathrm{}}\frac{8}{15}\sqrt{2M_0}\frac{a_{\mathrm{imp}}^{\frac{5}{2}}}{b_{\mathrm{imp}}^2}\right].$$
(23)
The obtained tunneling rates are shown in Figs. 6 and 7. Here we take the ratio of the effective mass of the CDW to the mass of the band electron as $`m^{}/m_\mathrm{b}=1\times 10^3`$. This parameter determines a value of $`C`$ (see eq. (3)). The $`v`$-dependence of the tunneling rate is shown in Fig. 6 for $`M=4`$ and $`\chi =\pi /M`$, which gives the minimum value of the classical threshold field. On the other hand, the $`\chi `$-dependence of the tunneling rate is shown in Fig. 7 for $`M=4`$ and $`v=1`$. The condition, $`\omega _\mathrm{B}^2/\lambda _01`$, that means the present effective action is relevant, is satisfied in all the region in Figs. 6 and 7. We also note that the WKB approximation is relevant in the region of $`\mathrm{ln}\mathrm{\Gamma }_{\mathrm{imp}}=S_{\mathrm{eff}}[X_\mathrm{B}]/\mathrm{}<1`$.
The results shown in Figs. 6 and 7 can be expressed as
$$\mathrm{\Gamma }_{\mathrm{imp}}\mathrm{exp}\left[\gamma (v,\chi )\left(1\frac{\epsilon }{\epsilon _\mathrm{c}(v,\chi )}\right)^{\alpha (v,\chi )}\right].$$
(24)
Here $`\alpha `$ is a kind of generalized critical exponent and $`\gamma `$ is some factor. The $`v`$ and $`\chi `$-dependencies of $`\alpha `$ are shown in Figs. 8 and 9, respectively. When $`v`$ exceeds $`2`$ in the case of $`\chi =\pi /M`$ ($`M=4`$) and $`\chi `$ exceeds $`7\pi /(8M)`$ ($`M=4`$) in the case of $`v=1`$, either of the two conditions corresponding to the relevances of the present effective action, $`\omega _\mathrm{B}^2/\lambda _01`$, and of the WKB approximation gradually becomes invalid at any electric field. This means the present effective model is relevant in a limited region in the parameter space. Dependencies of $`\gamma `$ on $`v`$ and $`\chi `$ are shown in Fig. 10 and Fig. 11. In the relevant region, $`\alpha `$ depends on $`v`$ strongly, but does not on $`\chi `$.
In the absence of the impurity, an effective theory near the threshold field was given by Nakaya and Hida (NH) based on the scaling argument. The effective action of this theory is obtained by expanding $`U(\varphi )`$, eq. (13), at the inflection point, which yields This effective action is scaled as
$$S_{\mathrm{E}\mathrm{eff}}=C\left(\frac{a_1}{b_1}\right)^2d\stackrel{~}{\tau }d\stackrel{~}{x}\left[\frac{1}{2}\left(\frac{\stackrel{~}{\varphi }}{\stackrel{~}{\tau }}\right)^2+\frac{1}{2}\left(\frac{\stackrel{~}{\varphi }}{\stackrel{~}{x}}\right)^2+\stackrel{~}{\varphi }^2\stackrel{~}{\varphi }^3\right]$$
where $`\stackrel{~}{\varphi }=(a_1/b_1)\varphi _{\mathrm{eff}}`$, $`\stackrel{~}{\tau }=\sqrt{a_1}\tau `$, $`\stackrel{~}{x}=\sqrt{a_1}x`$, $`\varphi _{\mathrm{eff}}=\varphi \pi /(2M)+(2/M)\sqrt{(1\epsilon /\epsilon _\mathrm{T})/2}`$, @ $`a_1\sqrt{(1\epsilon /\epsilon _\mathrm{T})/2}`$, and $`b_1(1/3!)M`$. . Therefore we obtain the electric field dependence of the tunneling rate, $`\mathrm{\Gamma }_0`$, without any knowledge about the bounce solution as
$$\mathrm{\Gamma }_0\mathrm{exp}\left[B_0\left(1\frac{\epsilon }{\epsilon _\mathrm{T}}\right)^1\right].$$
NH evaluated $`B_0`$ numerically as
$$B_0\frac{C}{\mathrm{}}\frac{6.2\times 10}{M^2},$$
in the present notation. We compare the present result with NH’s. In the limit of vanishing impurity potential, $`\alpha `$ in eq. (24) tends to unity which was given by NH in the absence of the impurity. On the other hand $`\gamma `$ in the present model, around $`6\times 10^1`$, is about three times larger than that given by NH ($`B_02.0\times 10^1`$ for the present parameter.).
We conclude that in the presence of the impurity $`\alpha `$ is larger than unity in the absence of the impurity. In the small limit of $`v`$, however, $`\alpha `$ becomes close to unity. Values of $`\gamma `$ given by the present calculation is about three times larger than that given by NH. Then present results in the small $`v`$ limit shows the consistency with those of NH qualitatively, however, does not show exact coincidence quantitatively. The present effective model is applicable when the localized fluctuation can follow the motion of the phase at the impurity site, $`X(\tau )`$, adiabatically. Then the origin of the $`v`$-dependence of $`\alpha `$ seems to come from the existence of the localized fluctuation over the length scale of $`\xi `$ around the impurity, as in the case of the lowering of the classical threshold field. We also conclude that the impurity can enhance the tunneling rate near the threshold field, because $`\alpha >1`$ in that case. According to the scaling argument by NH, the lower dimensional system has larger $`\alpha `$: spatial dimension = 1, 2 and 3 have $`\alpha `$ =1, 3/4 and 1/2, respectively. Then $`\alpha >1`$ means that the impurity brings the 1D system to the lower-dimensional system effectively.
## 4 Conclusion and Discussions
We have investigated the quantum depinning of the commensurate CDW with one impurity at absolute zero temperature theoretically. The impurity causes the different electric field dependence of the tunneling rate from that in its absence and enhances the quantum depinning. In this issue, the fluctuation around the ground state plays an important role. It is described by the eigenvalue equation (10). In the absence of the impurity the eigenvalue equation has no bound state. On the other hand, in the presence of the impurity under the condition of $`\pi /M\chi <\pi /(2M)`$ the eigenvalue equation has a bound state, which means there is a spatially localized fluctuation around the impurity. This localized fluctuation which is induced by the impurity is the origin of the local sliding around the impurity and assists the depinning.
Finally we discuss future problems. The model which has been treated in the present paper offers some fundamental understandings of the effects of impurities on the depinning of the commensurate CDW. However, it is an idealized model. In actual cases, the following three points are important; dissipation, a finite density of impurities and three dimensionality. The dissipation is neglected in the present model. In the model once the local sliding occurs, the sliding expands to the whole system by the energy gain from the electric field. If a strong dissipation exists, however, the local sliding will be affected. Realistic systems contain not only one impurity but a finite density of impurities. However, the present result is expected to be applicable to the commensurate CDW with dilute but with macroscopic numbers of impurities where the inverse of the impurity density is larger than the phase coherence length, $`\xi `$. The depinning will be triggered by the local sliding at the optimal impurity site, $`\chi =\pi /M`$. The effects of the high density of impurities is remained as a future problem. In one-dimensional systems, the impurity, a zero-dimensional object, has stronger effects than in higher dimensional systems. Generalization of the present model to three dimensional systems is left for future studies.
## Acknowledgments
We would like to thank Hiroshi Kohno for fruitful discussions. The present work is a part of Doctor Thesis of one of the authors (M.Y). He is grateful for precious advice given by members of the committee for judgment: Hiroshi Fukuyama, Masao Ogata, Hajime Takayama, Seigo Tarucha and Miki Wadati (University of Tokyo).
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# Double Phase Transitions in Magnetized Spinor Bose-Einstein Condensation
## 1 Introduction
There has been much attention focused on the Bose-Einstein condensation of alkali-metal atom gases both experimentally and theoretically recent years since the experimental realizations in 1995 .$`^{\text{?}\text{}\text{?}\text{}\text{?}\text{)}}`$ Interest ranges widely from atomic physics, quantum optics to many-body physics. One of the focused points from the many-body physics viewpoint lies in the fact that the Bose-Einstein condensation with internal degrees of freedom can be realized, thus allowing us to investigate the interplay between superfluidity and internal degrees of freedom. Namely, in the recent experiments on Na atoms via an optical trapping method the three hyperfine states with $`m_F=1,0,1`$ of $`F=1`$ for the case of Na simultaneously are Bose condensed as named a spinor BEC .$`^{\text{?}\text{)}}`$ This contrasts with much widely used magnetic trapping experiments where the freedom due to various hyperfine states is frozen and BEC is described by a scalar order parameter.
Prior to the realization $`^{\text{?}\text{)}}`$ of a spinor BEC, only a few examples of the superfluid with internal degrees of freedom such as spin or orbital degrees of freedom are known like in a neutral Fermion system: <sup>3</sup>He $`^{\text{?}\text{)}}`$ or a charged Fermion system: UPt<sub>3</sub> .$`^{\text{?}\text{)}}`$ An advantage for considering dilute alkali-metal atom gases lies in the fact that these are weakly interacting Bose systems, thus mean field treatment of Bogoliubov theory is well applicable, which is a controllable approximation. This feature is absent in <sup>3</sup>He and UPt<sub>3</sub>. This allows us to construct a theory from a microscopic Hamiltonian without any adjustable parameter. This is one of unique properties in the present alkali-metal BEC systems.
In this paper, we consider the phase diagram of the BEC with internal degrees of freedom characterized by having the atomic hyperfine state with $`F=1`$. Thus the triple degenerate components ($`m_F=1,0,1`$) are available and can simultaneously Bose condense by an optical trapping. It is well known that the condensation temperature decreases when the spin degrees of freedom exist than when the spin degree of freedom does not exist, namely the degeneracy lowers the BEC critical temperature. Therefore a magnetically trapped system has generally a higher BEC transition temperature than an optically trapped system, if the other conditions are same.
On the other hand, the total magnetization of the system is preserved in BEC because the system is isolated and the magnetic dipole interaction is weak. In this case with $`m_F=1,0,1`$, the two phase transitions are expected rather than three when the system has a finite magnetization. The majority spin component, say, $`m_F=1`$ whose density is larger than the others first Bose condenses upon lowering temperature $`T`$. The second transition occur only when all three chemical potentials, which were spaced equally by the Zeeman effect in the normal state, coincide. Thus the third transition is never realized for a finite magnetization from the general ground. This double transition phenomenon is similar to the split transitions to the A1 phase and A2 phase of superfluid <sup>3</sup>He-A under the magnetic field. $`^{\text{?)}}`$ It is an interesting problem how these transition temperatures actually varies when taking into account the polarization as a controlling parameter of the system. It is also interesting to see how the interaction makes the nature of the phase transition alter and the critical temperatures change relative to ideal Bose systems. The spin dependent interaction constant which characterizes the spinor BEC could be either ferromagnetic and antiferromangentic. The former is anticipated in <sup>87</sup>Rb $`^{\text{?)}}`$ while the latter is realized in <sup>23</sup>Na with $`F=1`$. We will see that the sign of this interaction channel is crucial in determining the low temperature properties even though its strength may be small in actual systems.
In the next section, the phase diagram in a system of non-interacting Bosons is discussed as a preliminary. A microscopic formulation based on a mean-field theory of Bogoliubov approximation is introduced and the Popov equations which describe interacting Bosons with the spin degrees of freedom are derived in Sec. 3, following our series of papers $`^{\text{?}\text{}\text{?}\text{)}}`$ and others $`^{\text{?}\text{)}}`$ on spinor BEC. Using them, we discuss the phase diagram of the interacting Boson systems. The effects of the interaction both for ferromagnetic and antiferromagnetic cases are discussed there. The last section is devoted to summary and discussions.
## 2 Ideal Bose systems
In order to facilitate the later discussions on the interaction effects of the spinor BEC, we first treat a system of non-interacting particles with $`F=1`$. The system is assumed to have a given polarization $`M`$ and cylindrical symmetry along the $`z`$ direction. It is trapped harmonically with the trap frequency $`\omega /2\pi `$ in the radial direction. The three kinds of the particle number $`N`$ of non-condensed atoms, which are specified by the hyperfine, or spin states $`m_F=1,0,1`$, are written as
$$N(\beta |\mu _i|)=\underset{n_x,n_y=0}{\overset{\mathrm{}}{}}_{\mathrm{}}^{\mathrm{}}\frac{dk_z}{\mathrm{exp}\beta (\epsilon (n_x,n_y,k_z)+|\mu _i|)1},$$
(1)
where the chemical potential $`\mu _i(0)`$ corresponds to each spin state ($`i=1,0,1`$) and they are split equally by the Zeeman effect: $`\mu _1+\mu _1=2\mu _0`$ to maintain the given polarization. The eigenvalue is given by
$$\epsilon (n_x,n_y,k_z)=\mathrm{}\omega (n_x+n_y)+\frac{\mathrm{}^2}{2m}(\frac{2\pi }{L})^2k_z^2,$$
(2)
$`\beta =1/k_BT`$ and $`L`$ is the length along the $`z`$ direction. $`N(\beta \mu _i)`$ is simplified to
$`N(\beta |\mu _i|)`$ $`=`$ $`Cf(\beta \mu _i)T^{5/2}`$ (3)
$`C`$ $`=`$ $`\sqrt{\pi }k_B^{5/2}{\displaystyle \frac{\sqrt{2m}L}{(\mathrm{}\omega )^2h}},`$ (4)
$`f(\beta |\mu _i|)`$ $`=`$ $`{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{e^{\beta |\mu _i|n}}{n^{5/2}}}.`$ (5)
Let us consider the critical temperature $`T_{c1}`$, which is determined by the condition $`\mu _1=0`$ where the condensate with the spin state $`i=1`$ becomes non-vanishing from high temperature. Since $`\mu _1+\mu _1=2\mu _0`$, the particle numbers of the spin state of $`+1,0`$ and $`1`$ are given by $`N(0),N(a)`$ and $`N(2a)`$ respectively where the dimensionless implicit parameter $`a`$ is proportional to the Zeeman splitting. The particle number $`N`$ and the polarization $`M`$ which are given parameters of the problem are expressed in terms of the implicit parameter $`a`$ as
$`N`$ $`=`$ $`CT_{c1}^{5/2}\left\{f(0)+f(a)+f(2a)\right\},`$ (6)
$`M`$ $`=`$ $`CT_{c1}^{5/2}\left\{f(0)f(2a)\right\}.`$ (7)
When all particles in the system are in the state $`i=+1`$ and the fully polarized case: $`M/N=1`$, we denote the critical temperature as $`T_0`$. This corresponds to the limit where only the single component condenses, that is, $`a\mathrm{}`$. The total particle number at $`T=T_0`$ is
$`N=CT_0^{5/2}f(0).`$ (8)
Comparing $`N`$ in eqs. (6) and (8), we obtain
$$\frac{T_{c1}}{T_0}=\left[\frac{f(0)}{f(0)+f(a)+f(2a)}\right]^{2/5}.$$
(9)
The relative polarization $`M/N`$ is derived from eqs. (6) and (7) as
$$\frac{M}{N}=\frac{f(0)f(2a)}{f(0)+f(a)+f(2a)}.$$
(10)
Equations (9) and (10) constitute the coupled equations to determine $`T_{c1}/T_0`$ as a function of $`M/N`$ through the parameter $`a`$.
Let us consider the second critical temperature $`T_{c2}`$ at which all three components simultaneously condense, namely, at which $`a=0`$. The particle numbers of the spin components with $`+1,0`$ and $`1`$ are given by $`N_c+N(0),N(0)`$ and $`N(0)`$ respectively, where $`N_c`$ is the number of atoms in the condensate. The total atom number and the polarization are expressed as
$`N`$ $`=`$ $`N_c+3CT_{c2}^{5/2}f(0),`$ (11)
$`M`$ $`=`$ $`N_c,`$ (12)
thus giving
$$NM=3CT_{c2}^{5/2}f(0).$$
(13)
We can consider the point which yields same polarization $`M`$ on $`T_{c1}`$ line as a function of $`M`$. The value $`NM`$ is evaluated from eqs. (6) and (7) as
$$NM=CT_{c1}^{5/2}\left\{f(a)+2f(2a)\right\}.$$
(14)
Comparing eqs. (13) and (14), we find
$$\frac{T_{c2}}{T_{c1}}=\left(\frac{f(a)+2f(2a)}{3f(0)}\right)^{2/5}.$$
(15)
Equations (9) and (15) determine the $`T_{c1}/T_0`$ and $`T_{c2}/T_0`$ as a function of $`M/N`$. It is noted that at $`M/N=0`$, $`T_{c1}/T_0=3^{2/5}=0.644`$. This is reasonable because the critical temperature decreases as the degeneracy of the system increases. Note that the above factor 3 comes from the triple degeneracy.
Figure 1 shows the two critical temperatures $`T_{c1}`$ and $`T_{c2}`$ as a function of the given polarization. It is found that at a fixed polarization $`M/N(0)`$ upon decreasing $`T`$ the system always shows the double transitions from the single spin component condensation; the A phase at $`T_{c1}`$ to the three component condensation; the B phase at $`T_{c2}`$. This double transition feature is similar to the A1 and A2 transitions in the A phase of the superfluid <sup>3</sup>He under an external field.
## 3 Formulation for interacting Bosons
In order to treat an interaction Boson system, we give the formulation based on Bogoliubov theory, which is extended to take into account the spin degrees of freedom. We start with a general Hamiltonian which fully considers the system’s symmetries, such as translation and rotations in real space and spin space:
$`H`$ $`=`$ $`{\displaystyle }d𝐫[{\displaystyle \underset{ij}{}}\mathrm{\Psi }_i^{}\{h(𝐫)\delta _{ij}_{ij}\}\mathrm{\Psi }_j`$ (16)
$`+{\displaystyle \frac{g_n}{2}}{\displaystyle \underset{ij}{}}\mathrm{\Psi }_i^{}\mathrm{\Psi }_j^{}\mathrm{\Psi }_j\mathrm{\Psi }_i`$
$`+{\displaystyle \frac{g_s}{2}}{\displaystyle \underset{\alpha }{}}{\displaystyle \underset{ijkl}{}}\mathrm{\Psi }_i^{}\mathrm{\Psi }_j^{}(F_\alpha )_{ik}(F_\alpha )_{jl}\mathrm{\Psi }_k\mathrm{\Psi }_l],`$
where
$`h(𝐫)`$ $`=`$ $`{\displaystyle \frac{\mathrm{}^2^2}{2m}}\mu +V(𝐫),`$ (17)
$`g_n`$ $`=`$ $`{\displaystyle \frac{4\pi \mathrm{}^2}{m}}{\displaystyle \frac{a_0+2a_2}{3}},`$ (18)
$`g_s`$ $`=`$ $`{\displaystyle \frac{4\pi \mathrm{}^2}{m}}{\displaystyle \frac{a_2a_0}{3}}.`$ (19)
The subscripts are $`\alpha =(x,y,z)`$ and $`i,j,k,l=(0,\pm 1)`$. The matrix $``$ is a diagonal matrix whose elements are (1, 0, -1) and expresses the magnetic field acting on the spins as the Zeeman effect. The harmonic confining potential is $`V(𝐫)=\frac{1}{2}m\omega ^2r^2`$.
Following our previous paper, $`^{\text{?)}}`$ and the usual procedure for BEC system without spin, the Gross-Pitaevskii equation including the non-condensate as the mean field is obtained as
$`[h(𝐫)\delta _{ij}_{ij}`$
$`+g_n\left\{{\displaystyle \underset{k}{}}\left(|\varphi _k|^2+\rho _{kk}\right)\delta _{ij}+\rho _{ij}^{}\right\}`$
$`+g_s{\displaystyle \underset{\alpha }{}}{\displaystyle \underset{kl}{}}\{(F_\alpha )_{ij}(F_\alpha )_{kl}(\varphi _k^{}\varphi _l+\rho _{kl})`$
$`+(F_\alpha )_{ik}\rho _{kl}^{}(F_\alpha )_{lj}\}]\varphi _j`$ $`=`$ $`0.`$ (20)
The non-condensate density
$$\rho _{kl}=\widehat{\psi _k}^{}(𝐫)\widehat{\psi _l}(𝐫)$$
(21)
is introduced.
The non-condensate density is obtained through the excitation spectrum, which is the solution of the Popov equations given by
$`{\displaystyle \underset{j}{}}\{A_{ij}u_q(𝐫,j)B_{ij}v_q(𝐫,j)\}`$ $`=`$ $`\epsilon _qu_q(𝐫,i),`$ (22)
$`{\displaystyle \underset{j}{}}\{B_{ij}^{}u_q(𝐫,j)A_{ij}^{}v_q(𝐫,j)\}`$ $`=`$ $`\epsilon _qv_q(𝐫,i).`$ (23)
where
$`A_{ij}`$ $`=`$ $`h(𝐫)\delta _{ij}_{ij}`$ (24)
$`+g_n\left\{{\displaystyle \underset{k}{}}\left(|\varphi _k|^2+\rho _{kk}\right)\delta _{ij}+\left(\varphi _i\varphi _j^{}+\rho _{ij}^{}\right)\right\}`$
$`+g_s{\displaystyle \underset{\alpha }{}}{\displaystyle \underset{kl}{}}[(F_\alpha )_{ij}(F_\alpha )_{kl}(\varphi _k^{}\varphi _l+\rho _{kl})`$
$`+(F_\alpha )_{il}(F_\alpha )_{kj}(\varphi _k^{}\varphi _l+\rho _{kl})],`$
$`B_{ij}`$ $`=`$ $`g_n\varphi _i\varphi _j+g_s{\displaystyle \underset{\alpha }{}}{\displaystyle \underset{kl}{}}\left[(F_\alpha )_{ik}\varphi _k(F_\alpha )_{jl}\varphi _l\right],`$ (25)
$`u_q(𝐫,i)`$ and $`v_q(𝐫,i)`$ are the $`q`$-th eigenfunctions with the spin $`i`$ and $`\epsilon _q`$ corresponds to the $`q`$-th eigenvalue.
Equation (21) is rewritten in terms of these eigenfunctions as
$$\rho _{ij}(𝐫)=\underset{q}{}[u_q^{}(𝐫,i)u_q(𝐫,j)f(\epsilon _q)+v_q(𝐫,i)v_q^{}(𝐫,j)(f(\epsilon _q)+1)].$$
(26)
We are treating a cylindrical system $`𝐫=(r,\theta ,z)`$ and assume that each Boson does not have the spatial angular momentum. The relevant physical quantities are written in the following form up to the phase factor:
$`\varphi _j(𝐫)`$ $`=`$ $`\varphi _j(r),`$ (27)
$`u_q(𝐫,j)`$ $`=`$ $`u_q(r,j)\mathrm{e}^{\mathrm{i}q_\theta \theta }\mathrm{e}^{\mathrm{i}q_zz},`$ (28)
$`v_q(𝐫,j)`$ $`=`$ $`v_q(r,j)\mathrm{e}^{\mathrm{i}q_\theta \theta }\mathrm{e}^{\mathrm{i}q_zz},`$ (29)
$`\rho _{ij}(𝐫)`$ $`=`$ $`\rho _{ij}(r).`$ (30)
Thus the system is specified by the quantum numbers; the angular momentum $`q_\theta `$ and the momentum $`q_z`$ along the $`z`$ direction. The density of atoms in the spin state $`i`$ is $`|\varphi _i|^2+\rho _{ii}`$. Therefore, the total particle number and the polarization corresponding to eqs. (6) and (7) are given by
$`N`$ $`=`$ $`{\displaystyle \underset{i}{}(|\varphi _i|^2+\rho _{ii})d𝐫},`$ (31)
$`M`$ $`=`$ $`{\displaystyle \{(|\varphi _1|^2+\rho _{11})(|\varphi _1|^2+\rho _{11})\}𝑑𝐫}.`$ (32)
We have done the self-consistent calculations to solve the above coupled equations. The actual numerical computations are performed under the conditions: The mass and the scattering length of atoms are $`m=3.81\times 10^{26}\mathrm{kg}`$ and $`a_0=2.75\mathrm{nm}`$. These are equal to those of Na atom. The other scattering length $`a_2`$ is defined so that $`g_s`$ becomes $`\pm 0.1`$. The area density per unit length along the $`z`$ axis is $`N/L=2\times 10^4(\mu m)^1`$. The system size of $`z`$ direction is $`L=10\mu m`$. The trapping frequency is $`\omega /(2\pi )=200`$Hz. The energy is scaled by the trap unit $`\mathrm{}\omega `$. The resulting transition temperature $`T_0`$ for the non-interacting Boson system is $`T_0=0.757\mu K`$.
The excitation levels whose energy exceeds $`50\mathrm{}\omega `$ are calculated by ignoring the interaction energy. Most of the neglected energy comes form the diagonal part of the $`g_n`$ term in eqs. (24) and (25). That is approximately estimated as $`g_n\times `$ (density) $`7\mathrm{}\omega `$. This is sufficiently smaller than the cutoff $`50\mathrm{}\omega `$, meaning that the energy levels above the cutoff are not affected by the interactions and the above cutoff procedure is reasonable.
## 4 Interacting Bose systems
By taking into account the presence of the non-condensates, we calculate a self-consistent set of the physical quantities under given parameters such as $`g_n`$, $`\omega `$, $`T`$ or the polarization $`M/N`$. We assume that the fictitious magnetic field $`B`$ is applied to the system, which is treated as a Lagrange multiplier and fix the polarization value. Both ferromagnetic ($`g_s<0)`$) and antiferromagnetic ($`g_s>0)`$) cases are comparatively studied in the following. The results will be compared with those in the previous non-interacting case. We see how the system is affected by the interaction, in particular its spin dependent channel in the light of the actual experimental situation for <sup>23</sup>Na atom gases with $`F=1`$.
Before going into the detailed separate discussions on the $`g_s>0`$ and $`g_s<0`$ cases, we first show in Fig.2 the particle density (a) and the excitation level structure (b) for a typical example ($`g_s/g_n=0.1`$ and $`M/N=0.586`$) at a finite temperature ($`T=0.3\mu K`$). As seen from Fig. 2(a) the condensate density with the spin +1 component in this case occupies the central region where the confining potential is weak. The non-condensate, which includes all the components +1,0 and -1 evenly, distribute rather uniformly and are pushed outwardly. The excitation level structure is shown in Fig. 2(b) where the levels are plotted relative to the ground state energy level situated at $`\epsilon =0`$. It is seen that the lowest levels come from the spin +1 component and the other levels with the 0 and -1 components are pushed upwards.
### 4.1 Ferromagnetic interaction
Let us start with the ferromagnetic case ($`g_s<0`$). The condensate tends to have only one spin component whose spin direction is antiparallel to the magnetic field. Fig. 3(a) is a stereographic view of the phase diagram where the relative number of the condensate is displayed. The curve with filled dots indicates that the particle number of the condensate becomes 10% of the total particle number, signalling that the transition line on the floor is approached from low $`T`$. The dotted curve on the floor is the non-interacting phase diagram shown in Fig. 1. It is seen that the $`T_{c1}`$ line is lowered due to the interaction effect. A drastic change from the non-interacting case occurs at smaller $`N_c/N`$ and lower $`T`$ region where no finite condensation solution is reached. Therefore, upon lowering $`T`$ the system first Bose condenses and at a further lower $`T`$ it reenters the normal state instead of the second transition $`T_{c2}`$ as in the ideal Bose system. In the actual situations the condensation with $`m_F=+1`$ may become phase-separated spatially into two components $`m_F`$=+1 and -1, keeping the total polarization fixed. Since the system is ferromagnetic, the other spin components tend to be avoided. This causes the empty region at the left hand side of the phase diagram.
Figure 3(b) shows the level structure of a few lowest levels. While the levels of $`m_F=+1`$ denoted by the filled dots stay at the same energies, other levels (empty symbols) belonging to $`m_F=`$0 and -1 go down as the polarization $`M/N`$ decreases and finally reach the $`\epsilon =0`$ line where the ground state level situates, indicating that the condensation with $`m_F=+1`$ does not exist any further. This lowering tendency itself agrees with the discussion for non-interacting system in Sec. 2, however the latter does not exhibit the instability. This is caused solely due to the ferromagnetic interaction effect.
### 4.2 Antiferromagnetic interaction
Let us consider the antiferromagnetic case where $`g_s`$ is positive. The same set of the parameters as in the previous Subsection except that the sign of $`g_s`$ is reversed, keeping its magnitude same, gives a quite different stereographic view of the phase diagram shown in Fig. 4. The phase diagram in the $`M/N`$ vs $`T`$ plane looks similar to that in the ideal Bose case in Fig. 1. There exist always the double transitions at $`T_{c1}`$ and $`T_{c2}`$ in the present case. The higher transition $`T_{c1}`$ indicates that the spin component with $`m_F=+1`$ appears while at the second transition $`T_{c2}`$ the $`m_F=1`$ component appears in a continuous manner. Note that the $`m_F=0`$ condensate component never shows up. This is a different point from the ideal Bose system where all three components appear at lower $`T`$. However, the overall behavior is essentially the same as in the ideal Bose case. We can see slight depressions of $`T_{c1}`$ and $`T_{c2}`$ compared to the ideal case. This is one of the interaction effects. The magnitude of the $`T_c`$ depression depends strongly on the density channel interaction $`g_n`$, but only weakly on the spin channel interaction $`g_s`$ as shown shortly.
Figure 4(b) shows the excitation level structure at the lower energy region. Here the levels belonging to $`m_F=1`$ and $`m_F=0`$ never reach the $`\epsilon =0`$ line as $`M/N`$ decreases. There is a zigzag of the levels at around $`M/N=0.5`$. This signals the second transition point at $`T_{c2}`$, corresponding to $`a=0`$ in §2.
In order to examine the interaction effects quantitatively, we also calculate another set of the parameters for the system having a weaker $`g_n`$ constant, compared with the above result shown in Fig. 4 while keeping the ratio $`g_s/g_n=0.1`$ fixed. The two transition temperatures differ from those in the ideal Bose case discussed in §2 and also slightly from that in Fig. 4. The resulting phase diagram is in between them, namely, the two transition temperatures become similar to that of the ideal Bose case.
## 5 Conclusion
In this paper, we have examined the phase transition in the spinor BEC with the hyperfine state $`F=1`$. We focus on the interaction effects: There are two kinds of the interaction channels in the present spinor BEC, namely, the spin channel specified by $`g_s`$ and the density channel specified by $`g_n`$. The ideal Bose system always exhibits the double transitions from the normal state to the one-component BEC at $`T_{c1}`$ and then to the three component BEC at $`T_{c2}`$ upon lowering $`T`$. Depending on the nature of the interaction, or the sign of $`g_s`$, only the antiferromagnetic spinor BEC ($`g_s>0`$) shows the double transitions. In this case the $`m_F=1`$ component becomes non-vanishing below the lower $`T_{c2}`$ where the $`m_F=+1`$ component appeared at the higher transition $`T_{c1}`$ persists in the ground state.
In the ferromagnetic case ($`g_s<0`$), on the other hand, the spinor BEC always shows the instability at a lower temperature. This lower instability transition may actually be realized as the phase-separation. The dominant $`m_F=1`$ component and other components segregate spatially.
The interaction $`g_n`$ of the density channel acts simply to suppress both transition temperatures $`T_{c1}`$ and $`T_{c2}`$ by similar amount. Therefore it is found that $`g_n`$ modifies the system quantitatively while $`g_s`$ drastically alters in a qualitative manner.
We also study the spatial distribution of each spinor BEC component and the excitation spectral structure. It is our hope that by using optical trapping method these predictions must be checked experimentally since we have the antiferromagnetic spinor <sup>23</sup>Na BEC and <sup>87</sup>Rb is expected to be ferromagnetic.
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# Far infrared extragalactic background radiation: I. Source counts with ISOPHOT
## 1 Introduction
The cosmic infrared background (CIRB) consists in the far-infrared of the integrated light of all galaxies along the line of sight plus any contributions by intergalactic gas and dust, photon-photon interactions ($`\gamma `$-ray vs. CMB) and by hypothetical decaying relic particles. A large fraction of the energy released in the universe since the recombination epoch is expected to be contained in the CIRB. An important aspect is the balance between the UV-optical and the infrared backgrounds: what is lost by dust obscuration will re-appear through dust emission in the CIRB. Some central, but still largely open, astrophysical problems to be addressed through CIRB measurements include the formation and early evolution of galaxies, and the star formation history of the universe.
The primary goal of the ISOPHOT CIRB project is the determination of the flux level of the FIR CIRB. The other goals are the measurement of its spatial fluctuations and the detection of the bright end of FIR point source population contributing to the CIRB. The full analysis of the data from the DIRBE (Hauser et al. hauser (1998); Schlegel et al.schlegel98 (1998)) and FIRAS (Fixsen et al. fixsen98 (1998)) experiments indicated a CIRB at a surprisingly high level of $``$1 MJy sr<sup>-1</sup> between 100 and 240 $`\mu `$m. Preliminary results had been obtained already by Puget et al. (puget (1996)). Lagache et al. (lagache99a (1999)) detected a component of Galactic dust emission associated with warm ionized medium and the removal of this component lead to a CIRB level of 0.7 MJy sr<sup>-1</sup> at 140$`\mu `$m.
Because of the great importance of the FIR CIRB for cosmology these results definitely require confirmation by independent measurements. ISOPHOT observation technique is different from COBE: (1) with relatively small f.o.v. ISOPHOT is capable of looking at the darkest spots between the cirrus clouds; (2) ISOPHOT has good sensitivity in the important FIR window at 120 – 200 $`\mu `$m; (3) with the good spatial and spectral sampling ISOPHOT gives the possibility of recognizing and eliminating the emission of galactic cirrus.
In the ISOPHOT CIRB project we have mapped four low-cirrus regions at high galactic latitude at the wavelengths of 90, 150, and 180 $`\mu `$m (see Fig. 1). Through this multi-wavelength mapping we will try to separate the cirrus component and confirm the detection of sources at neighboring wavelengths. In addition, we have performed absolute photometry in several filters between 3.6 – 200 $`\mu `$m at the darkest spots of the fields. This photometry will be used (1) to secure the zero point for the maps at 90, 150, and 180 $`\mu `$m, and (2) to determine the contribution by the zodiacal emission using measurements of its SED at mid-IR wavelengths where it dominates the sky brightness.
This paper presents the first step in the analysis of the ISOPHOT CIRB observations. Here we will concentrate on the data reduction and the study of the point sources (galaxies) found in the FIR maps. The source counts determined in the FIR are important for the study of the star formation history of the universe and for the testing of the current models of galaxy evolution.
With recent observations at infrared and sub-mm wavelengths it has become obvious that star formation efficiencies derived from optical and UV observations only (e.g. Madau et al. madau (1996); Steidel et al. steidel (1996), steidel99 (1999); Cowie et al. cowie96 (1996), cowie97 (1997), cowie98 (1998); Hu et al. hu (1998)) underestimate the true star formation activity at high redshifts because the correction for dust extinction is unknown (e.g. Heckman et al. heckman (1998)).
IRAS has shown that in the local universe about one third of the luminosity is emitted at infrared wavelengths. In starburst galaxies the fraction can be much higher as most of the starlight is absorbed by dust and re-radiated in the infrared. In extreme sources like the hyperluminous galaxy $`IRAS`$ 10214+4724 the energy spectrum peaks around 100$`\mu `$m in the rest frame and more than 90% of the energy is emitted in the infrared and sub-mm regions. The emission maximum moves further towards sub-mm with increasing redshift, causing optical studies to seriously underestimate the true star formation activity. If the dust content is high enough the objects can remain completely undetected at optical wavelengths.
With ISO and new sub-mm instruments like the SCUBA bolometer array (Holland et al. holland99 (1999)) it has become possible to study the star formation history of the universe at infrared to sub-mm wavelengths (for reviews see e.g. Hughes et al. hughes3 (1998), hughes1 (1999)). Due to the negative $`K`$-correction the observed flux densities will not depend strongly on the redshift and it is possible to detect more distant galaxies (e.g. van der Werf werf (1999); Guiderdoni et al. guiderdoni97 (1997)).
Recent studies (e.g. Dunlop et al. dunlop (1994); Omont et al. omont (1996); Hughes et al. hughes97 (1997), hughes3 (1998); Stiavelli et al. stiavelli99 (1999); Abraham et al. abraham99 (1999); Lilly et al. lilly99 (1999); Blain et al. 1999a ) have shown that star formation activity remains high at $`z>`$1.
In observations with the SCUBA instrument at 450$`\mu `$m and 850$`\mu `$m (e.g. Hughes et al. hughes3 (1998); Barger et al. barger1 (1998); Smail et al. smail97 (1997); Blain et al. 1999a ; Eales et al. eales99 (1999); Lilly et al. lilly99 (1999)) galaxies have been detected up to redshifts $`z`$$``$5. Compared with galaxies seen in optical surveys the objects have higher dust content and the star formation rates are an order of magnitude higher. The surface density of the detected sources exceeds predictions of no-evolution models by at least one order of magnitude (Smail et al. smail97 (1997); Eales et al. eales99 (1999); Barger et al. barger99 (1999)). The number of sources detected by Eales et al. (eales99 (1999)) at 850$`\mu `$m above $``$3 mJy accounts for $``$20% of the CIRB detected by FIRAS (Fixsen et al. fixsen98 (1998)). Similar results were obtained by Barger et al. (barger99 (1999)). At the level of 0.5 mJy the sources contain most of the sub-mm CIRB ( Smail et al. smail97 (1997), smail98 (1999); Blain et al. 1999b ).
Kawara et al. (kawara (1998)) observerved the Lockman Hole at 95$`\mu `$m and 175$`\mu `$m using ISOPHOT. The number of sources found was at least three times higher than predicted by no-evolution models. The conclusions of the FIRBACK (Puget et al. puget99 (1999)) and ELAIS (Oliver et al. ringberg (2000)) projects are similar and at 175$`\mu `$m sources with $`S_\nu `$$`>`$120 mJy account for $``$10% of the CIRB detected by FIRAS.
In this article we study the number density of extragalactic sources and their contribution to the FIR background radiation using observations made with ISOPHOT. The data consist of maps made at wavelengths 90$`\mu `$m, 150$`\mu `$m and 180$`\mu `$m, and for some smaller areas at 120$`\mu `$m. The total area is close to 1.5 square degrees. Most of the regions have been observed at three wavelengths (90$`\mu `$m, 150$`\mu `$m, 180$`\mu `$m) some at two wavelengths (120$`\mu `$m and 180$`\mu `$m). Both the galactic foreground cirrus emission and the emission from typical extragalactic objects will reach their maxima within or near the observed wavelength range. In particular, we will be able to determine the cirrus spectrum for each region separately.
We have developed a point source extraction routine based on the fitting of the detector footprint to spatial data. The method is different from those used in most previous studies where the source detection algorithms have concentrated on the variations (off-on-off) of the detector signal as function of time. Our analysis will therefore be independent of and complementary to the previous results.
## 2 Observations and data processing
The observations were performed with the ISOPHOT photometer (Lemke at el. lemke (1996)) aboard ISO (Kessler et al. kessler (1996)). The maps were made in the PHT22 staring raster map mode using filters C\_90, C\_120, C\_135, and C\_180 with reference wavelengths at 90$`\mu `$m, 120$`\mu `$m, 150$`\mu `$m and 180$`\mu `$m, respectively. In this paper we study eight fields that cover a total of 1.5 square degrees (see Fig. 1). Two fields were observed at two wavelengths while the rest have observations at three wavelengths, the details are shown in Table 1. The C100 detector used for the 90$`\mu `$m observations consists of 3$`\times `$3 pixels each with the size of 43.5$`\mathrm{}\times `$43.5$`\mathrm{}`$ on the sky. The C200 detector used in the rest of the observations has a raster of 2$`\times `$2 detector pixels, 89.4$`\mathrm{}\times `$89.4$`\mathrm{}`$ each.
We have selected regions with low surface brightness. Some maps have redundancy i.e. the observed pixel rasters partly overlap each other. In four maps observed with filter C\_90 the raster step is larger than the size of the detector, leading to incomplete sampling.
The data were first processed with PIA (PHT Interactive Analysis) program versions 7.1 and 7.2. Special care was taken to remove glitches caused by cosmic rays since these might be erroneously classified as point sources during later analysis. The flux density calibration was made using the FCS (Fine Calibration Source) measurements (FCS1) performed before and after each map. Generally the accuracy of the absolute calibration is expected to be better than 30% (Klaas et al. klaas98 (1998)). The calibration was normally applied to observations using linear interpolation between the two FCS measurements.
The data reduction from the ERD (Edited Raw Data; detector read outs in Volts) to SCP (Signal per Chopper Plateau; signal at each sky position in units V s<sup>-1</sup>) was performed also using the so-called pairwise method (Stickel, private comm.). Instead of making linear fits to the ramps consisting of the detector read-outs one examines the distribution of the differences between consecutive read-outs. The mode of the distribution is estimated with myriad technique (Kalluri & Arce kalluri98 (1998)) and is used as the final signal for each sky position. This processing was done in batch mode. Compared with the previous PIA analysis there were some calibration differences which were possibly due to the different drift handling of the FCS measurements. For this reason the final surface brightness values in the new AAP (Astrophysical Applications Data) files were rescaled using the results of the previous interactive analysis. The subsequent analysis was carried out with both data sets but no significant differences were found in the results. The pairwise method is, however, believed to be more robust against glitches and in the following the results are based on the data reduced with this method.
## 3 The point source detection
The point source detection was performed in two steps using data processed to the AAP level with PIA and the pairwise method (see Sect. 2). The data consists of surface brightness values with error estimates and were flat fielded using special routines (see Appendix B.1).
In the first phase each surface brightness value was compared with the mean and the standard deviation estimated from other measurements within a fixed radius. The radius was set to about three times the size of the detector pixel. Values rising above the local mean surface brightness by more than 0.7$`\sigma `$ were considered as potential point sources.
In the second phase a model consisting of point source and a constant background was fitted into each region surrounding the candidate positions. In the fit the footprint matrices were used to calculate the contribution of the point source to the observed surface brightness values. The free parameters of the fit were the source flux density, the two coordinates of the source position, and the background surface brightness. Details of the fitting procedure are given in Appendix B.2
### 3.1 Completeness and false detections
As a result of the fitting procedure we obtained estimates for the flux density, coordinates of the potential point source and a value for the local background brightness. The fitting routine provides formal error estimates for all free parameters. In addition, we have calculated the standard deviation of the surface brightness values inside the selected region. Assuming that the flux density values are normally distributed we can calculate for each source candidate the probability, $`P`$, that the detection is not caused by background noise.
The completeness of the point source detection and the probability of false detections were studied with simulations (see Appendix B.3). The number of false sources was found to somewhat exceed the expected number of 1-$`P`$ per map pixel and this was taken into account in setting the selection criteria. A confidence limit of $`P`$=99% (corresponding to $``$2.3 $`\sigma `$) was used to discard uncertain detections.
Simulated measurements were also used to study the effects of imperfect flat fielding (Appendix B.4). These do not cause significant errors in the source counts. Cosmic ray glitches and short term detector drifts may still lead to spurious detections primarily on the C100 detector. Glitches have been removed during the standard data reduction and any remaining anomalies should be reflected in the error estimates calculated for the surface brightness values. Large error estimates will reduce the number of false detections (see C).
For the purpose of source counts (see Sect. 5.1) we will use an additional criterion based on the ratio between the source flux density, $`S_\nu `$, given in Jy and the background rms noise, $`\sigma _{\mathrm{bg}}`$, given in units of Jy per pixel,
$$\rho =\frac{S_\nu }{\sigma _{\mathrm{bg}}}.$$
(1)
The parameter $`\rho `$ is not directly related to the probability obtained from the footprint fit and can be used as safeguard against false detections. In Sect. 5.1 we will use a limit $`\rho >\rho _0=`$10.5. In the maps fluctuations are typically below 0.1 MJy sr<sup>-1</sup> which, in the case of the C200 detector, corresponds to $`\sigma _{\mathrm{bg}}`$0.02 Jy per pixel. Our $`\rho `$-criterion implies thus a typical detection limit of 200 mJy. Because of the smaller pixel size of the C100 detector, $``$44$`\mathrm{}`$ instead of $``$89$`\mathrm{}`$, the detection limit is lower by a factor of four. Note that since the source flux is always distributed over several map pixels $`\rho `$ cannot be interpreted directly as a $`\sigma `$ limit.
The value $`\rho _0=`$10.5 was chosen based on simulations: at this limit the detection rate is $``$70% for sources which fulfill the previous criterion of $`P>`$99%. The number of false detections is less than one per 200 map pixels. For the C200 detector the expected number of false detections within the mapped areas is $``$10 i.e. less than the probable number of true sources above the $`\rho `$ limit that remain undetected. Because of the larger number of map pixels in the 90$`\mu `$m maps there can be more false detections than undetected true sources. However, the relative error in the source counts should remain well below 50%.
### 3.2 Multiwavelength confirmation of source detections
Since the source counts might be slightly overestimated even after applying the additional $`\rho `$-criterion constraint we have constructed another source list based on multi-wavelength detections. A source is accepted only if there are detections at two wavelengths, each at 99% confidence level (see above), and the spatial distance between these detections is $``$80$`\mathrm{}`$. The $`\rho `$ criterion is not used. If a map contains several possible sources within that distance the one with the highest estimated probability is selected. With the number density of detections at the 99% confidence level we can estimate the probability of finding by accident a source within 80$`\mathrm{}`$ radius of any given position: 5% for the 90$`\mu `$m and 150$`\mu `$m maps and below 10% even for 180$`\mu `$m.
We can calculate a rough estimate for the number of false detections as follows. For any individual detection we have an 1% probability that it is not caused by a real source. Empirically, the probability of finding another detection at a different wavelength within 80$`\mathrm{}`$ radius is less than 10%. This increases the confidence in the first detection from 99% to 99.9%. In the source counts for 150$`\mu `$m and 180$`\mu `$m the total number of spurious detections can therefore be estimated to be $``$1. Because of the larger number of pixels in the 90$`\mu `$m maps the number of false 90$`\mu `$m sources could be up to $``$6. However, the false detections are made only close to the background noise level where the number of undetected true sources can easily exceed this. Counting only detections with multiwavelength confirmation will underestimate the true number of sources. The probability of finding two spurious detections within 80$`\mathrm{}`$ is 0.001% and the confidence level of a source detected at two wavelengths (instead of a detection at one wavelength only) equals a 4.2$`\sigma `$ detection.
Examples of such multiwavelength detections are shown in Fig. 2. The positions of four sources in the field EBL26 are overlaid on the 90$`\mu `$m, 150$`\mu `$m and 180$`\mu `$m maps. Sources 5 and 6 are detected only at 150 and 180 $`\mu `$m (see also Table 5.1). The leftmost source is a 90$`\mu `$m detection only and is therefore not in Table 5.1. It is probably caused by a glitch as can be seen from the SRD data (Signal per Ramp Data i.e. signals, V s<sup>-1</sup>, derived from individual detector integration ramps) in Fig. 3a. The signals are shown for four pixels at five positions (given as a function of time) centered on the position closest to the fitted source position. Source 7 was detected only at 150$`\mu `$m and 180$`\mu `$m while at 90$`\mu `$m it remained below our detection limit. The SRD data for this source are also shown in Fig. 3. One must remember that the detection procedure was not based on SRD data and in Fig. 3 only part of the relevant data are shown. SRD signals were, however, used to visually estimate the possible effect of glitches on the source detections (see C).
For most of the area of the 15$`\times `$15 position 180$`\mu `$m map NGPN no observations at other wavelengths were available. In order to confirm the detections the data were divided at the ERD level into two parts. The first data set contained the first ramps of each measurement and the second data set the rest of the ramps. These data sets were used to create two maps and sources were detected and accepted according to procedures described above. The maps are not completely independent. A large glitch that affects several ramps may have influenced both data sets. The risk for false detections is therefore larger than in other cases. Some of the detections could, however, be confirmed with observations of the 32$`\times `$4 position NGPN map which partly overlaps the square 15$`\times `$15 position 180$`\mu `$m map (see Table 1).
## 4 Discrimination against cirrus knots
We will check the possibility that some of the sources detected are small scale cirrus structures (cirrus knots).
### 4.1 Cirrus confusion noise
We estimate the contribution of cirrus to the sky confusion. The total noise, $`\sigma _{\mathrm{total}}`$, in the source flux densities is estimated from the standard deviation of the flux densities. This is obtained by fitting a point source to the position of each measurement (each pixel and raster position) while keeping the source positions fixed i.e. effectively convolving the map with the detector footprint. The total noise consists of measurement noise, $`\sigma _{\mathrm{meas}.}`$, from the detector, and the sky confusion, $`\sigma _{\mathrm{sky}}`$, caused by real sky brightness variations,
$$\sigma _{\mathrm{total}}^2=\sigma _{\mathrm{meas}.}^2+\sigma _{\mathrm{sky}}^2.$$
(2)
The measurement noise, in flux density units, is derived from the error estimates obtained for the surface brightness values from the SRD data. The surface brightness map was modified by adding corresponding amount of normally distributed noise. The fitting procedure was then repeated. The rms difference between the flux densities obtained from the two maps gives an estimate of measurement errors on the flux density scale. Table 2 summarizes the results for the fields EBL26 and NGPS. The sky confusion is obtained (using Eq.2) from the total and measurement noise estimates. The measurement noise was seen to be roughly equal to the sky confusion. In order to estimate the contribution of cirrus to the sky noise we have used the approach of Gautier et al (gautier92 (1992)).
Gautier et al. (gautier92 (1992)) calculated the confusion noise due to infrared cirrus for different observation strategies. We use these results to estimate cirrus contamination in the case of circular aperture with diameter $`d`$, immediately surrounded by a reference annulus of the same width. This configuration is not exactly the same as in our detection procedure but should give accurate estimates of the expected cirrus confusion.
Herbstmeier et al. (herbstmeier (1998)) estimated for the large NGPN 180$`\mu `$m map a fluctuation power $`P=`$2.3$`\times `$10<sup>3</sup> Jy<sup>2</sup> sr<sup>-1</sup> at the scale of 4$`\mathrm{}`$. The fluctuations are mostly due to cirrus emission. With the dependence $`Pd^2`$ derived by Herbstmeier et al. we obtain a fluctuation amplitude of 18 Jy sr<sup>-0.5</sup> at $`d=`$1.5$`\mathrm{}`$ which corresponds to the size of the detector beam. According to the tables of Gautier et al. (gautier92 (1992)) the estimated flux density fluctuations due to cirrus emission are 8.0 mJy. In this field all detected sources have flux densities exceeding 100 mJy. It is therefore very unlikely that they could be caused by cirrus.
The surface brightness attributed to cirrus is obtained by subtracting the CIRB given by Fixsen et al. (fixsen98 (1998)), 0.82 MJy sr<sup>-1</sup> at 180$`\mu `$m, and the zodiacal light according to Leinert et al. (leinert98 (1998)). In the field, EBL26, which has the largest surface brightness among our fields, the average cirrus surface brightness is $``$1.4 MJy sr<sup>-1</sup> compared to $``$0.8 MJy sr<sup>-1</sup> in the NGPN field. With the relation $`P<B>^3`$ (Gautier et al. gautier92 (1992)) between the fluctuation power and the mean surface brightness we can estimate that in EBL26 the cirrus fluctuation level is $``$43 mJy. All sources are above $``$150 mJy, i.e. above the 3.5 $`\sigma `$ level.
The results of Herbstmeier et al. (herbstmeier (1998)) show that at the scale of the C100 beam size, $`d45\mathrm{}`$, the expected cirrus fluctuation amplitude is clearly below 10 Jy sr<sup>-0.5</sup> for all our 90$`\mu `$m maps. According to Gautier et al. (gautier92 (1992)) this corresponds to a flux density of 4 mJy which is again clearly below the flux densities of even the faintest sources at 90 $`\mu `$m in the present study.
In conclusion, it is clear that cirrus is not the dominant factor in the sky confusion noise. The flux density values derived for cirrus contamination are small compared with the faintest sources detected here. Because of the non-gaussian nature of the cirrus fluctuations (Gautier et al. gautier92 (1992)) it is, however, possible that our source lists contain some cirrus knots.
We have, however, also the advantage of having observations at different wavelengths which offers an additional means for the discrimination against spurious detections caused by galactic cirrus.
### 4.2 Cirrus spectra
Using observations made at different wavelengths we can determine the cirrus spectrum in each region. For each 180$`\mu `$m measurement the corresponding surface brightness values at the other wavelengths were calculated using weighting with a gaussian with the approximate size of the C200 detector beam. Linear fits were performed to surface brightness values at 90$`\mu `$m or 150$`\mu `$m plotted against the 180$`\mu `$m values and the slopes were used to derive the cirrus spectrum (see Juvela et al. vilspa (2000)).
The spectra obtained are shown in Figs. 4-7. The cirrus spectrum can be determined most reliably in regions with clear surface brightness variations which is the case for fields EBL26 and NGPS. It is also, nevertheless, possible to determine the spectra for all other fields. Bright individual sources were always removed from the data but in the VCS and VCN fields the results may be influenced by the emission from the nearby galaxy, NGC 5907.
### 4.3 Source spectra vs. cirrus spectra
The cirrus spectra were compared with the spectra of the detected sources. The relationship between the cirrus surface brightness spectrum and the “source” spectrum due to a cirrus knot depends on the size of the cirrus knot: (1) If the cirrus knot is small compared with the C100 detector pixel, the knot spectrum is the same as the surface brightness spectrum. (2) If the knot size is $`>`$45$`\mathrm{}`$ some part of the 90$`\mu `$m flux is included into the background, and the source flux density at 90$`\mu `$m drops. (3) If the cirrus knot is large compared even with the pixel size of the C200 detector also at the longer wavelengths only part of the total flux density contained in the cirrus knot will be detected. In that case there will be probably no detection with the C100 detector.
Simulations showed that for gaussian cirrus knots with FWHM $``$90$`\mathrm{}`$ we detect with the C100 detector less than half of the total flux density. For cirrus knots with FWHM$``$180$`\mathrm{}`$ the ratios $`F(90\mu `$m)/$`F(150\mu `$m) and $`F(90\mu `$m)/$`F(180\mu `$m) drop to $``$0.25 of the cirrus surface brightness values.
If the source spectrum is flat compared to the cirrus surface brightness spectrum we can conclude the source is not a cirrus knot. Otherwise, this alternative cannot be excluded with certainty. However, when the flux density ratio $`F(90\mu `$m)/$`F(150\mu `$m) or $`F(90\mu `$m)/$`F(180\mu `$m) is clearly larger than one fourth of the corresponding ratio in the cirrus surface brightness spectrum it is improbable that the source is due to a cirrus knot because this would require that the knot is much smaller than 180$`\mathrm{}`$. From the slope of the cirrus power spectrum as function of spatial frequency, (Gautier et al. gautier92 (1992); Low & Cutri low (1994); Herbstmeier et al. herbstmeier (1998)) and the very low level of cirrus emission in most of the fields, we estimate that it is very improbable that there are many small ($``$90$`\mathrm{}`$) cirrus knots strong enough to be detected as sources (see Sect. 4.1).
In Figs. 4-7 we show for our four main fields the predicted spectra caused by cirrus knots together with those actual sources that were detected at 90$`\mu `$m and at some longer wavelength. The cirrus spectra have been drawn for two cases assuming either that the cirrus knot is smaller than the C100 detector pixel (solid line) or that it is of the same size as the beam of the C200 detector pixels (dashed line).
The source spectra are almost without exception flat compared with the steeper of the two cirrus spectra and the sources are not likely to be caused by cirrus. Furthermore, in many cases the relative 90$`\mu `$m flux is higher than what is possible even for very small cirrus knots. No sources were rejected from our sample based on their SED shape.
## 5 Source counts and identifications
### 5.1 Cumulative source counts
Table 5.1 contains sources detected at two or three wavelengths with an individual detection probability $`P>`$99% at one wavelength (see Sect. 3.2). The coordinates are averages, weighted with the estimated confidence of detections at different wavelengths. The flux densities and their error estimates are obtained from the fitting routine. If the field was mapped at three wavelengths but the source was detected only at two wavelengths, then we quote an upper limit based on the background surface brightness variations, $`S=10.5\sigma _{\mathrm{bg}}`$ where $`\sigma _{\mathrm{bg}}`$ is given in units of Jy per pixel. The detection probability corresponding to this limit is 97%.
The surface density of sources is estimated by dividing the number of sources counted at each flux density level by the total effective map area. With “effective” map area we mean that portion of the total map area from which such sources could have been detected. For example, in the field VCN faint sources cannot be detected close to the bright galaxy NGC 5907. The maps around Mrk 314 and ZW IIB were originally observed in order to study a known object and since these bright sources are not the result of random selection they are excluded from the source counts.
As a first approximation we have calculated the effective map areas according to the faintest detected source. At each flux density level the area was taken to be the sum of the areas of those maps where sources with equal or lower flux densities were detected. The procedure is likely to underestimate the surface density of faint sources since it ignores the background surface brightness variations within the maps. The detection of just one source with a flux density $`S_\nu `$ increases the corresponding area $`A(S_\nu )`$ by the the area of the whole map. On the other hand, for statistical reasons the faintest detected source can sometimes be brighter than the faintest theoretically detectable source but this should not lead to significant underestimation of the areas at any flux density levels.
For 90$`\mu `$m maps observed with a 180$`\mathrm{}`$ raster step there are gaps between the rasters. We have chosen not to correct for this effect but note that it may lead to an underestimate of the source densities by some tens of per cents i.e. the effect is comparable with the calibration uncertainties.
The cumulative source densities obtained at 90$`\mu `$m, 150$`\mu `$m and 180$`\mu `$m are shown as histograms in Fig. 8. Two sets of sources were used in deriving these curves. The first set consists of all detections (i.e. $`P>`$99%) and no confirmation was required at a different wavelength (dotted line). The second set contains only those sources that were confirmed by a detection at another wavelength (solid line).
The first set may contain a number of false detections. The second set gives a conservative estimate for the true number of sources. Since the areas used in deriving the surface densities depend also on the selection criteria applied, the sample with the larger number of sources does not necessarily lead to higher source density. The results obtained from the two sets are very similar for 150 and 180$`\mu `$m. At 90$`\mu `$m the counts based on detections confirmed at 150$`\mu `$m or 180$`\mu `$m are, however, below the other estimates. Most of the difference can be explained by statistical uncertainties. There are only three confirmed 90$`\mu `$m sources brighter than 400 mJy and at lower flux levels where the number of sources is larger the estimates are in fair agreement with each other. The change in the ratio between the two estimates as the function of source flux is not statistically significant. Some of the difference may be caused also by the source properties. Sources detected at 150$`\mu `$m are likely to be seen also at 180$`\mu `$m (and vice versa) while more of the 90$`\mu `$m sources remain unconfirmed at the longer wavelengths.
We have derived a third set of cumulative source densities by selecting sources based on the ratio $`\rho `$ between the flux density and the background surface brightness variations (see Sect. 3.1). For each flux density level all sources with $`\rho >\rho _0`$ were selected and no confirmation at other wavelengths was required. The area corresponding to a given flux density level was obtained by first calculating the local standard deviation of the surface brightness values around each observed position and then integrating the total area with noise below 1/$`\rho _0`$ times the source flux density.
The limiting value, $`\rho _0=`$10.5, was selected based on simulations (see Sect. 3.1) which indicate that close to the detection limit the number of false detections is still clearly less than the expected number of true sources. In the measurements the typical background noise is 0.02 Jy per pixel and the given $`\rho `$ value corresponds to source flux density limits 45 mJy and 200 mJy for C100 and C200, respectively. For higher flux densities the number of false detections drops rapidly while for lower flux densities more of the true sources are either rejected based on the $`\rho `$ criterion or are not detected at all. At the quoted flux levels the cumulative source counts are higher than the number of the false detections which will therefore not affect the results significantly. However, especially at 90$`\mu `$m, the number of false detections can exceed the number of undetected true sources and the source counts could be slightly overestimated.
The cumulative source densities obtained with this third method are drawn in Fig 8 with dashed lines. These results are based on the integrated area of the regions where background noise is low enough for a source with given flux density to be detectable. Since the area determination and the source detection are based on similar criteria the errors caused by an incorrect $`\rho `$–limit tend to cancel out. At the bright end the results agree with the earlier histograms since no sources are rejected and the corresponding areas converge towards the total area mapped. The differences are more pronounced at faint flux densities. When the area corresponding to a faint flux density limit was determined based on the faintest observed source the area was likely to be overestimated and the source densities underestimated. When the area was determined by the local properties of the background brightness and the sources were selected using a related criterion the results should be more reliable. On the other hand, the applied $`\rho `$ limit excludes many of the fainter (but more uncertain) sources that were included in the previous counts and the curves cannot be extended reliably to equally low flux densities. The values obtained for 150$`\mu `$m and 180$`\mu `$m below 150 mJy are probably only indicative.
### 5.2 Cumulative flux densities
Fig. 9 shows the cumulative flux densities, $`F_\nu (S_\nu )`$, i.e. the surface brightnesses due to all sources brighter than a given flux density $`S_\nu `$. Compared with source counts the flux density values are more sensitive to bright sources.
Systematic calibration errors would cause the curves to be shifted horizontally. Our simulations show that the source flux densities depend also on the detection process. The fitted source positions can be slightly displaced from the true positions towards a direction where the background noise produces the highest values. Therefore it is possible that the faintest flux densities are overestimated. The errors are, however, only noticeable close to the detection limit and should never be more than 10%. Furthermore, several maps were observed with partly overlapping rasters. The improved sampling should lead to more reliable flux densities. The largest uncertainty is therefore in the absolute calibration itself.
### 5.3 Association with known sources
Table 4 lists IRAS Point Source Catalog (PSC) and Faint Source Catalog (FSC) sources within the mapped regions. ISOPHOT sources detected within a $``$1$`\mathrm{}`$ radius of the IRAS positions are also shown.
In the regions studied there are four sources with IRAS detections at 100$`\mu `$m. In EBL26 the PSC source at 1<sup>h</sup>17<sup>m</sup>10.6<sup>s</sup> +2$`\mathrm{°}`$17$`\mathrm{}`$10$`\mathrm{}`$ has been detected also with ISOPHOT. The flux density obtained at 90$`\mu `$m, 2.6 Jy, is somewhat higher than the IRAS 100$`\mu `$m value of 2.2 Jy. The FSC source at 1<sup>h</sup>18<sup>m</sup>05.0<sup>s</sup> +1$`\mathrm{°}`$58$`\mathrm{}`$59$`\mathrm{}`$ with 0.84 Jy flux density at 100$`\mu `$m has not been detected and the quoted 90$`\mu `$m upper limit is 110 mJy. The reason is that the 90$`\mu `$m map was incompletely sampled and the IRAS position lies between the observed rasters.
In VCS the IRAS source at 15<sup>h</sup>15<sup>m</sup>53.3<sup>s</sup> +56$`\mathrm{°}`$19$`\mathrm{}`$47$`\mathrm{}`$ is the bright galaxy NGC 5907. The source is extended and the ISOPHOT map is too narrow for the estimation of the total flux density. The ISOPHOT values in Table 4 are obtained by fitting of a point source within an area with 5$`\mathrm{}`$ radius. The flux density at 90$`\mu `$m is slightly lower than the IRAS value. In the case of Mrk 314 the flux densities at 120$`\mu `$m are comparable to the IRAS 100$`\mu `$m values. There are additionally a number of IRAS sources with upper limits at 100$`\mu `$m. In all cases the ISOPHOT upper limits derived at 90$`\mu `$m are much lower although in the case of maps observed with 180$`\mathrm{}`$ raster steps the upper limits are not always accurate.
In Table 5 we list objects from the Simbad database that are within the mapped regions. The list contains all sources identified as galaxies or quasars. Other types of objects (e.g. radio sources) are listed only if they are close to a FIR detection.
## 6 Discussion
### 6.1 Comparison with other ISOPHOT source counts
At the flux level of 100 mJy the following source densities are obtained (dotted line in Fig. 8): 1.4$`\times `$10<sup>5</sup> sr<sup>-1</sup>, 2.5$`\times `$10<sup>5</sup> sr<sup>-1</sup> and 3.5$`\times `$10<sup>5</sup> sr<sup>-1</sup> at 90 $`\mu `$m, 150 $`\mu `$m and 180 $`\mu `$m. In Fig.10 these results are compared with results from other ISOPHOT projects.
At 90$`\mu `$m the results of Kawara et al. (kawara (1998)) are some 30% higher than our source counts while the results of the ELAIS survey (Oliver et al. ringberg (2000)) and Linden-Vørnle et al. (linden (2000)) are lower than our counts. The ELAIS counts based on observations of 11.6 square degrees at 90$`\mu `$m, are a factor of three below the Kawara et al. (kawara (1998)) value.
The calibration adopted in the ELAIS project is based on DIRBE and it was found that the PIA analysis resulted in higher surface brightnesses (Efstathiou et al. efstathiou00 (2000)). This is consistent with our findings. The difference between the DIRBE surface brightness values and our data calibrated with PIA version 7.3 is $``$30% (A). With DIRBE calibration our source count points at 90$`\mu `$m move towards smaller flux densities (see Fig. 10) and they would be in good agreement with the ELAIS results.
At 180$`\mu `$m we can compare our source counts with Kawara et al. (kawara (1998)) and Puget et al. (puget99 (1999)) observations at 175$`\mu `$m. Our counts are almost two times higher than the Kawara et al. results but compatible with Puget et al. (puget99 (1999)).
### 6.2 Comparison with galaxy models
At 150$`\mu `$m and 180$`\mu `$m the counts are much higher than predicted by no-evolution models (e.g. Guiderdoni et al. guiderdoni98 (1998)); at 180 $`\mu `$m the difference is a factor of five (see Fig. 10).
In the evolutionary model E by Guiderdoni et al. (guiderdoni98 (1998)) both the star formation rate and the relative number of ULIRGs increase with $`z`$. The model has been found to be in good agreement with extragalactic background light measurements in both optical and FIR. Our source counts exceed, however, the model predictions at all three wavelengths (see Fig. 10).
Franceschini et al. (franceschini98 (1998)) have presented similar models which include contributions from two galaxy populations: dust-enshrouded formation of early-type galaxies and late-type galaxies with enhanced star-formation at lower redshifts. The predicted source counts at 180$`\mu `$m are higher than in the Guiderdoni et al. model E and the model is therefore in better agreement with our results.
### 6.3 Extragalactic background radiation
Measurements of the CIRB in the wavelength range of the present observations have been recently published based on DIRBE and FIRAS observations of the COBE satellite. After the removal of interplanetary and galactic foreground sources (Kelsall et al. kelsall (1998); Arendt et al. arendt (1998)) the level of CIRB detected by DIRBE was found to be 25$`\pm `$7 nW m<sup>-2</sup> sr<sup>-1</sup> at 140 $`\mu `$m and 14$`\pm `$3 nW m<sup>-2</sup> sr<sup>-1</sup> at 240 $`\mu `$m (Hauser et al. hauser (1998)). These numbers correspond to 1.1 MJy sr<sup>-1</sup>. According to Fig. 9 the sources found in this study represent some 5% of the CIRB, the exact number depending on which source counts are applied.
Fixsen et al. (fixsen98 (1998)) have reported results based on three different methods used to subtract the galactic foreground emission. From the analytical representation of the average spectrum the surface brightness values at 90 $`\mu `$m, 150 $`\mu `$m and 180$`\mu `$m are 0.13 MJy sr<sup>-1</sup>, 0.67 MJy sr<sup>-1</sup> and 0.82 MJy sr<sup>-1</sup>, respectively. Adopting these values our sources would contribute already a significant fraction of the CIRB, especially at 90$`\mu `$m where $``$20% of the CIRB could be attributed to the detected sources. For sources brighter than 100 mJy the corresponding fraction at 150 $`\mu `$m is slightly below and at 180$`\mu `$m slightly above 10%. Recalibrating the 140$`\mu `$m and 240$`\mu `$m DIRBE observations using the results of the cross-calibration between FIRAS and DIRBE (Fixsen et al. fixsen97 (1998)) would, naturally, move the DIRBE points closer to the FIRAS values (Fixsen et al. fixsen98 (1998)). As discussed in A, our calibration appears to be closer to the FIRAS than the DIRBE scale.
### 6.4 Comparison with galaxy spectra
In Fig. 11 we compare the average of the source spectra presented in Figs. 4-7 with the spectra of the galaxies Arp 193 and NGC 4418. In the sample of luminous infrared galaxies presented by Lisenfeld et al. (lisenfeld (2000)) Arp 193 has the lowest and NGC4̇418 the highest estimated dust temperature.
In the rest frame the SEDs of luminous infrared galaxies reach maxima between 60$`\mu `$m and 100$`\mu `$m (Silva et al. silva (1998); Devriendt et al. devriendt (2000); Lisenfeld et al. lisenfeld (2000)). The spectra of our FIR sources are relatively flat in the observed wavelength range and peak typically above 90$`\mu `$m. This is consistent with most sources being at redshifts $`0.5`$$`z`$$``$1.
The emission maximum of normal spiral galaxies is also close to 100$`\mu `$m (e.g. Silva et al. silva (1998)). However, in the case of a spiral galaxy a FIR detection at the level of 0.1 Jy would correspond to a visual magnitude brighter than 16 and the optical counterpart should be visible. The lack of visual counterparts indicates that most of our sources are likely to be distant luminous infrared galaxies.
We have conducted a follow-up study in the VCN region. A $``$2$`\times `$2$`\mathrm{}`$ field surrounding the positions of the FIR sources VCN 1 and 2 in Table 5.1 has been observed in $`V`$\- and $`I`$-bands (images provided by J.C. Cuillandre, CFHT) and in $`K`$ and $`J`$-bands (images taken by P. Väisänen).
Our photometry reveals a number of red sources with $`IK3`$. These are potential candidates for being luminous infrared galaxies (LIRG) and could be the counterparts of our FIR detections. In Fig. 12 we show the flux densities of these sources together with the ISO detections. In the same figure the spectral energy distributions of two luminous infrared galaxies, Arp 220 and Mrk 231, are drawn as they would be seen at redshift $`1.0`$ (Ivison et al. ivison98 (1998)). The figure shows that, in principle, any one of the red NIR sources could be responsible for our ISO FIR detections. An unambiguous identification is not possible. Normal elliptical or spiral galaxies, as shown in the figure, are excluded.
## 7 Conclusions
We have searched for FIR point sources in raster maps observed with the ISOPHOT C100 and C200 detectors at wavelengths between 90$`\mu `$m and 180$`\mu `$m. The total area covered is $``$1.5 square degrees. Most of the FIR sources detected are presumably IR galaxies which, due to the negative $`K`$-correction, can be observed at redshifts $`z>1`$. A comparison of the SEDs of sources detected at 90, 150, and 180$`\mu `$m with cirrus spectra shows that for most sources an explanation in terms of cirrus knots can be excluded. Based on the number counts of the sources we can conclude:
* We have found 55 FIR sources that, due to the multi-wavelength confirmation, correspond to detections with high confidence level ($``$4$`\sigma `$)
* We have derived a FIR source density of $``$60 sources per $`\mathit{}\mathrm{°}`$ at 100 mJy level
* The source density is much higher than predicted by no-evolution galaxy models; at 180$`\mu `$m the excess is close to a factor of five
* The source counts are in agreement with models where the star formation rate and the relative number of ULIGs increases strongly with $`z`$, e.g. the counts are slightly higher than predicted by model E of Guiderdoni et al. (guiderdoni98 (1998))
* At 150$`\mu `$m and 180$`\mu `$m the combined flux of detected sources accounts for $``$10% of the CIRB intensity as derived from the COBE FIRAS data; at 90$`\mu `$m the fraction is over 20%
###### Acknowledgements.
We thank J.C. Cuillandre for providing the $`V`$ and $`I`$images of the VCN region and P.Väisänen for the NIR images. This study was supported by the Academy of Finland Grant no. 1011055. ISOPHOT and the Data Centre at MPIA, Heidelberg, are funded by the Deutsches Zentrum für Luft- und Raumfahrt and the Max-Planck-Gesellschaft.
## Appendix A Calibration comparisons
The results presented in this paper are based on the calibration performed with the onboard FCS. This has been estimated to be better than 30% for extended sources brighter than 4 MJy sr<sup>-1</sup> (Klaas et al. klaas98 (1998)). Because of the very low surface brightness and the correspondingly low FCS power, it is interesting to compare the ISO calibration scale with the corresponding DIRBE values.
For the comparison of absolute surface brightnesses we took the DIRBE ZSMA (Zodi-Subtracted Mission Average Maps) data around each ISO field. Zodiacal light was added to the DIRBE values according to the model given by Leinert et al. (leinert98 (1998)) using the $`\lambda \lambda _{\mathrm{}}`$ and the ecliptic latitude of the ISO observations. We could also have used the Weekly Averaged Sky Map data observed during those weeks when the solar elongation is similar as in the ISO observations. Because of the somewhat lower noise we chose to use the the ZSMA data. Both DIRBE and ISO were colour corrected assuming a $`\nu ^2B_\nu `$ spectrum and $`T_{\mathrm{dust}}`$=18 K (Arendt et al. arendt (1998); Schlegel et al. schlegel98 (1998)). DIRBE data were interpolated to the wavelength of the ISO observations. The average ISO flux density weighted with the DIRBE beam was compared with the DIRBE value. The surface brightness ratios obtained are shown in Table 6 in column 4. The main uncertainties are due to the large DIRBE beam and the large noise of the DIRBE 140 $`\mu `$m and 240 $`\mu `$m observations in these faint surface brightness regions. The given error estimates correspond to the total dispersion in the surface brightness values. These estimates are probably more realistic than those obtained by combining the error estimates calculated for the mean surface brightness values.
At 90$`\mu `$m the DIRBE values are $``$30% lower than the ISO values. On the other hand, there is an indication that the ISO C200 values are $``$30-40% lower than the DIRBE ones.
At 140$`\mu `$m and at 240$`\mu `$m the relative error estimates given for ZSMA surface brightness values exceed in many cases 50%. When the temperature was fixed to 18 K the interpolated values at 150 $`\mu `$m and 180 $`\mu `$m are mostly determined by the selected temperature and the 100 $`\mu `$m DIRBE values which have significantly smaller error estimates. An increase of $`T_{\mathrm{dust}}`$ by 1 K increases $`S_{\mathrm{DIRBE}}/S_{\mathrm{ISO}}`$ at 90 $`\mu `$m by $``$1% and decreases it at 150$`\mu `$m and 180$`\mu `$m by about 10%. On the other hand, if the exponent in $`\nu ^\alpha `$ is decreased from 2.0 to 1.0 the discrepancy between ISO and DIRBE scales would increase at 180$`\mu `$m by $``$20%. If all sources of uncertainty are taken into account our results do not indicate a difference between the ISO and DIRBE flux density scales exceeding $``$30%.
In the case of EBL22 there was an unusually large difference, by a factor of $``$0.6, between the values obtained with default responsivities and those calibrated with the FCS measurements. The fact that the FCS heating power was clearly below the range for which calibration tables exist may have contributed to the large discrepancy. Comparison with DIRBE supports the higher surface brightness values obtained with the default responsivities (see Table6). Absolute photometry at one position in the field gives values closer to the default calibration. Since the FCS calibration is more reliable in the case of the absolute photometry we have re-scaled the maps to agree with the absolute photometry. For all the other maps the differences between the FCS and the default responsivities remained below 30%.
## Appendix B Details of the point source detection
### B.1 Flat fielding
Normally the flat fielding was done by calculating the ratios between each detector pixel and the average of other measurements within a small area around it. Linear fits provided the flat fielding correction factors as function of the surface brightness.
In some cases (e.g. in VCN) it was found advantageous to perform the flat fielding partially together with the source fitting. This was done by adding free parameters to scale independently the measurements made with different detector pixels. This introduces to the fit three additional parameters in the case of C200 maps and eight parameters for the C100 maps. Determining the flat fielding (multiplicative factor only) locally makes it possible to automatically correct for some detector drifts. The method is useful when the detector drifts are slow compared with the time needed to observe the region surrounding a point source.
### B.2 The fitting procedure
The point source detection was performed in two steps using the surface brightness values and their errors, one value for each detector pixel in each raster position. In the first step measurements more than 0.7$`\sigma _{\mathrm{bg}}`$ above the local background level were flagged as point source candidates. The background level and its dispersion, $`\sigma _{\mathrm{bg}}`$, were estimated from other measurements within a radius which was typically three times the size of the detector pixel.
In the second step a model of a point source and a background was fitted to each region surrounding the candidate positions. The background was assumed to be constant, since in most cases the gradient of the background was small. The free parameters of the fit were the source flux density, the two coordinates of the source position, and the background surface brightness.
The contribution of a point source to the measured flux density at different map positions was computed using the footprint matrices of PIA. Footprint matrices provide the fraction of the flux detected by each detector pixel. Some 70% of the flux from a point source located at the centre of a pixel will be detected by this one pixel. The detector beams are approximately gaussian in their central part but have more extended wings. The neighboring pixels will therefore receive slightly more flux than predicted by the gaussian approximation, about 7% or less for source distances exceeding one pixel step (46.0$`\mathrm{}`$ for C100 and 92$`\mathrm{}`$ for C200).
The radius of the region used in the fitting procedure was typically $``$2.2$`\mathrm{}`$ for maps observed with the detector C100 and $``$3.7$`\mathrm{}`$ for maps done with C200. These radii are large enough to make the contribution from the point source small at the edge of the fitting region.
### B.3 Completeness and false detections in simulations
The completeness of the point source detection and the probability of false detections were studied with simulated maps with raster step equal to the detector size i.e. without any redundancy. We simulated the dependence of faint sources detection on the background noise level. The criterion given above was used for selecting the candidate pixels with point source contribution, the probability limit, $`P>`$99%, was used to discard uncertain detections. Different values of the ratio
$$\rho =\frac{S_\nu }{\sigma _{\mathrm{bg}}}$$
(3)
between source flux density, $`S_\nu `$, given in Jy and the background rms noise, $`\sigma _{\mathrm{bg}}`$, given in units of Jy were also considered. The detection rate is about 90% for $`\rho =7.8`$ while for values close to $`\rho =`$5.2 the detection rate drops below 50%. The number of false detections as the function of the probability limit $`P`$ was also studied. The number of false detections is, as expected, linear with respect to $`P`$. However, the number of false sources was found to exceed the expected number of 1-$`P`$ false detections per map pixel (see Fig. 13a). This was taken into account when determining the parameters of source detection. One would obviously like to have criteria where the number of false detections is equal to the unknown number of undetected real sources.
The flux densities of false detections were found to lie between $`S_\nu 3.3\sigma _{\mathrm{bg}}`$ and below $`S_\nu 7.0\sigma _{\mathrm{bg}}`$. The lower limit is set partly by the initial selection of candidate pixels that are 0.7$`\sigma _{\mathrm{bg}}`$ above the background noise. The spatial distribution of the false detections is shown in Fig. 13b. They are concentrated close to the edges and the corners of the pixels. The source density varies roughly as $`r^2`$ where $`r`$ is the distance from the pixel centre. This does not, however, help in eliminating false detections since the spatial distribution is similar for very faint true sources. The bias is present only close to the detection limit.
### B.4 Influence of imperfect flat fielding and de-glitching
The simulations described above, that were used in determining suitable detection limits, do not take into account some effects that may affect the source counts. For example, imperfect flat fielding or de-glitching will lead to higher surface brightness values in some detector pixels and may increase the probability of classifying some random variations as point sources. The problem is potentially more serious for the C100 detector where the deviation of one detector pixel has less influence on the overall noise of the surface brightness estimated for the region. In those cases where the local flat fielding coefficients were estimated together with the source parameters the quality of the flat fielding is less important. In order to estimate its effect in other cases we simulated C100 measurements consisting first of normally distributed noise and then scaled upwards the values of one detector pixel. The number of false detections did not, however, depend strongly on the imperfections of the flat fielding and was in fact smaller for the tested range where one detector pixel deviated less than 2$`\sigma `$. If more than one pixel deviates from the mean the effect is further reduced. We conclude that imperfect flat fielding will not cause significant errors in the source counts.
## Appendix C Methods in the examination of SRD data
The main procedures used in the source extraction were based on AAP (Astrophysical Applications Data) data products reduced with PIA. The corresponding SRD (Signal per Ramp Data) files were used for visual inspection of the data. Glitches are visible at the SRD level as a sudden high signal value followed by gradually decreasing tail or, in the case of several glitches close in time, as unusually large noise. The number of ramps per raster position varies in our data from 6 to over 40. In the case of the C100 detector, which is more affected by the glitches, the number of ramps was always sufficient to see the characteristic features of the glitches.
The SRD data close to the potential sources were inspected visually in order to check whether the detections were possibly due to glitches and not to real point sources. The raster position and the detector pixel closest to the fitted source position was determined and with the selected raster position in the centre the SRD data for five consecutive raster position and for all detector pixels were plotted (see Fig. 3). Both the variations in the signal level between raster positions and between the different detector pixels were examined by eye and the measurement closest to the source position was checked for signs of glitches. A quality flag between 0 and 4 was given for the source and these are shown in Table 5.1 as flag “q”. The intended scale is:
* 0: the median signal is clearly affected by glitches and/or the noise is clearly too high for reliable determination of the median signal
* 1: there are clear glitches that may have affected the median signal and/or large noise makes the determination of the median uncertain
* 2: no clear signs of a source, no significant glitches
* 3: a possible source
* 4: a clear detection
The difference in the signal levels between different raster positions and between different detector pixels were also used in the scrutinization. Therefore, even if the signals were seriously affected by glitches the source could be classified in e.g. class 3 provided that the true signal level could be estimated to be high enough.
The classification is, of course, subjective. It is also strongly biased towards sources that happen to lie in the centre of some detector pixel and are therefore visible only in one measurement. Furthermore, if the source is situated between two raster lines the previously described SRD vs. time plots do not show all data relevant for the classification.
The main benefit from the eyeball inspection is that we can recognize potentially false detections (classes 0 and 1) that are due to detector glitches. There are, however, only a couple of such possibly false detections in our source sample. This shows that most false detections were avoided in our source detection procedure.
The source detections were tested also by applying to the SRD data methods reminiscent of the procedures used in the ELAIS project (Surace et al. surace99 (1999)).
For each source we determined the raster position and the detector pixel, $`p_0`$ closest to the potential source. Using the signal values $`s_\mathrm{i}^\mathrm{p}`$ from all detector pixels $`p`$ from five consecutive raster positions ($`i`$=-2…2) centered on the selected position we calculated the following values:
1. $`s_0^{\mathrm{p}_0}/s_0^\mathrm{p},pp_0`$ subtracted by the median of the corresponding values at the five raster positions
2. same as (1.) but instead of the median we use a prediction from 2nd degree fit to the five raster positions
3. $`s_0`$ subtracted by the median of $`s_\mathrm{i}^{\mathrm{p}_0}`$, $`i`$=-2…2
4. same as previous but using prediction from a 2nd degree fit instead of the median
5. $`s_0^{\mathrm{p}_0}`$ divided by the median of other pixels in the current raster position subtracted by the median of the corresponding values in all five raster positions
6. same as previous but using a 2nd degree fit instead of the median of five raster positions
In the case of C100 we calculated therefore altogether 20 values and in the case of C200 10 values. The number of values above 1.5$`\sigma `$ level was counted and is shown in Table 5.1 as flag “$`c`$”. It must be emphasized that the method is applied only to the SRD data closest to the previously determined source positions and it is therefore most sensitive to sources that were close to the centre of some detector pixel. Thus a low value of “$`c`$” does not disqualify a source detection obtained with our detection procedure.
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# The double parton distributions in the hard pomeron model
## I Introduction.
An important feature of hadronic collisions at high energies is the growth of the hard component of the interaction, induced by the increasing flux of partons. Apart from the single hard interaction, multi-parton hard interactions begin to play an increasing role. Hard events with multi-parton interactions have in fact been predicted long ago by several authors. The simplest event of this kind, the double parton scattering, has been an object of the experimental search in all high energy hadron collider experiments since several years and while initially the results have been sparse and not very consistent, recently CDF has reported the observation of a large number of events with double parton collisions.
Multiple parton collisions represent a new observable feature of hadronic interactions. Non-perturbative inputs to the corresponding cross sections are the multi-parton distributions. These are new properties of the hadron structure which become accessible through the observation of multiple parton collisions. The multiple parton distributions are related directly to the many-body parton correlations in the hadron. While, as a general rule, the non-perturbative inputs are quantities to be measured and which cannot be computed in perturbation theory, in the interaction of two very virtual $`q\overline{q}`$ pairs, the whole process falls in the domain of perturbative QCD and, in that case, multiple parton distributions can be obtained through a direct calculation, within an approximation scheme. The aim of the present paper is to study precisely this example of high energy interaction and to work out explicitly the simplest case of multi-parton distribution.
Note that studying events with several hard interactions one can introduce standard notions of inclusive and exclusive cross-sections. The first refer to the observation of at least one (or two,..) hard events, the second of exactly one (or two,…) hard events. The inclusive hard cross-sections are most easily accessable in the experimental study. They are also most easily calculated theoretically. In fact the inclusive cross sections are basically average quantities, since they include the multiplicity factor, which is proportional to the number of hard partonic interactions, so no wonder that the inclusive cross-section may become larger than the total cross-section . The AGK rules tell that the inclusive cross-sections for single, double, triple etc hard collisions are given by the simplest relevant diagrams, which involve one, two, three etc hard interaction blobs. All other contributions from diagrams with more hard blobs cancel in the inclusive cross-sections. In the following, applying the simple theoretical formulas for the inclusive cross-sections, we shall use them as basic quantities, from which we shall extract the multiparton distributions.
The paper is organized in two parts. For the sake of completeness the kinematics of the single and double parton collision and the factorization of the non-perturbative parts of the processes are re-derived in the first part of the paper. In the second part, using the perturbative QCD approach, we compute the double parton distribution in two different limiting cases. The last paragraph is devoted to the conclusions.
## II Single and double parton interactions
### A Single hard scattering
To fix our notations and to settle a common ground with the double parton collision process, we discuss first the single hard scattering case which is described by the diagram shown in Fig.1. The discontinuity of the diagram through the hard blob represents the inclusive cross section and, because of the AGK cancellation, it includes the factor accounting for the multiplicity of the hard partonic collisions in the hadronic interaction. In the following one considers only one sort of partons which, for the hard pomeron model, is represented by the gluons. The contribution of the diagram to the inclusive cross-section is related to the amplitude by
$$\sigma =(1/s)\mathrm{Im}𝒜$$
(1)
where $`s=2p_+q_{}`$ is the c.m energy squared. We neglect the masses of the projectile and target and take $`p_{}=q_+=p_{}=q_{}=0`$. For massive projectile and target the standard substitution $`pp\alpha q`$, $`qq\alpha p`$ with $`\alpha =m^2/s`$ is assumed. The usual scaling variables of the colliding partons are introduces as
$$k_+=xp_+,l_{}=wq_{}$$
(2)
The partonic c.m. energy squared is therefore written as $`s_pM^2=(k+l)^22k_+l_{}=sxw`$.
The standard treatment is based on two assumptions which are the basis for the factorization hypothesis
* Parton virtualities (essentially the transverse momenta squared) are much smaller as compared with $`M^2`$.
\** The dependence of the forward amplitude $`a`$ on the virtualities of the external lines can be neglected.
The longitudinal integrations in the diagram of Fig.1 are easily done. Indeed according to our assumptions the amplitude $`a`$ does not depend on $`k_{}`$ nor on $`l_+`$. Only the upper part of the diagram depends therefore on $`k_{}`$. One denotes it (with parton legs) as $`F_1(p,k)`$. Its integration over $`k_{}`$ is standardly transformed into the integration over the “missing mass” $`s_1=(pk)^2`$ of its right-hand discontinuity:
$$\frac{dk_{}}{2\pi }F_1(p,k)=\frac{i}{2p_+}_{s_{10}}^{\mathrm{}}\frac{ds_1}{\pi }\mathrm{Im}F_1(p,k)\frac{2\pi i}{xp_+}F_1(x,k_{})$$
(3)
Similarly for the target
$$\frac{dl_+}{2\pi }F_2(q,l)=\frac{i}{2q_{}}_{s_{20}}^{\mathrm{}}\frac{ds_2}{\pi }\mathrm{Im}F_2(q,l)\frac{2\pi i}{wq_{}}F_2(w,l_{})$$
(4)
The standard parton distributions at the scale $`M^2`$ are obtained by integrating $`F_1`$ and $`F_2`$ over the transverse momenta $`k_{}`$ and $`l_{}`$:
$$\rho _1(x,M^2)=\frac{d^2k}{(2\pi )^2}\theta (M^2k^2)F_1(x,k)$$
(5)
The final integrations over $`k_+`$ and $`l_{}`$ can be transformed into integrations over $`x`$ and $`w`$. The integration limits, $`[0,1]`$, are a consequence of the positivity constraints of $`s_1,s_2`$ and $`M^2`$. The amplitude of Fig. 1 is therefore written as
$$𝒜_1=_0^1\frac{dxdw}{xw}\rho _1(x,M^2)\rho _2(w,M^2)a(M^2)$$
(6)
while the single parton scattering inclusive cross-sections is expressed by the usual factorized formula:
$$\sigma _1=_0^1𝑑x𝑑w\rho _1(x,M^2)\rho _2(w,M^2)\sigma _p(xw)$$
(7)
The cross section can be expressed by using the unintegrated parton distributions in coordinate space. To this purpose one introduces the (non-forward) target parton distribution $`F_1(x,k_1,k_2)`$, shown in Fig.2, and its Fourier transform
$$F_1(x,r_1,r_2)=\frac{d^2k_1d^2k_2}{(2\pi )^4}F_1(x,k_1,k_2)e^{ik_1r_1ik_2r_2}$$
(8)
(In the following part of this subsection one will not find 4-vectors, so we suppress the subindex $``$ for the $`k`$’s). It is convenient to introduce the partonic c.m. and relative coordinates by
$$r_1+r_2=2R,r_1r_2=r$$
(9)
One has therefore
$$F_1(x,k_1,k_2)=d^2Rd^2rF_1(x,R,r)e^{iR(k_1k_2)ir(k_1+k_2)/2}$$
(10)
and when $`k_1`$ and $`k_2`$ are equal
$$F_1(x,k)=F_1(x,k,k)=d^2Rd^2rF_1(x,R,r)e^{irk}$$
(11)
which is precisely the unintegrated parton distribution which appeared in the single hard scattering expression above. According to (5) one has to integrate $`F_1`$ over all $`k`$ values, with the condition $`k^2<<M^2`$, in order to obtain the final partonic distribution at the scale $`M^2`$. In the scaling approximation the $`\rho `$’s do not depend on $`M^2`$. One may therefore take the limit $`M^2\mathrm{}`$ and thus integrate over all $`k`$-values. In the scaling approximation one therefore finds
$$\rho _1(x,M^2\mathrm{})=d^2RF_1(x,R,0)$$
(12)
When keeping into account the limits for $`k^2`$ the value $`r=0`$ is changed into $`r^21/M^2`$. The standard parton distributions $`\rho (x,M^2)`$, entering in the factorization formula, can be therefore expressed via the density in coordinate space $`F`$ as
$$\rho (x,M^2)=d^2RF(x,R,r),r^2=1/M^2$$
(13)
### B Double hard scattering
The double hard scattering diagram is shown in Fig.3. The corresponding inclusive cross section (including the multiplicity factor) is obtained, by means of the AGK rules, by taking twice the imaginary part and dividing it by $`s`$.
The previous analysis can be repeated also in this case. There are five double longitudinal integrations. As independent variables one chooses $`k_1,k_2,l_1,l_2`$ and $`q=k_1k_3`$. The two hard scattering amplitudes are assumed to depend only on their total c.m. energies squared $`M_1^2=(k_1+l_1)^2=2k_{1+}l_1`$ and $`M_2^2=(k_2+l_2)^2=2k_{2+}l_2`$, not on $`k_{1(2)}`$, $`l_{1(2)+}`$ nor on $`q_\pm `$. The integrations on $`k_{1(2)}`$ are made as in the single scattering case. One calls the projectile blob (with all four partonic legs) $`F_1(p,k_1,k_2,k_3,k_4)`$ ($`k_i=0`$). Then the integrations over $`k_{1(2)}`$ can be transformed into integrations over the missing masses of the two hard scatterings $`s_1=(pk_1)^2`$ and $`s_2=(pk_2)^2`$, the integrand being the discontinuity of $`F`$ on the corresponding right-hand cuts.
Since neither the hard scattering amplitudes nor $`F_2`$ depend on $`q_{}`$ one may integrate $`F_1`$ also over $`q_{}`$. This last integration can be transformed into an integration over the missing mass in between the scatterings $`s_3=(pq)^2`$ along the right-hand cut, the integrand being the corresponding discontinuity. As a result one obtains
$`\left({\displaystyle \frac{i}{2p_+}}\right)^3{\displaystyle _{s_{10}}^{\mathrm{}}}{\displaystyle \frac{ds_1}{2\pi i}}{\displaystyle _{s_{20}}^{\mathrm{}}}{\displaystyle \frac{ds_2}{2\pi i}}{\displaystyle _{s_{30}}^{\mathrm{}}}{\displaystyle \frac{ds_3}{2\pi i}}\mathrm{Disc}_{s_1}\mathrm{Disc}_{s_2}\mathrm{Disc}_{s_3}F_1(p,k_1,k_2,k_3,k_4)`$
$$2\pi ^2i\left(\frac{1}{p_+}\right)^3F_1(x_1,k_1,k_3|x_2,k_{4,},k_2)$$
(14)
The density defined on the right-hand side is the generalization of the single to the double unintegrated partonic density. The double parton distribution of the target is introduced in an analogous way. The integrations over $`k_{1(2)+}`$, $`l_{1(2)}`$ are transformed into integrations on the scaling variables $`x_{1,2}`$ and $`w_{1,2}`$ and the double hard scattering amplitude of Fig.3 is expressed as
$`𝒜_2={\displaystyle \frac{i}{2s}}{\displaystyle _0^1}{\displaystyle \frac{dx_1}{x_1}}{\displaystyle \frac{dx_2}{x_2}}{\displaystyle \frac{dw_1}{w_1}}{\displaystyle \frac{dw_2}{w_2}}{\displaystyle \underset{j=1}{\overset{4}{}}\frac{d^2k_j}{(2\pi )^2}\frac{d^2l_j}{(2\pi )^2}(2\pi )^2}`$
$`\delta ^2(k_1k_2k_3+k_4)(2\pi )^2\delta ^2(k_1+l_1k_3l_3)(2\pi )^2\delta ^2(k_2+l_2k_4l_4)`$
$$F_1(x_1,k_1,k_3|x_2,k_4,k_2)F_2(x_2,l_1,l_3|x_2,l_4,l_2)a(M_1^2)a(M_2^2)$$
(15)
where $`M_1^2=sx_1w_1`$ and $`M_2^2=sx_2w_2`$. The double hard scattering cross section is therefore written as
$`\sigma _2={\displaystyle _0^1}𝑑x_1𝑑x_2𝑑w_1𝑑w_2{\displaystyle \underset{j=1}{\overset{4}{}}\frac{d^2k_j}{(2\pi )^2}\frac{d^2l_j}{(2\pi )^2}}`$
$`(2\pi )^2\delta ^2(k_1k_2k_3+k_4)(2\pi )^2\delta ^2(k_1+l_1k_3l_3)(2\pi )^2\delta ^2(k_2+l_2k_4l_4)`$
$$F_1(x_1,k_1,k_3|x_2,k_4,k_2)F_2(w_1,l_1,l_3|w_2,l_4,l_2)\sigma _p(x_1w_1)\sigma _p(x_2w_2)$$
(16)
and both in Eq.(15) and in Eq.(16) the integrations are done with the limits $`k_1^2,k_3^2<M_1^2`$ and $`k_2^2,k_4^2<M_2^2`$.
The integrations over the transverse components of the transferred momenta are more conveniently performed by going to coordinates space. One introduces therefore
$$F_1(x_1,r_1,r_3|x_2,r_4,r_2)=\underset{j=1}{\overset{4}{}}\frac{dk_j}{(2\pi )^2}F_1(x_1,k_1,k_3|x_2,k_4,k_2)e^{(ik_1r_1ik_2r_2ik_3r_3+ik_4r_4)}$$
(17)
where in the integrand all four momenta are independent, in such a way that one is integrating also over the total momentum transferred to the projectile. One introduces the c.m. and relative coordinates defined as:
$$r_1+r_3=2R_1,r_1r_3=r_{13},r_4+r_2=2R_2,r_2r_4=r_{24}$$
(18)
so that
$`r_1=R_1+r_{13}/2,r_3=R_1r_{13}/2,r_2=R_2+r_{24}/2,r_4=R_2r_{24}/2`$
Similar coordinates, with primes, are introduced for the target:
$`l_1+l_3=2R_1^{}\mathrm{etc}.`$
Going to the coordinates space one finds, in Eq.(16), the following exponential
$`\mathrm{exp}\{iR_1(k_1k_3)ir_{13}(k_1+k_3)/2+iR_2(k_2k_4)+ir_{24}(k_2+k_4)/2`$
$`iR_1^{}(l_1l_3)ir_{13}^{}(l_1+l_3)/2+iR_2^{}(l_2l_4)+ir_{24}^{}(l_2+l_4)/2\}`$
Also the three $`\delta `$ functions in Eq.(16) can be represented as integrals over three additional coordinates in transverse space:
$`(2\pi )^2\delta ^2(k_1k_2k_3+k_4)={\displaystyle d^2Re^{iR(k_1k_2k_3+k_4)}}`$
$`(2\pi )^2\delta ^2(k_1+l_1k_3l_3)={\displaystyle d^2b_1e^{ib_1(k_1+l_1k_3l_3)}}`$
$`(2\pi )^2\delta ^2(k_4+l_4k_2l_2)={\displaystyle d^2b_2e^{ib_2(k_4+l_4k_2l_2)}}`$
In the scaling limit the integrations over the eight momenta $`k_j,l_j`$, $`j=1,\mathrm{}4`$ produce eight $`\delta `$ functions:
$`\delta ^2(R+b_1R_1r_{13}),\delta ^2(Rb_2+R_2+r_{24}),\delta ^2(Rb_1+R_1r_{13}),`$
$`\delta ^2(R+b_2R_2+r_{24}),\delta ^2(b_1R_1^{}r_{13}^{}),\delta ^2(b_2+R_2^{}+r_{24}^{}),`$
$`\delta ^2(b_1+R_1^{}r_{13}^{}),\delta ^2(b_2R_2^{}+r_{24}^{})`$
The integrations over the transverse coordinates give then $`r_{13}=r_{13}^{}=r_{24}=r_{24}^{}=0`$, $`R_1^{}=b_1`$, $`R_2^{}=b_2`$, $`R_1=R+b_1`$, $`R_2=R+b_2`$. As a result the double hard cross-section is expressed as an integral over the three impact parameters, $`R,b_1`$ and $`b_2`$
$`\sigma _2={\displaystyle _0^1}𝑑x_1𝑑x_2𝑑w_1𝑑w_2\sigma _p(x_1w_1)\sigma _p(x_2w_2)`$
$$d^2Rd^2b_1d^2b_2F_1(x_1,R+b_1,0|x_2,R+b_2,0)F_2(w_1,b_1,0|w_2,b_2,0)$$
(19)
As in the case of the single parton scattering process, to keep into account that the integrations on the transverse momenta cannot be extended to infinity, one takes the relative transverse distances between the interacting partons to be of order of the dimensions of the two hard scattering blobs, namely is $`1/M_1`$ and $`1/M_2`$. The resulting expression of the double parton scattering cross section is therefore written as
$`\sigma _2={\displaystyle _0^1}𝑑x_1𝑑x_2𝑑w_1𝑑w_2\sigma _p(x_1w_1)\sigma _p(x_2w_2){\displaystyle d^2Rd^2b_1d^2b_2}`$
$$F_1(x_1,R+b_1,r_{13}|x_2,R+b_2,r_{24})F_2(w_1,b_1,r_{13}|w_2,b_2,r_{24})$$
(20)
with $`r_{13}^2=1/M_1^2`$ and $`r_{24}^2=1/M_2^2`$.
The expression is further simplified by introducing the c.m. and relative parton coordinates in transverse space
$`B_1=(b_1+b_2)/2+R,B_2=(b_1+b_2)/2,b=b_1b_2`$
The double parton distributions are therefore defined as
$`\mathrm{\Gamma }_1(x_1,x_2,b;M_1^2,M_2^2)={\displaystyle d^2B_1F_1(x_1,R+b_1,r_{13}|x_2,R+b_2,r_{24})}`$
$$\mathrm{\Gamma }_2(w_1,w_2,b;M_1^2,M_2^2)=d^2B_2F_2(w_1,b_1,r_{13}|w_2,b_2,r_{24})$$
(21)
and the double parton scattering cross section assumes a simpler form
$$\sigma _2=\mathrm{\Gamma }_1(x_1,x_2,b;M_1^2,M_2^2)\sigma _p(x_1w_1)\sigma _p(x_2w_2)\mathrm{\Gamma }_2(w_1,w_2,b;M_1^2,M_2^2)𝑑x_1𝑑w_1𝑑x_2𝑑w_2d^2b$$
(22)
with the geometrical interpretation shown in fig.4. Notice that the normalization contains also the multiplicity factor which counts the number of parton interactions in the hadronic collision (two in this case).
## III Double parton distributions in the BFKL regime
### A Emission of a jet from a single BFKL chain
In the framework of the hard pomeron model the hard collision process is associated to the production of a gluon with sufficiently large transverse momentum $`k>k_{min}`$ and at a given rapidity (In this section only 2-dimensional transverse vectors will appear, so that we again omit the subindex $``$ and one take the metric Euclidean, $`k^20`$).
The emission of a gluon with momentum $`k`$ is described by modifying as follows the BFKL Green function in coordinates space $`G(r^{},r^{\prime \prime })`$:
$$G(r^{},r^{\prime \prime })d^2rG(r^{}r)V(k)G(r,r^{\prime \prime })$$
(23)
where $`r`$’s are relative distances between the gluons and
$$V_k(r)=\frac{12\alpha _s}{k^2}\stackrel{}{\mathrm{\Delta }}e^{ikr}\stackrel{}{\mathrm{\Delta }}$$
(24)
is the vertex operator describing the emission of the gluon, the arrows show the direction of the action of the $`\mathrm{\Delta }`$ operators. The two BFKL Green functions in (23) are to be taken at appropriate energy (rapidity) ranges, corresponding to the rapidity distance of the emitted gluon from the projectile. This dependence is not written explicitly nor to overburden our formulas with arguments and/or indices.
The first step is to generalize Eq.(23) for the non-forward BFKL chain. In momentum space the emission of a gluon with momentum $`k`$ is described by the vertex
$`V(l_1,l_2|l_1^{},l_2^{})`$ (25)
$`=`$ $`{\displaystyle \frac{6\alpha _s}{k^2}}(2\pi )^2\delta ^2\left({\displaystyle \frac{1}{2}}(l_1+l_2l_1^{}l_2^{})k\right)\left(l_1^2l_{2}^{}{}_{}{}^{2}+l_2^2l_{1}^{}{}_{}{}^{2}k^2(l_1l_2)^2\right)`$ (26)
So the emission blob in momentum space $`Z_k(q_1,q_2|q_1^{},q_2^{})`$ is given by
$`Z_k(q_1,q_2|q_1^{},q_2^{})`$ $`=`$ $`{\displaystyle \frac{6\alpha _s}{k^2}}{\displaystyle \underset{i=1}{\overset{2}{}}\frac{d^2l_i}{(2\pi )^2}\frac{d^2l_i^{}}{(2\pi )^2}(2\pi )^2\delta ^2\left(\frac{1}{2}(l_1+l_2l_1^{}l_2^{})k\right)}`$ (27)
$`\times `$ $`\left(l_1^2l_{2}^{}{}_{}{}^{2}+l_2^2l_{1}^{}{}_{}{}^{2}k^2(l_1l_2)^2\right)G(q_1,q_2|l_1,l_2)G(l_1^{},l_2^{}|q_1^{}q_2^{})`$ (28)
$`\times `$ $`(2\pi )^2\delta ^2(q_1q_2l_1+l_2)(2\pi )^2\delta ^2(l_1^{}l_2^{}q_1^{}+q_2^{})`$ (29)
In coordinates space one writes:
$`(2\pi )^2\delta ^2(q_1q_2l_1`$ $`+`$ $`l_2)G(q_1,q_2|l_1,l_2)`$ (30)
$`=`$ $`{\displaystyle \underset{i=1}{\overset{2}{}}d^2r_id^2z_iG(r_1,r_2|z_1,z_2)e^{(iq_1r_1+iq_2r_2+il_1z_1il_2z_2)}}`$ (31)
and
$`(2\pi )^2\delta ^2(l_1^{}l_2^{}q_1^{}`$ $`+`$ $`q_2^{})G(l_1^{},l_2^{}|q_1^{},q_2^{})`$ (32)
$`=`$ $`{\displaystyle \underset{i=1}{\overset{2}{}}d^2r_i^{}d^2z_i^{}G(z_1^{},z_2^{}|r_1^{},r_2^{})e^{(il_1^{}z_1^{}+il_2^{}z_2^{}+iq_1^{}r_1^{}iq_2^{}r_2^{})}}`$ (33)
Note that due to the inclusion of the $`\delta `$ function in the Fourier transforms (25) and (26), the Green functions in coordinate space are translationally invariant:
$$G(r_1+a,r_2+a|z_1+a,z_2+a)=G(r_1,r_2|z_1,z_2)$$
(34)
The momenta squared in the emission vertex are substituted by differential operators applied to the Green function. The bracket in (24) is written as
$`\mathrm{\Delta }_1\mathrm{\Delta }_2^{}+\mathrm{\Delta }_2\mathrm{\Delta }_1^{}+k^2(_1+_2)(_1^{}+_2^{})`$
where one uses the notation $`\mathrm{\Delta }_1=\mathrm{\Delta }(z_1)`$, $`\mathrm{\Delta }_1^{}=\mathrm{\Delta }(z_1^{})`$ etc. The remaining $`\delta `$ function in Eq.(24) is represented as an integral
$`(2\pi )^2\delta ^2((l_1+l_2l_1^{}l_2^{})/2k)={\displaystyle d^2ze^{iz((l_1+l_2l_1^{}l_2^{})/2k)}}`$
in such a way that the integrations over the four transverse momenta in Eq.(24) produce four $`\delta `$ functions in coordinate space:
$`\delta ^2(z_1z/2),\delta ^2(z_2+z/2),\delta ^2(z_1^{}z/2),\delta ^2(z_2^{}+z/2)`$
One obtains therefore
$`Z_k(q_1,q_2|q_1^{},q_2^{})={\displaystyle }{\displaystyle \underset{i=1}{\overset{2}{}}}d^2r_id^2r_i^{}e^{(iq_1r_1+iq_2r_2+iq_1^{}r_1^{}iq_2^{}r_2^{})}d^2z[G(r_1,r_2|z_1,z_2){\displaystyle \frac{6\alpha _s}{k^2}}e^{ikz}`$
$$\times (\mathrm{\Delta }_1\mathrm{\Delta }_2^{}+\mathrm{\Delta }_2\mathrm{\Delta }_1^{}+k^2(_1+_2)(_1^{}+_2^{}))G(z_1^{},z_2^{}|r_1^{},r_2^{})]_{z_1=z_1^{}=\frac{z}{2},z_2=z_2^{}=\frac{z}{2}}$$
(35)
and the differential operator which stands between the two Green functions is precisely the generalization of the emission operator $`V_k`$ to the non-forward case. By using the notation:
$`G(r_1,r_2|{\displaystyle \frac{z}{2}},{\displaystyle \frac{z}{2}})V_k(z)G({\displaystyle \frac{z}{2}},{\displaystyle \frac{z}{2}}|r_1^{},r_2^{})[G(r_1,r_2|z_1,z_2){\displaystyle \frac{6\alpha _s}{k^2}}e^{ikz}`$
$$\times (\mathrm{\Delta }_1\mathrm{\Delta }_2^{}+\mathrm{\Delta }_2\mathrm{\Delta }_1^{}+k^2(_1+_2)(_1^{}+_2^{}))G(z_1^{},z_2^{}|r_1^{},r_2^{})]_{z_1=z_1^{}=\frac{z}{2},z_2=z_2^{}=\frac{z}{2}}$$
(36)
one may rewrite Eq.(28) in a more compact form
$`Z_k(q_1,q_2|q_1^{},q_2^{})={\displaystyle \underset{i=1}{\overset{2}{}}}`$ $`d^2r_id^2r_i^{}e^{(iq_1r_1+iq_2r_2+iq_1^{}r_1^{}iq_2^{}r_2^{})}d^2z`$ (38)
$`\times G(r_1,r_2|{\displaystyle \frac{z}{2}},{\displaystyle \frac{z}{2}})V_k(z)G({\displaystyle \frac{z}{2}},{\displaystyle \frac{z}{2}}|r_1^{},r_2^{})`$
One defines $`Z`$ in coordinates space in the following way:
$`Z_k(r_1,r_2|r_1^{},r_2^{})`$ $`=`$ $`{\displaystyle \underset{j=1}{\overset{2}{}}\frac{d^2q_i}{(2\pi )^2}\frac{d^2q_j^{}}{(2\pi )^2}}`$ (39)
$`\times `$ $`(2\pi )^2\delta (q_1q_2q_1^{}+q_2^{})Z_k(q_1,q_2|q_1^{},q_2^{})e^{(iq_1r_1iq_2r_2iq_1^{}r_1^{}+iq_2^{}r_2^{})}`$ (40)
By expressing the $`\delta `$ function as an integral over the impact parameters $`B`$
$$(2\pi )^2\delta (q_1q_2q_1^{}+q_2^{})=d^2Be^{iB(q_1q_2q_1^{}+q_2^{})}$$
(41)
and by using (32) and (34) in (33) one can do all integrations with the exception of those on $`B`$ and $`z`$. The result is
$`Z_k(r_1,r_2|r_1^{},r_2^{})`$ (42)
$`={\displaystyle d^2Bd^2}`$ $`z`$ $`G(r_1+B,r_2+B|{\displaystyle \frac{z}{2}},{\displaystyle \frac{z}{2}})V_k(z)G({\displaystyle \frac{z}{2}},{\displaystyle \frac{z}{2}}|r_1^{}+B,r_2^{}+B)`$ (43)
and, as a function of the c.m and relative coordinates,
$$Z_k(R,r|R^{},r^{})=d^2Bd^2zG(R+B,r|0,z)V_k(z)G(0,z|R^{}+B,r^{})$$
(44)
showing that $`Z_k`$ is translationally invariant:
$$Z_k(R,r|R^{},r^{})=Z_k(R+B,r|R^{}+B,r^{})=Z_k(RR^{},r,r^{})$$
(45)
Eq. (37) is our final expression. It shows how one should change a BFKL Green function $`G(R,r|R^{},r^{})=G(RR^{},r,r^{})`$ to describe the emission of a gluon from the BFKL chain.
### B Single parton distributions
The simplest case to consider in the BFKL formalism is the inclusive emission of a gluon. The problem has been extensively studied in the literature. Here we approach the problem from a somewhat novel point of view, introducing the single parton densities in coordinates space in the BFKL framework. The quantities which are factorized in the BFKL formalism are the ‘unintegrated gluon densities’, depending explicitly on the transverse momentum of the interacting gluon. The distributions that will be discussed hereafter are therefore different as compared to the distributions discussed in the first part of the paper, since they depend explicitly on the distance in transverse space between the initial and the final interacting partons. The latter distributions are therefore obtained only after integration on this transverse distance, with $`1/k`$ as a lower limit.
Rather than using the known expression for the inclusive cross-section in terms of forward BFKL Green functions, one starts form the amplitude, corresponding to the exchange of any number of pomerons between the projectile and target, obtained in the approximation of a large number of colors $`N`$ and assuming the coupling of pomerons to the colliding particles as purely perturbative. The amplitude is written as
$$𝒜=2isd^2Rd^2rd^2r^{}\rho _p(r)\rho _q(r^{})\left(1e^{\frac{1}{2}g^4G_s(R,r,r^{})}\right)$$
(46)
Here $`\rho _{p(q)}(r)`$ are the color densities of the projectile and of the target (with momenta $`p`$ and $`q`$ respectively). The function $`G_s(R,r,r^{})=G(R,r|0,r^{})`$ is the BFKL Green function, depending on the Mandelstam invariant $`s`$. When retaining the $`s`$-wave only, because of the azimuthal symmetry, it takes the form
$$G_s(R,r,r^{})=\frac{1}{(2\pi )^4}𝑑\nu \frac{\nu ^2s^{E(\nu )}}{(\nu ^2+1/4)^2}d^2r_0\left(\frac{r}{r_{10}r_{20}}\right)^{1+2i\nu }\left(\frac{r^{}}{r_{10}^{}r_{20}^{}}\right)^{12i\nu }$$
(47)
where
$`r_{10}=R+r/2r_0,r_{20}=Rr/2r_0,r_{10}^{}=r^{}/2r_0,r_{20}^{}=r^{}/2r_0`$
and $`E(\nu )`$ is the BFKL pomeron energy
$$E(\nu )=(3g^2/2\pi ^2)(\mathrm{Re}\psi (1/2+i\nu )\psi (1))$$
(48)
Eq.(38) allows us to write down easily the amplitudes for single, double etc. pomeron exchange processes. The single BFKL pomeron exchange amplitude is written as
$$𝒜_1=isg^4\alpha _s^2d^2Rd^2rd^2r^{}\rho _p(r)\rho _q(r^{})G_s(R,r,r^{})$$
(49)
where the factor $`g^4`$ corresponds to the couplings of the pomeron to the color densities $`\rho `$. The inclusive cross-section for emission of a single gluon has therefore the form
$`I(k)={\displaystyle \frac{(2\pi )^2d^3\sigma }{dyd^2k}}=g^4{\displaystyle d^2Rd^2rd^2r^{}\rho _p(r)\rho _q(r^{})Z_k(R,r,r^{})}`$
$`={\displaystyle d^2Rd^2rd^2r^{}g^2\rho _p(r)g^2\rho _q(r^{})d^2Bd^2zG_{s_1}(R+B,r|0,z)V_k(z)G_{s_2}(0,z|B,r^{})}`$
$$=d^2Rd^2R^{}d^2zd^2rd^2r^{}g^2\rho _p(r)g^2\rho _q(r^{})G_{s_1}(R,r|0,z)V_k(z)G_{s_2}(0,z|R^{},r^{})$$
(50)
The dependence on energy is written explicitly in the Green functions. The emitted gluon rapidity (relative to the target) is $`y=\mathrm{log}s_2`$. Then $`s_1=s/s_2`$ (the scale is not defined in the theory, as usual one takes it as 1 GeV). The integrated single hard scattering inclusive cross section can be written as
$`\sigma _1={\displaystyle 𝑑yd^2kI(k)}={\displaystyle d^2k_0^1𝑑x𝑑w\delta \left(xw\frac{k^2}{s}\right)I(k)}`$
where one has introduced the scaling variables $`x=s_1/s`$ and $`w=s_2/s`$. By comparing the expression above with the factorization formula one obtains the expression for the partonic density of the projectile
$$F_p(x,R,z)=g^2d^2r\rho _p(r)G_{s_1}(R,r,z)$$
(51)
with $`x=s/s_1`$ and $`G(R,r,z)=G(R,r|0,z)`$.
The meaning of the variables is the following: $`R`$ is the distance from the center of the projectile and $`z`$ the distance between the initial and the final interacting partons. The size of $`z`$ is of order of $`1/k`$, as a result of the factor $`\mathrm{exp}ikz`$ in the hard interaction vertex, and the size of $`r`$ is of the order of the dimensions of the projectile. The perturbative approach is justified when both $`r`$ and $`z`$ are small. The asymptotics of the Green function $`G`$ for small relative distances and large energy was obtained in. The resulting expression is a function of the dimensionless variable $`\xi =R^2/rr^{}(>>1`$):
$$G_s(R,r,r^{})_{r,r^{}<<R}\frac{s^\mathrm{\Delta }}{\pi ^{5/2}(a\mathrm{ln}s)^{3/2}}\xi ^1\mathrm{ln}\xi \mathrm{exp}\left(\frac{\mathrm{ln}^2\xi }{a\mathrm{ln}s}\right)$$
(52)
where $`\mathrm{\Delta }`$ is the BFKL intercept
$$\mathrm{\Delta }=\frac{12\alpha _s}{\pi }\mathrm{ln}2$$
(53)
and
$$a=\frac{42\alpha _s}{\pi }\zeta (3)$$
(54)
With $`z`$ small and fixed, the partonic density (43) behaves as
$$F_p(x,R,z)\frac{(1/x)^\mathrm{\Delta }}{\mathrm{log}^{3/2}(1/x)}\frac{1}{R^2}\mathrm{log}R\mathrm{exp}\left(\frac{\mathrm{log}^2R}{a\mathrm{log}(1/x)}\right)$$
(55)
and it falls rather slowly (essentially as $`1/R^2`$) as a function of the distance from the center of the projectile ($`R`$ represents the distance from the projectile, whose average dimension $`r_0=r`$ is much smaller than $`R`$). The effect of the exponential is felt only at relatively large $`R\mathrm{exp}\sqrt{1/x}`$. A more quantitative estimate of the density can be made by neglecting the weak dependence on $`r`$ in the logarithmic factors in (44) and by making the substitution $`rr_0`$:
$$F_p(x,R,z)\frac{g^2}{\pi ^{5/2}}\frac{(1/x)^\mathrm{\Delta }}{(a\mathrm{ln}(1/x))^{3/2}}\frac{zr_0}{R^2}\mathrm{ln}\frac{R^2}{zr_0}\mathrm{exp}\left(\frac{\mathrm{ln}^2(R^2/zr_0)}{a\mathrm{ln}(1/x)}\right)$$
(56)
An analogous expression can be written for the target.
### C Two pomerons coupling to a $`q\overline{q}`$ pair and triple pomeron
The general structure of the amplitude describing the double partonic density in the BFKL regime is shown in Fig.5, where one assigns the partons undergoing the two hard collisions to two different BFKL pomeron ladders. The coupling of the two pomerons to the projectile is described by the upper blob $`B`$. One calls the energetic variable of the pomeron $`s_2=s/s_1`$, with $`s`$ the overall c.m. energy squared, for simplicity one takes it to be the same for both legs. The upper blob $`B`$ is then integrated on $`s_1`$.
The asymptotic behavior of $`B(s_1)`$ is described by a single pomeron exchange, so that
$$B(s_1)B(y_1)=b(y_1)e^{\mathrm{\Delta }y_1},y_1=\mathrm{log}s_1$$
(57)
where $`\mathrm{\Delta }`$ is the pomeron intercept and $`b(y)`$ is some smooth function tending to a constant at high $`y_1`$. Each of the pomeron legs has a similar behavior as a function of its energy variable $`s_2`$:
$$P(s_2)P(y_2)=p(y_2)e^{\mathrm{\Delta }y_2},y_2=\mathrm{log}s_2$$
(58)
with $`p(y_2)`$ a smooth function tending to a constant at high $`y_2`$. The amplitude of Fig.5 is given by a integral over $`y_1`$:
$$_0^Y𝑑y_1B(y_1)P_1(Yy_1)P_2(Yy_1)=e^{2\mathrm{\Delta }Y}_0^Y𝑑y_1e^{\mathrm{\Delta }y_1}b(y_1)p_1(Yy_1)p_2(Yy_1)$$
(59)
where $`Y=y_1+y_2=\mathrm{log}s`$ is the overall rapidity interval. As one may see, at very large $`Y`$ values, the integration in (51) stays limited to the region where $`y_1`$ is smaller or of the order $`1/\mathrm{\Delta }`$ and thus it is independent on $`Y`$. One may therefore take for $`p_{1(2)}`$ the asymptotic values and rewrite (51) as
$$e^{2\mathrm{\Delta }Y}p_1^{as}p_2^{as}_0^{\mathrm{}}e^{\mathrm{\Delta }y_1}b(y_1)𝑑y_1$$
(60)
which corresponds precisely to the behavior of a two pomeron exchange process.
The rapidities that dominate the integral (52) are of order $`1/\mathrm{\Delta }`$. The actual value $`\mathrm{\Delta }`$ is however not well defined, since it is given by the coupling, whose value is a parameter in the BFKL approach. Rather than trying to determine which are the rapidities relevant to $`B`$, we proceed by discussing two limiting cases.
If $`Q^2`$ is the virtuality of the interacting $`q\overline{q}`$ pairs (which has to be large to justify the perturbative approach) a limiting configuration is reached when $`Q^2`$ is of the same order (or larger) than $`s_1`$, namely,
$$\mathrm{log}Q^2(\mathrm{or}>)1/\mathrm{\Delta }<<Y$$
(61)
The blob $`B`$ enters then in the DGLAP regime (finite scaling variable $`x_1`$) where only the large logarithms $`\mathrm{log}(Q^2/\mathrm{\Lambda })`$ are to be considered. In the fixed coupling approach of BFKL these logarithms are neglected altogether. Within the present scale invariant model one does not need therefore to sum any logarithms and one may state within the pure perturbative approach. The upper blob is then simply reduced to the $`q\overline{q}`$ pair, to which the pomerons are coupled directly. This is precisely the approximation which leads to the amplitude (36) obtained in and which was used in the previous subsection.
On the other hand, at lower virtualities, such as
$$1<<\mathrm{log}Q^2<<1/\mathrm{\Delta }$$
(62)
the structure of the blob $`B`$ becomes important. Another limiting configuration is reached when $`B`$ enters in the BFKL regime, namely it is itself described by a pomeron, which has to eventually split into the two lower pomerons and the whole amplitude is described by a triple pomeron interaction. One should keep in mind that, in this last case, the three pomerons are not however in an equivalent regime. The two lower ones, as mentioned, may be taken at their asymptotical regime, $`\mathrm{\Delta }y_2>>1`$. The upper one, on the contrary, is characterized by much smaller energies, such that $`\mathrm{\Delta }y_11`$, so that its exact form needs to be used.
The two limiting possibilities which we consider are therefore the direct coupling of the pomerons to the constituent quarks and the triple pomeron interaction. We first discuss the simpler direct coupling case.
### D Two pomerons coupled directly to the projectile(target)
From the general expression of the amplitude (36) the contribution with two pomerons directly coupled both to the projectile and target is written as:
$$𝒜_2=is\frac{g^8}{2}d^2Rd^2rd^2r^{}\rho _p(r)\rho _q(r^{})G_s^2(R,r,r^{})$$
(63)
The integrated inclusive cross section is obtained by dividing the amplitude by $`s`$ and by taking the imaginary part with a minus sign:
$$\sigma _2=g^8d^2Rd^2rd^2r^{}\rho _p(r)\rho _q(r^{})G_s^2(R,r,r^{})$$
(64)
To obtain the double differential inclusive cross-section, corresponding to the emission of two hard gluons with momenta $`k_1`$ and $`k_2`$ from the two pomerons, we have to substitute the pomeronic Green function with the emission functions $`Z_{k_1}`$ and $`Z_{k_2}`$. One obtains therefore
$`I(k_1,k_2)={\displaystyle \frac{(2\pi )^2d^3}{dy_1d^2k_1}}{\displaystyle \frac{(2\pi )^2d^3}{dy_2d^2k_2}}\sigma `$
$$g^8d^2Rd^2rd^2r^{}\rho _p(r)\rho _q(r^{})Z_{k_1}(R,r,r^{})Z_{k_2}(R,r,r^{})$$
(65)
Explicitly, in terms of pomeron Green functions and emission vertices, one has
$`I(k_1,k_2)={\displaystyle d^2Rd^2rd^2r^{}\rho _p(r)\rho _q(r^{})d^2R_1d^2R_2d^2z_1d^2z_2}`$
$$G_{s_1}(R+R_1,r|0,z_1)V_{k_1}(z_1)G_{s/s_1}(0,z_1|R_1,r^{})G_{s_2}(R+R_2,r|0,z_2)V_{k_2}(z_2)G_{s/s_2}(0,z_2|R_2,r^{})$$
(66)
By comparing this expression with the standard form of the double hard scattering cross-section one may identify the double partonic density of the projectile
$$F_p(x_1,R_1,z_1|x_2,R_2,z_2)=g^4d^2r\rho _p(r)G_{s_1}(R_1,r|0,z_1)G_{s_2}(R_2,r|0,z_2)$$
(67)
where $`\mathrm{log}s_{1(2)}=\mathrm{log}x_{1(2)}`$. A similar formula holds for the target. The density (59) can be further integrated over $`(1/2(R_1+R_2)`$ to obtain the double parton distribution depending only on the distance between the partons $`\mathrm{\Gamma }_p(x_1,x_2,R_1R_2,z_1,z_2)`$ defined by (21).
The expression (59) is a direct generalization of the single parton density (43) and it can be obviously generalized to the multiple partonic densities generated by the direct coupling of any number of pomerons to the projectile (target)
$$F(x_1,R_1,z_1|\mathrm{}|x_n,R_n,z_n)=g^{2n}d^2r\rho _p(r)\underset{i=1}{\overset{n}{}}G_{s_i}(R_i,r|0,z_i),\mathrm{log}x_i=\mathrm{log}s_i$$
(68)
In this simple picture the multiple partonic distributions are factorized under the integral over $`r`$, which labels the different configurations of the $`q\overline{q}`$ pair. Interestingly this is precisely the correlation in transverse space which has been recently suggested to describe the anomalously small value of the effective cross section measured by the CDF experiment.
An estimate of the many-body parton distribution can be made, in this case, by using the asymptotics (42) and by substituting $`r`$ in all slowly varying (logarithmic) factors by its (small) average value $`r`$. One obtains
$$F_p(x_1,R_1,z_1|\mathrm{}x_n,R_n,z_n)\frac{r^n}{r^n}\underset{i=1}{\overset{n}{}}F_p(x_i,R_i,z_i)$$
(69)
where $`F_p(x,R,z)`$ is the single parton distribution defined by (41). Although the multi-parton distributions are just a product of single ones, they contain the factor $`r^n/r^n`$ which is always greater than unity. The consequence is a positive correlations between partons, which however is independent of their position in transverse space. As an example the factor $`r^2/r^2`$ is equal to $`4/\pi `$ for the Gaussian distribution $`\rho (r)`$ and 3/2 for the exponential one.
### E Triple pomeron: generalities
In Fig.6 we show the amplitude in the case of triple pomeron interaction which, in the large number of colors $`N`$ limit, has been discussed in ref.. The resulting expression is written as:
$`𝒜_{TP}(s_1)=is_1{\displaystyle \frac{g^4N}{2\pi ^3}}{\displaystyle _0^{y_1}}𝑑y{\displaystyle \frac{d^2r_1d^2r_2d^2r_3}{r_{13}^2r_{12}^2r_{23}^2}}`$
$$\mathrm{\Psi }_1(r_1,r_2;y_1y)\mathrm{\Psi }_2(r_2,r_3;y_1y)r_{13}^4_1^2_3^2\mathrm{\Psi }(r_1,r_3;y)$$
(70)
Here and in the future we use the notations $`r_{12}=r_1r_2`$, $`R_{12}=(r_1+r_2)/2`$ etc. $`y^{}s`$ are the corresponding rapidity intervals. The pomeronic amplitudes $`\mathrm{\Psi }`$ are defined as follows
$$\mathrm{\Psi }(r_1,r_3,y)=\frac{1}{2}g^2d^2R_{13}^{}d^2r_{13}^{}\rho (r_{13}^{})G_{s_0}(r_1^{},r_3^{}|r_1,r_3)$$
(71)
with $`s_0=e^y`$ and similarly for the other two. To obtain the corresponding double partonic density, one has to substitute 1) the factor $`is_1`$ by 2 and 2) the two pomeron amplitudes $`\mathrm{\Psi }_1`$ and $`\mathrm{\Psi }_2`$ by the appropriate pomeronic Green functions with free legs describing the gluons taking part in the hard interaction. The functions may have different rapidity intervals, corresponding to the different rapidities $`y_1`$ and $`y_2`$ of the interacting gluons. The amplitude (62) is then converted into
$`{\displaystyle \frac{g^6N}{8\pi ^3}}{\displaystyle _0^{y_{min}}}𝑑y{\displaystyle d^2R_{13}^{}d^2r_{13}^{}\rho (r_{13}^{})}`$
$$\frac{d^2r_1d^2r_2d^2r_3}{r_{13}^2r_{12}^2r_{23}^2}G_{s_1/s_0}(r_1,r_2|z_1,z_3)G_{s_2/s_0}(r_2,r_3|z_2,z_4)r_{13}^4_1^2_3^2G_{s_0}(r_1^{}r_3^{}|r_1,r_3)$$
(72)
where $`y=\mathrm{log}s_0`$, $`y_{min}=\mathrm{min}\{y_1,y_2\}`$.
Before moving further, one has to eliminate the differential operator acting on the last Green function, which makes the incoming pomeron unsymmetric with respect to the two outgoing ones in the triple vertex. To this purpose it is sufficient to note that the differential operator is proportional to the Casimir operator of the conformal group
$`r_{13}^4_1^2_2^2=16C_2`$
Acting on a function
$`\left({\displaystyle \frac{r_{13}}{r_{10}r_{30}}}\right)^{1+2i\nu }`$
which appears in $`G(r_1^{},r_3^{}|r_1,r_3)`$ it gives factor $`16(\nu ^2+1/4)^2`$. The action of the operator on $`G`$ is therefore to transform it into a Green function which lacks the denominator in (39):
$$\stackrel{~}{G}_s(R,r,r^{})=\frac{1}{\pi ^4}𝑑\nu \nu ^2s^{E(\nu )}d^2r_0\left(\frac{r}{r_{10}r_{20}}\right)^{1+2i\nu }\left(\frac{r^{}}{r_{10}^{}r_{20}^{}}\right)^{12i\nu }$$
(73)
Note that this function has the same asymptotics as $`G`$ at high $`s`$, since it is determined by values of $`\nu `$ close to zero.
To obtain the double partonic density one has to finally take $`Z_{13}=Z_{24}=0`$, and to fix the c.m. coordinates of the initial gluons in both pomeronic legs $`R_{12}R_1`$ and $`R_{23}R_2`$. Note that the triple vertex coordinates $`r_i`$, $`i=1,2,3`$ can be expressed via the c.m. coordinates of the initial gluons
$$r_1=R_{12}+R_{31}R_{23},r_2=R_{12}+R_{23}R_{13},r_3=R_{23}+R_{13}R_{12}$$
(74)
so that
$$r_{12}=2(R_{13}R_{23}),r_{23}=2(R_{12}R_{13}),r_{31}=2(R_{23}R_{12})$$
(75)
The Jacobian of the transformation from $`r_1,r_2,r_3`$ to $`R_{12},R_{23},R_{31}`$ is 4. To obtain the density one has to drop the integrations over $`R_{12}`$ and $`R_{23}`$. The double parton density in the triple pomeron interaction case is therefore
$`F(x_1,R_1,z_1|x_2,R_2,z_2)=`$ $`{\displaystyle \frac{g^6N}{128\pi ^3}}{\displaystyle \frac{1}{(R_1R_2)^2}}{\displaystyle _0^{y_{min}}}𝑑y{\displaystyle d^2r^{}\rho (r^{})}`$ (76)
$`{\displaystyle \frac{d^2R^{}d^2R}{(RR_1)^2(RR_2)^2}}`$ $`G`$ $`{}_{s_1/s_0}{}^{}(R_1,2(R_2R),z_1)`$ (77)
$`\times `$ $`G`$ $`{}_{s_2/s_0}{}^{}(R_2,2(R_1R),z_2)\stackrel{~}{G}_{s_0}(R^{}R,r^{},2(R_1R_2))`$ (78)
One can decouple the space integration involving the upper pomeron by shifting the integration variable $`R^{}R^{}R`$. The expression is then written as:
$`F(`$ $`x`$ $`{}_{1}{}^{},R_1,z_1|x_2,R_2,z_2)={\displaystyle \frac{g^6N}{128\pi ^3}}{\displaystyle \frac{1}{(R_1R_2)^2}}`$ (79)
$`\times `$ $`{\displaystyle _0^{y_{min}}}𝑑y{\displaystyle d^2R^{}d^2r^{}\rho (r^{})\stackrel{~}{G}_{s_0}(R^{},r^{},2(R_1R_2))}`$ (80)
$`\times `$ $`{\displaystyle \frac{d^2R}{(RR_1)^2(RR_2)^2}G_{s_1/s_0}(R_1,2(R_2R),z_1)G_{s_2/s_0}(R_2,2(R_1R),z_2)}`$ (81)
### F Triple pomeron: calculation
To evaluate the expression (69) one needs to make some simplifications: We use the asymptotic expressions for the two lower pomerons and we keep explicitly into account that the two relative distances $`z_{1,2}`$ are much smaller as compared to the other distanced in (69), as a consequence of the large transverse momentum of the produced jets. A further simplification is that the upper pomeron, although not in its asymptotic regime, is taken with zero total gluon momenta, where the Green function is substantially simpler.
We first discuss the integration on $`R`$ (third line in (69)):
$$I_1(y)=\frac{d^2R}{(RR_1)^2(RR_2)^2}G_{s_1/s_0}(R_1,2(R_2R),z_1)G_{s_2/s_0}(R_2,2(R_1R),z_2)$$
(82)
The asymptotics of the two Green functions at large $`s_{1,2}/s_0`$ and small $`z_{1,2}`$ is easily worked out (see Appendix). The resulting expression is the same as in (42) with an additional factor 1/2 and a different definition of $`\xi `$:
$$G_{s_1/s_0}(R_1,2(R_2R),z_1)_{z_1<<1}\frac{e^{\mathrm{\Delta }\stackrel{~}{y}_1}}{2\pi ^{5/2}(a\stackrel{~}{y}_1)^{3/2}}\xi _1^1\mathrm{ln}\xi _1\mathrm{exp}\left(\frac{\mathrm{ln}^2\xi _1}{a\stackrel{~}{y}_1}\right)$$
(83)
where
$`\xi _1={\displaystyle \frac{|RR_1R_2||R+R_1R_2|}{2|RR_2|z_1}},\stackrel{~}{y_1}=y_1y`$
The same asymptotic expression holds for $`G_{s_2/s_0}`$, with $`12`$.
In the region $`y_{1,2}>>y>>1`$ one may neglect the dependence on $`y`$ in all smoothly varying factors and one may substitute $`\stackrel{~}{y}_{1,2}y_{1,2}`$ everywhere, with the exception of the exponent. By shifting the integration variable $`RRR_1R_2`$ one finds
$`I_1(y)=e^{2\mathrm{\Delta }y}e^{\mathrm{\Delta }(y_1+y_2)}{\displaystyle \frac{z_1z_2}{\pi ^5a^3(y_1y_2)^{3/2}}}{\displaystyle \frac{d^2R}{R^2|R+R_1||R+R_2||R+2R_1||R+2R_2|}}`$
$$\mathrm{ln}\xi _1\mathrm{ln}\xi _2\mathrm{exp}\left(\frac{\mathrm{ln}^2\xi _1}{ay_1}\frac{\mathrm{ln}^2\xi _2}{ay_2}\right)$$
(84)
where
$$\xi _1=\frac{R|R+2R_1|}{2z_1|R+R_1|},\xi _2=\xi _1(12)$$
(85)
The integral (72) is dominated by the small $`R`$ region, such that $`\mathrm{log}(1/R)\sqrt{y_{1,2}}`$. One then is allowed to put $`R=0`$ in all factors which are finite in the $`R=0`$ limit and Eq.(72) is simplified to
$`I_1(y)`$ $`=`$ $`e^{2\mathrm{\Delta }y}e^{\mathrm{\Delta }(y_1+y_2)}{\displaystyle \frac{1}{4\pi ^5a^3(y_1y_2)^{3/2}}}{\displaystyle \frac{z_1z_2}{R_1^2R_2^2}}`$ (86)
$`\times `$ $`{\displaystyle \frac{d^2R}{R^2}\mathrm{ln}(R/z_1)\mathrm{ln}(R/z_2)\mathrm{exp}\left(\frac{\mathrm{ln}^2(R/z_1)}{ay_1}\frac{\mathrm{ln}^2(R/z_2)}{ay_2}\right)}`$ (87)
The integration over $`R`$ now can be done explicitly (see Appendix) with the result
$`I_1(y)=e^{2\mathrm{\Delta }y}e^{\mathrm{\Delta }(y_1+y_2)}{\displaystyle \frac{\sqrt{\pi }}{4\pi ^4}}\left({\displaystyle \frac{1}{a(y_1+y_2)}}\right)^{3/2}{\displaystyle \frac{z_1z_2}{R_1^2R_2^2}}`$
$$\left(1\frac{2}{a(y_1+y_2)}\mathrm{ln}^2\frac{z_1}{z_2}\right)\mathrm{exp}\left(\frac{\mathrm{ln}^2(z_1/z_2)}{a(y_1+y_2)}\right)$$
(88)
At large $`y_1`$ and $`y_2`$, with $`y_1=𝒪(y_2)`$, the second term is sub-dominant and it may be dropped. The expression is therefore reduced to
$$I_1(y)=e^{2\mathrm{\Delta }y}e^{\mathrm{\Delta }(y_1+y_2)}\frac{\sqrt{\pi }}{4\pi ^4}\left(\frac{1}{a(y_1+y_2)}\right)^{3/2}\frac{z_1z_2}{R_1^2R_2^2}\mathrm{exp}\left(\frac{\mathrm{ln}^2(z_1/z_2)}{a(y_1+y_2)}\right)$$
(89)
The next step to evaluate (69) is to integrate the forward Green function, appearing in the first line, over its rapidity variable with the factor arising from $`I_1`$:
$$I_2=_0^{\mathrm{}}𝑑ye^{2\mathrm{\Delta }y}\stackrel{~}{G}_{s_0,Q_{13}=0}(r^{},2(R_1R_2))$$
(90)
Here it has been explicitly indicated that the Green function has to be taken at total momentum of the gluons equal to zero. One then obtains
$$\stackrel{~}{G}_s(0,r^{},r)=\frac{rr^{}}{2\pi ^2}_{\mathrm{}}^{\mathrm{}}𝑑\nu s^{E(\nu )}(r/r^{})^{2i\nu }$$
(91)
where $`E(\nu )`$ is given by (40). By putting this expression into (77) and by integrating over $`y`$ one is left with an integral over $`\nu `$
$$I_2=\frac{rr^{}}{2\pi ^2}𝑑\nu (r/r^{})^{2i\nu }\frac{1}{2\mathrm{\Delta }+E(\nu )}$$
(92)
where $`r=2(R_1R_2)`$. The distance $`r^{}`$ is of the oder of the projectile dimension and it is small, so that the ratio $`r/r^{}`$ for fixed $`R_1R_2`$ is a large number. The integral (79) can be therefore evaluated by taking the residues of the integrand at the zeros of $`2\mathrm{\Delta }+E(\nu )`$ in the upper half-plane.
The zeros are located at the points $`\nu =ix_k`$, $`x_1<x_2,<\mathrm{}`$. The first three points are (see)
$$x_1=0.3169,x_2=1.3718,x_3=2.3867$$
(93)
One obtains
$$I_2=\frac{1}{\alpha _sN}rr^{}\underset{k}{}c_k(r/r^{})^{2x_k}$$
(94)
where
$$c_k^1=\psi ^{}(1/2x_k)\psi ^{}(1/2+x_k)$$
(95)
At large values of $`r/r^{}`$ the nearest pole contributes, so that one finds
$$I_2\frac{1}{\alpha _sN}c_1rr^{}(r/r^{})^{2x_1}$$
(96)
The final average, namely the integration on $`r^{}`$ with the color density of the projectile, gives therefore $`r^{1.64}`$, to be compared with $`r^2`$ which is the result obtained for the double parton density when coupling the two pomerons directly to the $`q\overline{q}`$ pair.
Collecting all the factors the double parton density corresponding to the triple pomeron picture is finally written as
$`F(x_1,R_1,z_1|x_2,R_2,z_2)`$
$$=\frac{c_1}{4^{1+x_1}\pi ^{7/2}}\alpha _s^2r^{1+2x_1}e^{\mathrm{\Delta }(y_1+y_2)}\left(\frac{1}{a(y_1+y_2)}\right)^{3/2}\frac{z_1z_2}{R_1^2R_2^2|R_1R_2|^{1+2x_1}}\mathrm{exp}\left(\frac{\mathrm{ln}^2(z_1/z_2)}{a(y_1+y_2)}\right)$$
(97)
Analogously to the case of direct coupling of the pomerons to the $`q\overline{q}`$ pair, the double parton density contains the factor $`1/R_1^2R_2^2`$. However in the triple pomeron case the factor $`1/|R_1R_2|^{1+2x_1}`$ induces an additional strong positive correlation in transverse space between the two partons.
## IV Conclusions
In the present paper we have evaluated the double parton distributions, in the case of interactions between very virtual $`q\overline{q}`$ pairs in the BFKL regime. After factorizing the hard interactions, the double parton distributions depend on the structure of the blob attached to the projectile (or to the target). Two limiting possibilities have therefore been considered: $`a`$) the whole interaction is represented by the exchange of two BFKL pomerons attached directly to the $`q\overline{q}`$ pair. $`b`$) The process is described by triple pomeron interaction, where the blob is itself represented by a BFKL pomeron. The two-body correlation in the double distribution are different in the two cases. In the first case the only correlation in the double parton distribution is induced by the configuration taken by the $`q\overline{q}`$ pair in transverse space, namely at a given $`q\overline{q}`$ configuration the resulting many-body parton distribution is just a Poissonian. The second case is, on the contrary, characterized by a strong correlation in transverse space, as the common source of the two partons is a BFKL ladder rather than the $`q\overline{q}`$ pair. The two possibilities are linked, through the AGK rules, to the diffractive events and to the events with rapidity gaps. The relative importance of the two contributions can be therefore inferred by comparing the rates of the two processes.
APPENDIX
In this appendix we shall give some technical details concerning the asymptotics (79) and calculation of the integral in (72).
First the asymptotics of $`G_s(R,r,r^{})`$ at small $`r^{}`$. From (37) one concludes that at $`s\mathrm{}`$ small values of $`\nu `$ contribute. So one is lead to study the leading behavior of the integral over $`r_0`$ at small $`\nu `$ when $`r^{}0`$. In this limit the second factor in (37) is singular at $`r_0=0`$. So small values of $`r_0`$ give the dominant contribution and one can take the first factor out of the integral over $`r_0`$ at $`r_0=0`$. The integral over $`r_0`$ then simplifies to
$$I=\frac{d^2r_0}{(r_0|r^{}r|)^{12i\nu }}$$
(98)
(To keep the integral convergent one should take $`\mathrm{Im}\nu >0`$). This integral is trivially calculated by going over to the momentum space: if
$$r^{1+2i\nu }=\frac{d^2q}{(2\pi )^2}e^{iqr}f(q)$$
(99)
then
$$I=\frac{d^2q}{(2\pi )^2}e^{iqr^{}}f^2(q)$$
(100)
Function $`f(q)`$ is trivially found by the inverse Fourier transformation:
$$f(q)=\pi 2^{1+2i\nu }q^{12i\nu }\frac{\mathrm{\Gamma }(1/2+i\nu )}{\mathrm{\Gamma }(1/2i\nu )}$$
(101)
Putting this into (83) and doing the integration we find
$$I=(i\pi /2)r_{}^{}{}_{}{}^{4i\nu }\frac{1}{\nu }$$
(102)
Inserting this expression into the integral over $`\nu `$ together with all accompanying factors and taking its asymptotics at $`s\mathrm{}`$ one obtains the desired asymptotics (79).
As to the integral which appears in (72), in the variable $`\beta =\mathrm{ln}R`$ it reduces to an integral of the Gaussian type
$$_{\mathrm{}}^+\mathrm{}𝑑\beta (\beta \beta _1)(\beta \beta _2)\mathrm{exp}\left(\frac{(\beta \beta _1)^2}{ay_1}\frac{(\beta \beta _2)^2}{ay_2}\right)$$
(103)
which can be done in a straightforward manner, with a result (73).
Acknowledgments.
M.A. Braun thanks the INFN and the University of Trieste for their financial help during his stay at Trieste. This work was partially supported by the Ministero dell’Università e della Ricerca Scientifica (MURST) through the funds COFIN99.
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# 1 Introduction
## 1 Introduction
The problem of determining the chiral blocks in a given conformal field theory is a priori a difficult one. In certain specific cases this problem has been completely solved – e.g., for a broad class of well behaved theories, the chiral blocks are understood to arise from “Feynman diagrams” with only $`3`$-valent vertices, with the interaction vertices completely determined by the fusion rules . Furthermore the spaces of chiral blocks have been computed explicitly in certain cases, e.g. the WZW models, for which they have a straightforward algebraic description as spaces of coinvariants , .
For more general theories (even rational ones), somewhat less is known. The most significant progress was made by Zhu, who in introduced a completely algebraic technique for determining the highest weight representations of a vertex operator algebra; namely, he constructed a functor which associates to a vertex operator algebra $`V`$ (with conformal weights in $``$) an associative algebra $`A(V)`$, such that the irreducible representations of $`A(V)`$ are in 1-1 correspondence with the irreducible highest weight representations of $`V`$. In fact, given a representation of $`A(V)`$, Zhu constructed the corresponding representation of $`V`$ by first defining correlation functions on the sphere and then factorizing to obtain the states; so when $`V`$ is the algebra of fields in the vacuum sector of a chiral conformal field theory, we can interpret Zhu’s construction as giving all the $`2`$-point chiral blocks. Roughly speaking, $`A(V)`$ is the algebra of zero modes of $`V`$ (see for a discussion of this point, , for other facets of $`A(V)`$, and , , for some explicit calculations). A modification of Zhu’s construction allows one to compute, in a similar algebraic fashion, the fusion rules of the theory .
This paper is mainly concerned with a generalization of Zhu’s construction to the case of $`k`$-point conformal blocks. We now turn to a description of its contents.
In Section 2 we fix notation and briefly review the formalism introduced by Gaberdiel and Goddard in , which is a convenient framework in which to state the theorems of this paper.
In Section 3 we discuss Zhu’s construction and a natural generalization, first mentioned in , which associates to $`V`$ and any $`𝐮=(u_1,\mathrm{},u_k)^k`$ a vector space $`A_𝐮`$. This $`A_𝐮`$ will be obtained as a quotient of the Fock space at $`0`$.
In Section 4 we prove that, when the $`u_i`$ are distinct, any linear functional $`\eta (A_𝐮)^{}`$ corresponds to the value of a chiral block at $`𝐮`$, in the sense that $`\eta `$ induces a consistent prescription for correlation functions $`_{i=1}^k\varphi _i(u_i)\mathrm{}`$ where the dots indicate arbitrary insertions of the vertex operators in $`V`$. So $`\eta `$ corresponds to a particular way of coupling some set of $`V`$-primary fields $`\varphi _i`$ placed at the points $`u_i`$.
In Section 5 we introduce a certain finiteness condition on $`V`$ which generalizes Zhu’s “condition $`C`$.” Under this condition, which appears to be closely related to rationality of $`V`$, we show that the Knizhnik-Zamolodchikov-type equation governing the $`𝐮`$-dependence of the chiral block (obtained essentially by making the substitution $`L_1`$) admits a solution.
Finally, in Section 6 we discuss remaining open questions, and a possible relation between the present work and the Friedan-Shenker vector bundle formalism .
## 2 Hypotheses and notation
We assume the reader is familiar with basic notions of conformal field theory, as found for instance in , . Some acquaintance with the language of vertex operator algebras , , is also helpful.
At all times in this paper we are considering a fixed chiral bosonic conformal field theory on the sphere $``$. To be completely rigorous, by a “chiral bosonic conformal field theory” we mean an object of the type discussed in . The details of the chosen formalism are generally not essential to following the ideas of this paper, however; what is essential is just that a chiral conformal field theory on $``$ is regarded as defined by its amplitudes. We write these amplitudes $`_{a=1}^kV(\psi _a,z_a)`$, with the vertex operator corresponding to $`\psi `$ written $`V(\psi ,z)`$ and its modes written
$$V(\psi ,z)=\underset{n}{}V_n(\psi )z^{nh_\psi }$$
(1)
(so the grading is by conformal weight, which we always represent by the letter $`h`$). The only exception to this rule is the Virasoro field which we write $`L(z)`$, with modes $`L_n`$. The space of Virasoro quasiprimary states is denoted by $`V`$; it has a grading by conformal weight, which we assume can be taken of the form $`V=_{h=0}^{\mathrm{}}V^h`$, with each $`V^h`$ finite-dimensional.
In the role of “space of states” is played by a collection of topological vector spaces denoted $`𝒱^𝒪`$, for $`𝒪`$ an open set in $``$ (usually with $`𝒪`$ simply connected.) These vector spaces are obtained by factorization from the amplitudes, with two states regarded as equal just if they agree in correlation functions with vertex operators inside $`𝒪`$. Roughly speaking, an element $`\chi 𝒱^𝒪`$ is a coherent state (or limit of coherent states) constructed out of fields away from $`𝒪`$. In this paper we make explicit reference to $`𝒱^𝒪`$ only occasionally; when we do, $`𝒪`$ will always have simply connected complement. We will make frequent use of the Fock space $``$ at $`0`$, which is defined similarly by factorization.
We will often consider meromorphic functions and differentials defined on the Riemann sphere $``$. It is convenient to use the language of “divisors” (see ) to classify the zeros and poles of these functions. So let a divisor on $``$ be any formal sum of the form
$$D=\underset{P}{}c_P[P],c_P,\text{finitely many }c_P0.$$
(2)
Divisors can be added in the obvious way. We say $`D0`$ if all $`c_P0`$. Now let $`\nu _P(f)`$ denote the order of vanishing of $`f`$ at $`P`$, and define the divisor of $`f`$ to be
$$\mathrm{div}f=\underset{P}{}\nu _P(f)[P],$$
(3)
so that $`\mathrm{div}fD`$ if the poles of $`f`$ are “at worst given by $`D`$.” Clearly $`\mathrm{div}fg=\mathrm{div}f+\mathrm{div}g`$. We can similarly define $`\mathrm{div}\omega `$ where $`\omega `$ is a meromorphic $`k`$-differential on $``$; explicitly, such an $`\omega `$ can always be written as $`\omega =fdz^k`$ for some $`f`$, and then we have
$$\mathrm{div}\omega =\mathrm{div}f+k\mathrm{div}dz=\mathrm{div}f2k[\mathrm{}].$$
(4)
The crucial analytic property which the amplitudes of the theory must possess is that for $`V(\psi ,z)\mathrm{}dz^{h_\psi }`$ is meromorphic on $``$ for any $`\psi V`$, and has poles only when $`z`$ meets the coordinates of the insertions $`\mathrm{}`$.
## 3 Zhu’s subspace
Zhu in introduced a purely algebraic mechanism for determining the highest weight representations of a chiral theory. This construction, when generalized to $`k`$-point functions, amounts to the following: Fix $`𝐮(\{0\})^k`$ and consider a subspace $`O_𝐮`$ of the Fock space, defined by
$$\begin{array}{cc}\hfill O_𝐮=\mathrm{Span}\left\{_0dzg(z)V(\psi ,z)\chi \right|& \chi ,\psi V,\hfill \\ & \mathrm{div}gdz^{h_\psi +1}N[0]+\underset{i=1}{\overset{k}{}}h_\psi [u_i]\text{ for some }N\}.\hfill \end{array}$$
(5)
This definition can be motivated in the following way: as described in , define a “highest weight state at $`𝐮`$” to be any state $`\mathrm{\Sigma }`$ such that
$$\mathrm{div}\left(\mathrm{\Sigma }V(\psi ,z)dz^{h_\psi }\right)\underset{i=1}{\overset{k}{}}h_\psi [u_i],\psi .$$
(6)
(Informally, the idea is that $`\mathrm{\Sigma }`$ should stand for insertions of primary fields $`\varphi _1(u_1)\mathrm{}\varphi _k(u_k)`$; then the requirement (6) just says that each $`\varphi _i`$ is annihilated by positive modes of $`V(\psi ,z)`$.) If we fix such a $`\mathrm{\Sigma }`$ and consider $`\omega O_𝐮`$, then $`\mathrm{\Sigma }\omega `$ must vanish, because substituting the integral appearing in (5) for $`\omega `$ we find that the resulting integrand has been engineered to have no poles on $`\{0\}`$. $`O_𝐮`$ therefore represents a space of “states in the Fock space at $`0`$ which are orthogonal to primary fields placed at the points $`u_1,\mathrm{},u_k`$.”
For most of this paper we consider only the case where all $`u_i`$ are distinct (though the behavior of $`O_𝐮`$ when some of the $`u_i`$ come together is important — in particular, it motivates the finiteness condition we impose in Section 5, and also see Section 6.)
Now suppose given a particular $`\mathrm{\Sigma }`$ which is a highest weight state at $`𝐮`$. Then $`\mathrm{\Sigma }`$ induces a linear functional $`\eta :`$ by the rule $`\eta (\chi )=\mathrm{\Sigma }\chi `$, and we have just seen that this $`\eta `$ must vanish on $`O_𝐮`$. Conversely, in the special case $`k=2`$, Zhu essentially showed that any $`\eta :`$ vanishing on $`O_𝐮`$ in fact comes from a $`\mathrm{\Sigma }𝒱^𝒪`$ satisfying (6) — in other words, every such $`\eta `$ comes from a highest weight representation. So we have a correspondence between linear functionals on $`/O_𝐮`$ and representations of our theory. Actually, different linear functionals can give rise to equivalent representations; the precise formulation in defines an algebra structure on the quotient $`/O_𝐮`$ and shows that the irreducible representations of this algebra are exactly the highest weight representations of the theory. This is a remarkable result as it provides a completely systematic way of constructing the representations, which are a priori rather complicated objects from an algebraic standpoint since one needs to specify the action of every field in the theory.
In calculations it will be useful to know that the function $`g`$ in (5) can be chosen to have an ancillary property, namely, we can choose it to be holomorphic in $`𝐮`$: e.g. it is easily checked that
$$g_N(z)=z^{(N+1+(k2)h)}\underset{i=1}{\overset{k}{}}(zu_i)^h$$
(7)
satisfies the condition in (5) for all $`N1`$. Furthermore, a straightforward induction shows that it is actually sufficient to use only the $`g_N`$ in the definition of $`O_𝐮`$ (essentially because a function satisfying (5) is determined by its singular part at $`0`$.)
## 4 A generalization of Zhu’s Theorem
We will now give a generalization of Zhu’s result mentioned above — which can be viewed as a construction of correlation functions corresponding to insertions of representations of $`A(V)`$ at $`2`$ points — to general $`k`$-point functions.
To prove our generalized version of Zhu’s Theorem we need to construct correlation functions which induce a given linear $`\eta :`$ (vanishing on $`O_𝐮`$). We represent these (putative) correlation functions by the notation
$$\underset{a=1}{\overset{l}{}}V(\psi _a,z_a)_\eta ,$$
(8)
where the subscript $`\eta `$ reminds us that these are not the vacuum correlation functions. In a sense we have no choice in defining the functions (8), because to say they are induced from $`\eta `$ is exactly to say that $`\eta `$ already defines for us their Laurent series; the real question is whether these series converge. However, working with these Laurent series will be somewhat difficult, because the correlation functions are expected to have poles whenever two of the $`z_i`$ coincide, and the series in question are expanded about the point $`𝐳=(0,\mathrm{},0)`$. We must therefore be careful about the domain in which we are working. We will use the letter $`R`$ to denote one of the $`l!`$ possible permutations of the coordinates $`z_1,\mathrm{},z_l`$; by abuse of notation, $`R`$ is the region $`\{𝐳:|z_{R(1)}|>|z_{R(2)}|>\mathrm{}>|z_{R(l)}|\}`$.
So given $`\eta `$, some $`(\psi _1,\mathrm{},\psi _l)V^l`$, and a region $`R`$, we define a formal power series by
$$\underset{a=1}{\overset{l}{}}V(\psi _a,z_a)_{\eta ,R}=\underset{𝐣^l}{}\eta \left(\underset{i=1}{\overset{l}{}}V_{j_{R(i)}}(\psi _{R(i)})\right)𝐳^{𝐣𝐡}$$
(9)
where $`𝐣`$ is a multi-index, so e.g. by $`𝐳^{𝐣𝐡}`$ we mean $`_{i=1}^lz_i^{j_ih_i}`$. For $`\eta `$ which could be induced from primary fields inserted at $`𝐮`$ — in other words, $`\eta `$ vanishing on the subspace $`O_𝐮`$ introduced in Section 3 — we will show that the power series (9) are the Laurent expansions of a single function $`_{a=1}^lV(\psi _a,z_a)_\eta `$ in the different regions $`R`$. This is the content of Theorem 4, toward which we are working (the next three lemmas are somewhat technical, so the reader may want to flip to the theorem first.)
In order to prove Theorem 4 we first establish that the series (9) obey a formal version of the operator product expansion. To formulate this statement precisely we need one more bit of notation: for a meromorphic function $`f(𝐳)`$ with poles only at $`z_i=z_j`$, let $`\iota _{i,j}f`$ mean “the Laurent series for $`f`$ around $`(0,\mathrm{},0)`$, expanded in the region where $`|z_i|>|z_j|`$” (this notation is commonly employed in the study of vertex operator algebras, see e.g. , ). Then we can state
###### Lemma 1.
Let $`R=\{|z_1|>\mathrm{}>|z_l|\}`$ (for simplicity). Then for any $`\eta :`$ the power series defined by $`\eta `$ obey the following “operator product expansion” identities:
* For all $`m[1,l)`$, we have the OPE as $`z_mz_l`$:
$$\begin{array}{cc}\hfill \underset{a=1}{\overset{l}{}}& V(\psi _a,z_a)_{\eta ,R}=\hfill \\ & \underset{i=m+1}{\overset{l1}{}}\underset{n=h_1h_i}{\overset{1}{}}(\iota _{m,i}\iota _{i,m})(z_mz_i)^nV(V_{nh_m}(\psi _m)\psi _i,z_i)\underset{am,i}{}V(\psi _a,z_a)_{\eta ,R}\hfill \\ \hfill +& \underset{n=h_mh_l}{\overset{\mathrm{}}{}}\iota _{m,l}(z_mz_l)^nV(V_{nh_m}(\psi _m)\psi _l,z_l)\underset{am,l}{}V(\psi _a,z_a)_{\eta ,R}.\hfill \end{array}$$
(10)
* We also have an OPE as $`z_lz_{l1}`$:
$$\begin{array}{cc}\hfill \underset{a=1}{\overset{l}{}}& V(\psi _a,z_a)_{\eta ,R}=\hfill \\ & \underset{n=h_{l1}h_l}{\overset{\mathrm{}}{}}\iota _{l,l1}(z_lz_{l1})^nV(V_{nh_l}(\psi _l)\psi _{l1},z_{l1})\underset{al1,l}{}V(\psi _a,z_a)_{\eta ,R}.\hfill \end{array}$$
(11)
Proof. The essence of the proof is the observation that checking any coefficient in the above identities involves only a finite computation; this computation amounts to verifying that a certain state $`\chi `$ is annihilated by $`\eta `$. But the OPE of the conformal field theory then shows that this same $`\chi `$ is annihilated by the linear functionals induced by correlations with vertex operators inserted away from $`0`$. Then by the factorization property $`\chi =0`$, so naturally $`\eta (\chi )=0`$. In other words: the operator product expansion is already encoded in the definition of $``$, so naturally every linear functional on $``$ must obey it.
More explicitly: first we prove (10). For notational simplicity we consider only the case $`m=1`$. Fix a multi-index $`𝐣`$ and consider the coefficient of $`𝐳^𝐣`$ in (10); we have to show this coefficient receives only finitely many contributions on each side. The left side manifestly has only a single term involving $`𝐳^𝐣`$. On the other hand, each term in the sums on the right side can contain at most one contribution to the coefficient of $`𝐳^𝐣`$. The double sum contains only finitely many terms, so manifestly makes only a finite contribution. The single sum contains infinitely many terms; indeed, replacing $`(z_1z_l)^n`$ and $`V(V_{nh_1}(\psi _1)\psi _l,z_l)_{a1,l}V(\psi _a,z_a)_{\eta ,R}`$ by their power series expansions, we find that for each $`k0`$ the coefficient of $`𝐳^𝐣`$ can receive a contribution proportional to
$$\eta \left(\left(\underset{i=2}{\overset{l1}{}}V_{j_ih_i}(\psi _i)\right)V_{j_1j_lh_1h_l}(V_{j_1h_1k}(\psi _1)\psi _l)\mathrm{\Omega }\right).$$
(12)
So we need to show that only finitely many of these terms are nonzero. When $`𝐣`$ is fixed, then setting $`\alpha =j_1+j_l+h_1+h_l,\beta =h_1+h_lj_1,`$ we find that (12) depends linearly on a state of the form $`V_\alpha (\chi _k)\mathrm{\Omega }`$ where $`\chi _k`$ has weight $`\beta +k`$. But such an expression always vanishes when $`k>\alpha \beta `$. (Note that we are taking advantage of a special property of the vacuum, and so this only works because $`z_l`$ is the coordinate closest to the origin — this is the reason why we restricted ourselves to that special case.) Hence the coefficient of $`𝐳^𝐣`$ receives only finitely many contributions on each side of (10), and we can rewrite (10) in the form
$$\eta (\chi _𝐣)=0$$
(13)
for some $`\chi _𝐣`$.
Now choose some $`𝒪`$ containing $`0`$. Then the space $`𝒱^𝒪`$ of limits of coherent states is embedded in $`^{}`$ as a dense subspace (in the weak-$``$ topology induced from $``$ — see ). But for $`\eta `$ induced from $`\mathrm{\Sigma }𝒱^𝒪`$, the power series we are considering actually do converge — $`_{a=1}^lV(\psi _a,z_a)_{\eta ,R}`$ is exactly the power series expansion of $`f(𝐳)=\mathrm{\Sigma }_{a=1}^lV(\psi _a,z_a)`$ for $`𝐳R`$. To determine this expansion we make use of a construction from , as follows. Fix $`z_2,\mathrm{},z_l𝒪`$ with $`|z_2|>\mathrm{}>|z_l|`$ and note that for $`z_1`$ close enough to $`z_l`$ we have ,
$$f(𝐳)=\underset{n=h_1h_l}{\overset{\mathrm{}}{}}(z_1z_l)^n\mathrm{\Sigma }V(V_{nh_1}(\psi _1)\psi _l,z_l)\underset{a1,l}{}V(\psi _a,z_a).$$
(14)
From the operator product expansion we also know the pole structure of the correlation function, so that if we put
$$g(𝐳)=\underset{i=2}{\overset{l1}{}}\underset{n=h_1h_i}{\overset{1}{}}(z_1z_i)^n\mathrm{\Sigma }V(V_{nh_1}(\psi _1)\psi _i,z_i)\underset{a1,i}{}V(\psi _a,z_a)$$
(15)
then $`f(𝐳)g(𝐳)`$ has no poles as a function of $`z_1𝒪`$. Its power series expansion about $`z_1=z_l`$ therefore converges on any disc contained in $`𝒪`$. So we can write $`f(𝐳)`$ when $`|z_1|>|z_2|`$ as (the expansion of $`f(𝐳)g(𝐳)`$ for $`z_1`$ near $`z_l`$) plus (the expansion of $`g(𝐳)`$ for $`|z_1|>|z_2|`$). This gives exactly (10) except that we have substituted fixed values for $`z_2,\mathrm{},z_l`$; but since those values were arbitrary we get $`(\text{10})`$ as an identity of functions, which implies the desired identity of power series. So (10), and hence (13), hold for all $`\eta 𝒱^𝒪`$. Then (13) and (10) must hold for all $`\eta ^{}`$, completing the proof of (10) (in the case $`m=1`$, but the other $`m`$ are proven in an exactly analogous way.)
The proof of (11) is similar to the proof of (10) in case $`m=l1`$ (which is actually somewhat easier than the general case because there are no poles to be subtracted.) The point is that the necessary finiteness condition will hold on the right side of (11), because after we decompose the field at $`z_l`$ into modes acting at $`z_{l1}`$, the field at $`z_{l1}`$ will be the one closest to the origin; so we can argue as above. $`\mathrm{}`$
Fix $`k`$ and fix some $`𝐮=(u_1,\mathrm{},u_k)(\{0\})^k`$, with all $`u_i`$ distinct. Our strategy in proving Theorem 4 will be to first establish convergence of modified power series in which we have shifted the poles from $`z_i=u_j`$ to $`z_i=\mathrm{}`$; once this is established the rest is easy. The next two lemmas concern these modified power series.
###### Lemma 2.
Fix $`l0`$ and let $`R=\{|z_1|>\mathrm{}>|z_l|\}`$. Suppose given $`\eta :`$ such that $`O_𝐮\mathrm{ker}\eta `$, and $`(\psi _1,\mathrm{},\psi _l)V^l`$. Then in the power series
$$\left(\underset{m=1}{\overset{k}{}}(z_1u_m)^{h_1}\right)\underset{a=1}{\overset{l}{}}V(\psi _a,z_a)_{\eta ,R}$$
(16)
the coefficient of $`𝐳^𝐣`$ vanishes whenever $`j_1>(k2)h_1`$.
Proof. The motivating idea is that as a function of $`z_1`$ in the region $`R`$, $`_{a=1}^lV(\psi _a,z_a)_\eta `$ should only have poles at $`z_1=u_i`$, of order at most $`h_1`$. By multiplying by $`_{m=1}^k(z_1u_m)^{h_1}`$ we convert all these poles to a single pole at $`\mathrm{}`$, still of bounded order; and since all other poles have been removed, the power series expansion in $`R`$ of the resulting function can be expected to converge up to $`z_1=\mathrm{}`$. The bounded order of the pole at $`\mathrm{}`$ will therefore be manifested as a cutoff in the power series.
Explicitly, the proof consists in noting that the coefficient of $`𝐳^𝐣`$ in (16) is given by
$$\eta \left(_0\frac{dz_1}{z_1^{j_1+1}}\underset{m=1}{\overset{k}{}}(z_1u_m)^{h_1}V(\psi _1,z_1)\underset{a=2}{\overset{l}{}}V_{j_ah_a}(\psi _a)\mathrm{\Omega }\right)$$
(17)
which vanishes by hypothesis for $`j_1>(k2)h_1`$. $`\mathrm{}`$
Now we are in a position to show that our modified power series actually converge.
###### Lemma 3.
Suppose given $`\eta :`$ such that $`O_𝐮\mathrm{ker}\eta `$. Fix $`l0`$, and for any $`(c_1,\mathrm{},c_l)(^+)^l`$, define
$$\mathrm{\Pi }=\underset{j=1}{\overset{l}{}}\underset{m=1}{\overset{k}{}}(z_ju_m)^{c_j}.$$
(18)
Then for any $`(\psi _1,\mathrm{},\psi _l)V^l`$, the $`c_j`$ can be chosen sufficiently large that the power series
$$\mathrm{\Pi }\underset{a=1}{\overset{l}{}}V(\psi _a,z_a)_{\eta ,R}$$
(19)
is convergent in $`R`$. Furthermore, this power series can be continued to a meromorphic function defined on $`^l`$, with poles only at $`z_i=z_j`$, independent of $`R`$. For $`l>1`$ this function is given recursively by the formula
$$\begin{array}{cc}\hfill \mathrm{\Pi }\underset{a=1}{\overset{l}{}}V(\psi _a,z_a)_\eta =& \mathrm{\Pi }\underset{i=2}{\overset{l}{}}\underset{n=h_1h_i}{\overset{1}{}}(z_1z_i)^nV(V_{nh_1}(\psi _1)\psi _i,z_i)\underset{a1,i}{}V(\psi _a,z_a)_\eta \hfill \\ \hfill & \mathrm{\Pi }\underset{i=2}{\overset{l1}{}}\underset{n=h_1h_i}{\overset{1}{}}\iota _{i,1}(z_1z_i)^nV(V_{nh_1}(\psi _1)\psi _i,z_i)\underset{a1,i}{}V(\psi _a,z_a)_\eta \hfill \\ \hfill +& \mathrm{\Pi }\underset{n=0}{\overset{\mathrm{}}{}}(z_1z_l)^nV(V_{nh_1}(\psi _1)\psi _l,z_l)\underset{a1,l}{}V(\psi _a,z_a)_\eta ,\hfill \end{array}$$
(20)
which must be interpreted as follows: the first term is a meromorphic function in $`z_1`$, and the second two together define a convergent power series in $`z_1`$ (in fact a polynomial.)
Proof. By induction on $`l`$. For $`l=1`$, choose $`c_1=h_1`$; then we are just considering
$$\underset{i=1}{\overset{k}{}}(zu_i)^hV(\psi ,z)_{\eta ,R}$$
(21)
and Lemma 2 says this series can have no power of $`z`$ exceeding $`z^{(k2)h}`$. On the other hand, from the definition we see immediately that it can have no pole at $`z=0`$; so in this case the series is just a polynomial.
So take $`l2`$ and assume the lemma true for $`l1`$. We use the fact that the power series satisfy a formal OPE as $`z_1z_l`$ (Lemma 1) to reduce a correlator with $`l`$ vertex operators to a sum of correlators with $`l1`$ vertex operators. From the case $`m=1`$ of (10), we have the expansion
$$\begin{array}{cc}\hfill \underset{a=1}{\overset{l}{}}V(\psi _a,z_a)_{\eta ,R}=\underset{i=2}{\overset{l1}{}}& \underset{n=h_1h_i}{\overset{1}{}}(\iota _{1,i}\iota _{i,1})(z_1z_i)^nV(V_{nh_1}(\psi _1)\psi _i,z_i)\underset{a1,i}{}V(\psi _a,z_a)_{\eta ,R}\hfill \\ \hfill +& \underset{n=h_1h_l}{\overset{\mathrm{}}{}}\iota _{1,l}(z_1z_l)^nV(V_{nh_1}(\psi _1)\psi _l,z_l)\underset{a1,l}{}V(\psi _a,z_a)_{\eta ,R},\hfill \end{array}$$
(22)
where $`R=\{|z_1|>\mathrm{}>|z_l|\}.`$ To make the notation more palatable we now define, for $`i(1,l]`$ and $`n`$,
$$g_{i,n}(z_2,\mathrm{},z_l)=\left(\underset{j=2}{\overset{l}{}}\underset{m=1}{\overset{k}{}}(z_ju_m)^{c_j}\right)V(V_{nh_1}(\psi _1)\psi _i,z_i)\underset{a1,i}{}V(\psi _a,z_a)_{\eta ,R}.$$
(23)
In addition, we fix the $`c_j`$ ($`j(1,l]`$) sufficiently large that $`g_{i,n}`$ is convergent in $`R`$ for $`(i(1,l)`$, $`n[h_1h_i,1])`$ and for $`(i=l,n[h_1h_i,kh_11])`$. The inductive hypothesis guarantees that such a choice of the $`c_j`$ is possible, since we are only requiring convergence of finitely many functions.
From Lemma 2 we know that the left side of $`\mathrm{\Pi }(\text{22})`$ contains powers of $`z_1`$ only up to $`z_1^{(k2)h_1}`$. Now we want to isolate all negative powers of $`z_1`$ on the right side without disturbing this condition. We therefore rewrite $`(\text{22})`$ in the following way:
$$\begin{array}{cc}\hfill \underset{a=1}{\overset{l}{}}V(\psi _a,z_a)_{\eta ,R}=& \underset{i=2}{\overset{l}{}}\underset{n=h_1h_i}{\overset{1}{}}\iota _{1,i}(z_1z_i)^nV(V_{nh_1}(\psi _1)\psi _i,z_i)\underset{a1,i}{}V(\psi _a,z_a)_{\eta ,R}\hfill \\ \hfill & \underset{i=2}{\overset{l1}{}}\underset{n=h_1h_i}{\overset{1}{}}\iota _{i,1}(z_1z_i)^nV(V_{nh_1}(\psi _1)\psi _i,z_i)\underset{a1,i}{}V(\psi _a,z_a)_{\eta ,R}\hfill \\ \hfill +& \underset{n=0}{\overset{\mathrm{}}{}}(z_1z_l)^nV(V_{nh_1}(\psi _1)\psi _l,z_l)\underset{a1,l}{}V(\psi _a,z_a)_{\eta ,R},\hfill \end{array}$$
(24)
which on choosing $`c_1=h_1`$ and multiplying by $`\mathrm{\Pi }`$ becomes
$$\begin{array}{cc}\hfill \mathrm{\Pi }\underset{a=1}{\overset{l}{}}V(\psi _a,z_a)_{\eta ,R}=& \underset{m=1}{\overset{k}{}}(z_1u_m)^{h_1}\underset{i=2}{\overset{l}{}}\underset{n=h_1h_i}{\overset{1}{}}\iota _{1,i}(z_1z_i)^ng_{i,n}(z_2,\mathrm{},z_l)\hfill \\ \hfill & \underset{m=1}{\overset{k}{}}(z_1u_m)^{h_1}\underset{i=2}{\overset{l1}{}}\underset{n=h_1h_i}{\overset{1}{}}\iota _{i,1}(z_1z_i)^ng_{i,n}(z_2,\mathrm{},z_l)\hfill \\ \hfill +& \underset{m=1}{\overset{k}{}}(z_1u_m)^{h_1}\underset{n=0}{\overset{\mathrm{}}{}}(z_1z_l)^ng_{l,n}(z_2,\mathrm{},z_l).\hfill \end{array}$$
(25)
On the right side of (25) all of the negative powers of $`z_1`$ have now been collected into the first term. This term is convergent in $`R`$ by our inductive hypothesis on the $`g_{i,n}`$. So restrict attention to the other two terms; write their sum $`f(𝐳)`$,
$$\begin{array}{cc}\hfill f(𝐳)=& \underset{m=1}{\overset{k}{}}(z_1u_m)^{h_1}\underset{i=2}{\overset{l1}{}}\underset{n=h_1h_i}{\overset{1}{}}\iota _{i,1}(z_1z_i)^ng_{i,n}(z_2,\mathrm{},z_l)\hfill \\ \hfill +& \underset{m=1}{\overset{k}{}}(z_1u_m)^{h_1}\underset{n=0}{\overset{\mathrm{}}{}}(z_1z_l)^ng_{l,n}(z_2,\mathrm{},z_l),\hfill \end{array}$$
(26)
which is still a formal Laurent series.
As remarked earlier, the left side of (25) only contains powers of $`z_1`$ up to $`z_1^{(k2)h_1}`$; and it is clear that the first term on the right contains powers of $`z_1`$ only up to $`z_1^{kh_11}`$; so $`f(𝐳)`$ is actually a polynomial in $`z_1`$, of degree at most $`kh_11`$. We can therefore expand $`f(𝐳)`$ as
$$f(𝐳)=\underset{s=0}{\overset{kh_11}{}}\frac{(z_1z_l)^s}{s!}\left(\frac{}{z_1}\right)^s|_{z_1=z_l}f(𝐳).$$
(27)
To exploit (27) we must make the formal substitution $`z_1=z_l`$ in each term of (26). To verify that this is well defined we need to check that, for fixed $`j_2,\mathrm{},j_{l1}`$ and fixed $`\alpha +\beta `$, there are only finitely many terms $`z_1^\alpha z_2^{j_2}\mathrm{}z_{l1}^{j_{l1}}z_l^\beta `$ appearing in each term of (26). This in turn amounts to checking that the Laurent series $`g_{i,n}`$ has only a finite singularity at $`z_l=0`$, with order bounded uniformly in $`n`$; this is automatic for $`il`$, and for $`i=l`$ it is guaranteed by the the fact that $`z_l`$ is the coordinate closest to the origin, by an argument similar to that in the proof of Lemma 1. So we can substitute (26) into (27), obtaining finally a polynomial in $`z_1`$ whose coefficients are convergent power series in $`R`$ (by our inductive hypothesis on the relevant $`g_{i,n}`$.) So $`f(𝐳)`$ is convergent in $`R`$. Since we already dealt with the first term in (25), this proves that $`\mathrm{\Pi }_{a=1}^lV(\psi _a,z_a)_{\eta ,R}`$ converges to a holomorphic function in $`R`$. Call this function $`\mathrm{\Pi }_{a=1}^lV(\psi _a,z_a)_\eta `$.
By (24) it is clear that the recursive formula (20) is satisfied. On the other hand, (20) defines a meromorphic function on all of $`^l`$, so we get the required analytic continuation of the power series $`\mathrm{\Pi }_{a=1}^lV(\psi _a,z_a)_{\eta ,R}`$ to all of $`^l`$. It only remains to check that the resulting function is actually independent of which region $`R`$ we started with.
First suppose $`R^{}`$ is obtained from $`R`$ by swapping $`z_i`$ with $`z_j`$, for some $`i,jl`$. Choose any $`ml`$. Using $`\mathrm{\Pi }`$ (10) and bringing $`z_m`$ close to $`z_l`$ we get the “simple OPE” for the functions analytically continued from $`R`$:
$$\mathrm{\Pi }\underset{a=1}{\overset{l}{}}V(\psi _a,z_a)_{\eta ,R}=\mathrm{\Pi }\underset{n=h_mh_l}{\overset{\mathrm{}}{}}(z_mz_l)^nV(V_{nh_m}(\psi _m)\psi _l,z_l)\underset{am,l}{}V(\psi _a,z_a)_\eta $$
(28)
But note that we would get the same thing on the right side had we started with $`R^{}`$ instead of $`R`$. The analytic continuations from $`R`$ and $`R^{}`$ therefore agree when $`z_m`$ is close to $`z_l`$, hence everywhere.
On the other hand, suppose $`R^{}`$ is obtained from $`R`$ by swapping $`z_l`$ with $`z_{l1}`$. In this case we need to use (11) and the case $`m=l1`$ of (10); multiplying both equations by $`\mathrm{\Pi }`$ we get two expressions for $`\mathrm{\Pi }_{a=1}^lV(\psi _a,z_a)_{\eta ,R}`$ when $`z_l`$ is near $`z_{l1}`$, namely
$$\mathrm{\Pi }\underset{a=1}{\overset{l}{}}V(\psi _a,z_a)_{\eta ,R}=\mathrm{\Pi }\underset{n=h_{l1}h_l}{\overset{\mathrm{}}{}}(z_{l1}z_l)^nV(V_{nh_{l1}}(\psi _{l1})\psi _l,z_l)\underset{al1,l}{}V(\psi _a,z_a)_\eta ,$$
(29)
$$\mathrm{\Pi }\underset{a=1}{\overset{l}{}}V(\psi _a,z_a)_{\eta ,R}=\mathrm{\Pi }\underset{n=h_{l1}h_l}{\overset{\mathrm{}}{}}(z_lz_{l1})^nV(V_{nh_l}(\psi _l)\psi _{l1},z_{l1})\underset{al1,l}{}V(\psi _a,z_a)_\eta .$$
(30)
Exchanging the label $`z_{l1}`$ for $`z_l`$ in one of the two equations makes manifest that the functions continued from $`R`$ and $`R^{}`$ agree when $`z_l`$ is near $`z_{l1}`$, hence everywhere. This completes the proof since we can transform any $`R`$ to any $`R^{}`$ by successive swaps of the types we have considered. $`\mathrm{}`$
Conbining the last two lemmas, now we can finally prove that the original power series are well behaved, thus establishing the existence of the correlation functions:
###### Theorem 4.
Suppose given $`\eta :`$ such that $`O_𝐮\mathrm{ker}\eta `$. Then the power series $`_{a=1}^lV(\psi _a,z_a)_{\eta ,R}`$ defined by (9) each converge on some domain and can be analytically continued to a single function $`_{a=1}^lV(\psi _a,z_a)_\eta `$ which is meromorphic on $`^l`$. This function has poles only at $`z_i=z_j`$ or $`z_i=u_j`$, and $`_{a=1}^lV(\psi _a,z_a)_\eta dz_i^{h_i}`$ is nonsingular at $`z_i=\mathrm{}`$. Furthermore, for all $`i,j[1,l]`$ we have the operator product expansion
$$\underset{a=1}{\overset{l}{}}V(\psi _a,z_a)_\eta =\underset{n=h_ih_j}{\overset{\mathrm{}}{}}(z_iz_j)^nV(V_{nh_i}(\psi _i)\psi _j,z_j)\underset{ai,j}{}V(\psi _a,z_a)_\eta .$$
(31)
for $`z_i`$ sufficiently close to $`z_j`$.
Proof. This all follows directly from Lemma 3 except for the behavior at $`\mathrm{}`$, which is a consequence of Lemma 2. $`\mathrm{}`$
Finally we can establish a limited form of the “representation property” in the sense of (see also ):
###### Theorem 5.
Suppose given $`\eta :`$ such that $`O_𝐮\mathrm{ker}\eta `$. Let $`𝒪`$ be an open disc $`\{|z|<R\}`$, with all $`u_i𝒪`$. Then there exists a state $`\mathrm{\Sigma }𝒱^𝒪`$ which induces $`\eta `$ in the sense that, for $`\chi `$,
$$\eta (\chi )=\mathrm{\Sigma }\chi .$$
(32)
Proof. The topological vector space $`𝒱^𝒪`$ contains the Fock space at $`\mathrm{}`$ which we denote $`_{\mathrm{}}`$ (to distinguish it from $``$ which is the Fock space at $`0`$); the idea of the proof is to build up $`\mathrm{\Sigma }`$ as a limit of states in $`_{\mathrm{}}`$, using the existence of correlation functions to establish convergence.
We have $`_{\mathrm{}}^{}`$ via the rule
$$\psi (\chi )=\underset{z0}{lim}V((z)^{2L_0}e^{z^1L_1}\psi ,z^1)V(\chi ,z)\psi _{\mathrm{}},\chi $$
(33)
(note that this indeed defines an injection — the definition of $`_{\mathrm{}}`$ by factorization guarantees that if any $`\psi _{\mathrm{}}`$ annihilates every $`\chi `$ then $`\psi =0`$.) Both $``$ and $`_{\mathrm{}}`$ are graded by conformal weight. Writing $`^{(N)}`$ for the space of states with weight $`N`$, and likewise $`_{\mathrm{}}^{(N)}`$, we have $`dim^{(N)}=dim_{\mathrm{}}^{(N)}`$ (by assumption as described in Section 2, both dimensions are finite.) Let $`P_N:^{(N)}`$ denote the projection. Then we claim that its adjoint $`P_N^{}:^{}^{}`$ actually maps $`^{}_{\mathrm{}}^{(N)}`$. To prove this claim, note that $`_{\mathrm{}}^{(N)}`$ is contained in $`P_N^{}(^{})`$, since for any $`\psi _{\mathrm{}}^{(N)}`$, we have $`\psi (\chi )=0`$ when $`h_\chi >N`$. On the other hand the two spaces have equal dimension, which proves the claim.
Now write $`\mathrm{\Sigma }_N=P_N^{}\eta `$. By the above, the $`\mathrm{\Sigma }_N`$ are actually elements of $`_{\mathrm{}}`$. We claim that they converge as $`N\mathrm{}`$ to some $`\mathrm{\Sigma }𝒱^𝒪`$. To check this we need only verify that, for any $`(\psi _1,\mathrm{},\psi _l)V^l`$ and $`𝐳`$ in some compact $`K𝒪^k`$ bounded away from the diagonals,
$$f_N(𝐳)=\mathrm{\Sigma }_N\underset{a=1}{\overset{l}{}}V(\psi _a,z_a)f(𝐳)=\underset{a=1}{\overset{l}{}}V(\psi _a,z_a)_\eta $$
(34)
uniformly on $`K`$. So for fixed $`𝐳`$, consider the function $`\lambda f(\lambda 𝐳)`$ where $`\lambda `$ ranges over $`^\times `$. This function is holomorphic on some disc containing $`0<|\lambda |1`$; and now we claim that the $`f_N(𝐳)`$ are nothing but the partial sums in its Laurent expansion, evaluated at $`\lambda =1`$. To prove this claim we note that $`f(𝐳)`$ and $`f_N(𝐳)`$ satisfy the same operator product expansion identities; using these identities we can reduce to the case $`l=1`$, in which case the claim is straightforward. Hence the $`f_N(𝐳)`$ converge to $`f(𝐳)`$, and since the $`𝐳`$-dependence in $`f(𝐳)`$ is of a particularly simple sort ($`f`$ is a rational function of $`𝐳`$, with poles only on the diagonals or at the $`u_i`$) it is clear that the convergence of this Laurent expansion is uniform in $`𝐳`$ in the required sense. $`\mathrm{}`$
## 5 Functional dependence
In the last section we checked that a linear functional $`\eta :`$ vanishing on $`O_𝐮`$ is sufficient to determine a set of correlation functions involving $`k`$ highest weight states fixed at $`𝐮`$. Next we want to show that these correlation functions can in fact be extended to general $`𝐮`$, in a manner consistent with the “Knizhnik-Zamolodchikov” differential equations imposed by the rule $`L_1`$ . We will find that this can indeed be done, provided that we impose a finiteness condition which in some sense expresses the existence of a null-vector.
By Theorem 4, we know that to determine correlation functions at each point, it is sufficient to give linear functionals $`\eta (𝐮):`$ such that each $`\eta (𝐮)`$ annihilates $`O_𝐮`$. We want to arrange that the correlation functions $`_{\eta (𝐮)}`$ corresponding to $`\eta (𝐮)`$ satisfy the appropriate KZ-type equations: explicitly, what we require is that
$$_{u_i}L(z)\chi _{\eta (𝐮)}𝑑z=\frac{}{u_i}\chi _{\eta (𝐮)}.$$
(35)
This differential equation implies a differential equation for the functionals $`\eta (𝐮)`$, which we will construct below; the remainder of this section is essentially devoted to checking that this equation (which we view as a kind of “parallel transport” problem for the $`\eta (𝐮)`$) admits solutions.
First we introduce a bit of notation. Let $`X`$ denote the open set $`\{𝐮=(u_1,\mathrm{},u_k)^k:u_iu_jij,u_i0i\}`$. Let $`B`$ denote the trivial vector bundle $`X\times `$ over $`X`$, and let $`\mathrm{\Gamma }(U,B)`$ denote the space of holomorphic sections of $`B`$ over any $`UX`$. (Since $`B`$ is an infinite-dimensional vector bundle we should say what we mean by a “holomorphic section:” to be exact, we mean a holomorphic section of some finite-dimensional subbundle.) Then for each $`𝐮X`$, let $`O_𝐮B_𝐮`$ be the subspace we defined in (5). Then let $`O`$ denote the sheaf of holomorphic sections of the collection of spaces $`O_𝐮`$ — in other words, we define
$$\mathrm{\Gamma }(U,O)=\left\{s\mathrm{\Gamma }(U,B)\right|s(𝐮)O_𝐮𝐮U\}.$$
(36)
It is not clear a priori that $`O`$ is a vector bundle (for example, different $`O_𝐮`$ could have different codimensions in $``$).
What is the relation between the different spaces $`O_𝐮`$? Let us work informally for a moment to see what we should expect. Suppose we consider some $`\chi \mathrm{\Gamma }(U,B)`$, and introduce the notation $`W(\varphi ,u)`$ for an insertion of a primary field $`\varphi `$ (corresponding to some highest weight representation of the theory) at the point $`u`$. Then, once we have defined the correlation functions for general $`𝐮X`$, we would expect to have
$$\begin{array}{cc}\hfill \frac{}{u_i}\underset{a=1}{\overset{k}{}}W(\varphi _a,u_a)\chi (𝐮)& =W(L_1\varphi _i,u_i)\underset{ai}{}W(\varphi _a,u_a)\chi (𝐮)\hfill \\ & +\underset{a=1}{\overset{l}{}}W(\varphi _a,u_a)\frac{}{u_i}\chi (𝐮).\hfill \end{array}$$
(37)
(There is a potential notational confusion here: we emphasize that $`\chi (𝐮)`$ refers to an element of $`B_𝐮`$, which lives at $`0`$, and not some kind of “field at $`𝐮`$.”) In particular, suppose in fact that $`\chi \mathrm{\Gamma }(U,O)`$. Then by the definition of $`O`$ the left side of (37) should vanish identically. On the right side, by the usual trick of reversing the contour, we could think of $`L_1`$ as acting on $`\chi (𝐮)`$ instead of on $`\varphi _i`$. To do this we need to get rid of the contributions from the poles in $`(zu_a)`$ for $`ai`$. We can do this using the highest weight condition, which guarantees that these poles have order at most $`2`$.
So, for $`i[1,l]`$ and $`𝐮X`$, define an operator $`L^i(𝐮):`$ as follows:
$$L^i(𝐮)=_0𝑑zL(z)f_𝐮^i(z)$$
(38)
where $`f_𝐮^i(z)dz`$ is holomorphic on $`\{0\}`$, with
$$\nu _{u_j}((f_𝐮^i\delta ^{ij})dz)2$$
(39)
(so $`f_𝐮^i1`$ has a zero of order $`2`$ at $`u_i`$, and $`f_𝐮^i`$ has a zero of order $`2`$ at all $`u_j`$ with $`ji`$.) The definition (38) of $`L^i(𝐮)`$ depends on which function $`f_𝐮^i`$ we pick, but from the definition (5) of $`O_𝐮`$ we see at once that different choices only differ by maps $`O_𝐮`$. Now (37) says that
$$0=\underset{a=1}{\overset{k}{}}W(\varphi _a,u_a)\left(L^i(𝐮)+\frac{}{u_i}\right)\chi (𝐮),$$
(40)
in other words, $`\left(L^i(𝐮)+\frac{}{u_i}\right)\chi (𝐮)`$ is orthogonal to all highest weight states. Writing
$$D^i(𝐮)=L^i(𝐮)+\frac{}{u_i},$$
(41)
the above considerations lead us to expect:
###### Lemma 6.
For open sets $`UX`$,
1. The operator $`D^i:\mathrm{\Gamma }(U,B)\mathrm{\Gamma }(U,B)`$ maps $`\mathrm{\Gamma }(U,O)\mathrm{\Gamma }(U,O)`$.
2. The operator $`[D^i,D^j]`$ maps $`\mathrm{\Gamma }(U,B)\mathrm{\Gamma }(U,O)`$.
Proof. First we fix a particular choice of $`f_𝐮^i(z)`$ which will make the calculations easier. Namely, we let $`f_𝐮^i(z)`$ be of the form
$$f_𝐮^i(z)=\frac{1}{z^{3k+1}}\underset{ji}{}(zu_j)^3(Az^2+Bz+C)$$
(42)
where $`A`$, $`B`$, $`C`$ are fixed by requiring that $`f_𝐮^i(z)1`$ have a zero of order $`3`$ at $`z=u_i`$. The point of this choice is that it makes $`f_𝐮^i`$ holomorphic in $`𝐮`$ so long as $`𝐮`$ stays in $`X`$, and satisfies
$$\nu _{u_j}\left((f_𝐮^i\delta ^{ij})dz\right)3.$$
(43)
Proof of 1. First note we are indeed free to choose $`f_𝐮^i(z)`$ as above, since different choices of $`f_𝐮^i(z)`$ satisfying (39) change $`D^i`$ only by maps into $`O_𝐮`$. Now $`\mathrm{\Gamma }(U,O)`$ is spanned (over the holomorphic functions on $`U`$) by sections of the form
$$s(𝐮)=𝑑wg(𝐮,w)V(\psi ,w)\chi ,$$
(44)
where $`\chi `$, $`\psi V`$ and $`g(𝐮,w)`$ is holomorphic in $`𝐮`$ (as given e.g. by (7)). (Strictly speaking, it is not completely obvious that sections of this form are enough — pathologies are excluded by choosing a maximal set of sections (44) which are linearly independent at a single point $`𝐮`$, then noting that the subset of $`U`$ on which they become degenerate is nowhere dense.) So it is sufficient to check that $`D^i`$ maps the section (44) into a section of $`O`$. We therefore compute
$$\begin{array}{cc}\hfill D^is(𝐮)& =\left(\frac{}{u_i}_{|z|>|w|}𝑑zL(z)f^i(𝐮,𝐳)\right)𝑑wg(𝐮,w)V(\psi ,w)\chi \hfill \\ & =𝑑w\left(\frac{}{u_i}g(𝐮,w)\right)V(\psi ,w)\chi +_{|z|>|w|}𝑑w𝑑zf^i(𝐮,z)g(𝐮,w)L(z)V(\psi ,w)\chi \hfill \end{array}$$
(45)
By the usual contour manipulation argument, the last term in (45) can be rewritten as
$$\begin{array}{cc}& _{|w|>|z|}𝑑wg(𝐮,w)V(\psi ,w)\left(𝑑zf^i(𝐮,z)L(z)\chi \right)\hfill \\ & +_0𝑑wg(𝐮,w)_w𝑑zf^i(𝐮,z)\left(\frac{V(L_0\psi ,w)}{(zw)^2}+\frac{V(L_1\psi ,w)}{zw}+O((zw)^0)\right)\chi ,\hfill \end{array}$$
(46)
where in the second term we have used the OPE between $`L(z)`$ and $`V(\psi ,w)`$. Now the first term in (46) is manifestly in $`O_𝐮()`$. Evaluating the integral of $`z`$ around $`w`$ in the second term we obtain
$$_0𝑑wg(𝐮,w)\left(f^i(𝐮,w)V(L_1\psi ,w)+\frac{}{w}f^i(𝐮,w)V(L_0\psi ,w)\right)\chi .$$
(47)
Now the second term of (47) is in $`O_𝐮()`$, but the first is not, because $`L_1\psi `$ has weight $`h_\psi +1`$ and $`gf^i(𝐮,w)`$ has a zero of order only $`h_\psi `$ at $`w=u_i`$. Combining it with the first term in (45), we see that what remains to be checked is that
$$_0𝑑wg(𝐮,w)f^i(𝐮,w)V(L_1\psi ,w)\chi \left(\frac{}{u_i}g(𝐮,w)\right)V(\psi ,w)\chi $$
(48)
belongs to $`O_𝐮()`$. Using the fact that $`V(L_1\psi ,w)=\frac{}{w}V(\psi ,w)`$ and integrating by parts, this boils down to the assertion that
$$\frac{}{u_i}g(𝐮,w)+\frac{}{w}\left(g(𝐮,w)f^i(𝐮,w)\right)$$
(49)
has a zero of order at least $`h_\psi `$ at each $`w=u_j`$. For $`ji`$ this is clear since each term separately has such a zero. At $`w=u_i`$ we use the fact that $`f^i(𝐮,w)=1`$ to second order in $`w`$. $`\mathrm{}`$
Proof of 2. Using the result of part 1, we see that we are again free to use our convenient choice of $`f_𝐮^i(w)`$. With this choice we will show that the operators $`[L^j,\frac{}{u_i}]`$ and $`[L^i,L^j]`$ separately map $`\mathrm{\Gamma }(B,U)\mathrm{\Gamma }(O,U)`$ (for other choices this would not be the case.)
So take any $`\chi (𝐮)\mathrm{\Gamma }(B,U)`$. We have
$$\begin{array}{cc}\hfill [L^j,\frac{}{u_i}]\chi (𝐮)& =\frac{}{u_i}𝑑zL(z)f^i(𝐮,z)\chi (𝐮)𝑑zL(z)f^i(𝐮,z)\frac{}{u_i}\chi (𝐮)\hfill \\ & =𝑑zL(z)\left(\frac{}{u_i}f^i(𝐮,z)\right)\chi (𝐮)\hfill \end{array}$$
(50)
which belongs to $`O_𝐮`$ by our hypothesis (43) on $`f^i`$ (this is where we are using the fact that the number $`3`$ appears there, instead of the $`2`$ in (39).) Next, for any $`\chi `$, we have the purely algebraic fact
$$\begin{array}{cc}\hfill [L^i,L^j]\chi & =\left(_{|z|>|w|}_{|w|>|z|}\right)dzdwf^j(𝐮,z)f^i(𝐮,w)L(z)L(w)\chi \hfill \\ & =_0𝑑wf^i(𝐮,w)_w𝑑zf^j(𝐮,z)\left(\frac{c/2}{(zw)^4}+\frac{2L(w)}{(zw)^2}+\frac{_wL(w)}{zw}+O((zw)^0)\right)\chi \hfill \\ & =_0dw(\frac{c}{2}f^i(𝐮,w)_w^3f^j(𝐮,w)+f^i(𝐮,w)_wf^j(𝐮,w)L(w)+(ij))\chi \hfill \end{array}$$
(51)
and the first term vanishes since $`f^i`$, $`f^j`$ are holomorphic on $`\{0\}`$, while the last two terms belong to $`O_𝐮`$. This completes the proof. $`\mathrm{}`$
The $`D^i`$ as defined by (41) are the components of a connection (covariant derivative) in $`B`$, which according to Lemma (6) is well defined and flat modulo sections of $`O`$. So define the quotient sheaf $`A=B/O`$ by $`\mathrm{\Gamma }(U,A)=\mathrm{\Gamma }(U,B)/\mathrm{\Gamma }(U,O)`$. The $`D^i`$ then induce a flat connection in $`A`$ in the obvious way; we will use the letter $`D`$ for this connection as well.
To exploit the existence of this connection we will need to be able to solve differential equations in the spaces of interest; to guarantee this can always be done, we now impose a strong finiteness condition on the conformal field theory. Namely consider the space $`O_𝐮`$ at the point $`𝐮=(\mathrm{},\mathrm{},\mathrm{})`$. If we call this space $`C_k`$, then (5) becomes
$$C_k=\mathrm{Span}\left\{V_{N(k1)h}(\psi )\chi \right|\chi ,\psi V^h,N1\}.$$
(52)
Note that unlike the generic spaces $`O_𝐮`$, $`C_k`$ inherits the grading from $``$, so we can write $`C_k=_{h0}C_k^h`$.
We digress briefly to discuss the space $`C_k`$. In the case $`k=2`$ it was originally introduced by Zhu in , who proved that the characters of the chiral theory close under modular transformations, under the hypothesis that $`/C_2`$ is finite-dimensional. Zhu conjectured that this hypothesis is equivalent to rationality of the theory. As far as the author is aware, this conjecture is still unproven.
For our purposes the important point is that $`C_k`$ gives a kind of uniform control over the fibres of $`O`$, as we see from the following (essentially contained already in for $`k=2`$):
###### Lemma 7.
Let $`S_k`$ be a graded subspace of $``$ with $`S_k+C_k=`$. Then $`S_k+O_𝐮=`$ for any $`𝐮X`$.
Proof. First note that the term $`V_{N(k1)h}(\psi )\chi `$ appearing in the definition (52) is precisely the term of highest conformal weight in the element of $`O_𝐮`$ obtained by substituting $`N,\psi ,\chi `$ in (7), so that any element of $`C_k`$ equals an element of $`O_𝐮`$ plus “lower-order corrections.” Explicitly, for any $`M`$, $`C_k^MO_𝐮+^{(M1)}`$ (where by $`^{(M1)}`$ we mean $`_{h=0}^{M1}^M`$.)
Now we prove by induction that $`^{(M)}S_k^{(M)}+O_𝐮`$. For $`M=1`$ there is nothing to prove. So assume $`^{(M1)}S_k^{(M1)}+O_𝐮`$. By assumption we have $`^M=S_k^M+C_k^M`$, so $`^MS_k^M+O_𝐮+^{(M1)}S_k^M+S_k^{(M1)}+O_𝐮=S_k^{(M)}+O_𝐮`$ as desired. $`\mathrm{}`$
Now we can formulate our key finiteness hypothesis (which is a kind of higher-dimensional analogue of Zhu’s “condition C,” to which it reduces in case $`k=2`$) and our main lemma:
###### Lemma 8.
Suppose $`/C_k`$ is finite-dimensional. Fix $`𝐯X`$ and a simply connected neighborhood $`U`$ of $`𝐯`$. Then any $`\chi A_𝐯`$ may be extended to $`\stackrel{~}{\chi }\mathrm{\Gamma }(U,A)`$ such that $`D^i\stackrel{~}{\chi }=0`$ for all $`i[1,k]`$.
Proof. By assumption, we can find a finite-dimensional graded $`S`$ with $`S+C_k=`$. Let $`\{s_1,\mathrm{},s_d\}`$ be a basis for $`S`$. From Lemma 7 we know that $`S+O_𝐮=`$ for all $`𝐮X`$. Let $`U`$ be any simply connected neighborhood of $`𝐯`$ in $`X`$. We write
$$\stackrel{~}{\chi }(𝐮)=\underset{l=1}{\overset{d}{}}f_l(𝐮)s_l(\mathrm{mod}O_𝐮)$$
(53)
where the $`f_l`$ are complex-valued functions on $`U`$, yet to be determined. Then
$$D^i\stackrel{~}{\chi }(𝐮)=\underset{l=1}{\overset{d}{}}\frac{f_l}{u_i}(𝐮)s_l+f_l(𝐮)L^i(𝐮)s_l(\mathrm{mod}O_𝐮).$$
(54)
Writing $`L^i(𝐮)s_l=_{m=1}^dC_l^{im}(𝐮)s_m(\mathrm{mod}O_𝐮)`$, to get $`D^i\stackrel{~}{\chi }(𝐮)=0`$ it is therefore sufficient to demand that
$$0=\frac{f_m}{u_i}+\underset{l=1}{\overset{d}{}}f_lC_l^{im}(𝐮)$$
(55)
for each $`m`$. For each $`i`$, this is a regular matrix differential equation for the functions $`f_l`$; furthermore, the fact that $`[D^i,D^j]=0(\mathrm{mod}O_𝐮)`$ is exactly the integrability condition for this system of differential equations, so Frobenius’s theorem implies they have a common solution with the specified initial condition. $`\mathrm{}`$
Now all the work has been done and we can prove our main theorem, which is essentially a translation of the last result to the dual sheaf $`A^{}`$.
###### Theorem 9.
Suppose $`/C_k`$ is finite-dimensional. Fix $`𝐯X`$ and a simply connected neighborhood $`U`$ of $`𝐯`$. Then any $`\eta A_𝐯^{}`$ may be uniquely extended to $`\stackrel{~}{\eta }\mathrm{\Gamma }(A^{},U)`$ such that for any $`\chi `$,
$$\stackrel{~}{\eta }(𝐮)(L^i(𝐮)\chi )=\frac{}{u_i}\stackrel{~}{\eta }(𝐮)(\chi ).$$
(56)
Proof. We define $`\stackrel{~}{\eta }(𝐮)`$ by the following rule: given any $`\chi A_𝐮`$, use Lemma 8 to extend $`\chi `$ to a section $`\stackrel{~}{\chi }`$ of $`A`$ over $`U`$ and in particular over $`𝐯`$. Then set $`\stackrel{~}{\eta }(𝐮)(\chi )=\eta (\stackrel{~}{\chi }(𝐯))`$. The point of this definition is that it makes $`\stackrel{~}{\eta }`$ “constant on horizontal sections:” for any covariantly constant section $`\stackrel{~}{\chi }`$ of $`A`$, we have
$$\stackrel{~}{\eta }(𝐮)(\stackrel{~}{\chi }(𝐮))=const.$$
(57)
Differentiating (57) we obtain
$$\left(\frac{}{u_i}\stackrel{~}{\eta }(𝐮)\right)(\stackrel{~}{\chi }(𝐮))+\stackrel{~}{\eta }(𝐮)\left(\frac{}{u_i}\stackrel{~}{\chi }(𝐮)\right)=0,$$
(58)
and since $`D^i\stackrel{~}{\chi }(𝐮)=0`$, using the definition (41) of $`D`$ in (58) we obtain (56). $`\mathrm{}`$
In terms of the correlation functions induced from $`\stackrel{~}{\eta }(𝐮)`$ by Theorem 4, the result (56) can be reexpressed as
$$_{u_i}L(z)\chi _{\stackrel{~}{\eta }(𝐮)}𝑑z=\frac{}{u_i}\chi _{\stackrel{~}{\eta }(𝐮)},$$
(59)
using the definition (38) of $`L^i`$ and the fact that the correlation functions satisfy the highest weight condition. This is the desired functional dependence of the correlation functions on $`𝐮`$. So when $`/C_k`$ is finite-dimensional, Theorem 9 (together with Theorem 4) gives a construction of a complete family of $`k`$-point functions on simply connected neighborhoods in $`X`$, starting from a single linear functional on one space $`A_𝐯`$.
We remark that there is another approach to this system of differential equations, which gives a slightly different result. Namely, one can use the fact that all correlation functions $`_{a=1}^kW(\varphi _a,u_a)`$ can be computed in terms of correlations between fields $`\varphi _a`$ belonging to the “special subspaces” of the $`k`$ relevant representations. When at least $`k3`$ of the representations are quasirational, one then finds that the relevant differential equations close on a finite-dimensional space. By a calculation similar to that done in the proof of Lemma 6 one can then show that the integrability conditions are always satisfied, so that the differential equations admit a solution. It would be interesting to find a more explicit connection between this approach and that presented above.
## 6 Discussion
In this paper we have presented a construction of chiral correlation functions on the sphere. This construction guarantees that the correlation functions are locally single-valued, but tells us nothing about the monodromy when two fields are transported around one another. In generic situations one expects that the correlation function will change at most by a phase under this transformation, but there are examples known in which this is not the case, such as the logarithmic conformal field theories . It would be interesting to find a natural condition which implies that logarithms do not occur. In the case of $`2`$-point functions with logarithms one sees at once that the problem is failure of $`L_0`$ to act semisimply; more generally it has been suggested that semisimplicity of Zhu’s algebra might be sufficient to exclude logarithmic behavior for all correlation functions (finite-dimensionality of $`/C_2`$ is not sufficient, as one sees from the example of .)
After this work was completed the author became aware that vector bundles of conformal blocks with connection determined by the stress-energy tensor, similar to the sheaf $`A^{}`$ appearing in Section 5, were introduced by Friedan and Shenker and have been considered previously in e.g. , , . These constructions are formulated on moduli spaces which are compactified by including configurations in which the marked points come together; the vector bundle of conformal blocks becomes nontrivial, and the connection only projectively flat, when these extra configurations are included. It would be interesting to understand more precisely the relation between the Friedan-Shenker vector bundles and those introduced in this paper; in particular, if there were a canonical way to extend the vector bundle $`/O_𝐮`$ to points in moduli space where the $`u_i`$ coincide, it might shed light on the conjecture of Zhu mentioned in Section 5, as well as the question of the monodromy of the correlation functions.
It would also be interesting to understand in more detail the relation between the present work and the tensor product theory of .
## Acknowledgements
This paper could not have been written were it not for my research supervisors Peter Goddard and Matthias Gaberdiel, who originally suggested the problem and who helped me negotiate numerous obstacles. In particular, I would like to thank Matthias Gaberdiel for several important suggestions and for helpful feedback on various drafts of the paper. I would also like to thank Sakura Schäfer-Nameki for her comments on an early draft.
I gratefully acknowledge financial support from a British Marshall Scholarship.
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# D-branes, Symplectomorphisms and Noncommutative Gauge Theories
## 1 Introduction
The formulation of D-brane theories in the presence of constant antisymmetric background fields and its relation to noncommutative gauge theories has recently attracted a lot of interest -. It may well be that a noncommutative formulation of the D=11 Supermembrane and the Super M5-brane may indeed improve the understanding of the quantum aspects of these theories. The spectrum of the D=11 Supermembrane on a Minkowski target space was shown to be continuous from zero to infinite . However not much it is known about the spectrum of the theory when the target space is compactified -. Even less it is known about the spectrum of the M5-brane. Nevertheless, one may extrapolate some known aspects from the Supermembrane case since both theories are U-dual. The covariant formulation of the M5-brane was found in and . However the analysis of its physical hamiltonian, the existence of singular configurations, the topological instabilities and related problems have not yet been discussed in a conclusive way. It is possible that a formulation of these theories in terms of a noncommutative geometry may allow an improvement in their analysis.
We describe in this talk a general approach to reach that formulation. The first step is to introduce a symplectic geometry intrinsic to the theory. This may be done when the target space is suitably compactified. The non degenerate closed 2-form associated to the symplectic geometry may be obtained in a general way from the analysis of the Born-Infield action. We discuss this problem in section 2. The second step in the construction is to obtain the hamiltonian of the D-brane with non trivial wrapping on the target space. We perform this construction for the double compactified D=11 Supermembrane , and the compactified 4 D-brane in 10 dimensions. It turns out that the minima of these hamiltonians are described by the dual configurations introduced in and in section 2. The final step is to introduce the geometrical objects describing the noncommutative formulation. This is done in terms of a symplectic fibration and a symplectic connection over it. We also consider deformations of the brackets introduced in these theories, allowing a construction of noncommutative gauge theories in terms of the usual Moyal star product. There is a precise one to one correspondence in the sense of Kontsevich, between the original theories and their deformations.
## 2 The dual configurations
The Born-Infeld theory formulated over a Riemannian manifold $`M`$ may be described by the following $`D`$ dimensional action
$$S\left(A\right)=\underset{M}{}\left(\sqrt{det\left(g_{ab}+bF_{ab}\right)}\sqrt{g}\right)d^Dx$$
(1)
where $`g_{ab}`$ is an external euclidean metric over the compact closed manifold $`M`$. $`F_{ab}`$ are the components of the curvature of connection 1-form $`A`$ over a $`U(1)`$ principle bundle on $`M`$.$`b`$ is a constant parameter.
We may express the $`det\left(g_{ab}+bF_{ab}\right)`$, using the general formula obtained in , as
$`det\left(g_{ab}+bF_{ab}\right)`$ $`=`$ $`g{\displaystyle \underset{m=0}{\overset{n}{}}}a_mb^{2m}[𝐏_m𝐏_m]`$ (2)
$``$ $`gW,`$
where
$$𝐏_m\underset{m}{\underset{}{F\mathrm{}F}}$$
(3)
$`a_m`$ are known constants, see .
The first variation of (1) is given by
$$\delta S\left(A\right)=\underset{M}{}W^{\frac{1}{2}}\underset{m}{}ma_mb^{2m}d\delta A𝐏_{m1}𝐏_m$$
(4)
which yields the following field equations
$$\underset{m}{}ma_mb^{2m}𝐏_{m1}d\left(W^{\frac{1}{2}}𝐏_m\right)=0.$$
(5)
We introduce now a set $`𝒜`$ of $`U(1)`$ connection 1-forms over $`M`$ . They are defined by the following conditions,
$$𝐏_m\left(A\right)=k_m𝐏_{nm}\left(A\right),m=0,\mathrm{},n,$$
(6)
where $`n=\frac{D}{2}`$,i.e we assume the dimension $`D`$ of $`M`$ to be an even natural number. (6) is the condition that the Hodge dual transformation maps the set $`\left\{𝐏_m,m=0,\mathrm{},n\right\}`$ into itself.
We observe that these connections, if they exist in a $`U(1)`$ principle bundle over $`M`$, are solutions of the field equations (5).
In fact, (6) implies
$$[𝐏_m𝐏_m]=k_m[𝐏_m𝐏_{nm}]=k_m𝐏_n$$
(7)
but from (6), for $`m=n`$, we obtain
$$𝐏_n=k_n$$
(8)
which is constant. We thus have, for these connections,
$$W=\mathrm{constant}.$$
(9)
Finally, it results
$$d\left(W^{\frac{1}{2}}𝐏_m\right)=k_mW^{\frac{1}{2}}d\left(𝐏_{nm}\right)=0,$$
(10)
showing that (6), if they exits, define a set of solutions to the Born-Infeld field equations.
Let us analyse a particular case of (6). Let us consider $`n=\frac{D}{2}=1`$. We then have
$$𝐏_1=F=k_1.$$
(11)
This solution represents a monopole connection over the $`D=2`$ manifold $`M`$. When $`M`$ is the sphere $`S_2`$, (11) defines the $`U(1)`$ connection describing the Dirac monopole on the Hopf fibring $`S_3S_2`$. The constant $`k_1`$ is determined from the condition
$$\underset{M}{}F=2\pi \times \mathrm{integer}$$
(12)
which is a necessary condition to be satisfied for a $`U(1)`$ connection, $`F`$ being its curvature.
This solution was extended to $`U(1)`$ connections over Riemann surfaces of any genus in . In it was shown that they describe the minima of the hamiltonian of the double compactified $`D=11`$ supermembrane dual.
## 3 Hamiltonian formulation
The hamiltonian formulation of the double compactified D=11 Supermembrane dual was obtained in . Its hamiltonian density in the light cone gauge is the following
$`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{\sqrt{W}}}(P^MP_M+det(_aX^M_bX_M)`$ (13)
$`+(\mathrm{\Pi }_r^a_aX^M)^2+{\displaystyle \frac{1}{4}}(\mathrm{\Pi }_r^a\mathrm{\Pi }_s^bϵ_{ab}ϵ^{rs})^2+{\displaystyle \frac{1}{4}}W(F^r)^2)`$
$`A_0^r_c\mathrm{\Pi }_r^c+\mathrm{\Lambda }ϵ^{ab}_b\left({\displaystyle \frac{_aX^MP_M+\mathrm{\Pi }_r^cF_{ac}^r}{\sqrt{W}}}\right)`$
where $`P_M`$ are the conjugate momentum to $`X^M`$ while $`\mathrm{\Pi }_r^a`$ are the corresponding momentum to $`A_a^r`$. The index $`r`$ denote the 2 compactified directions on the target space. $`a`$ is the world volume index while $`M`$ label the LCG transverse directions in the target space.
Its supersymmetric extension may be obtained in an straightforward way from the supermembrane hamiltonian in the LCG by the procedure described in .
We may solve explicitly the constraints on $`\mathrm{\Pi }_r^c`$ obtaining
$$\mathrm{\Pi }_r^c=ϵ^{cb}_b\mathrm{\Pi }_r;r=1,2$$
(14)
Defining the 2-form $`\omega `$ in terms of $`\mathrm{\Pi }_r`$ as
$$\omega =_a\mathrm{\Pi }_r_b\mathrm{\Pi }_sϵ^{rs}d\xi ^ad\xi ^b,$$
(15)
the condition of non trivial membrane winding imposes a restriction on it, namely
$$_\mathrm{\Sigma }\omega =2\pi n.$$
(16)
With this condition on $`\omega `$, Weil’s theorem ensures that there always exist an associated $`U(1)`$ principal bundle over $`\mathrm{\Sigma }`$ and a connection on it such that $`\omega `$ is its curvature. The minimal configurations for the hamiltonian (13) may be expressed in terms of such connections.
In the minimal configurations of the hamiltonian of the double compactified supermembrane were obtained. In spite of the fact that the explicit expression (13) was not then obtained, all the minimal configurations were found. They correspond to $`\mathrm{\Pi }_r`$ = $`\widehat{\mathrm{\Pi }}_r`$ satisfying
$$\widehat{\omega }=ϵ^{ab}_a\widehat{\mathrm{\Pi }}_r_b\widehat{\mathrm{\Pi }}_sϵ^{rs}=n\sqrt{W}n0$$
(17)
The explicit expressions for $`\widehat{\mathrm{\Pi }}_r`$ were obtained in that paper . As mentioned before, they correspond to $`U(1)`$ connections on non trivial principle bundles over $`\mathrm{\Sigma }`$. The principle bundle is characterized by the integer $`n`$ corresponding to an irreducible winding of the supermembrane. Moreover the semiclassical approximation of the hamiltonian density around the minimal configuration, was shown to agree with the hamiltonian density of super Maxwell theory on the world sheet, minimally coupled to the seven scalar fields representing the coordinates transverse to the world volume of the super-brane.
As mention in the introduction these minima correspond to the dual solutions of section 2 corresponding to 2D-brane. We now consider the hamiltonian of the D=10 4D-brane. It may be obtained by the following double dimensional reduction procedure. We start from the PST action for the super M5-brane. We consider the gauge fixing condition which fixes the scalar field to be proportional to the world volume time. We then perform the usual double dimensional reduction by taking one of the target space coordinates $`X^{11}=\sigma ^5`$ where $`\sigma ^5`$ is one of the world volume local coordinates. After several calculations we end up with the following canonical lagrangian
$$=P_m\dot{X}^m+P^{ij}\dot{B}_{ij}_c$$
(18)
$$_c=\lambda \varphi +\lambda ^i\varphi _i+\theta _i_jP^{ij}$$
(19)
where
$`\varphi =`$ $`{\displaystyle \frac{1}{2}}P^2+2g+2({\displaystyle \frac{1}{8}}P^{ij}P^{kl}g_{ik}g_{jl}+H^iH^jg_{ij})`$ (20)
$`+{\displaystyle \frac{1}{32}}\left({\displaystyle \frac{1}{4}}ϵ_{ijkl}P^{ij}P^{kl}\right)^2`$
$$\varphi _l=P_m_lX^m+\frac{1}{2}ϵ_{ijkl}P^{ij}H^k$$
(21)
$$H^i=\frac{1}{6}ϵ^{ijkl}H_{jkl}$$
(22)
We finally obtain the hamiltonian in the LCG
$`=`$ $`{\displaystyle \frac{1}{\sqrt{W}}}({\displaystyle \frac{1}{2}}P^MP_M+2g+2({\displaystyle \frac{1}{8}}P^{ij}P^{kl}g_{ik}g_{jl}`$ (23)
$`+H^iH^jg_{ij})+{\displaystyle \frac{1}{32}}({\displaystyle \frac{1}{4}}ϵ_{ijkl}P^{ij}P^{kl})^2`$
$`+\mathrm{\Lambda }^{lq}_q\left(P_M_lX^M+{\displaystyle \frac{1}{2}}ϵ_{ijkl}P^{ij}H^k\right)`$
where $`\mathrm{\Lambda }^{lq}`$ are antisymmetric lagrange multipliers associated to the generator of volume preserving diffeomorphisms.
There is also a global constraint given by
$$_{C_i}\left(P_M_lX^M+\frac{1}{2}ϵ_{ijkl}P^{ij}H^k\right)𝑑\sigma ^l=0$$
(24)
where $`C_i`$ is a basis of homology of dimension 1. We will not consider any further this global constraint. We will work only with the diffeomorphisms connected to the identity.
We now consider a target space with 4 compactified directions, $`M_6`$x$`S^1`$x$`S^1`$x$`S^1`$x$`S^1`$. We construct the dual formulation associated to the compactified directions. We associate to each $`X_r`$, $`r=1,\mathrm{},4`$ a $`B^3`$ 3-form
$$dX_rdB_r^3$$
(25)
It is more convenient to work with the Hodge dual of the 3-form,
$$B_{rijk}A_r^l$$
(26)
in the spatial world volume sector $`B_{rijo}`$ are Lagrange multipliers. We denote $`\mathrm{\Pi }_{rl}`$ the conjugate momenta to $`A_r^l`$.
There is a constraint on $`\mathrm{\Pi }_{rl}`$ which yields
$$\mathrm{\Pi }_{rl}=_l\mathrm{\Pi }_r$$
(27)
We may then perform a canonical transformation to obtain
$$\mathrm{\Pi }_{rl}\dot{A}_r^l=\dot{\mathrm{\Pi }}_r(_lA_r^l)$$
(28)
that is, $`_lA_r^l`$ is the conjugate momenta to $`\mathrm{\Pi }_r`$:
$`\mathrm{\Pi }_r𝒜_r`$
$`_lA_r^l\Pi _r`$ (29)
We then obtain the dual formulation to (23).
For the determinant of the induced metric we obtain
$`{\displaystyle \frac{1}{4!}}\left(ϵ^{i_1\mathrm{}i_4}_{i_1}X^{a_1}\mathrm{}_{i_4}X^{a_4}\right)^2`$
$`{\displaystyle \frac{1}{4!}}\left(ϵ^{i_1\mathrm{}i_4}_{i_1}X^{b_1}\mathrm{}_{i_4}X^{b_4}\right)^2`$
$`+{\displaystyle \frac{1}{3!}}\left(ϵ^{i_1\mathrm{}i_4}_{i_1}𝒜_r_{i_2}X^{b_2}\mathrm{}_{i_4}X^{b_4}\right)^2`$
$`+{\displaystyle \frac{1}{2!}}\left(ϵ^{i_1\mathrm{}i_4}_{i_1}𝒜_r_{i_2}𝒜_s_{i_3}X^{b_3}_{i_4}X^{b_4}\right)^2`$
$`+\left(ϵ^{i_1\mathrm{}i_4}_{i_1}𝒜_r_{i_2}𝒜_s_{i_3}𝒜_t_{i_4}X^{b_4}\right)^2`$
$`+\left(ϵ^{i_1\mathrm{}i_4}_{i_1}𝒜_r_{i_2}𝒜_s_{i_3}𝒜_t_{i_4}𝒜_u\right)^2`$ (30)
where the index $`b`$ is used to denote the non compactified directions.
For the terms quadratic on the momenta to the antisymmetric field $`B_{ij}`$ we obtain similar terms, the connection 1-forms $`𝒜_r`$ replaces the corresponding terms where the compactified coordinates appear. In the same way the momenta $`\Pi ^r`$ replaces the conjugate momenta of the compactified coordinates. That is, in the dual formulation (with the additional canonical transformation we mentioned above) the compactified coordinates are replaced by the connection 1-forms $`𝒜_r`$. However, it is clear from the dual formulation that $`𝒜_r`$ may have non trivial transitions of a very specific form over a nontrivial bundle. This fact is difficult to realize in terms of the original maps from the world volume to the compactified directions of the target space.
## 4 The noncommutative formulation
We now introduce a symplectic 2-form in the previous formulation. We take
$$F_{ij}d\sigma ^id\sigma ^j$$
(31)
where $`F_{ij}`$ is the curvature of the connection 1-form which minimize the hamiltonian of the theory. For the D=11 Supermembrane we obtained
$$F=n,i,j=1,2$$
(32)
as discussed before.
For the D=10 Super 4D-brane we obtain
$$FF$$
(33)
$$(FF)n$$
(34)
over the 4 dimensional spatial world volume. These are two of the dual solutions introduced in and explained in section 2.
The procedure to obtain the symplectic noncommutative formulation for the double compactified D=11 Supermembrane was explicitly introduced in . We will now obtain a similar formulation for the 4 D-brane in 10 dimensions.
The approach uses the symplectic 2-forms previously introduced to obtain a description of the theory in terms of symplectic connections over a symplectic fibration.
We consider the metric $`W^{ij}`$ defined by
$$W^{ij}\widehat{\mathrm{\Pi }}_r^i\widehat{\mathrm{\Pi }}_r^j$$
(35)
where
$$\widehat{\mathrm{\Pi }}_r^iF^{ij}_j\widehat{𝒜}_r$$
(36)
The metric $`W^{ij}`$ is taken to be the metric over the spatial world volume for which $`F^{ij}`$ satisfies the duality conditions. $`\widehat{\mathrm{\Pi }}_r^i`$ is a well defined vielbein. (36) defines $`\widehat{𝒜}_r`$.
We then introduce the following Poisson bracket over the world volume
$$\{B,C\}F^{ij}_iB_jC$$
(37)
It satisfies the Jacobi identity
$`\{\{A,B\},C\}+\{\{C,A\},B\}+\{\{B,C\},A\}`$
$`=\left(F^{kl}F^{ij}+F^{jl}F^{ki}+F^{il}F^{jk}\right)`$
$`.D_l\left(_iA_jB_kC\right)`$
$`=k{\displaystyle \frac{ϵ^{klij}}{\sqrt{W}}}D_l(_iA_jB_kC)=0`$ (38)
Where $`D_l`$ denotes the covariant derivative with respect to the metric $`W^{ij}`$. $`A`$, $`B`$ and $`C`$ are scalar fields.
We now introduce the rotated covariant derivative
$$D_r\widehat{\mathrm{\Pi }}_r^iD_i$$
(39)
$$𝒟_r=D_r+\{𝒜_r,\}$$
(40)
and curvature
$$_{rs}=D_r𝒜_sD_s𝒜_r+\{𝒜_r,𝒜_s\}$$
(41)
The hamiltonian density of the double compactified Supermembrane was expressed in terms of these geometrical objects in . We now perform the analogous formulation for the 4 D-brane.
We obtain
$`{\displaystyle \frac{1}{4!}}\left[ϵ^{i_1\mathrm{}i_4}_{i_1}X^{b_1}\mathrm{}_{i_4}X^{b_4}\right]^2`$
$`{\displaystyle \frac{1}{4!}}\left[\{X^{b_1},X^{b_2}\}\{X^{b_3},X^{b_4}\}\right]^2`$ (42)
$`{\displaystyle \frac{1}{3!}}\left[ϵ^{i_1\mathrm{}i_4}_{i_1}𝒜_r_{i_2}X^{b_2}\mathrm{}_{i_4}X^{b_4}\right]^2`$
$`{\displaystyle \frac{1}{3!}}[𝒟_rX^{b_2}.\{X^{b_3},X^{b_4}\}]^2`$ (43)
$`{\displaystyle \frac{1}{2!}}\left[ϵ^{i_1\mathrm{}i_4}_{i_1}𝒜_r_{i_2}𝒜_s_{i_3}X^{b_3}_{i_4}X^{b_4}\right]^2`$
$`{\displaystyle \frac{1}{2!}}[_{rs}.\{X^{b_3},X^{b_4}\}]^2`$ (44)
$`\left[ϵ^{i_1\mathrm{}i_4}_{i_1}𝒜_r_{i_2}𝒜_s_{i_3}𝒜_t_{i_4}X^{b_4}\right]^2`$
$`[_{rs}𝒟_tX^b\}]^2`$ (45)
$`\left[ϵ^{i_1\mathrm{}i_4}_{i_1}𝒜_r\mathrm{}_{i_4}𝒜_u\right]^2\left[_{rs}_{tu}\right]^2`$ (46)
where it is understood that the antisymmetric part on the $`b`$ indexes and the target space $`r`$, $`s`$,… indexes is taken.
Similar formulae may be written for all other terms in the hamiltonian density for the 4 D-brane. They may be rewritten in terms of the bracket (37), the covariant derivative and the curvature $`_{rs}`$.
The expression for the double compactified D=11 Supermembrane was :
$`H={\displaystyle _\mathrm{\Sigma }}={\displaystyle _\mathrm{\Sigma }}{\displaystyle \frac{1}{2\sqrt{W}}}[(P^M)^2+(\Pi ^r)^2`$
$`+{\displaystyle \frac{1}{2}}W\{X^M,X^N\}^2+W(𝒟_rX^M)^2`$
$`+{\displaystyle \frac{1}{2}}W(_{rs})^2]+{\displaystyle }_\mathrm{\Sigma }[{\displaystyle \frac{1}{8}}\sqrt{W}n^2`$
$`\mathrm{\Lambda }(𝒟_r\Pi ^r+\{X^M,P_M\})]`$ (47)
The geometrical interpretation of the above formulation (47) was given in in terms of symplectic fibrations and connection 1-form over it. We have shown here that the same geometrical description may be given for the 4 D-brane. We will discuss it in more detail shortly. Before then, we would like to remark that there is a natural deformation of the above formulations in terms of the Moyal bracket. Let us see how this deformation may be realized preserving the symplectic structure on the fibration, for the case of the double compactified Supermembrane.
We replace in (47) the Poisson bracket
$$\{B,C\}=F^{ij}_iB_jC$$
(48)
by the Moyal bracket $`\{,\}_M`$. (48) is the first term in the expansion of the Moyal bracket. We notice that under the gauge transformation generated by the first class constraint
$$\delta X^M=\{\xi ,X^M\}$$
(49)
$$\delta 𝒜_r=𝒟_r\xi =\left(D_r\xi +\{𝒜_r,\xi \}_M\right)$$
(50)
$$\delta 𝒟_rX^M=\{\xi ,𝒟_rX^M\}_M$$
(51)
These properties ensure that the hamiltonian density transform as
$$\delta =\{\xi ,\}_M$$
(52)
The integral over a compact world volume renders the canonical lagrangian invariant under the gauge transformations.
We notice that the physical degrees of freedom of both theories, the double compactified D=11 Supermembrane (47) and its Moyal deformation, are exactly the same. Moreover it can be shown that there is a one to one correspondence, in the sense of Kontsevich, between both theories.
In a geometrical description of the symplectic non commutative gauge theory was introduced. The same geometrical interpretation may be used to describe its deformation in terms of the Moyal bracket and the compactified 4 D-brane we have discussed.
We consider a symplectic fibration with base manifold the spatial world volume, which is a closed (without boundary) manifold. Over the fibration we consider the (infinite dimensional) Poisson bracket of the sections $`X^M(\sigma )`$, $`P_M(\sigma )`$:
$$[X^M(\sigma ),P_M(\sigma ^{})]=\delta (\sigma ,\sigma ^{})$$
(53)
This Poisson structure is preserved under the transition maps of the fibration. These maps are defined by
$$\delta X^M=\{\xi ,X^M\}$$
(54)
$$\delta P_M=\{\xi ,P_M\}$$
(55)
over $`U_\alpha U_\beta `$ , $`U_\alpha `$ is a covering of the base manifold. We notice that the transformation maps are defined in terms of the (finite dimensional) Poisson bracket or Moyal bracket over the world volume, and they preserve the (infinite dimensional) Poisson bracket on the fibration. $`𝒜_r`$ define a symplectic connection over the fibration. That is, the Poisson bracket on the fibration is preserved under the holonomy generated by $`𝒜_r`$.
The three theories we have discussed, the double compactified D=11 Supermembrane, its Moyal deformation and the compactified 4 D-brane all admit the same geometrical interpretation. They describe the dynamics of a symplectic connection over a symplectic fibration.
## 5 Conclusions
We formulated the double compactified D=11 Supermembrane and the compactified Super 4 D-brane in terms of a symplectic noncommutative gauge theory. We constructed a deformation of the compactified D=11 Supermembrane in terms of the Moyal brackets. There exist a one to one correspondence between both theories in the sense of Kontsevich. A unified geometrical description of these theories was given in terms of a symplectic fibration over the world volume and the dynamics of symplectic connections over it. We hope the analysis for the D=10 4D-brane may be extended to describe the M5-brane in 11 dimension. Once that formulation is available we may start analysing the corresponding quantum field theory. We hope to report on that shortly.
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# Singular Cosmological Instantons Made Regular
## I Introduction
Euclidean quantum gravity provides an approach to some of the most fundamental issues in cosmology. One of these is the question of the initial state of the Universe, both for the background geometry and for the fluctuations. Euclidean methods have long been applied to calculations of quantum fluctuations in inflation, and to tunnelling problems in de Sitter space.
A recent development was the observation that a generic theory of scalar matter coupled to gravity allows a one-parameter family of singular but finite action Euclidean instantons which can be used to describe the beginning of inflating open or closed universes,. The free parameter in these solutions is just the value of the cosmological density parameter $`\mathrm{\Omega }`$ today.
The singular nature of these instantons is a cause for concern since it is not clear whether the classical field equations are satisfied at the singularity. In references it was argued that the solutions should be regarded as constrained instantons, described by a collective coordinate to be integrated over in the path integral.
In this paper we clarify what the collective coordinate is and how it is to be integrated over. The singularity is resolved by a conformal transformation. The original ‘Einstein frame’ metric equals a regular underlying metric times a conformal factor with a linear zero of codimension one. The regular metric describes an $`RP^4`$ and the conformal factor is taken to be a section of the nontrivial $`Z_2`$ orientation bundle over $`RP^4`$. Because of the nontrivial twist, the action is not guaranteed to be stationary for solutions of the classical differential equations of motion: additional data enters on a nontrivial three manifold upon which the conformal factor vanishes. We draw an analogy with magnetic monopole solutions on $`S^2`$, where one also has a one parameter family of solutions to the classical field equations of varying action. In our case, when we stationarise the action with respect to the free parameter, we find a lowest action classical solution. We extend these considerations to instantons representing the beginning of closed inflationary universes, with topology corresponding to $`S^3\times [0,1]`$ with cross caps at either end.
Allowing the conformal factor to vanish is clearly incompatible with having a a globally Riemannian manifold with positive definite metric. However, there are reasons for believing that in a quantum theory of geometry such behaviour is inevitable. Our best examples of such geometrical theories are string theory, and two plus one dimensional gravity. In the former, if one takes the Lorentzian path integral seriously, it is not possible to have a globally Lorentzian metric on worldsheets with genus not equal to one. There must be singular points at which the determinant of the world-sheet metric vanishes. Likewise, in two plus one dimensional gravity, it has long been argued that one should also take into account vierbeins which have vanishing determinant.
We believe that the interpretation given here resolves some other worries which have been expressed regarding singular instantons. Since the singularity introduces a ‘conformal boundary’, besides apparently violating the intent of the ‘no boundary’ proposal, conformally coupled radiation might be able to enter or leave the spacetime in an arbitrary manner. In our interpretation, where the apparent ‘conformal boundary’ has antipodal points identified, the underlying smooth manifold is compact and there is no boundary. Likewise the concern raised by Vilenkin that a ‘necklace’ of constrained instantons would have arbitrarily negative Euclidean action is also resolved because the number of surfaces on which the constraint enters is determined topologically. For solutions of maximal $`O(4)`$ symmetry, the number of such surfaces can only be 0, 1 or 2 and we shall discuss the last two cases here. In our construction, ‘necklaces’ do not occur as solutions of the classical field equations.
## II Review
The singular instantons described in are O(4) invariant solutions with line element
$$ds^2=d\sigma ^2+b^2(\sigma )d\mathrm{\Omega }_3^2$$
(1)
where $`d\mathrm{\Omega }_3^2`$ is the round three sphere metric. The Euclidean field equations governing the metric and scalar field $`\varphi `$ are
$$b_{,\sigma \sigma }=\kappa \frac{b}{3}\left(\varphi _{,\sigma }^2+V(\varphi )\right),b_{,\sigma }^2=\kappa \frac{b^2}{3}\left(\frac{1}{2}\varphi _{,\sigma }^2V(\varphi )\right)+1,(\varphi _{,\sigma }b^3)_{,\sigma }=b^3V_{,\varphi }(\varphi ).$$
(2)
Here and below we set $`\kappa =8\pi G`$ where $`G`$ is Newton’s constant. As long as the potential $`V(\varphi )`$ is not too steep at large $`\varphi `$ there is a one parameter family of finite action solutions in which the scalar field starts at some $`\varphi _0`$ and then rolls uphill. The scale factor $`b(\sigma )\sigma `$ at the regular pole of the instanton, where $`\sigma =0`$ and $`\varphi =\varphi _0`$. As $`\sigma `$ increases, $`b(\sigma )`$ takes the form of a deformed sine function. As $`b`$ approaches its second zero, the scalar field’s motion is antidamped and it runs off to infinity. At the singularity $`\sigma _m`$, the scale factor $`b`$ vanishes as $`(\sigma _m\sigma )^{\frac{1}{3}}`$, and $`\varphi `$ diverges logarithmically, $`\varphi \sqrt{\frac{2}{3\kappa }}\mathrm{ln}\left(C(\sigma _m\sigma )\right)`$. From this behaviour it follows that $`b^2e^{\sqrt{\frac{2\kappa }{3}}\varphi }`$ tends to a constant at the singularity. This constant will turn out to be the ‘radius squared’ of the zero conformal factor locus in the regular underlying metric, and will play the role of the collective coordinate mentioned in the Introduction.
The divergence of $`\varphi `$, and of the Ricci scalar for the metric at the singular point $`\sigma _m`$, may seem physically unreasonable, but the finiteness of the action tells us that we should take these singularities seriously since they are not obviously suppressed in the path integral. In fact we shall show that by a suitable change of variables on superspace, the singularity may be removed thus making the action finite term by term. Another possible complaint is that we have no reason to suppose simple behaviour for the potential $`V(\varphi )`$ at field values much greater than the Planck mass. But whilst the singular instanton solutions do probe arbitrarily large values of $`\varphi `$, calculations of observable quantities such as the density perturbations are very insensitive to the precise form of the potential at large $`\varphi `$, precisely because the potential itself (provided it is not very steep) plays very little role in the vicinity of the singularity. In any case, the theory applies virtually unchanged to potentials which are bounded above and therefore never produced super-Planckian energy densities.
A clue to the interpretation of singular instantons is obtained by rewriting the metric in the form $`b^2(X)(dX^2+d\mathrm{\Omega }_3^2)`$. One sets $`dX=d\sigma /b`$, thus $`X\sigma ^{\frac{2}{3}}`$. From this it follows that as one approaches the singularity, $`b^2(X)`$ vanishes linearly with $`X`$, so that the singularity is a linear zero of the conformal factor, of codimension one. Solutions with singularities of the same character were discovered in supergravity some time ago. They describe two dimensional ‘tear-drop compactifications’ of ten dimensional supergravity . As noted by those authors, although the relevant manifolds are noncompact, they possess many desirable properties, including a quantised mass spectrum and unbroken supersymmetry to protect against quantum fluctuations. (Incidentally they also have a chiral spectrum of zero modes, and were in some respects the antecedents of the now more popular orbifold compactifications of eleven dimensional supergravity).
The simple nature of the singularity suggests the interpretation we shall explore below, namely that the conformal factor is a field forced to vanish by a topological constraint. We discuss a suitable constraint in the next section.
## III Twisted fields
It is a familiar notion that in infinite space, field theories with degenerate vacua possess topologically stable soliton solutions. The condition of finite energy forces the fields to lie in vacuo at infinity. If the map defined by the fields at infinity onto the vacuum manifold is topologically nontrivial, the field is forced to vanish at isolated points, and solitons occur at these points. Solitons like these are in general only strictly stable if space is infinite. But on finite spaces it is still possible to have zeros enforced topologically, and therefore have topologically stable solitons. This occurs if the field configuration is ‘twisted’. This option exists if there are noncontractible loops on the manifold, and if fields can aquire a minus sign as these loops are traversed. In mathematical terminology a twisted field is a section of a nontrivial fibre bundle, requiring more than one coordinate chart for its definition. The simplest case is a scalar field theory on a circle with a $`Z_2`$ internal symmetry $`\varphi \varphi `$. We have two choices of boundary conditions for $`\varphi `$ \- periodic or antiperiodic, see Figure (1). Both are equally natural because there is no physical distinction between $`+\varphi `$ and $`\varphi `$. As the coordinate increases by the length $`L`$ of the circle, there is no reason to match $`\varphi `$ to $`+\varphi `$ rather than $`\varphi `$. In the first case, the configuration space is a trivial bundle over $`S^1`$, but in the second it is a nontrivial bundle, and the scalar field aquires a $`1`$ as one passes through the single nontrivial coordinate transition. In the path integral there is no reason not to sum over both the twisted and untwisted sectors.
In the twisted sector of a $`Z_2`$ symmetric scalar field theory, the field must vanish somewhere. The interesting case is where the scalar potential yields spontaneous symmetry breaking, for example $`V=m^2\varphi ^2+\lambda \varphi ^4`$. In this case, at least for large $`L`$, energetic considerations prefer that the the field be nonzero over most of space. In the twisted sector one must have an odd number of zeros of $`\varphi `$, whereas in the untwisted sector there must be an even number. For finite $`L`$ the two vacua involved in each case will mix quantum mechanically, with the symmetric state being the ground state. The theory therefore splits into sectors labelled by a $`Z_2`$ topological charge, equal to $`(1)^N`$ where $`N`$ is the number of zeros.
To define the action for twisted fields, one must add the contributions from each coordinate patch. Only one of the two transitions between coordinate patches is nontrivial, so one may take the action to be a single integral evaluated in a single patch, running from $`0`$ to $`L`$. The only problem is that we have to differentiate the field across the special point $`x=0`$, identified with $`x=L`$. The twisted field must undergo a sign change as one crosses this point. The way to differentiate is to note that within a single coordinate patch the derivative is defined as usual as $`d\varphi /dx=`$ Lim$`ϵ0`$ $`(\varphi (x+ϵ/2)\varphi (xϵ/2))/ϵ`$. But if one differentiates across the singular point, one must include a compensating minus sign, using instead Lim$`ϵ0`$ $`(\varphi (x+ϵ/2)+\varphi (xϵ/2))/ϵ`$. We define the latter as the covariant derivative of the field, $`D\varphi `$. (One could instead insert the minus sign in front of $`\varphi (x+ϵ/2)`$, which would reverse the sign of $`D\varphi `$. But like $`\varphi `$ itself, $`D\varphi `$ is only defined up to a sign and nothing physical changes if one reverses it.)
The action is then given by
$$𝒮=𝑑x\left[\frac{1}{2}(D\varphi )^2+V(\varphi )\right].$$
(3)
For example, choosing the singular point to be located at $`x_0=0`$ the action is an integral running from $`0`$ to $`L`$. It is varied subject to the boundary constraint that $`\varphi (0)=\pm \varphi (L)`$ in the untwisted and twisted cases, obtaining
$$\delta 𝒮=\left[\delta \varphi \frac{d\varphi }{dx}\right]_0^L+_0^L𝑑x\delta \varphi \left[\frac{d^2\varphi }{dx^2}+V_{,\varphi }\right].$$
(4)
The action is stationary under all field variations about a classical solution $`\varphi _c(x)`$ if $`\varphi _c(x)`$ obeys the classical field equations away from $`x=0`$ and if $`\frac{d}{dx}\varphi (0)=\pm \frac{d}{dx}\varphi (L)`$, which is just the requirement that the covariant derivative be continuous.
For each value of $`L`$ there is a stationary configuration in the twisted sector. For small $`L`$ this configuration is just $`\varphi =0`$. This configuration is common to both the twisted and untwisted sectors, but it is only stable in the twisted sector because the destabilising negative mode $`\delta \varphi =`$ constant is disallowed by the twisted boundary conditions.
For larger $`L>\pi m^1`$ one can easily check that $`\varphi =0`$ is unstable to a twisted negative mode, and the lowest action solution spontaneously breaks the $`Z_2`$, taking the form shown in Figure 2, with a single zero of the scalar field. We shall show that this solution provides a stable twisted classical vacuum. In the gauge where $`\varphi `$ is continuous there is a ‘kink’ $`d\varphi /dx|_{}^+`$ at the zero of $`\varphi `$, which looks like a charged source coupling to $`\varphi `$. But this ‘charge’ is just a reflection of the change of coordinate chart across the zero.
To find the minimum action state it is convenient to label each field configuration by the by the maximal value of $`|\varphi |`$. Without loss of generality we can take this value of $`\varphi =\varphi _m`$ to be positive. We can also take the sign flip of the field to occur there. Now the field runs from $`\varphi _m`$ to $`+\varphi _m`$, as $`x`$ runs from $`0`$ to $`L`$. However note that we cannot (except by working on a larger covering space - see below) construct a globally valid action involving ordinary integrals and derivatives of the fields. We have to proceed by first introducing an ‘internal boundary’ with the field taking the value $`\varphi _m`$, and then treat $`\varphi _m`$ as a constrained parameter when we vary the action to obtain the field equations.
We start by assuming the field is monotonic. Now we write the action integral as
$$_0^L𝑑x\frac{1}{2}\left(\varphi ^{}\sqrt{2(V(\varphi )V_m)}\right)^2+2_0^{\varphi _m}𝑑\varphi \sqrt{2\left(V(\varphi )V_m\right)}+LV_m,$$
(5)
where $`V_mV(\varphi _m)`$. The first term is positive semidefinite. The action is then bounded below by the value of the second two terms, which we may minimise with respect to $`\varphi _m`$. For any $`\varphi _m`$, the first term is minimised by an appropriate solution of the classical field equations. For the $`\varphi _m`$ which minimises the second two terms, the minimum of the first term is zero. Any other field configuration clearly has larger action and therefore the classical solution is absolutely stable.
If we minimise the second two terms we find
$$V_{,\varphi }(\varphi _m)\left(2_0^{\varphi _m}\frac{d\varphi }{\sqrt{2(V(\varphi )V_m)}}L\right)=0.$$
(6)
The nontrivial solution is that which occurs when $`V_{,\varphi }(\varphi _m)`$ is not zero. If this solution exists, we can show it is a minimum by changing variables in the integral to $`y=\varphi /\varphi _m`$ which runs from $`0`$ to $`1`$. After absorbing the $`\varphi _m`$ in the denominator, the only $`\varphi _m`$ dependence is in the quartic (or more generally the non-quadratic terms) of $`V`$ and $`V_m`$. Hence we see that the first term in (6) is monotonically increasing with $`\varphi _m`$. This, with the fact that $`V_{,\varphi }(\varphi _m)`$ is negative, proves that the second two terms in (5) increase away from the stationary point.
The minimum of the the first term in (5) is obtained when the Bogomol’ny equation $`\varphi ^{}=\sqrt{2(V(\varphi )V_m)}`$ holds. By integrating this we obtain a relation between $`L`$ and $`\varphi _m`$. But this is precisely the condition that the bracketed term in (6) vanishes. Thus the solution to the Bogomol’ny equation minimises the action.
We assumed monotonicity above but it is not hard to show that the energy is always greater for non-monotonic configurations. Notice that stability depends on the higher power terms in the potential - a purely quadratic potential does not allow any nontrivial classical solution except $`\varphi =0`$. In the example we have chosen one can perform the integrals as elliptic integrals K and exhibit the ‘critical behaviour’ in $`\varphi _m`$ for $`L`$ just above $`\pi m^1`$, $`\varphi _m\lambda ^{\frac{1}{2}}(L\pi m^1)^{\frac{1}{2}}`$, with action proportional to $`\lambda \varphi _m^4`$.
Note that it was useful in this analyis to label field configurations by the maximal field value $`\varphi _m`$, separately minimising the action with respect to $`\varphi _m`$ on the ‘internal boundary’ and with respect to variations away from the boundary. The Bogomol’ny equation for example explicitly depends on $`\varphi _m`$. This is not a procedure one is used to for untwisted fields, because the ground state configuration is trivial and independent of $`L`$. In contrast the twisted vacuum depends strongly on $`L`$, even exhibiting a ‘phase transition’ at $`L=\pi m^1`$.
In the gravitational instanton case we shall adopt a similar strategy, with $`\varphi _m`$ replaced by the maximal value of a certain field $`n`$ which shall be twisted. The size of the instanton, analogous to $`L`$, will also be integrated over. Hence we find a one parameter family of classical solutions for each value of either the maximal field value or alternatively the size of the instanton. The action is minimised by one particular solution of the classical field equations.
For a twisted scalar field on a circle, we could have represented the problem on the covering space, a circle twice as large, where we used only the odd Fourier modes for the twisted field. In the nonorientable four dimensional example below this option is not available to us, since we wish to consider an action density which is odd under the $`Z_2`$. If we integrated naively on the covering space we would obtain zero. Instead we must include an orientation flip factor in the integral, which effectively reduces it to one over half the covering space.
## IV $`RP^4`$
The $`Z_2`$ we discussed in the previous section was a purely internal symmetry. Next we shall identify a similar $`Z_2`$ symmetry acting on the conformal factor and related to orientation reversals for coordinate patches covering a non-orientable manifold. We are interested in viewing the conformal factor as a twisted field. We therefore consider metrics of the form
$$g_{\mu \nu }(x)=\mathrm{\Omega }^2(x)g_{\mu \nu }^R(x)$$
(7)
where $`g_{\mu \nu }^R(x)`$ is a Riemannian (positive definite) metric which shall be regular in the classical solution but the conformal factor $`\mathrm{\Omega }^2(x)`$ is allowed to go negative. We shall in what follows refer to geometrical quantities calculated in the metric $`g_{\mu \nu }^R`$ as being in the ‘Riemannian frame’, using terminology analogous to that used in string theory where one considers the ‘string frame’ or ‘Einstein frame’, which are related by a conformal transformation involving the dilaton field.
We consider a theory with a local $`Z_2`$ symmetry, where the $`Z_2`$ involves changing orientation and, in the twisted sector of the theory, reversing the sign of $`\mathrm{\Omega }^2`$. With such a local symmetry we can always choose $`\mathrm{\Omega }^2`$ to be positive everywhere except at conformal zeros. Therefore we are not considering ‘anti-Euclidean’ or ‘mixed signature’ spacetimes, but we are allowing zeros of the conformal factor to be topologically enforced. <sup>*</sup><sup>*</sup>*These conformal zeros will be wrapped around noncontractible codimension one submanifolds of the of the Euclidian spacetime, and may therefore be viewed as stable domain walls. There is a natural generalisation of this construction to higher codimensions. For example, allowing $`\mathrm{\Omega }`$ to carry $`U(1)`$ rather than $`Z_2`$ charge will lead to stable codimension two string worldsheet conformal zeros wrapped on noncontractible two cycles in spacetime. This rich class of structures is under investigation.
Let us now explain the reason for linking the sign change of $`\mathrm{\Omega }^2`$ with orientation reversal. The gravitational/scalar action density (discussed below) involves terms linear in $`\mathrm{\Omega }^2`$ and is therefore odd under the $`Z_2`$. The only way to compensate for a sign change $`\mathrm{\Omega }^2\mathrm{\Omega }^2`$ is to have the the integration measure $`d^4x`$ change sign under the same $`Z_2`$. This means that for the action to be invariant the orientation of the coordinate system must change each time $`\mathrm{\Omega }^2`$ changes sign. Twisted fields by definition undergo an odd number of sign changes as one circumnavigates the background space along certain noncontractible paths. If $`d^4x`$ is to do the same, the manifold must be non-orientable, and we must identify the $`Z_2`$ of the twisted line bundle with the $`Z_2`$ of the orientation bundle.
$`RP^4`$ is the obvious candidate manifold, obtained from $`S^4`$ by identifying antipodal points. There is no global choice for orientation on it. The orientation bundle over $`RP^4`$ has a $`Z_2`$ structure group, and we shall identify some scalar fields (including $`\mathrm{\Omega }^2`$) as odd and twisted under this $`Z_2`$. We shall obtain an invariant action in the twisted sector, and the singular instantons of Section II will emerge as solutions of the classical field equations in this sector.
The space $`RP^2`$ is easier to visualise than $`RP^4`$ and shares the features of non-orientability, and a class of noncontractible codimension one submanifolds, which shall be central to the discussion below. $`RP^2`$ is illustrated in Figure (3). A sphere may be projectively mapped in a one to one manner onto the surface of a cube. $`RP^2`$ is then formed from three faces of the cube by identifying edges as shown in the diagram on the left in Figure (3). We can further simplify the diagram by mapping the whole onto a disk as on the right of Figure (3). The coordinate patches may be extended into small overlap regions. Each of the three patches connects to the other two via two alternate overlap regions. The first involves crossing the labelled boundary $`abc`$ and a change in orientation, Jacobian $`det(x^{}/x)`$ being negative. The other does not, and the Jacobian is positive. (This is made clear by using the obvious Cartesian coordinates on the three faces of the cube). The second important feature is that there is a class of noncontractible $`RP^1`$’s on $`RP^2`$, the most obvious member of which is the $`RP^1`$ boundary $`abc`$ of the three faces shown in Figure (3) with appropriate identifications. (Note that $`RP^1`$ is isomorphic to $`S^1`$: but the same is not true of $`RP^n`$ for $`n>1`$). More generally any closed path in $`RP^2`$ which intersects the $`RP^1`$ an odd number of times is noncontractible, and as one travels along it one must pass through an odd number of nontrivial coordinate transitions.
An important check that we have a consistent fibre bundle is that the product of $`Z_2`$ group elements in triple overlap regions, $`g_{\alpha \beta }g_{\beta \gamma }g_{\gamma \alpha }`$ should be unity. This is indeed satisfied here because in such a triple overlap (shaded region on the right of Figure (3) two of the transitions involve a charge of orientation and the other does not. In the case of $`RP^4`$ the construction is completely analogous except we take half of the faces of a five dimensional hypercube. There is a class of noncontractible $`RP^3`$’s analogous to the $`RP^1`$’s here and as for $`RP^2`$ one can pick one of them to be the one across which the nontrivial field sign and orientation flips occur.
The action for twisted fields takes the form
$$S=\mathrm{\Sigma }_id^4x_i\sqrt{g}L_i$$
(8)
where the sum runs over coordinate patches, and the integral is broken into non-overlapping pieces with common boundaries within the coordinate overlaps. If the Lagrangian density is a twisted scalar, then moving these boundaries around the manifold does not change the action since the minus sign from the Jacobian $`det(x/x^{})`$ is compensated for by the minus sign aquired by the Lagrangian density. Note that the determinant $`g`$, according to the usual transformation laws does not aquire a sign change under an orientation flip and so it is an ‘untwisted’ tensor density.
The action is a functional of the fields in the ‘bulk’ of the $`RP^4`$, with an ‘internal boundary’ which is $`RP^3`$. To write it explicitly we may employ the covering space $`S^4`$, which consists of two identical copies of the $`RP^4`$. Twisted fields are then just odd parity functions on $`S^4`$ while untwisted fields are even parity functions. The two copies of $`RP^4`$ are joined on an even parity three-surface, which consists of two copies of $`RP^3`$. However there is a subtlety associated with integration over the $`RP^4`$. As we have explained, the integral of a twisted scalar is perfectly well defined on $`RP^4`$. But if we use the naive integration measure on $`S^4`$, a twisted scalar would integrate to zero. Instead we must define the integration measure by building in an orientation flip on the three surface common to the $`RP^4`$’s. This involves multiplying $`d^4x\sqrt{g}`$ by a twisted function $`ϵ(x)`$ which equals $`+1`$ on one side and $`ϵ=1`$ on the other side (Figure (4) Now when we integrate a twisted (odd parity) field over the $`S^4`$ and divide by two we get the correct integral over $`RP^4`$. The function $`ϵ(x)`$ effectively introduces a boundary into the problem, which is as we have explained an $`RP^3`$ since twisted or untwisted fields must be odd or even parity on it as well. This ‘internal boundary’ we introduce has degrees of freedom associated with its location on the $`S^4`$. It is not the boundary of the manifold however, rather it is the location of the orientation flip which occurs as we circumnavigate $`RP^4`$.
## V The Action for Twisted Fields
We are now ready to consider the Einstein-scalar theory discussed in Section II. Our first task is to remove the singularity in the metric to obtain well defined field equations. This is done by changing coordinates on superspace to fields which are regular everywhere. The procedure is familiar in the case of singular spacetime coordinates, for example the usual Schwarzchild coordinates for a black hole. Here, as there, the purpose of the change in coordinates is to enable us to pass through the singularity in an unambiguous way to see what is on the other side.
As mentioned above we consider metrics of the form
$$g_{\mu \nu }(x)=\mathrm{\Omega }^2(x)g_{\mu \nu }^R(x)$$
(9)
where the ‘underlying’ metric $`g_{\mu \nu }^R`$ on a compact four-manifold $``$ is assumed positive definite and the conformal factor $`\mathrm{\Omega }^2(x)`$ is viewed as a scalar field living on $``$ which is allowed to vanish. The metric $`g^R`$ shall be regular in the classical solutions we discuss. Writing the metric this way introduces an obvious local symmetry in our (redundant) description of the theory, namely the conformal symmetry
$$\mathrm{\Omega }^2(x)\omega ^2(x)\mathrm{\Omega }^2(x),g_{\mu \nu }^R(x)\omega ^2(x)g_{\mu \nu }^R(x),$$
(10)
and we shall adopt this symmetry as fundamental in the construction below.
When we write the action integral for $`RP^4`$ we need to take into account the ‘internal boundary’ mentioned above. We can write the integral over $`S^4`$ with an extra function $`ϵ(x)`$ as described, or reduce it to an action over one half of $`S^4`$ with a free boundary. The Euclidean Einstein-scalar action for a manifold with a boundary $`B`$ is
$$𝒮_{}=d^4x\sqrt{g}\left(\frac{1}{2\kappa }R+\frac{1}{2}(\varphi )^2+V(\varphi )\right)\frac{1}{\kappa }_B\sqrt{h}K$$
(11)
where $`h`$ is the determinant of the induced three-metric and $`K`$ the trace of the second fundamental form associated with the boundary. The last boundary term is added to remove second derivatives from the action density so that when we vary the action the field equations follow with no constraint on derivatives of the metric normal to $`B`$. We proceed from this action, which is valid only for positive definite metrics, by changing coordinates on field space to obtain a new action which will be well defined even when the conformal factor vanishes.
Under the conformal transformation, $`g=\mathrm{\Omega }^2g^R`$, we find the Ricci scalar $`R=\mathrm{\Omega }^2R^R6\mathrm{\Omega }^3^2\mathrm{\Omega }`$, $`K=\mathrm{\Omega }^1K^R+3\mathrm{\Omega }^2n^a_a\mathrm{\Omega }`$, where $`n^a`$ is the unit outward normal to $`B`$ and of course $`\sqrt{g}=\mathrm{\Omega }^4\sqrt{g^R}`$, $`\sqrt{h}=\mathrm{\Omega }^3\sqrt{h^R}`$. With these substitutions and an integration by parts to remove the second derivatives on $`\mathrm{\Omega }`$ the action (11) becomes
$`{\displaystyle d^4x\sqrt{g^R}\left(\frac{1}{2\kappa }\mathrm{\Omega }^2R(g^R)\frac{3}{\kappa }\left((\mathrm{\Omega })^2\frac{\kappa }{6}\mathrm{\Omega }^2(\varphi )^2\right)+\mathrm{\Omega }^4V(\varphi )\right)}`$ (12)
$`{\displaystyle \frac{1}{\kappa }}{\displaystyle _B}\sqrt{h^R}\mathrm{\Omega }^2K^R.`$ (13)
The kinetic terms for the fields $`\mathrm{\Omega }`$ and $`\varphi `$ may be written as $`\varphi ^I\varphi ^JG_{IJ}`$ where the metric on superspace (the space of fields) is the matrix $`G_{IJ}(\varphi _K)`$. The line element is therefore proportional to $`6d\mathrm{\Omega }^2+\mathrm{\Omega }^2d\varphi ^2`$. Clearly, $`\mathrm{\Omega }=0`$ is a polar coordinate singularity of the ($`\mathrm{\Omega }`$, $`\varphi `$) coordinate system which may be removed by changing to Cartesian coordinates
$$\mathrm{\Omega }_1=\mathrm{\Omega }\mathrm{cosh}(\sqrt{\frac{\kappa }{6}}\varphi )\mathrm{\Omega }_2=\mathrm{\Omega }\mathrm{sinh}(\sqrt{\frac{\kappa }{6}}\varphi ),$$
(14)
or light cone coordinates
$$\mathrm{\Omega }_\pm \mathrm{\Omega }_1\pm \mathrm{\Omega }_2.$$
(15)
The global Lorentzian structure of superspace is illustrated in Figure (5). The singular ‘point’ $`\mathrm{\Omega }=0`$ is now seen to actually be the two lines $`\mathrm{\Omega }_+=0`$ and $`\mathrm{\Omega }_{}`$ =0. We shall be interested in solutions to the field equations which intersect these lines.
In these new regular coordinates the action becomes
$`{\displaystyle d^4x\sqrt{g^R}\left(\frac{1}{2\kappa }\mathrm{\Omega }_+\mathrm{\Omega }_{}R(g^R)\frac{3}{\kappa }(\mathrm{\Omega }_+\mathrm{\Omega }_{})+(\mathrm{\Omega }_+\mathrm{\Omega }_{})^2V(\sqrt{\frac{3}{2\kappa }}\mathrm{ln}(\frac{\mathrm{\Omega }_+}{\mathrm{\Omega }_{}}))\right)}`$ (16)
$`{\displaystyle \frac{1}{\kappa }}{\displaystyle _B}\sqrt{h^R}\left[K^R\mathrm{\Omega }_+\mathrm{\Omega }_{}\right].`$ (17)
This action possesses a lot of symmetry. First, there is general coordinate invariance and conformal invariance of equation (10). Second, there is the $`Z_2`$ symmetry $`\mathrm{\Omega }^2\mathrm{\Omega }^2`$ and $`d^4xd^4x`$. To implement this symmetry in the regular coordinates we must take one of the light cone coordinates, $`\mathrm{\Omega }_{}`$ say, to be odd and the other to be even. Note that the potential $`V(\varphi )`$ was only defined for real $`\varphi `$, corresponding to positive $`\mathrm{\Omega }_{}/\mathrm{\Omega }_+`$. If we are to define the theory at negative $`\mathrm{\Omega }_{}`$, we must extend the definition of the potential. The $`Z_2`$ symmetry tells us how to do this, since if the action is to be invariant under the $`Z_2`$, the potential must be an odd function of $`\mathrm{\Omega }_{}`$. Since what enters the action is $`\mathrm{\Omega }_{}^2V`$, as long as the potential is less divergent than $`e^{+2\sqrt{\frac{2\kappa }{3}}\varphi }`$) as $`\varphi \mathrm{}`$ then the potential term will tend to zero and be only mildly nonanalytic at $`\mathrm{\Omega }_{}=0`$. There is an infinite class of potentials which are odd and for which $`n^2V(n)`$ is analytic at 0, namely $`V=an^1+bn+cn^3\mathrm{}`$ where $`n=e^{\sqrt{\frac{2}{3}}\varphi }=\mathrm{\Omega }_{}/\mathrm{\Omega }_+`$. Any potential $`V(\varphi )`$ may be arbitrarily well approximated by such a series over any finite range of $`\varphi `$.
As we approach a conformal zero, $`\mathrm{\Omega }^2=\mathrm{\Omega }_+\mathrm{\Omega }_{}`$ tends to zero and the potential term becomes negligible. Greater symmetry is then revealed because the kinetic terms in the Lagrangian have an $`O(1,1)`$ symmetry corresponding Lorentz transformations on superspace, which leave $`\mathrm{\Omega }^2=\mathrm{\Omega }_1^2\mathrm{\Omega }_2^2=\mathrm{\Omega }_+\mathrm{\Omega }_{}`$ invariant. This symmetry does not commute with the $`Z_2`$ symmetry, and in fact the combined symmetry group is Pin(1,1) . This symmetry is only asymptotically exact as we approach a conformal zero, but if we insist on preserving it we obtain important additional constraints on the action as we now discuss.Anomaly cancellation is an important motivation for the asymptotic $`O(1,1)`$ symmetry.
As mentioned above, the presence of the orientation flip introduces a boundary into the action being the location of the edge of the coordinate patch with which we attempt to cover the entire $`RP^4`$. The presence of a boundary is an undesirable feature, since a boundary the gravitational action normally allows an arbitrary function of the boundary geometry because the latter is not varied in determining the equations of motion. However the situation we are discussing is much more constrained because of the conformal symmetry of equation (10), and the $`O(1,1)`$ asymptotic symmetry which we seek to respect. Conformal invariance immediately excludes terms constructed solely from the Riemannian metric $`g^R`$, such as the volume or the integral of the Ricci scalar. If we attempt to include correction factors involving $`\mathrm{\Omega }_\pm `$, to restore conformal invariance, the measure term $`\sqrt{h^R}`$ requires odd powers but any curvature invariant requires even powers. Thus we need odd powers of $`\mathrm{\Omega }_\pm `$. But these are excluded by $`O(1,1)`$ symmetry. Thus insisting on the symmetries of the Lagrangian including the asymptotic $`O(1,1)`$, and insisting the Lagrangian density be regular in the regular coordinates, prohibits any additional boundary contributions to the action apart from an irrelevant constant.
Let us now specialise to $`O(4)`$ invariant solutions. The Riemannian line element takes the form
$$ds^{2(R)}=N^2(\chi )d\chi ^2+m^2(\chi )d\mathrm{\Omega }_3^2$$
(18)
where $`N`$ is the lapse function. Both $`N`$ and $`m`$ are arbitrary functions of $`\chi [0,\pi )`$, which is the polar angle on the covering space $`S^4`$. The metric variables $`N`$ and $`m`$ are even parity but $`\mathrm{\Omega }^2`$ is odd. It follows that $`\mathrm{\Omega }^2`$ must vanish on the equator $`\chi =\frac{\pi }{2}`$, and that the first derivatives $`m^{}(\chi )`$ and $`N^{}(\chi )`$ must vanish there. Since $`\mathrm{\Omega }_+`$ is untwisted, and never zero, we may fix the conformal gauge by setting $`\mathrm{\Omega }_+=1`$ everywhere. In this gauge we have only one scalar field, namely
$$\mathrm{\Omega }_{}=e^{\sqrt{\frac{2}{3}}\varphi }n,$$
(19)
which by O(4) symmetry and oddness obeys $`n=0`$ at $`\chi =\frac{\pi }{2}`$. Finally, when constructing the action on $`RP^4`$ we must include the function $`ϵ(x)`$ encoding the orientation reversal, and divide by two. O(4) symmetry forces the sign flip in $`ϵ`$ to occur on the equator, so $`ϵ=+1`$ for $`\chi <\frac{\pi }{2}`$ and $`1`$ for $`\chi >\frac{\pi }{2}`$. We may of course calculate the action by just integrating over the northern hemisphere. Since $`\mathrm{\Omega }^2`$ is zero on the equator, the boundary term in (17) is zero. The boundary conditions at $`\chi =0`$ are that the Riemannian metric and $`n`$ should be regular there, so that the field equations are satisfied. This fixes $`N^{}(0)=\mathrm{\Omega }_{}^{}(0)=0`$, $`m(0)=0`$ and $`m^{}(0)=1`$.
In these new variables the usual Einstein-scalar action is
$$2\pi ^2_0^{\frac{\pi }{2}}𝑑\chi N\left(3\kappa ^1(N^1(N^1m^{})^{}m^2+N^2m_{}^{}{}_{}{}^{2}mm)n+n^2m^3V(\sqrt{\frac{3}{2\kappa }}\mathrm{ln}n)\right).$$
(20)
It is useful to leave $`N`$ in the action so that the Einstein constraint equation emerges by varying with respect to it. But reparametrisation invariance means that all the field equations emerge as equations in the coordinate $`\stackrel{~}{\chi }=_0^\chi 𝑑\chi N`$, and henceforth all primes shall denote derivatives with respect to $`\stackrel{~}{\chi }`$. The action may also be written as an integral over $`0<\stackrel{~}{\chi }<\stackrel{~}{\chi }_{max}`$, with $`\stackrel{~}{\chi }_{max}`$ being the proper distance in the Riemannian metric from the equator to the north pole. It is the analogue of the length $`L`$ of the circle in our non-gravitational problem. Because we integrate over the lapse function $`N`$, $`\stackrel{~}{\chi }_{max}`$ is integrated over in the gravitational path integral.
The action takes the form of that appropriate to a manifold with a boundary, of radius $`m(\stackrel{~}{\chi }_{max})`$, even though as we have emphasised there is really no boundary there. Nevertheless there is a degree of freedom associated with the size of the noncontractible $`RP^3`$ (the singular ‘point’ in the Einstein frame!). We therefore perform the path integral in two steps. For each $`RP^4`$ manifold we find the noncontractible $`RP^3`$ of minimal volume. We then integrate over fluctuations internal to this three surface. Finally we integrate over the geometry of the $`RP^3`$. In the $`O(4)`$ invariant case, the latter is specified by the radius $`m(\stackrel{~}{\chi }_{max})`$. The action depends on $`m(\stackrel{~}{\chi }_{max})`$ and for generic polynomial potentials has a minimum for one particular value.
The action (20) yields the equations of motion,
$$m^{\prime \prime }n+\frac{1}{2}m^{}n^{}+\frac{1}{2}mn^{\prime \prime }=\frac{\kappa }{3}V(n)mn^2,$$
(21)
$$mn^{\prime \prime }+3m^{}n^{}=\frac{2\kappa }{3}mn^3\frac{V(n)}{n}$$
(22)
and the constraint which follows from varying with respect to $`N`$,
$$m^2n+mm^{}n^{}n=\frac{\kappa }{3}V(n)m^2n^2$$
(23)
where prime denotes derivative with respect to $`\stackrel{~}{\chi }=N𝑑\chi `$. For convenience we henceforth regard the scalar potential $`V`$ as a function of $`n`$ which as mentioned above is odd under $`nn`$. The equations of motion respect this symmetry. Note that the constraint equation (23) is consistent with the boundary conditions on the equator, namely $`n=0`$, $`m^{}=0`$, as long as $`n^2V`$ tends to zero there.
These field equations are merely a rewriting of those in Section 2, and they possess the same one parameter family of solutions (Figure (6)). The boundary conditions were discussed above - at $`\chi =0`$ we have $`m=0`$, $`m^{}=1`$ and $`n^{}=0`$, and at $`\stackrel{~}{\chi }=\stackrel{~}{\chi }_{max}`$ we have $`n=0`$ and $`m^{}=0`$. Both $`m`$ and $`n`$ are roughly sinusoidal functions, $`m`$ starting from 0 at the north pole and increasing towards a final value at the equator, and $`n`$ decreasing from a constant at $`\chi =0`$ towards a linear zero on the equator.
A particularly simple case is Garriga’s example based on dimensionally reducing Einstein gravity with a cosmological constant in $`D=5`$ , where $`V=\lambda n^1`$ with $`\lambda `$ a constant. The equations of motion have the solutions $`m=A^1\mathrm{sin}A\stackrel{~}{\chi }`$ and $`n=B\mathrm{cos}A\stackrel{~}{\chi }`$, with $`A=\sqrt{\kappa \lambda /6}`$ and $`B`$ an arbitrary constant. The action (20) is zero for these solutions, as a result of the scale covariance of the theory.
Note that if one worked on the covering space $`S^4`$ and forgot to include the $`ϵ(x)`$ correction factor then one would conclude that for any potential there is a one parameter family of regular solutions but with zero action. These solutions would however be half Euclidean and half anti-Euclidean. When one does introduce $`ϵ(x)`$, $`n`$ is replaced by $`ϵ(x)n`$ in the action (20). This is even but forced to have zeros at the zeros of $`ϵ`$ and $`n`$, which are both on the equator. The field $`ϵ(x)n`$ is positive on both hemispheres but possesses a kink on the equator. Naively, this would mean the equations of motion were violated because the $`(ϵn)^{\prime \prime }`$ terms would introduce a delta function on the equator. But when we vary the action this term arises from the variation with respect to $`m`$, and on the equator we do not vary $`\delta m`$. The point is that the minus sign needed in covariant derivatives of twisted fields cannot be incorporated into an action expressible as a single integral covering the whole manifold. Instead we must use a constrained action. This is analogous to the Dirac monopole case we discuss below where the action must be written as the sum of two integrals, and there is a constraint on the boundary where the two integration regions meet. In fact one can see in our case that the classical field equations, (21,22,23) are satisfied for the entire one parameter family of solutions, provided we use covariant derivatives on the twisted field $`n`$. When we consider $`n`$ on $`RP^4`$, it has a linear zero on the equatorial $`RP^3`$ and increases in both of the normal directions. However the covariant derivative, as discussed in Section III, involves introducing a relative minus sign in $`n`$ on either side. Thus the covariant derivative is perfectly continuous in the solutions, and the field equations are satisfied everywhere. Satisfying the classical differential field equations is therefore not sufficient to guarantee a stationary point of the action. In fact the action is different for the one parameter family of classical solutions, but there is a classical solution of minimal action.
We can parametrise the solutions uniquely by the value of the field at the regular pole $`\varphi _0`$, or $`n_0=\mathrm{exp}(\sqrt{\frac{2\kappa }{3}}\varphi _0)`$, analogous to the maximum field in Section 3. For gently sloping potentials the equations of motion may be approximately solved , yielding
$$𝒮_E24\pi ^2M_{Pl}^4\left[\frac{1}{V(\varphi _0)}\frac{\sqrt{\frac{3}{2}}M_{Pl}V_{,\varphi }(\varphi _0))}{V^2(\varphi _0)}\right]$$
(24)
where $`\varphi _0`$ is the initial scalar field value, and $`M_{Pl}=\kappa ^{\frac{1}{2}}`$ the reduced Planck mass. The second term is the Gibbons-Hawking surface contribution (in the Einstein frame: as we have mentioned there is no boundary contribution in the Riemannian frame). For simple monomial potentials there is a minimal action solution, typically at a value of $`\varphi _0`$ of order $`M_{Pl}`$.
The minimum of the Euclidean action occurs at the minimal value of $`m_0=m(\stackrel{~}{\chi }_{max})`$ for which a classical solution (i.e. a solution of the equations of motion which is regular at the north pole) occurs. To see that a minimum in $`m_0`$ implies an extremum in $`S_E`$, note that both are functions of the maximum $`n_0`$, or the minimal field $`\varphi _0`$. But if $`m_0`$ is minimal then $`S_E`$ must be stationary since $`(S_E/\varphi _0)=(S_E/m_0)(m_0/\varphi _0)=0`$. (Note that the solutions are labelled uniquely by $`n_0`$ or $`\varphi _0`$ but there are two solutions for each $`m_0`$). For the one parameter family of solutions, near the extremum of the action the conformal zero is located on the minimal volume noncontractible $`RP^3`$ in $`RP^4`$ (see Figure (7), and the action $`S_E`$ is minimised. Thus the conformal zero behaves rather like a brane with positive tension. A positive tension brane wrapped around a noncontractible $`RP^3`$ of minimal volume is stable on $`RP^4`$. This leads us to conjecture that the minimal action Euclidean instanton in the above construction is actually stable and has no negative modes .
It may seem puzzling that an action gives rise to a one parameter family of classical solutions of the field equations when each solution has a different action. The resolution of the paradox is that when the topology is nontrivial the action cannot be expressed as a single global integral but must include constraints present which describe the ‘sewing together’ of the different coordinate charts.
An analogue is provided by the Wu-Yang formulation of the Dirac magnetic monopole on $`S^2`$, which we briefly review. A constant radial magnetic field $`\stackrel{}{B}=g\stackrel{}{r}/r^3`$ of arbitrary strength solves the field equations $`\times \stackrel{}{B}=0`$. But the energy functional leading to ths field equation is just the integral over the sphere of $`\frac{1}{2}\stackrel{}{B}^2`$, and is clearly different for all these solutions. The resolution as mentioned is that the action, which is a functional of a gauge non-invariant object, namely the vector potential, is not a single integral but has to be defined over two coordinate patches. If we do attempt to cover the entire $`S^2`$ with a single coordinate patch, we are led to a singular ‘Dirac string’ picture. In the gravitational case above where we attempt to cover $`RP^4`$ with a single coordinate chart we also find a ‘kink’ in the field $`n`$ leading naively to a delta function in its equation of motion (22).
For the magnetic monopole Wu and Yang explained how to avoid the Dirac string. We describe the monopole in two coordinate patches, covering the upper and lower hemisphere respectively. On the upper hemisphere we set the gauge potential $`A_\varphi =A_\varphi ^N=g(1\mathrm{cos}(\theta ))`$ and on the lower hemisphere $`A_\varphi ^S=g(1\mathrm{cos}(\theta ))`$. The two are related by a gauge transformation $`A_\varphi ^N=A_\varphi ^S+_\varphi (2g\varphi )`$. The total magnetic flux is given by Stokes theorem as $`\mathrm{\Phi }=_{equator}(A_\varphi ^NA_\varphi ^S)=4g\pi `$. When one varies the energy functional $`^S+^N\frac{1}{2}\stackrel{}{B}^2`$ with respect to $`\stackrel{}{A}`$, the two surface terms proportional to $`\delta \stackrel{}{A}\times \stackrel{}{B}`$ are together proportional to the variation in the total magnetic flux. Thus the energy functional is indeed stationary but only when we constrain the total magnetic flux.
In our case the analogue of the flux is the volume of the minimal volume noncontractible $`RP^3`$ on $`RP^4`$. This is a quantity which is invariant under the $`Z_2`$ symmetry and is defined at the coordinate overlap where the $`Z_2`$ symmetry acts, analogous to the magnetic flux above. For Dirac monopoles as is well known the flux is quantised in the presence of electrically charged fields. It is a natural and intriguing question whether there is an analogous quantisation of the volume of the minimal $`RP^3`$. If there were, it would lead to the quantisation of the density parameter $`\mathrm{\Omega }`$ in the Universe.
Finally let us discuss the stability of these solutions under non-$`O(4)`$-invariant perturbations. We shall only give a heuristic argument in favour of stability. There are two aspects of stability. The first has to do with the location of the conformal zero. As mentioned, this is analogous to a domain wall wrapped on a noncontractible three-cycle of minimal volume, and one could expect the solution to be stable against deformations of the wall location. The second relates to the freedom we had to place the three-surface on which $`ϵ(x)`$ switches sign on any even parity three surface (Figure (4) ). It is straightforward to check the solution with least action is the one with the zero of $`\mathrm{\Omega }_{}`$ located on the three-surface upon which $`ϵ(x)`$ flips sign. This is seen by substituting the constraint (23) back into the action (20) and noting that the resulting integrand is proportional to $`6\kappa ^1n+2n^2V`$. For small $`n`$ the first term dominates and the action density is negative just above the equator, positive below it. The most negative action is therefore obtained by placing the $`RP^3`$ on the equator i.e. the conformal zero, so that the solution has non-negative conformal factor $`\mathrm{\Omega }^2`$ in the entire oriented coordinate patch being considered.
## VI The Case of Two Singularities
An interesting generalisation of the above construction is obtained by considering the case where the underlying four dimensional manifold is $`S^3\times [0,1]`$, with each end of the resulting cylinder completed by a $`D=4`$ crosscap. The $`D=4`$ crosscap can be thought of as either the total space of the twisted line bundle over $`RP^3`$ with fibres trimmed to finite length, or as the space remaining when a single point is removed from $`RP^4`$. Thus the topology we have in mind can be constructed by taking two $`RP^4`$’s, removing a small 4-disk from each and sewing together along the boundaries.<sup>§</sup><sup>§</sup>§In fact, we can contemplate repeating this process on any base manifold to include any integral number $`n`$ of crosscaps, as is done in $`D=2`$ for the construction of nonorientable Riemann surfaces. However, starting from $`S^4`$, only the cases with $`n\{0,1,2\}`$ allow $`O(4)`$ symmetry. Taking $`n=1`$ gives $`RP^4`$, while $`n=2`$ gives the second manifold under discussion. The underlying Riemannian manifold is still described by the metric (18) but there is no regular pole, so $`m`$ is positive everywhere (see Figure (8)). The field $`n`$ which is $`\mathrm{\Omega }_{}`$ in the gauge $`\mathrm{\Omega }_+=1`$, is twisted and is zero at both the $`\stackrel{~}{\chi }=0`$ and the $`\stackrel{~}{\chi }=\stackrel{~}{\chi }_{max}`$ ends. As in the $`RP^4`$ example, the constraints impose $`m^{}=0`$ on the conformal zeros.
The solutions are parametrised by the minimal value of the scalar field $`\varphi _0`$, or equivalently the maximum value $`n_0`$, which occurs at the midpoint $`\stackrel{~}{\chi }=\stackrel{~}{\chi }_{max}/2`$. Again, with the potential $`V=\lambda n^1`$, there is a simple family of analytic solutions namely $`n=B\mathrm{sin}\sqrt{2\kappa \lambda /3}\stackrel{~}{\chi }`$, and $`m=\sqrt{3/\kappa \lambda }`$. As in the $`RP^4`$ example the action is zero for this special potential because of the scale covariance of the theory.
For a quadratic potential $`V\varphi ^2`$ the action again possesses a minimum, being approximated by the same expression (24) as in the $`RP^4`$ case. The action and other quantities describing the geometry are plotted in Figure (9). We have checked that the ‘radius’ $`m`$ increases from a minimal value at $`\pm \stackrel{~}{\chi }_{max}`$ to a maximum at the centre $`\stackrel{~}{\chi }=0`$. Thus as in the $`RP^4`$ case the conformal zero is located on the non-contractible three-cycle of minimal Riemannian volume.
## VII Singular Instantons and Dimensional Reduction
As demonstrated by Garriga , certain $`D=4`$ singular instanton configurations can be realized as dimensionally reduced nonsingular configurations of $`D=5`$ pure gravity with a positive cosmological constant $`\mathrm{\Lambda }`$. For concreteness, consider Euclidean gravity on a compact five dimensional manifold $`M_5`$ with action
$$𝒮=_{M_5}d^5x\sqrt{g_5}\left[\frac{R_5}{2\kappa _5}+\mathrm{\Lambda }_5\right]$$
(25)
The desired dimensional reduction to four dimensions amounts to compactifying one dimension of $`M_5`$ on a circle. We write the $`D=5`$ line element in the form
$$ds_5^2=\mathrm{exp}\left[\sqrt{\frac{2\kappa _4}{3}}\varphi \right]ds_4^2+\mathrm{exp}\left[2\sqrt{\frac{2\kappa _4}{3}}\varphi \right]\left(\frac{d\theta }{2\pi }\right)^2L^2$$
(26)
where $`ds_4^2`$ is the four dimensional line element of a metric $`g_4`$ on the dimensionally reduced space $`M_4`$, $`\varphi `$ is a real scalar field, and $`\theta [0,2\pi )`$ is an angular coordinate on a circle of length $`L`$. The action becomes
$$𝒮=_{M_4}d^4x\sqrt{g_4}\left\{\frac{R_4}{2\kappa _4}+\frac{1}{2}(\varphi )^2+\mathrm{\Lambda }_4\mathrm{exp}\left[\sqrt{\frac{2\kappa _4}{3}}\varphi \right]\right\}$$
(27)
where $`\kappa _4=\kappa _5L^1`$ and $`\mathrm{\Lambda }_4=\mathrm{\Lambda }_5L`$. Thus, the dimensionally reduced theory looks like gravity on $`M_4`$ plus a minimally coupled scalar field subject to a particular potential. However, if this scheme is to describe a locally non-singular theory in four dimensions, it depends upon the existence of a fibration of $`M_5`$ over $`M_4`$ with $`S^1`$ fibers. Garriga’s observation is that if this topological requirement is relaxed include certain degenerate $`S^1`$ fibrations in which fibers are allowed to shrink to zero size, the result is a class of locally singular $`D=4`$ configurations which descend from perfectly regular $`D=5`$ configurations. In the variables of equation (26), these local singularities arise, from the four dimensional viewpoint, as $`\varphi \mathrm{}`$ poles, acompanied by conformal zeros in the $`D=4`$ metric $`g_4`$. These are precisely the Hawking-Turok singular instantons for the case of the simple exponential potential $`V(\varphi )=\mathrm{\Lambda }_4\mathrm{exp}\left[\sqrt{\frac{2\kappa _4}{3}}\varphi \right]`$.
Clearly, the five dimensional action of equation (25) has an $`O(6)`$ symmetric stationary configuration given by the round five sphere of radius $`\sqrt{\frac{6}{\kappa _5\mathrm{\Lambda }_5}}=\sqrt{\frac{6}{\kappa _4\mathrm{\Lambda }_4}}`$. However, this solution does not admit a degenerate $`S^1`$ fibration of the type described above. Instead, we pursue an $`O(4)\times O(2)`$ symmetric ansatz for the metric $`g_5`$ of the form
$$ds_5^2=\frac{6}{\kappa _5\mathrm{\Lambda }_5}(d\chi ^2+m(\chi )^2d\mathrm{\Omega }_3^2+n(\chi )^2d\theta ^2)$$
(28)
where $`d\mathrm{\Omega }_3^2`$ is locally equivalent to the $`O(4)`$ symmetric line element on a unit three sphere and $`\theta [0,2\pi )`$ is again an angular coordinate on the unit circle. This metric explicitly describes an $`S^1`$ fibration with degenerate fibers over the locus $`n(\chi )=0`$. We are led to the $`D=5`$ stationary configuration given by
$$m(\chi )=\mathrm{sin}(\chi )\text{ ; }n(\chi )=\mathrm{cos}(\chi )$$
(29)
with $`\chi [0,\frac{\pi }{2}]`$.
This solution of the $`D=5`$ field equations looks locally like a five sphere $`S^5`$, but as we discuss below fails globally to give an $`S^5`$ , describing rather the topology of the five-dimensional real projective space $`RP^5`$. Note that $`RP^5`$, unlike $`RP^4`$, is orientable.
The desired reduction of the five-dimensional stationary configuration of equations (28) and (29) is given by taking
$$\varphi \left(\chi \right)=\sqrt{\frac{3}{2\kappa _4}}\mathrm{log}\left(\frac{2\pi }{L}\sqrt{\frac{6}{\kappa _4\mathrm{\Lambda }_4}}\mathrm{cos}(\chi )\right)$$
(30)
and
$$ds_4^2=\frac{2\pi }{L}\left(\frac{6}{\kappa _4\mathrm{\Lambda }_4}\right)^{3/2}\mathrm{cos}(\chi )(d\chi ^2+\mathrm{sin}(\chi )^2d\mathrm{\Omega }_3^2)$$
(31)
which, from the $`D=4`$ point of view, clearly runs from the regular $`\chi =0`$ point with $`\varphi \left(0\right)=\sqrt{\frac{3}{2\kappa _4}}\mathrm{log}\left(\frac{2\pi }{L}\sqrt{\frac{6}{\kappa _4\mathrm{\Lambda }_4}}\right)`$ to the singular $`\chi =\frac{\pi }{2}`$ codimension $`1`$ locus where the metric has a linear conformal zero, and the scalar field $`\varphi `$ rolls off to infinity.
We turn now to an investigation of the global topology of the five dimensional stationary metric given by equations (28) and (29). If this metric is to describe a compact five manifold $`N_5`$, then it gives explicitly a degenerate $`S^1`$ fibration of $`N_5`$ over a four dimensional submanifold $`N_4`$ of $`N_5`$. Furthermore, the $`S^1`$ fibers of this fibration must shrink to zero size precisely over a connected three dimensional submanifold $`N_3`$ of $`N_4`$ with $`N_4`$ and $`N_3`$ locally isometric to the round $`S^4`$ and $`S^3`$, respectively. The $`\chi [0,\frac{\pi }{2})`$ subspace of $`N_5`$ which is the complement $`(N_5N_3)`$ is connected. This implies via the degenerate fibration that $`(N_4N_3)`$ is connected. Thus it is clear that our five dimensional metric cannot describe a topological $`S^5`$, since this would imply that $`N_4S^4`$ and there can be no $`N_3`$ for which $`(S^4N_3)`$ is connected. On the other hand, the identifications $`N_5RP^5`$, $`N_4RP^4`$ and $`N_3RP^3`$ do work, since $`RP^nS^n/Z_2`$ and $`(RP^nRP^{n1})`$ can be connected.
This is, in fact, the only possibility and the global topology of the stationary five metric is that of $`RP^5`$, which has a degenerate $`S^1`$ fibration over $`RP^4`$, with ‘zero size’ fibers over a non-contractible $`RP^3RP^4`$. This makes explicit the connection with our earlier analysis of Hawking-Turok singular instantons arising as conformal zeros of four metrics wrapped on non-contractible cycles of $`RP^4`$.
We can directly construct this degenerate fibration using homogeneous coordinates on $`RP^5`$
$$(u_0,u_1,U)\lambda (u_0,u_1,U),\lambda (R0)$$
(32)
where $`u_0,u_1R`$ and $`UR^4`$. The appropriate polar geodesic coordinate $`\chi [0,\frac{\pi }{2}]`$ is given by
$$\mathrm{tan}\chi =|U/u_0|$$
(33)
For $`\chi [0,\frac{\pi }{2})`$ we can use the scaling freedom of equation (32) to put the $`RP^5`$ coordinates in the form
$$(\xi cos\chi ,Wsin\chi )$$
(34)
where $`\xi =u_1/u_0`$ can be viewed as a local coordinate on $`RP^1S^1`$ and $`W`$ is a point on the unit $`S^3`$. The $`RP^4`$ base for the degenerate fibration can then be defined in homogeneous coordinates by $`u_1=0`$ which amounts to $`\xi =0`$ in the $`\chi [0,\frac{\pi }{2})`$ subspace of $`RP^5`$. It only remains to identify the submanifold of the $`RP^4`$ over which the fibres go to zero size. This is the $`\chi =\frac{\pi }{2}`$ subspace which is the $`RP^3RP^5`$ defined by $`u_0=u_1=0`$. Clearly, the $`\chi `$ of equation (34) can be identified with the $`\chi `$ of the stationary five metric given by equations (28) and (29).
So Garriga’s degenerate dimensional reduction emerges as a special case of our realization of a large class of singular instanton configurations via conformal zeros in the four metric of Euclidean spacetime. As in our case, projective manifolds are involved. But there are several ways in which we expect our intrinsically four dimensional analysis to be more fundamental than an analysis of apparently singular dimensional reductions of non-singular $`D=5`$ gravitational configurations. Firstly, it is not clear why one should insist upon starting from $`D=5`$. One would expect to reach distinct and apparently singular $`D=4`$ configurations arising from the reduction of theories in any $`D>4`$. Is the path integral to sum over configurations in all such higher dimensions? The intrinsic realization of singular stationary points in $`D=4`$ should arise in a purely four dimensional path integral formulation. The fact that certain of these configurations can be embedded in higher dimensional theories may be useful but is unlikely to be fundamental. Secondly for four dimensional topologies more complicated than $`S^4`$ or $`RP^4`$, we expect Hawking-Turok type singular instantons to arise for four dimensional conformal zeros wrapped around each distinct codimension one integral homology cycle. It is difficult to see how these configurations can be easily accommodated in the degenerate dimensional reduction picture.
As a final remark, let us comment on an apparent discrepancy between the four dimensional theory we have defined, which has zero action for Garriga’s potential, and the five dimensional $`RP^5`$ theory discussed above which has a negative action corresponding to that for a five sphere. The resolution is that in the five dimensional interpretation the boundary condition imposed by regularity at $`\chi =\frac{\pi }{2}`$ is that $`n^{}=1`$ so that the singular pole is regular in five dimensions. In our four dimensional picture, however, the boundary condition is that the Riemannian metric radius $`m`$ should be fixed. The actions appropriate to the two different boundary conditions differ by a term which, as noted by Garriga, is minus two thirds of the usual boundary term given in (11). This explains the discrepancy between the two actions. The four dimensional action and boundary condition we have used also respects the scale covariance $`n\lambda n`$ of the theory, which as we have mentioned explains why we obtain zero action. The five dimensional boundary condition violates the scale invariance and that is why one obtains a nonzero action.
## VIII Conclusion
We have discussed an interpretation of instantons possessing conformal zeros which links those zeros to the topological properties of an underlying Riemannian manifold. One of the interesting points to emerge is that the topologically twisted conformal factor does not admit a description via a globally defined action. We have to use a constrained action in which additional data is defined on an ‘internal boundary’. The classical differential equations of motion are a necessary but not sufficient condition for the stationarity of the resulting action, and we have shown that the one parameter family of singular instanton solutions discussed in Section 2 all satisfy the equations of motion but have differing action. We have shown that in the least action solution, the conformal zero is located on the minimal volume noncontractible $`RP^3`$ submanifold, and therefore behaves somewhat like a brane of positive tension. We generalised these arguments to singular instanton solutions with two singularities which are each resolved in the Riemannian frame into ‘cross-caps’possessing noncontractible $`RP^3`$ conformal zeros. We have provided a regular setting for singular instantons which suggests that they may be stable and possess no negative modes. This is an important difference with the usual Coleman-de Luccia instantons .
We have discussed singular instantons with one codimension one conformal zero, which analytically continue to open inflationary Universes. We have also discussed instantons with two codimension one conformal zeros, which analytically continue to closed inflationary Universes. Examples of potentials which give realistic such Universes will be given in a future publication.
Finally, we wish to stress that the idea of allowing conformal zeros is more general and far reaching than the solutions we have explored here. It is a first step towards discussing signature change and topology change in four dimensional quantum geometry. In a forthcoming paper we extend the discussion to higher codimension .
This work was supported by a PPARC (UK) rolling grant and a PPARC studentship. We thank M. Bucher, S. Gratton, S.W. Hawking and V. Rubakov for helpful comments on this work.
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# 1 Introduction
## 1 Introduction
The study of the critical properties of magnetic phase transitions in three dimensional (3D) cubic crystal is a problem attracting theoretical efforts over more than 25 years. By using the lower-order renormalization-group (RG) approach, Wilson and Fisher , Aharony , and Ketley and Wallace showed that in the critical region the fluctuation instability of continuous phase transitions may be observed, and that it may lead to the isotropization of the system with a cubic anisotropy. This fact gave rise to the question of what regime of the critical behaviour is actually realized in 3D cubic crystal with $`N=3`$. It was soon understood that the calculation of the critical dimensionality $`N_c`$ of the order parameter is the crucial point in studying critical phenomena in a cubic crystal. Indeed, the critical value $`N_c`$ separates two different regimes of critical behaviour of the system. For $`N>N_c`$ the cubic rather than the isotropic fixed point is stable in 3D. At $`N=N_c`$ the points interchange their stability so that for $`N<N_c`$ the stable fixed point is the isotropic one. However, attempts to evaluate the critical dimensionality resulted in dramatically different estimates.
In fact, the one-loop RG analysis of the stability matrix eigenvalues of the cubic and isotropic fixed points as well as some symmetry arguments (see section 2) predicts that $`N_c`$ should lie between 2 and 4. Many years ago the three-loop expansion for $`N_c`$ as a power series in $`\epsilon `$ was obtained . Summation of that short series at $`\epsilon =1`$ (D = 3) by means of the Pad$`\stackrel{´}{\mathrm{e}}`$ approximant \[1/1\] yielded the value $`N_c=3.128`$ , while making use of the Pad$`\stackrel{´}{\mathrm{e}}`$-Borel resummation method results in the estimate $`N_c=3`$. In contrast to this, the value $`N_c=2.3`$ has been found on the basis of the variational modification of the Wilson recursion relation method in . Later, however, Newman and Riedel showed by decoupling the infinite system of the recursion relations for the scaling fields and then solving them that for $`D=3`$ $`N_c3.4`$ . At the same time, the classical technique of high-temperature expansions, under some circumstances, allowed one to establish that for $`N=3`$ the isotropic critical asymptotics in a cubic crystal is unstable , thus implying $`N_c<3`$. Ten years ago the analysis of the critical behaviour of the (mn)-component field model, which has a good number of interesting applications to the phase transitions in real substances, has been carried out within the three-loop RG approach in three-dimensions. The calculation of the stability matrix eigenvalues for the cubic model ($`m=1`$, $`n=3`$) provided the stability of the cubic fixed point in 3D, and the critical dimensionality turned out to be equal to 2.91 . In agreement with this, the estimate $`N_c=2.9`$ was given in . More recently, Kleinert and Schulte-Frohlinde calculated the RG functions for the cubic model in $`(4\epsilon )`$ dimensions up to five-loop order . Summation of the critical dimensionality expansion with the help of the Pade approximant \[2/2\] gave the estimate $`N_c=2.958`$ . The cubic fixed point eigenvalues found by means of a simple resummation algorithm of the Borel type, accounting for the large-order behaviour of the $`\beta `$-functions when the anisotropy parameter is very small , indicated that the cubic point is stable in 3D . Finally, in the recent work Ref. by using finite size scaling techniques and the high precision Monte Carlo (MC) simulation it has been suggested that $`N_c`$ coincides with three exactly. Such strong scattering in the estimates of $`N_c`$ motivated us to study this problem with particular care. Calculation of the critical dimensionality as well as the eigenvalue exponents for the cubic and isotropic fixed points by exploiting the higher-order RG approach in three dimensions and generalized Pad$`\stackrel{´}{\mathrm{e}}`$-Borel-Leroy (PBL) resummation technique is the main goal of the paper. As will be shown, our estimates for $`N_c`$ and eigenvalues are in excellent agreement with recent results obtained on the basis of the five-loop $`\epsilon `$-expansions.
The layout of the paper is as follows. In the next section the model Hamiltonian is introduced and the massive field-theoretical RG procedure in fixed dimensions is formulated. The perturbative expansions for $`\beta `$-functions for generic $`N`$ are then deduced up to the four-loop order. In section 3 the structure of the RG flows of the model are investigated and the fixed point locations are calculated using the generalized PBL resummation method. The eigenvalue exponents of the most intriguing $`O(N)`$-symmetric and cubic fixed points are evaluated for the physically significant case $`N=3`$ and the stability problem is solved. The numerical estimate of the critical dimensionality $`N_c`$, at which the topology of the flow diagram changes, is obtained by resumming both the four-loop RG expansions for the $`\beta `$-functions in 3D and the five-loop $`\epsilon `$-expansion for $`N_c`$ at $`\epsilon =1`$. In the conclusion the results of the investigation are discussed, along with the predictions and numerical estimates obtained earlier on the basis of the same or other theoretical approaches.
## 2 The model, RG procedure and $`\beta `$-functions
We start from the fluctuation Hamiltonian
$`H={\displaystyle d^dx\left[\frac{1}{2}(m_0^2\phi _i^2+_\mu \phi _i_\mu \phi _i)+\frac{1}{4!}\left(u_0G_{ijkl}^{\mathrm{\hspace{0.25em}1}}+v_0G_{ijkl}^{\mathrm{\hspace{0.25em}2}}\right)\phi _i\phi _j\phi _k\phi _l\right]},`$ (1)
where $`\phi _i`$, $`i=1,\mathrm{},N`$, is the real vector order parameter field in fixed $`d`$ and $`m_0^2`$ is the linear measure of the temperature, $`u_0`$ and $`v_0`$ denote the ”bare” coupling constants. The symmetrized tensors associated with isotropic and cubic interactions are
$`G_{ijkl}^{\mathrm{\hspace{0.25em}1}}={\displaystyle \frac{1}{3}}\left(\delta _{ij}\delta _{kl}+\delta _{ik}\delta _{jl}+\delta _{il}\delta _{kj}\right),G_{ijkl}^{\mathrm{\hspace{0.25em}2}}=\delta _{ij}\delta _{ik}\delta _{il}`$ (2)
respectively.
The model (1) has a number of interesting applications to the phase transitions in three-dimensional simple and complicated systems. Indeed, when $`N=1`$ Hamiltonian (1) describes the critical phenomena in pure spin system (Ising model), while for $`N=2`$ it corresponds to the anisotropic $`XY`$ model describing structural phase transitions in ferroelectrics as ordering the two-component alloys . The magnetic and structural phase transitions in a cubic crystal are governed by model (1) as $`N=3`$. In the replica limit $`N0`$ Hamiltonian (1) is known to determine the critical properties of weakly disordered quenched systems undergoing second-order phase transitions with a specific set of critical exponents . Finally, the case $`N\mathrm{}`$ corresponds to the Ising model with equilibrium magnetic impurities . In this limit the Ising critical exponent of specific heat $`\alpha `$ changes its sign and takes the Fisher renormalization together with $`\nu `$ and $`\gamma `$: $`\alpha \alpha /(1\alpha )`$, $`\nu \nu /(1\alpha )`$, $`\gamma \gamma /(1\alpha )`$.
To calculate the $`\beta `$-functions normalizing conditions must be imposed on renormalized one-particle irreducible inverse Green functions
$$\mathrm{\Gamma }_R^{(N)}(p;m,u,v;\mathrm{\Lambda };d)=Z_\phi ^{N/2}\mathrm{\Gamma }^{(N)}(p;m_0,u_0,v_0;\mathrm{\Lambda };d)$$
given by corresponding Feynman diagrams, $`\mathrm{\Lambda }`$ is the ultraviolet momentum cut-off. Within the massive field-theoretical RG scheme at zero external momenta and at the limit $`\mathrm{\Lambda }\mathrm{}`$ they are normalized in a conventional way :
$$\begin{array}{cccc}\mathrm{\Gamma }_R^{(2)}(p,p;m,u,v;d)|_{p=0}& =& m^2,& \\ \frac{}{p^2}\mathrm{\Gamma }_R^{(2)}(p,p;m,u,v;d)|_{p=0}& =& 1,& \\ \mathrm{\Gamma }_{uR}^{(4)}(\{p_i\};m,u,v;d)|_{\{p_i\}=0}& =& m^{4d}u,& \\ \mathrm{\Gamma }_{vR}^{(4)}(\{p_i\};m,u,v;d)|_{\{p_i\}=0}& =& m^{4d}v,& \end{array}$$
where $`m`$, $`u`$ and $`v`$ are the renormalized mass and dimensionless coupling constants. The vertices $`\mathrm{\Gamma }_u^{(4)}`$, $`\mathrm{\Gamma }_v^{(4)}`$ are connected with the vertex function without external lines normalized at zero external momenta
$$\mathrm{\Gamma }_{ijkl}^{(4)}(0)=\mathrm{\Gamma }_u^{(4)}G_{ijkl}^{\mathrm{\hspace{0.25em}1}}+\mathrm{\Gamma }_v^{(4)}G_{ijkl}^{\mathrm{\hspace{0.25em}2}}.$$
From equations (LABEL:eq:3) the expansions for the renormalization constants $`Z_\phi `$, $`Z_u`$ and $`Z_v`$ may be obtained
$$\begin{array}{cccc}Z_\phi ^1& =& \frac{}{p^2}\mathrm{\Gamma }^{(2)}(p,p;m_0,u_0,v_0),& \\ Z_u^1& =& \frac{1}{u_0}\mathrm{\Gamma }_u^{(4)}(0;m_0,u_0,v_0),& \\ Z_v^1& =& \frac{1}{v_0}\mathrm{\Gamma }_v^{(4)}(0;m_0,u_0,v_0).& \end{array}$$
These constants relate the ”bare” mass $`m_0`$ and coupling constants $`u_0`$ and $`v_0`$ of the initial Hamiltonian (1) to the corresponding physical parameters
$$m_0^2+\delta m_0^2=m^2,m=Z_\phi \mathrm{\Gamma }^{(2)}(p,p;m_0,u_0,v_0),$$
$$u_0=m^{4d}\frac{Z_u}{Z_\phi ^2}u,v_0=m^{4d}\frac{Z_v}{Z_\phi ^2}v.$$
(3)
With relations (3) taken into account, the $`\beta `$-functions can be calculated via the formulae
$$\begin{array}{ccc}\frac{\mathrm{ln}u_0}{u}\beta _u+\frac{\mathrm{ln}u_0}{v}\beta _v\hfill & =& \hfill (d4),\\ \frac{\mathrm{ln}v_0}{u}\beta _u+\frac{\mathrm{ln}v_0}{v}\beta _v\hfill & =& \hfill (d4),\end{array}$$
where $`\beta _g\frac{g}{|\mathrm{ln}m|}`$, $`g=\{u,v\}`$.
For each Feynman graph contributing to the RG functions the corresponding contractions are computed by the algorithm developed in Ref. . The combinatorial factors as well as the integral values are known from Ref. . After some work we obtain the four-loop expansions for the $`\beta `$-functions in three dimensions:
$`\beta _u`$ $`=`$ $`u\{1u{\displaystyle \frac{6}{N+8}}v+{\displaystyle \frac{1}{(N+8)^2}}[3(2.024691N+9.382716)u^2`$ (4)
$`+`$ $`44.444444uv+10.222222v^2]{\displaystyle \frac{1}{(N+8)^3}}[3(0.449648N^2`$
$`+`$ $`18.313459N+66.546806)u^3+3(6.646878N+164.613849)u^2v`$
$`+`$ $`3(0.621889N+100.955929)uv^2+65.937285v^3]`$
$`+`$ $`{\displaystyle \frac{1}{(N+8)^4}}[(0.155646N^335.820204N^2602.521231N`$
$``$ $`1832.206732)u^43(1.352882N^2182.073890N`$
$``$ $`2064.170701)u^3v+3(27.250336N+2110.408809)u^2v^2`$
$`+`$ $`9(1.291017N+308.599361)uv^3+495.005747v^4]\},`$
$`\beta _v`$ $`=`$ $`v\{1{\displaystyle \frac{1}{N+8}}(12u+9v)+{\displaystyle \frac{1}{(N+8)^2}}[(3.407407N+54.814815)u^2`$ (5)
$`+`$ $`92.444444uv+34.222222v^2]{\displaystyle \frac{1}{(N+8)^3}}[(1.251107N^2`$
$``$ $`41.853902N469.333970)u^3+9(0.248784N+136.511768)u^2v`$
$`+`$ $`957.781662uv^2+255.929737v^3]+{\displaystyle \frac{1}{(N+8)^4}}[(0.574653N^3`$
$``$ $`0.267107N^2+584.287672N+5032.692260)u^4+3(0.057375N^2`$
$`+`$ $`107.641680N+5989.283536)u^3v+3(7321.464604`$
$``$ $`16.494003N)u^2v^2+11856.956858uv^3+2470.392521v^4]\}.`$
These equations are known to have four solutions corresponding to the trivial Gaussian, the Ising, the isotropic (Heisenberg) and the cubic fixed points . The most intriguing of them are the isotropic and cubic ones. The one-loop approximation analysis of the eigenvalue exponents for these points yields the upper boundary value for the critical dimensionality $`N_c`$, $`N_c=4`$.
To determine the lower boundary of $`N_c`$ one should attract the specific symmetry property of model (1), when $`N=2`$ . Namely, the transformation of the field components
$`\phi _1{\displaystyle \frac{1}{\sqrt{2}}}(\phi _1+\phi _2),\phi _2{\displaystyle \frac{1}{\sqrt{2}}}(\phi _1\phi _2)`$ (6)
combined with substitution of the quartic couplings
$`uu+{\displaystyle \frac{3}{2}}v,vv`$ (7)
does not change the structure of the initial Hamiltonian itself. As a result, the $`\beta `$-functions (4), (5) should obey certain symmetry relations :
$`\beta _u(u+{\displaystyle \frac{3}{2}}v,v)`$ $`=`$ $`\beta _u(u,v)+{\displaystyle \frac{3}{2}}\beta _v(u,v),`$
$`\beta _v(u+{\displaystyle \frac{3}{2}}v,v)`$ $`=`$ $`\beta _v(u,v),`$ (8)
but their form remain unchanged. However, for $`N=2`$ transformations (6) and (7) result in the relocation of the coupling constants values so that the cubic and Ising fixed points are transformed into each another at the 3D RG flow diagram. Since the exact RG equations always have the Ising fixed point, which inevitably is the saddle-knot one, these equations should also have the cubic fixed point, which will be unstable. In this situation, the isotropic fixed point, again always existing in the exact RG equations, should be the stable knot only. Therefore, we conclude that the lower boundary of $`N_c`$ is not less than two. The real value of $`N_c`$ can be obtained only on the basis of analysis of the RG flow diagram structure, provided the $`\beta `$-functions of the model are calculated in sufficiently high-order RG approximations and then processed by appropriate resummation techniques.
## 3 Resummation, fixed points and stability
It is well known that the field-theoretical RG series are divergent. The character of their large-order behaviour is well established only for simple $`O(N)`$-symmetric models . The coefficients of the series at large $`k`$ were shown to behave as $`c(a)^kk!k^b`$, where the asymptotic parameters $`a`$, $`b`$ and $`c`$ are assumed to be calculated for each RG function. Knowledge of the exact values of the asymptotic parameters in combination with the most powerful resummation procedure of the Borel transformation with a conformal mapping, first proposed in Ref. , made it possible to develop the accomplished quantitative theory of critical behaviour of simple systems .
At the same time, the asymptotic nature of RG functions of anisotropic models is still unknown. Calculating the large-order asymptotic behaviour for the series in such models is a very difficult problem. That is why, lacking any information about the large-order behaviour either the simple Pad$`\stackrel{´}{\mathrm{e}}`$-Borel or Chisholm-Borel resummation procedures are used. The latter technique, however, possesses at least two inherent drawbacks. First, some ambiguity in the calculation of coefficients of denominators of the Chisholm approximants is unavoidable . Second, the Chisholm-Borel procedure does not hold the specific symmetry properties of a model. At the same time, exploiting the Borel transformation in combination with the Pad$`\stackrel{´}{\mathrm{e}}`$ or Chisholm approximants shows that the results of calculation are very sensitive to the choice of the type of approximants. This may lead to estimates which do not provide reliable predictions even in the higher-loop RG approximations . Besides, in the framework of both schemes it is very difficult to determine any error bounds for the evaluated quantities.
In this paper we attempt to overcome the outlined difficulties by applying the PBL resummation method, generalized for the two coupling constant case, to processing the RG expansions (4) and (5). This method, first introduced by Baker et al in , turned out to be highly efficient when used to study the critical behaviour of the simple $`O(N)`$-symmetric models in 3D. The critical exponent estimates obtained within the framework of this technique are regarded nowadays as the most accurate values, as those of . We motivate our choice of the PBL resummation method with the following reasons.
* 3D RG expansions for the $`\beta `$-functions of the cubic model alternate in signs. Therefore, using PBL resummation technique is quite natural.
* It can be expected that for complex models with more than one coupling constant, the asymptotics of the RG series at large orders will include a factor $`k!k^b`$. The PBL resummation method removes divergences of this type.
* The PBL resummation method allows one to determine the error bounds for the physical quantities to be calculated, in a natural way.
The generalized PBL resummation procedure consists of the following. Let a physical quantity $`F(u,v)`$ be represented by a double series
$`F(u,v)={\displaystyle \underset{i,j}{}}f_{ij}u^iv^j,`$ (9)
where coefficients $`f_{ij}(i+j)!(i+j)^b`$ at large orders $`(i,j\mathrm{})`$, the additional parameter $`b`$ being an arbitrary non-negative number to be defined below. Associated with the initial series (9) is the function
$`(u,v;b)={\displaystyle \underset{0}{\overset{\mathrm{}}{}}}e^tt^bB(ut,vt)𝑑t`$ (10)
The Borel-Leroy transform $`B(x,y)`$ is the analytical continuation of its Taylor series
$`B(x,y)={\displaystyle \underset{ij}{}}{\displaystyle \frac{f_{ij}}{\mathrm{\Gamma }(i+j+b+1)}}x^iy^j`$ (11)
which is absolutely convergent in a circle of non-zero radius. In order to calculate the integral in (10) one should continue analytically $`B(x,y)`$ for $`0x<\mathrm{}`$ and $`0y<\mathrm{}`$. To this end, the rational Pad$`\stackrel{´}{\mathrm{e}}`$ approximants \[L/M\] $`(x,y)`$ are used. The Pad$`\stackrel{´}{\mathrm{e}}`$ approximant method is determined in a conventional way . Let us consider a ”resolvent” series
$`\stackrel{~}{B}(x,y,\lambda )={\displaystyle \underset{k=0}{\overset{\mathrm{}}{}}}\lambda ^k{\displaystyle \underset{l=0}{\overset{k}{}}}{\displaystyle \frac{f_{l,kl}x^ly^{kl}}{\mathrm{\Gamma }(k+b+1)}}={\displaystyle \underset{k=0}{\overset{\mathrm{}}{}}}A_k\lambda ^k,`$ (12)
where coefficients $`A_k`$ are uniform polynomials of $`k`$th order in $`u`$ and $`v`$. The sum of the series is then approximated by
$`B(x,y)=[L/M]|_{\lambda =1}.`$ (13)
The Pad$`\stackrel{´}{\mathrm{e}}`$ approximants \[L/M\] in $`\lambda `$ are given by
$`[L/M]={\displaystyle \frac{P_L(\lambda )}{Q_M(\lambda )}},`$ (14)
where $`P_L(\lambda )`$ and $`Q_M(\lambda )`$ are polynomials of degrees $`L`$ and $`M`$, respectively, with coefficients depending on $`x`$ and $`y`$ which should be determined from the conditions
$`Q_M`$ $`(\lambda )\stackrel{~}{B}(x,y;\lambda )P_L(\lambda )=O(\lambda ^{L+M+1}),`$ (15)
$`Q_M`$ $`(0)=1.`$
Replacing variables $`x=ut`$ and $`y=vt`$ in the Pad$`\stackrel{´}{\mathrm{e}}`$ approximants and then evaluating the Borel-Leroy integral
$`(u,v;b)={\displaystyle \underset{0}{\overset{\mathrm{}}{}}}e^tt^b[L/M]|_{\lambda =1}dt`$ (16)
we obtain the approximate expressions for RG functions.
Among Pad$`\stackrel{´}{\mathrm{e}}`$ approximants the diagonal ($`L=M`$) or near-diagonal ones were proved to exhibit the best approximating properties . However, as the degree of the denominator $`M`$ increases, the number of possible poles of the approximant increases too. If some of the poles belong to the positive real semiaxis, the corresponding approximant should be rejected. Due to this the choice of ”working” approximants, which might be used for analytical continuation of the Borel-Leroy image onto the complex cut plane, is largely limited. On the other hand, varying the free parameter $`b`$ in the Borel-Leroy transformation (10) allows one to optimize the resummation procedure under the condition that the fastest convergence of the iteration process is achieved. So, taking into account the above-mentioned remarks, in order to find the locations of the fixed points we adopt the following scheme. For the fixed $`N`$, the $`\beta `$-functions are resummed by virtue of transformation (10) in the highest-loop orders by shifting the transformation parameter $`b`$. For an analytical continuation of the Borel-Leroy transforms $`B_u(u,v)`$, $`B_v(u,v)`$ over the cut plain the most appropriate Pad$`\stackrel{´}{\mathrm{e}}`$ approximants \[2/1\], \[3/1\] and \[2/2\] are used. The locations of the fixed points are then determined for each $`b`$ from the solution of the set of equations: $`\beta _u^{res}(u_c,v_c)=0`$, $`\beta _v^{res}(u_c,v_c)=0`$. The ”true” locations are obtained by averaging over the values given by the approximants under the optimal value of the parameter $`b`$, at which the quantity $`|1_L(u,v;b)/_{L1}(u,v;b)|`$ reaches its local minima. The quantity $`_L(u,v;b)`$ is evaluated for the $`L`$-partial sum of the series in equation (16), where $`L`$ denotes the step of truncation of the series.
The results of the computation of the cubic fixed point locations depending on the parameter $`b`$ are presented for the physically important case $`N=3`$ in figure 1. Three curves correspond to the three Pad$`\stackrel{´}{\mathrm{e}}`$ approximants. The parameter $`b`$ shifts from $`0`$ to $`3`$. As can be seen from the figure the optimal value of $`b`$ is zero. At this point the numerical values of the cubic fixed point locations given by different approximants are the closest to each other. The result of computing the cubic fixed point locations for $`N=3`$ are also presented in table 1. In the first three columns of the table the fixed point locations values found by means of the Pad$`\stackrel{´}{\mathrm{e}}`$ approximants \[2/1\], \[3/1\], and \[2/2\] at $`b=0`$ are given. Averaging the results of processing over all of the approximants under the optimal value of $`b`$ gives the estimates presented in the fourth column of the table. We adopt these numbers as the final estimates for the cubic fixed point locations found within the four-loop approximation. As the degree of accuracy for these approximate values we take the maximum deviations of the average values of the fixed point locations from those given by the approximants at $`b=0`$.
One can observe, looking at figure 1, that the values of the cubic fixed point locations given by the symmetric approximant \[2/2\] depend weakly on the shift parameter $`b`$. Averaging over all the values given by this approximant within the interval results in the cubic fixed point locations estimates presented in the fifth column of table 1. The coordinates of the cubic fixed point found earlier on the basis of the three- and four-loop approximations, using the Chisholm-Borel resummation method, are presented in the table, for comparison. These numbers include the normalizing multiplier $`\frac{11}{9}`$ needed to compare our $`\beta `$-functions with those obtained in .
To verify the correctness of the chosen approach let us apply the above considered scheme to estimate the fixed point locations of the $`O(3)`$-symmetric model for which the numerical results are well known. The six-loop 3D RG expansion for the $`\beta `$-function of this model was reported in . The PBL resummation of that series using eight types of Pad$`\stackrel{´}{\mathrm{e}}`$ approximants \[2/1\], \[3/1\], \[2/2\], \[4/1\], \[3/2\], \[5/1\], \[4/2\] and \[3/3\] yields, after solving the equation $`\beta ^{res}(g_c)=0`$, the picture displayed in figure 2. It is seen that the values of the isotropic fixed point location calculated in the highest RG orders with the help of the approximants \[3/3\], \[4/2\] and \[3/2\] are very weakly dependent on the parameter $`b`$ varied within the interval $`0b15`$. The curves corresponding to these approximants are intersected at the point $`b=4.5`$. Therefore $`b=4.5`$ is the optimal value of the transformation parameter for which the fastest convergence of the iteration procedure is ensured. For $`b=4.5`$ the central value estimate of the isotropic fixed point is $`g_c=1.392`$. The maximum deviation of the central value from the values given by some of the approximants \[3/3\], \[4/2\] and \[3/2\] at the point $`b=10`$ is adopted approximately as an apparent accuracy of the calculation, $`\mathrm{\Delta }=0.0013`$. Such a small error can be explained by the small dispersion of the curves within the range $`5b10`$. So, the estimate $`g_c=1.3920\pm 0.0013`$ is in excellent agreement with those found more then 20 years ago in as well as with recent results of .
Within the framework of the four-loop approximation there are only three appropriate Pad$`\stackrel{´}{\mathrm{e}}`$ approximants. Averaging the results of computing the isotropic fixed point location given by the approximants \[2/1\], \[3/1\] and \[2/2\] under the optimal value of the transformation parameter results in the estimate $`g_c=1.3925\pm 0.0070`$. The error was determined again through the maximum deviation of the central value from those given by each of the approximants at $`b=0`$. It is seen that the four-loop estimate of the coordinate of the isotropic fixed point is in a good accordance with the best ones followed from the six-loop consideration.
Note, however, that the coordinate of the $`O(3)`$-symmetric fixed point calculated within the five-loop approximation does not approach the ”exact” value. Namely, the PBL resummation procedure leads to the estimate $`g_c=1.3947\pm 0.0040`$. Although the error of the calculation became visibly smaller, the central value of the fixed point location stepped aside from the four- and six-loop ones.
Thus, the fulfilled numerical analysis shows that the isotropic fixed point location estimate obtained in the four-loop level occurs close to the six-loop value. One can expect, therefore, that in the case of the cubic model the fixed point locations $`u_c=1.3428\pm 0.0200`$, $`v_c=0.0815\pm 0.0300`$ (fourth column of table 1) will not be strongly distinguish from the ”exact”, say, the six-loop, values. The coordinates of the cubic fixed point for some $`N`$ are presented in table 2. Our calculations show that for $`N=3`$ the coordinates of the cubic fixed point practically do not differ from those of the Heisenberg one. However, with increasing $`N`$ the cubic fixed point runs away from the isotropic point moving towards the Ising one. In the large $`N`$ limit these two fixed points become close to each another so much that the influence of the $`O(N)`$-symmetric invariant on the critical thermodynamics of the cubic model vanishes. This can be easily seen by applying the $`\frac{1}{N}`$ consideration to the one-loop solutions of the RG equations of model (1). Indeed, rescaling the coupling constants $`uu/N`$, $`vv/N`$ in the initial Hamiltonian and taking then the limit $`N\mathrm{}`$ one can see that the cubic fixed point approaches the Ising one asymptotically. So, the cubic model turns out to be split into $`N`$ non-interacting Ising models, the critical behaviour of each of them will be determined by a set of the critical exponents renormalized according to Fisher .
Another way to determine the fixed point locations in fixed $`D`$ is to construct the RG flows diagram of the model. If, at the flows diagram, there exists a fixed point of stable knot type, the trajectories originated from some point within the range of stability of the initial Hamiltonian would flow towards the knot. The region at the flow diagram where the trajectories are intersected provides the coordinates of the stable fixed point. Investigating the 3D RG flow diagram of model (1) in the four-loop approximation we arrive at the conclusion that the cubic rather than the isotropic fixed point is absolutely stable for all $`N3`$.
At the same time, the reliable prediction about the stability of the cubic fixed point for $`N3`$ can be made on the basis of calculating the eigenvalue exponents $`\lambda `$’s of the stability matrix
$$M_{ij}=\left(\begin{array}{ccc}\hfill \frac{\beta _u}{u}& \hfill \frac{\beta _u}{v}& \\ \hfill \frac{\beta _v}{u}& \hfill \frac{\beta _v}{v}& \end{array}\right)$$
taken at $`u=u_c`$ and $`v=v_c`$. If the real parts of both eigenvalues are negative, the fixed point is the stable knot in the $`(u,v)`$ plane. If $`\lambda _1`$, $`\lambda _2`$ have opposite signs, the point is of the ”saddle-knot” type.
To calculate the stability matrix eigenvalues of the cubic and isotropic fixed points we have chosen the following strategy. First, the derivatives of the $`\beta `$-functions (4) and (5) are calculated, and the new RG expansions resummed by means of the PBL technique are substituted into the matrix $`M_{ij}`$. The eigenvalue exponents of the matrix of derivatives $`M_{ij}`$ obtained in such a way are then evaluated under the optimal value of the transformation parameter $`b`$. In figure 3 we present our numerical results for the series $`\frac{\beta _u}{u}`$ and $`\frac{\beta _v}{v}`$ for the physically interesting case $`N=3`$. The curves correspond to the three types of the Pad$`\stackrel{´}{\mathrm{e}}`$ approximants used within the four-loop approximation. The crossing of the curves gives the optimal value of $`b`$ at which we find $`\frac{\beta _u}{u}|_{opt}=0.7536`$ and $`\frac{\beta _v}{v}|_{opt}=0.0331`$. Because the series $`\frac{\beta _u}{v}`$ and $`\frac{\beta _v}{u}`$ turn out to be shorter by one order in comparison with $`\frac{\beta _u}{u}`$ and $`\frac{\beta _v}{v}`$, their resumming performed with the help of the approximant \[2/1\] only yields the monotonic dependence of the result of processing on the parameter $`b`$. In this unfavorable situation, we take into account an additional Pad$`\stackrel{´}{\mathrm{e}}`$ approximant \[1/1\] to optimize the iteration procedure. The results are plotted in figure 4. For the optimal values of $`b`$ we obtain $`\frac{\beta _u}{v}|_{opt}=0.4566`$ and $`\frac{\beta _v}{u}|_{opt}=0.0409`$. Straightforward calculation of the eigenvalues of the stability matrix $`M_{ij}`$ gives for the cubic fixed point the numbers provided in table 3. The eigenvalues of the isotropic fixed point as well as the analogous numerical estimates obtained recently in on the basis of using the five-loop $`\epsilon `$-expansions are presented for comparison therein. These estimates show that the cubic fixed point is absolutely stable in 3D for $`N=3`$ while the isotropic fixed point appears to be stable on the $`u`$-axis only. Our numerical results agree well with those obtained in . Unfortunately, at present we cannot indicate realistic error bounds in our calculation of the stability matrix eigenvalues. Nevertheless, a crude estimate can be done. In fact, if the model (1) is almost identical to some marginal system for which $`N_c=3`$ in 3D, the stability index $`\lambda _2`$ both for the isotropic and for the cubic fixed points should be equal to zero at $`N=3`$ and, consequently, the points should coincide. Therefore, as can be seen from the numbers given in table 3, the four-loop approximation predicts eigenvalues with error about 0.01. Of course, dealing with the theory without a small parameter and the short perturbative expansions one would refer to such a level of accuracy as satisfactory. However numerically small errors may lead, sometimes, to qualitatively incorrect results .
Note, that although the recent high precision MC simulation using finite size scaling techniques predicts the stability of the isotropic rather than the cubic fixed point, the absolute value of the stability eigenvalue $`|\lambda _2|`$ obtained for the isotropic point turned out to be very small. This is in accordance with our estimate.
Let us now calculate the critical dimensionality $`N_c`$ of the order parameter field. The critical dimensionality is defined as a value of $`N`$ at which the cubic fixed point coincides with the isotropic one. Equivalently, for $`N=N_c`$ the second eigenvalue of the stability matrix $`M_{ij}`$ vanishes, $`\lambda _2=0`$. Studying carefully the 3D RG flow diagram of model (1) depending on the order of approximation for different Pad$`\stackrel{´}{\mathrm{e}}`$ approximants we arrive at the conclusion that $`N_c=2.910\pm 0.035`$ and $`N_c=2.890\pm 0.020`$ within the three- and four-loop approximations, respectively. The accuracy of the calculation of $`N_c`$ was determined through the evaluation of the stability matrix eigenvalues for different $`N`$ from the interval of errors mentioned above. That value of $`N=N_c`$, above or below its central number, at which the second eigenvalue $`\lambda _2`$ was becoming non-zero, was taking for the upper or lower boundary of $`N_c`$, respectively.
It is worth comparing the four-loop estimate of $`N_c`$ just found with that which can be obtained within the $`\epsilon `$-expansion method. The five-loop $`\epsilon `$-expansion for $`N_c`$ has been calculated in . The series turned out to be alternating in signs that allows one to resum it by means of the PBL technique. To this end, we use again the most appropriate Pad$`\stackrel{´}{\mathrm{e}}`$ approximants \[2/1\], \[3/1\] and \[2/2\] for analytical continuation of the Borel-Leroy transform for all $`0\epsilon t\mathrm{}`$. Dependence of the results of processing of the critical dimensionality $`N_c`$ on the transformation parameter $`b`$ is depicted in figure 5. The curves corresponding to the approximants are crossed at the point $`b1`$. The appropriate value of the critical dimensionality is $`N_c=2.894\pm 0.040`$. As an error of the calculation it is natural to assume the maximum scattering of numerical values given by the approximants at $`b=0`$ from that obtained at the crossing point of the curves. This estimate of $`N_c`$ is in excellent accordance with the above found within the 3D RG approach. It also agrees well with the estimates obtained earlier on the basis of the different resummation technique . So, both schemes, the RG technique directly in 3D and the $`\epsilon `$-expansion method, result in the same estimate of the critical dimensionality $`N_c=2.89`$, thus implying that the cubic fixed point is stable in three dimensions for $`N3`$. This means that the critical behaviour of the magnetic phase transitions in crystals with cubic anisotropy should belong to the cubic rather than the isotropic universality class with a certain set of critical exponents. However, due to the obvious marginality of the model ($`N_c3`$) and closeness of both (isotropic and cubic) fixed points on the 3D RG flow diagram for $`N=3`$, the critical exponents values of the cubic point will be practically the same of the isotropic one. That is why the calculation of the critical exponents in cubic magnets with $`N=3`$ seems to be of academic interest only.
## Conclusion
To summarize, the complete analysis of the global structure of RG flows of a model with two quartic coupling constants associated with isotropic and cubic interactions describing magnetic and structural phase transitions in a good number of real substances has been carried out within the massive field theory directly in three dimensions. Perturbative expansions for the $`\beta `$-functions were deduced for generic $`N`$ up to four-loop order. The fixed points locations were found for $`N3`$ by applying the generalized Pad$`\stackrel{´}{\mathrm{e}}`$-Borel-Leroy resummation technique. On the basis of comparative numerical analysis with the $`O(N)`$-symmetric models, the fixed point locations for which have been solidly established , we have made the assumption that the four-loop estimates of the cubic fixed point locations should not differ strongly from the ”exact” values within the error bounds.
The analysis of the eigenvalue exponents of the isotropic and cubic fixed points fulfilled for the physically significant case $`N=3`$ has shown that the cubic rather than the isotropic fixed point is absolutely stable in 3D. The eigenvalues estimates (see table 3) were found to agree well with those calculated on the basis of exploiting the five-loop $`\epsilon `$-expansions combined with a careful resummation procedure . Our results agree numerically with the recent high precision MC estimates , in spite of the latter predicting the stability of the isotropic rather than the cubic fixed point.
The critical dimensionality $`N_c`$ of the order parameter, at which the topology of the flow diagram changes, has been estimated by the two different methods: (a) by resumming the four-loop RG expansions for the $`\beta `$-functions in 3D and (b) by resumming the five-loop $`\epsilon `$-expansion for $`N_c`$ at $`\epsilon =1`$. The numerical estimates $`N_c=2.89\pm 0.02`$ and $`N_c=2.894\pm 0.040`$ obtained are in a good agreement with the earlier results and confirm the conclusion about the stability of the cubic fixed point for $`N3`$. Consequently, the magnetic and structural phase transitions in three-dimensional anisotropic crystals with cubic symmetry are of second order and their critical thermodynamics should be governed by the cubic fixed point with a certain set of critical exponents. Unfortunately, the cubic universality class is not easily distinguished experimentally from the isotropic one, due to the obvious marginality of the problem, $`N_c3`$.
Figure Captions
Fig. 1. Curves demonstrating the dependence of the results of calculating the cubic fixed point locations on the transformation parameter $`b`$ for $`N=3`$. The upper curve ($`\mathrm{}`$) corresponds to the \[2/1\] approximant, while the middle ($`\mathrm{}`$) and lower ($`\mathrm{}`$) curves correspond to the \[2/2\] and \[3/1\] approximants, respectively.
Fig. 2. The results of computation of the O(3)-symmetric fixed point locations from the three- to the six-loop approximations obtained on the basis of the PBL resummation method with eight types of the approximants: \[2/1\] - $`\mathrm{}`$, \[3/1\] - $`\mathrm{}`$, \[2/2\] - $`\mathrm{}`$, \[4/1\] - full $`\mathrm{}`$, \[3/2\] - full $`\mathrm{}`$, \[5/1\] - full $``$, \[4/2\] - $``$, \[3/3\] - $`\times `$.
Fig. 3. Graphs of dependence of the results of processing of the series a) $`\frac{\beta _u}{u}`$, b) $`\frac{\beta _v}{v}`$ on the parameter $`b`$, $`N=3`$. The curves are given in the same notations as in the previous figures.
Fig. 4. Graphs of dependence of the results of processing of the series a) $`\frac{\beta _u}{v}`$, b) $`\frac{\beta _v}{u}`$ on the parameter $`b`$, $`N=3`$. For the curves corresponding to the approximants \[1/1\] and \[2/1\] the notation $`\mathrm{}`$ and $`\mathrm{}`$ are used, respectively.
Fig. 5. Dependence of the results of processing of the $`\epsilon `$-series for the critical dimensionality $`N_c`$ on the transformation parameter $`b`$.
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# H𝛽 Line Width and the UV-X-ray Spectra of Luminous AGN
## 1 Introduction
The Boroson and Green (1992, BG92) “Eigenvector 1” (EV1) is one of the reasons NLS1 are interesting, and why we are having a meeting about them. EV1 (also called Principal Component 1) is a linear combination of correlated optical and X-ray properties representing the greatest variation among a set of spectra. EV1 links narrower (BLR) H$`\beta `$ with stronger H$`\beta `$ blue wing, stronger Fe II optical emission, and weaker \[OIII\] $`\lambda `$5007 emission from the NLR, with steeper soft X-ray spectra (Laor et al. 1994, 1997). The narrower H$`\beta `$ defining NLS1s has been suggested to result from lower Black Hole masses, and therefore higher accretion rates relative to the Eddington limit in these luminous AGN. The NLS1s’ steep X-ray spectra are also suggested to tie in with high Eddington accretion rates (e.g. Laor, these proceedings).
In order to understand these relationships, we have extended the optical spectra of an essentially complete sample of 22 PG QSOs to UV wavelengths. The QSOs of our sample are selected (by Laor et al. 1994) to have low Galactic hydrogen absorption in order to derive reliable soft X-ray slopes and intrinsic absorption. The uncertainties in absorption correspond to less than 5% uncertainty in flux density at Ly$`\alpha `$. Five of these QSOs are NLQ1s<sup>1</sup><sup>1</sup>1At optical wavelengths an observational distinction has been made between the higher luminosity QSOs (L $`>10^{11.3}`$ L, H$`{}_{0}{}^{}=100`$ km s<sup>-1</sup> Mpc<sup>-1</sup>), where nuclear light dominates that from the host galaxy, and the lower luminosity Seyfert galaxies. We refer to QSOs with narrow BLR H$`\beta `$ as NLQ1s. (with H$`\beta `$ FWHMs $`<2000`$ km s<sup>-1</sup>): PG 1001+054 (a BAL QSO, 1740 km s<sup>-1</sup>), PG 1115+407 (1720 km s<sup>-1</sup>), PG 1402+261 (1910 km s<sup>-1</sup>), PG 1440+356 (Mrk 478, 1450 km s<sup>-1</sup>) and PG 1543+489 (1560 km s<sup>-1</sup>). For comparison with X-ray selected samples, we note that the $`UB`$ color criterion for selecting the PG QSOs (Schmidt & Green 1983) is roughly equivalent to the hardness-ratio criterion (HR1 $`<`$0) used to select soft X-ray AGNs (e.g. Grupe et al. 1998).
We address different aspects of the Eigenvector 1 relationships: (i) The correlations among UV and optical emission lines, and soft X-ray slope. We also present the Eigenvector 1 UV-optical relationships via a spectral principal component analysis. (ii) We show relationships among line widths, and (iii) we show new relationships between the UV-optical and X-ray spectral energy distributions (SEDs). We show how the 5 NLQ1s of our sample fit into these relationships.
## 2 The UV Eigenvector 1 Relationships
Examples of our spectra, over the entire UV-optical range, presented in order of optical EV1, are shown in Fig. 1 (see also Wills et al. 1999a,b, Francis & Wills 1999). Inspection shows that, with changing EV1, in the sense of decreasing H$`\beta `$ width and increasing strength of the Fe II(optical) blends, the UV spectrum changes: C IV $`\lambda `$1549 is weaker and broader, Si III\] $`\lambda `$1892 and nearby Fe III blends become more prominent relative to C III\] $`\lambda `$1909, and the strength of low-ionization O I $`\lambda `$1304 and C II $`\lambda `$1335 increases. Low velocity C IV gas appears to be strongly related to the optical NLR \[O III\] $`\lambda `$5007 emission (Brotherton & Francis 1999). Because Si III\] $`\lambda `$1892 has a higher critical density than the C III\] transition, we surmise that increasing Fe II(optical), and narrower H$`\beta `$, correspond to the increasing contribution from very dense gas, $`>10^{10.5}`$ cm<sup>-3</sup>. Unexpectedly, the high-ionization N V $`\lambda `$1240 line strength appears to increase with increasing density. We speculate that the higher-density gas is nitrogen enriched, and the copious dense gas is a result of circumnuclear starbursts. As suggested by BG92, this dense gas reduces the flux of ionizing photons reaching the more extended NLR, resulting in the inverse Fe II(optical)–\[O III\] relationship. In Fig. 1 the continuum of PG 1114+445 is seen to be significantly reddened; apparently dust is associated with the high-ionization UV line absorption and the X-ray warm absorption in this QSO (George et al. 1997; Mathur et al. 1998).
Some correlations between optical EV1 parameters and new UV emission-line parameters are illustrated in Fig. 2. The NLQ1s are distinguished by filled circles. The two-tailed probability of these correlation arising from truly unrelated variables ranges from 1 in 50 to 1 in $`>>1000`$. Note that NLQ1s also contribute to these trends. In the UV they have weaker, broader C IV, stronger N V, stronger low-ionization lines and more dense gas (as indicated by a larger ratio, Si III\] $`\lambda `$1892/C III\] $`\lambda `$1909). Note also that correlations with the X-ray spectral index $`\alpha _x`$ exist despite the characteristic rapid X-ray variability of the NLQ1s.
### 2.1 Spectral Principal Component Analyses
The above trends can be illustrated in another informative way. Fig. 3 shows the mean spectrum in the H$`\beta `$ region (left) and in the range from C IV $`\lambda `$1549 to H$`\alpha `$ (right). Ly$`\alpha `$ is excluded to avoid the complication of strong absorption in a few objects. A standard deviation spectrum in the middle panel shows that most of the spectrum-to-spectrum variation appears to arise from emission from low-velocity gas. This is true for Ly$`\alpha `$, CIV, the Balmer lines, and Fe II(optical) blends. Because the sample is small we show only the first eigenvector, approximately equivalent to BG92’s EV1 (lower panel). Now we can see which parts of the spectrum vary together or are anticorrelated. The well-known BG92 correlation between the blended Fe II(optical) emission and the narrow BLR H$`\beta `$ shows clearly, as well as their anticorrelation with narrow \[O III\] $`\lambda \lambda `$4959,5007. Detailed inspection of the H$`\beta `$ region shows that the lower-velocity gas of the Fe II(optical) emission contributes most to the correlations. (Compare the resolved peaks in the middle and lower panels with the smoother Fe II(optical) blends in the mean spectrum). The UV Fe II blends between about 2200Å and 3600Å (log $`\lambda `$ between 3.34 and 3.56) appear anticorrelated with the strength of optical Fe II blends – probably an effect of optical depth in the optically-thick UV resonance transitions, giving rise to the lower optical depth Fe II optical transitions. This is consistent with the explanation for the weaker \[O III\] in objects with strong Fe II(optical) emission.
This simple interpretation is preliminary but serves to relate the significant correlations with the overall spectrum. Spectral principal component analysis is a powerful tool for analysing linear correlations. Possibly NLS1-type gas is actually present in all QSOs, but with differing contributions to the overall spectra. If so, this would represent a different point of view on the significance of NLS1 line widths. One point remains clear – the luminous NLS1s are, spectroscopically, simply more extreme than broader-line QSOs, but not fundamentally different.
## 3 Line Widths
In a sample with a wide range in luminosity, line width is seen to increase with luminosity. This leads one to question whether the defining criterion for NLS1s or NLQ1s should be a function of luminosity! Even for our small sample the trends of FWHM with luminosity are just significant at the $`1`$% level. The data are consistent with a (luminosity)<sup>1/4</sup> dependence of linewidth expected if gravity dominates the cloud motions (e.g. Laor, these proceedings). Anyway, within our sample, EV1 dominates the spectrum-to-spectrum variations.
Correlations between the widths of the UV broad lines and that of H$`\beta `$ are shown in Fig. 4. The widths of C III\] $`\lambda `$1909 and H$`\beta `$ are strongly correlated, and similarly within the same QSO spectrum. The lower-ionization C III\] emission probably arises in the same region as H$`\beta `$. It seems surprising that the widths of the hydrogen lines, H$`\beta `$ and Ly$`\alpha `$, are not correlated. Neither Ly$`\alpha `$ or C IV widths are correlated with C III\] or H$`\beta `$ widths. Ly$`\alpha `$ and C IV widths are correlated with each other, however (significant at the 0.01% level, 2-tailed). We recall that the strength of the lower-velocity C IV emission is strongly correlated with the strength of \[O III\] $`\lambda `$5007 emission (Figs. 1–3). So part of the C IV profile becomes narrower as Fe II(optical) increases, or as H$`\beta `$ becomes broader. So the lack of correlation between C IV and H$`\beta `$ widths is not so surprising. This lower-velocity C IV-emitting region, called the ILR, an intermediate line region between the highest-velocity VBLR and the NLR, was related to other UV lines in high redshift QSOs by Wills et al. (1993) and Brotherton et al. (1994a,b) (see also, Brotherton & Francis 1999). The trends for high-z QSOs are consistent with our present results for the low-redshift QSO sample. Note that the ‘narrow-line’ QSOs (e.g., Foltz et al. 1987, Baldwin et al. 1988) refer to the strength of the ILR in C IV – inversely related to the width of H$`\beta `$ that defines the NLS1s and NLQ1s! The results of the previous section (Fig. 3) show that much of the Fe II(optical) emission has narrow widths like H$`\beta `$, consistent with both species arising in the same dense gas.
The H$`\beta `$ widths have been suggested as an indicator of low Black Hole mass for NLS1s (Laor, these Proceedings). It has been suggested that H$`\beta `$ and CIII\] might arise from an optically-thick disk, and C IV and Ly$`\alpha `$ may be produced in a high-ionization wind (Murray & Chiang 1998, Bottorff et al. 1997, Königl & Kartje 1994). If the emission lines are produced by different kinematic gas components, then a direct kinematic interpretation of their FWHM is not reasonable. Note that the line widths for Ly$`\alpha `$ and C IV are always broader than that of H$`\beta `$ for the NLQ1s in our sample. This may be consistent with the suggestion that NLQ1s tend to be lower mass objects with high accretion rates that drive an outflow; the higher-ionization lines may be partly broadened by radiation-pressure driven outflow.
## 4 The Spectral Energy Distributions
We compare our well-calibrated HST-McDonald spectral energy distributions with the ROSAT soft X-ray spectra (H$`\alpha `$ to 2 keV, Fig. 5). The spectra are separated by equal logarithmic increments in $`\nu \mathrm{L}_\nu `$ at the continuum wavelength of H$`\alpha `$. While it is difficult to illustrate with just the few spectra of Fig. 5, we find some interesting trends in the whole sample:
* QSOs with strong UV absorption lines have redder optical-UV continuua, and either weaker or flatter soft X-ray spectra. This is the case for the following QSOs of our sample: 1114+445, 1411+442, 1309+355 (radio intermediate), 1001+054 (a NLQ1), and 1425+267 (radio-loud).
* Relative to the optical-UV spectra, anchored at the H$`\alpha `$ continuum, the soft X-ray spectra point towards the UV spectra – either having a steeper X-ray continuum with weaker hard X-rays, or a flatter, but stronger X-ray spectrum. This effect is significant for the whole sample at about the 3$`\sigma `$ level.
* The well-known trend for radio-loud QSOs to have stronger, flatter soft X-ray continua is shown clearly for PG 1226+023 (3C 273) and PG 1512+370 (4C 37.43) (not illustrated here).
The NLQ1s partake of these trends (although none in our sample is radio-loud).
## 5 Summary
The NLQ1s of our sample follow the Eigenvector 1 relationships demonstrated for the whole QSO sample in Figs. 1 and 2. Not only is this true for the H$`\beta `$–\[O III\] region, but it extends to the UV spectra as well. The NLQ1s therefore show narrow C III\] $`\lambda `$1909 emission lines, small ratios of C IV $`\lambda `$1549/Ly$`\alpha `$, larger ratios of N V $`\lambda `$1240/C III\] $`\lambda `$1909, Si III\] $`\lambda `$1892/C III\] $`\lambda `$1909, and $`\lambda `$1400/Ly$`\alpha `$. These trends suggest copious amounts of high-density gas in NLQ1s, which is probably the same gas that suppresses the ionizing-photon flux available to the extended NLR. Strong nitrogen emission suggests that the gas may be enriched, perhaps by starbursts from mergers that fuel the high Eddington accretion rates in NLQ1s.
The high Eddington accretion rates may drive high-ionization outflows; this could explain the broader Ly$`\alpha `$ and C IV$`\lambda `$1549/Ly$`\alpha `$ emission lines in NLQ1s.
The soft X-ray spectra ‘point at’ the UV continuum. The steep X-ray spectra of the NLQ1s correspond to strong UV bumps in these QSOs. However, absorption apparently causes reddening of the optical-UV SEDs, strong UV line absorption, and suppression of soft X-rays.
We thank our collaborators A. Laor, D. Wills, M. Brotherton, B. Wilkes and G. Ferland. B.J.W. is very grateful to the organizing committee, and the Wilhelm und Else Heraeus-Stiftung, for support to attend this exciting meeting. We thank the staff of McDonald Observatory, especially David Doss and Marian Frueh, also Anne Kinney, Jen Christiansen and Tony Keyes of the Space Telescope Science Institute. The research of B.J.W. has been supported by LTSA grant NAG5-3431 and grant GO-06781 from the Space Telescope Science Institute, which is operated by the Association of Universities for Research in Astronomy, Inc., under NASA contract NAS5-26555.
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# Equivariant 𝐾-groups of spheres with actions of involutions
## 1. Introduction
Let $`G`$ be a compact Lie group. As one of (stable) equivariant cohomology theories, $`RO(G)`$-graded cohomology theory has been considered a full equivariant generalization of ordinary singular cohomology, which is built in the interplay relating the Burnside ring, the real character ring $`RO(G)`$, and $`G`$-homotopy theory (see \[LMM81\] for more details). The main difference from the other equivariant cohomology theories is that the coefficient ring is indexed by all virtual real representations instead of integers, and equivariant $`K`$-theory is one of the adequate known examples.
In 1995, Y. Yang \[Yan95\] proved that, for any compact Lie group $`G`$, the coefficient groups $`\stackrel{~}{K}_G^{}(S^0)\stackrel{~}{K}_G(S^{})`$ of $`RO(G)`$-graded equivariant $`K`$-theory can only have $`2`$-torsion. He calculated the reduced equivariant $`K`$-groups of $`S^1`$ and $`S^2`$ with a finite cyclic group $`G`$ acting as involutions, and deduced his main result using the Bott periodicity theorem and J. E. McClure’s results \[McC86\].
More precisely, if a compact $`G`$-space $`X`$ has a base point $``$ fixed by the $`G`$-action, then the reduced equivariant $`K`$-group $`\stackrel{~}{K}_G(X)`$ is defined to be the kernel of the restriction homomorphism $`K_G(X)K_G()`$ induced from the inclusion map $`X`$. In fact, $`K_G(X)`$ and $`\stackrel{~}{K}_G(X)`$ are algebras over the complex character ring $`R(G)`$ (although there is no identity element in $`\stackrel{~}{K}_G(X)`$). Let $`\lambda :GO(1)=\{\pm 1\}`$ be a surjective homomorphism regarded as a one-dimensional real representation of $`G`$. Denote by $`1`$ the trivial one-dimensional real representation of $`G`$. Actually Y. Yang calculated $`\stackrel{~}{K}_G(S^\lambda )`$ and $`\stackrel{~}{K}_G(S^{1\lambda })`$ for finite cyclic groups $`G`$, where $`S^\lambda `$ and $`S^{1\lambda }`$ denote the one-point compactifications of the real representations $`\lambda `$ and $`1\lambda `$, respectively.
The authors proved recently in \[CKMS99, Theorem 10.1\] that $`\stackrel{~}{K}_G(S^\lambda )`$ is isomorphic to the ideal in $`R(G)`$ generated by $`(1\lambda )`$, which extends Y. Yang’s result \[Yan95, Theorem A\] for $`G`$ finite cyclic to any compact Lie group. In this paper we apply the same technique to calculate the $`R(G)`$-algebra structure of $`\stackrel{~}{K}_G(S^{1\lambda })`$ when $`G`$ is a compact Lie group. In particular, we will prove that $`\stackrel{~}{K}_G(S^{1\lambda })`$ is trivial for any compact abelian Lie group $`G`$, which shows that Y. Yang’s result \[Yan95, Theorem B\] is not true.
In the following our main results are stated. Denote by $`H`$ the kernel of the real representation $`\lambda `$. Given a character $`\chi `$ of $`H`$ and $`gG`$, a new character $`{}_{}{}^{g}\chi `$ of $`H`$ is defined by $`{}_{}{}^{g}\chi (h)=\chi (g^1hg)`$ for $`hH`$. Choose and fix an element $`bGH`$. Since a character is a class function and $`G/H`$ is of order two, $`{}_{}{}^{b}\chi ={}_{}{}^{g}\chi `$ for all $`gGH`$ so that $`{}_{}{}^{b}\chi `$ is independent of the choice of the element $`bGH`$. Note that $`R(H)`$ has a canonical $`R(G)`$-module structure given by $`\phi \chi =\mathrm{res}_H\phi \chi `$ for $`\phi R(G)`$ and $`\chi R(H)`$.
###### Theorem 1.1.
Let $`G`$ be a compact Lie group and let $`\lambda :GO(1)`$ be a surjective homomorphism. Denote by $`H`$ the kernel of $`\lambda `$ and choose an element $`bGH`$. Then $`\stackrel{~}{K}_G(S^{1\lambda })`$ is isomorphic to the $`R(G)`$-module consisting of the elements $`\chi {}_{}{}^{b}\chi `$ in $`R(H)`$ for all characters $`\chi `$ of $`H`$. Moreover, the ring structure on $`\stackrel{~}{K}_G(S^{1\lambda })`$ is given by $`\alpha \beta =0`$ for all elements $`\alpha ,\beta \stackrel{~}{K}_G(S^{1\lambda })`$.
###### Corollary 1.2.
In particular, $`\stackrel{~}{K}_G(S^{1\lambda })`$ is trivial if there exists an element in $`GH`$ commuting with all elements in $`H`$ (for example, $`G`$ is abelian).
## 2. Complex $`_2`$-vector bundles over $`S^{1\lambda }`$
We will begin by considering the structure of complex $`_2`$-vector bundles over $`S^{1\lambda }`$. In this case $`\lambda :_2O(1)=\{\pm 1\}`$ becomes an isomorphism.
###### Lemma 2.1.
Every complex $`_2`$-vector bundle over $`S^{1\lambda }`$ decomposes into the Whitney sum of $`_2`$-invariant sub-line bundles.
###### Proof.
The set of $`_2`$-fixed points in $`S^{1\lambda }`$ constitutes a circle, denoted by $`S^1`$, containing $`0`$ and $``$. Then $`S^1`$ divides the sphere $`S^{1\lambda }`$ into two hemispheres, say $`H_1`$ and $`H_2`$. Let $`E`$ be a complex $`_2`$-vector bundle over $`S^{1\lambda }`$. Note that the restriction of $`E`$ to the subspace $`S^1S^{1\lambda }`$ decomposes into the Whitney sum of $`_2`$-invariant sub-line bundles. Choose a $`_2`$-invariant sub-line bundle, say $`F`$, over $`S^1`$. Then it is always possible to extend $`F`$ to a non-equivariant sub-line bundle over $`H_1`$, since the restriction of $`E`$ to $`H_1`$ is non-equivariantly trivial and the set of one-dimensional subspaces of the fiber is homeomorphic to the Grassmann manifold $`G_{}(k,1)P^{k1}`$, the fundamental group of which is trivial. We now extend it over the other hemisphere $`H_2`$ using the $`_2`$-action on $`E`$ to get a resulting $`_2`$-invariant sub-line bundle of $`E`$. ∎
###### Lemma 2.2.
Every complex $`_2`$-vector bundle over $`S^{1\lambda }`$ is trivial.
###### Proof.
It suffices to show that every complex $`_2`$-line bundle $`E`$ over $`S^{1\lambda }`$ is trivial by Lemma 2.1. Choose two $`_2`$-invariant hemispheres, denoted by $`H_0`$ and $`H_{}`$ of $`S^{1\lambda }`$ containing $`0`$ and $``$, respectively, such that $`H_0H_{}=S^{1\lambda }`$ and $`H_0H_{}`$ is a $`_2`$-invariant circle. Since $`H_0`$ (resp. $`H_{}`$) is equivariantly contractible to $`0`$ (resp. $``$), $`E`$ restricted to $`H_0`$ (resp. $`H_{}`$) is equivariantly isomorphic to the product bundle $`H_0\times E_0`$ (resp. $`H_{}\times E_{}`$) where $`E_0`$ (resp. $`E_{}`$) denotes the fiber of $`E`$ at $`0`$ (resp. $``$). Then $`E`$ induces a $`_2`$-equivariant clutching map of $`H_0H_{}`$ into the set $`\mathrm{Hom}(E_0,E_{})`$ of linear maps between the two fibers $`E_0`$ and $`E_{}`$. Note that $`E_0`$ and $`E_{}`$ are isomorphic as complex representations of $`_2`$ since $`0`$ and $``$ are connected by $`_2`$-fixed points, and thus the induced $`_2`$-action on $`\mathrm{Hom}(E_0,E_{})`$ is trivial. Since $`_2`$ acts on the circle $`H_0H_{}`$ as a reflection, the clutching map is equivariantly null-homotopic, that is, $`E`$ is equivariantly trivial. ∎
## 3. Induced vector bundles
In this section we review the notion of induced vector bundles defined in a way similar to the definition of induced representations.
Let $`G`$ be a compact Lie group and let $`X`$ be a $`G`$-space. The set of isomorphism classes of (real or complex) $`G`$-vector bundles over $`X`$, usually denoted by $`\mathrm{Vect}_G(X)`$, is a semi-group under the Whitney sum operation. For a closed subgroup $`H`$ of $`G`$, the inclusion map $`HG`$ induces a semi-group homomorphism $`\mathrm{res}_H:\mathrm{Vect}_G(X)\mathrm{Vect}_H(X)`$ called the *restriction* homomorphism. On the other hand, there is another homomorphism $`\mathrm{ind}_H^G:\mathrm{Vect}_H(X)\mathrm{Vect}_G(X)`$ called the *induction* homomorphism (see for instance \[CS85\] or \[MP85\]). In addition, if $`H`$ has finite index in $`G`$, then the induction homomorphism can be defined explicitly, which we will explain below.
Let $`E`$ be an $`H`$-vector bundle over $`X`$. Choose a set of representatives $`\{t_0,t_1,\mathrm{},t_l\}`$ of $`G/H`$. The identity element of $`G`$ will always be selected as $`t_0`$. Define a group isomorphism $`ı_g:gHg^1H`$ by $`ı_g(ghg^1)=h`$ for $`hH`$ and $`gG`$.
We first construct a $`t_iHt_i^1`$-vector bundle $`t_iE`$ over $`X`$ for each $`0il`$. Consider the following pull-back diagram
$$\begin{array}{ccc}(t_i^1)^{}E& & E\\ & & & & \\ X& \stackrel{t_i^1}{}& X,\end{array}$$
where $`t_i^1`$ denotes the action of $`t_i^1`$ on $`X`$. Since the action of $`t_i^1`$ on $`X`$ is $`ı_{t_i}`$-equivariant, i.e., $`t_i^1(hx)=ı_{t_i}(h)t_i^1(x)`$ for $`ht_iHt_i^1`$ and $`xX`$, the pull-back bundle $`(t_i^1)^{}E`$ has a canonical $`t_iHt_i^1`$-action and it becomes a $`t_iHt_i^1`$-vector bundle over $`X`$, simply denoted by $`t_iE`$. Note that every element in the fiber of $`t_iE`$ at $`xX`$ is represented by $`t_iv`$ for some $`v`$ in the fiber of $`E`$ at $`t_i^1x`$. We now define $`\mathrm{ind}_H^GE`$ by the Whitney sum (without action) of all the bundles $`t_iE`$ and then give a $`G`$-action on it as follows.
Given $`gG`$, each element $`gt_i`$ has a unique form $`t_i^{}h_i`$ for some representative $`t_i^{}\{t_0,\mathrm{},t_l\}`$ and $`h_iH`$. So we define an action of $`g`$ on $`\mathrm{ind}_H^GE`$ by
$$g\left(t_iv_i\right)=t_i^{}(h_iv_i).$$
If $`t_iv_i`$ is an element in the fiber of $`\mathrm{ind}_K^GE`$ at $`xX`$, then each $`v_i`$ is contained in the fiber of $`E`$ at $`t_i^1x`$ and $`h_iv_i`$ is in the fiber of $`E`$ at $`t_i^{}^1gx`$ since $`h_it_i^1=t_i^{}^1g`$. Thus the action of $`g`$ gives a linear map between the two fibers at $`x`$ and $`gx`$ for all $`xX`$. It is easy to see that the definition gives actually an action of $`G`$ on $`\mathrm{ind}_K^GE`$. Moreover the action is compatible with the $`t_iHt_i^1`$-action already defined on $`t_iE`$.
We next show that the induced bundle is independent of the choice of the representatives $`\{t_0,\mathrm{},t_l\}`$ of $`G/H`$. Choose another set of representatives $`\{s_0=e,s_1,\mathrm{},s_l\}`$ of $`G/H`$. We may assume that each $`s_i^1t_i`$ is contained in $`H`$ by arranging the order of representatives if necessary, and that every element in the induced bundle constructed with $`\{s_0,\mathrm{},s_l\}`$ is written by $`s_iv_i`$. It is easy to check that the bundle map defined by $`t_iv_is_i(s_i^1t_i)v_i`$ gives an equivariant isomorphism between the two induced bundles.
###### Lemma 3.1.
If two $`H`$-vector bundles $`E`$ and $`E^{}`$ over $`X`$ are isomorphic, then so are the induced bundles $`\mathrm{ind}_H^GE`$ and $`\mathrm{ind}_H^GE^{}`$. The converse is not true in general.
###### Proof.
Given an $`H`$-vector bundle isomorphism $`\mathrm{\Phi }_0:EE^{}`$, the map
$$\mathrm{\Phi }:\mathrm{ind}_H^GE\mathrm{ind}_H^GE^{}$$
sending $`t_iv_i`$ to $`t_i\mathrm{\Phi }_0(v_i)`$ gives a $`G`$-vector bundle isomorphism. ∎
###### Lemma 3.2.
Let $`W`$ be a representation of $`H`$. Then the induced bundle of the product bundle $`X\times WX`$ is isomorphic to the product bundle $`X\times \mathrm{ind}_H^GWX`$.
###### Proof.
The construction of induced bundles is the same as that of induced representations. ∎
###### Lemma 3.3.
Let $`L`$ be a $`G`$-vector bundle and let $`E`$ be an $`H`$-vector bundle over the same base space $`X`$. Then $`L\mathrm{ind}_H^GE`$ is isomorphic to $`\mathrm{ind}_H^G(\mathrm{res}_HLE)`$.
###### Proof.
For $`lL`$ and $`t_iv_i\mathrm{ind}_H^GE`$, the map
$$\mathrm{\Phi }:L\mathrm{ind}_H^GE\mathrm{ind}_K^G(\mathrm{res}_HLE)$$
sending $`lt_iv_i`$ to $`t_i(t_i^1lv_i)`$ gives a (non-equivariant) vector bundle map. Given $`gG`$ we have $`gt_i=t_i^{}h_i`$ for some representative $`t_i^{}`$ and $`h_iH`$. Then the equalities
$`\mathrm{\Phi }\left(g\left(l{\displaystyle t_iv_i}\right)\right)`$ $`=\mathrm{\Phi }\left(gl{\displaystyle t_i^{}(h_iv_i)}\right)={\displaystyle t_i^{}\left(t_i^{}^1glh_iv_i\right)}`$
$`={\displaystyle t_i^{}h_i\left(t_i^1lv_i\right)}={\displaystyle gt_i\left(t_i^1lv_i\right)}`$
$`=g\mathrm{\Phi }\left(l{\displaystyle t_iv_i}\right)`$
imply that $`\mathrm{\Phi }`$ is $`G`$-equivariant. On the other hand, the inverse bundle map is given by the map sending $`t_i(l_iv_i)`$ to $`(t_il_it_iv_i)`$ for $`l_iL`$ and $`v_iE`$. ∎
## 4. Decomposition of equivariant vector bundles
In this section we rephrase the relevant material from \[CKMS99, Section 2\] to decompose equivariant vector bundles for the readers’ convenience.
Let $`G`$ be a compact Lie group and $`H`$ a closed normal subgroup of $`G`$. Given a character $`\chi `$ of $`H`$ and $`gG`$, a new character $`{}_{}{}^{g}\chi `$ of $`H`$ is defined by $`{}_{}{}^{g}\chi (h)=\chi (g^1hg)`$ for $`hH`$. This defines an action of $`G`$ on the set $`\mathrm{Irr}(H)`$ of irreducible characters of $`H`$. Since a character is a class function, $`H`$ acts trivially on $`\mathrm{Irr}(H)`$. Therefore, the isotropy subgroup of $`G`$ at $`\chi \mathrm{Irr}(H)`$, denoted by $`G_\chi `$, contains $`H`$. We choose a representative from each $`G`$-orbit in $`\mathrm{Irr}(H)`$ and denote by $`\mathrm{Irr}(H)/G`$ the set of those representatives.
Let $`X`$ be a connected $`G`$-space on which $`H`$ acts trivially. Then all the fibers of a $`G`$-vector bundle $`E`$ over $`X`$ are isomorphic as representations of $`H`$. We call the unique (up to isomorphism) representation of $`H`$ the *fiber $`H`$-representation* of $`E`$.
As is well-known, $`E`$ decomposes according to irreducible representations of $`H`$. For $`\chi \mathrm{Irr}(H)`$, we denote by $`E(\chi )`$ the $`\chi `$-isotypical component of $`E`$, that is, the largest $`H`$-subbundle of $`E`$ with a multiple of $`\chi `$ as the character of the fiber $`H`$-representation. Note that $`gE(\chi )`$, that is $`E(\chi )`$ mapped by $`gG`$, is $`{}_{}{}^{g}\chi `$-isotypical component of $`E`$. This means that $`E(\chi )`$ is actually a $`G_\chi `$-vector bundle and that $`_{\chi ^{}G(\chi )}E(\chi ^{})`$, where $`G(\chi )`$ denotes the $`G`$-orbit or $`\chi `$, is a $`G`$-subbundle of $`E`$. Since $`_{\chi ^{}G(\chi )}E(\chi ^{})`$ is nothing but the induced bundle $`\mathrm{ind}_{G_\chi }^GE(\chi )`$, we have the following decomposition
(\*)
$$E=\underset{\chi \mathrm{Irr}(H)/G}{}\mathrm{ind}_{G_\chi }^GE(\chi )$$
as $`G`$-vector bundles.
###### Lemma 4.1.
Two $`G`$-vector bundles $`E`$ and $`E^{}`$ are isomorphic if and only if $`E(\chi )`$ and $`E^{}(\chi )`$ are isomorphic as $`G_\chi `$-vector bundles for each $`\chi \mathrm{Irr}(H)/G`$. In particular, $`E`$ is trivial if and only if $`E(\chi )`$ is trivial for each $`\chi \mathrm{Irr}(H)/G`$.
###### Proof.
The necessity is obvious since a $`G`$-vector bundle isomorphism $`EE^{}`$ restricts to a $`G_\chi `$-vector bundle isomorphism $`E(\chi )E^{}(\chi )`$, and the sufficiency follows from the fact that $`\mathrm{ind}_{G_\chi }^G`$ is functorial. ∎
###### Corollary 4.2.
Two $`G`$-vector bundles $`E`$ and $`E^{}`$ are stably isomorphic if and only if $`E(\chi )`$ and $`E^{}(\chi )`$ are stably isomorphic for each $`\chi \mathrm{Irr}(H)/G`$. ∎
The observation above can be restated in $`K`$-theory as follows. Denote by $`K_{G_\chi }(X,\chi )`$ the subgroup of $`K_{G_\chi }(X)`$ generated by $`G_\chi `$-vector bundles over $`X`$ with a multiple of $`\chi `$ as the character of fiber $`H`$-representations. The reduced version $`\stackrel{~}{K}_{G_\chi }(X,\chi )`$ can be defined accordingly. Then the map sending $`E`$ to $`_{\chi \mathrm{Irr}(H)/G}E(\chi )`$ gives group isomorphisms
$$K_G(X)\underset{\chi \mathrm{Irr}(H)/G}{}K_{G_\chi }(X,\chi )\text{and}\stackrel{~}{K}_G(X)\underset{\chi \mathrm{Irr}(H)/G}{}\stackrel{~}{K}_{G_\chi }(X,\chi )$$
by Corollary 4.2.
###### Lemma 4.3.
If there is a complex $`G_\chi `$-vector bundle $`L`$ over $`X`$ with $`\chi `$ as the character of the fiber $`H`$-representation, then the map sending $`E`$ to $`\mathrm{Hom}_H(L,E)`$ gives group isomorphisms
$$K_{G_\chi }(X,\chi )K_{G_\chi /H}(X)\text{and}\stackrel{~}{K}_{G_\chi }(X,\chi )\stackrel{~}{K}_{G_\chi /H}(X).$$
###### Proof.
It is easy to check that the map
$$K_{G_\chi /H}(X)K_{G_\chi }(X,\chi )$$
sending $`F`$ to $`LF`$ gives the inverse of the map in the lemma. ∎
###### Remark.
The lemma above does not hold in the real category in general, but it does if $`\chi `$ is the character of a real irreducible representation of $`H`$ with the endomorphism algebra isomorphic to the set of real numbers.
## 5. Proof of Theorem 1.1
We now return to our original setting to prove the main result. Hereafter we omit the adjective “complex” for complex vector bundles and complex representations since we work in the complex category. At first consider the additive structure on $`\stackrel{~}{K}_G(S^{1\lambda })`$.
Let $`G`$ be a compact Lie group. Denote by $`H`$ the kernel of the surjective homomorphism $`\lambda :GO(1)=\{\pm 1\}`$. Choose and fix an element $`bGH`$. Since $`G_\chi `$ contains $`H`$ and $`G/H`$ is of order two, $`G_\chi `$ is either $`H`$ or $`G`$ for each irreducible character $`\chi \mathrm{Irr}(H)/G`$. Note that, in each case, the condition of Lemma 4.3 holds, since there exists a $`G_\chi `$-extension of $`\chi `$ \[CKS99, Proposition 4.2\] and it gives a trivial $`G_\chi `$-vector bundle with $`\chi `$ as the character of the fiber $`H`$-representation. Therefore, according to the arguments in the previous section, we have a group isomorphism
(\**)
$$\stackrel{~}{K}_G(S^{1\lambda })\underset{\begin{array}{c}\chi \mathrm{Irr}(H)/G\\ \text{s.t. }G_\chi =H\end{array}}{}\stackrel{~}{K}(S^2)\times \underset{\begin{array}{c}\chi \mathrm{Irr}(H)/G\\ \text{s.t. }G_\chi =G\end{array}}{}\stackrel{~}{K}_{G/H}(S^{1\lambda }).$$
It is well-known that $`\stackrel{~}{K}(S^2)`$ is infinite cyclic with generator $`\zeta 1`$, where $`\zeta `$ and $`1`$, respectively, denote the dual bundle of the canonical line bundle and the trivial line bundle over $`S^2P^1`$ (see for instance \[Ati67, Theorem 2.3.14\]). Moreover, $`\stackrel{~}{K}_{G/H}(S^{1\lambda })`$ is trivial since $`G/H_2`$ and every $`_2`$-vector bundle over $`S^{1\lambda }`$ is trivial by Lemma 2.2. Therefore the decomposition (*4) and Lemma 4.3 in the previous section imply the following lemma.
###### Lemma 5.1.
$`\stackrel{~}{K}_G(S^{1\lambda })`$ is a free abelian group generated by $`\mathrm{ind}_H^G\left(\chi (\zeta 1)\right)`$ for each $`\chi \mathrm{Irr}(H)/G`$ such that $`G_\chi =H`$. Here, the same notation $`\chi `$ is used for the product $`H`$-vector bundle over $`S^{1\lambda }`$ with $`\chi `$ as the character of the fiber representation. ∎
###### Proof of Theorem 1.1.
We now consider the map
$$\mathrm{\Psi }:\stackrel{~}{K}_G(S^{1\lambda })R(H)$$
sending each generator $`\mathrm{ind}_H^G\left(\chi (\zeta 1)\right)`$ of $`\stackrel{~}{K}_G(S^{1\lambda })`$ to $`\chi {}_{}{}^{b}\chi R(H)`$. Since both $`\stackrel{~}{K}_G(S^{1\lambda })`$ and $`R(H)`$ are free abelian groups, $`\mathrm{\Psi }`$ is a well-defined group homomorphism. Moreover it is injective, since the set of the elements $`\chi {}_{}{}^{b}\chi `$ for all $`\chi \mathrm{Irr}(H)/G`$ such that $`G_\chi =H`$ can be extended to an additive basis of $`R(H)`$.
For each $`\chi \mathrm{Irr}(H)`$, either $`G_\chi =H`$ or $`G`$. In case that $`G_\chi =G`$, we have $`\chi {}_{}{}^{b}\chi =0`$. Thus the image of $`\mathrm{\Psi }`$ is generated by the elements $`\chi {}_{}{}^{b}\chi `$ for all $`\chi \mathrm{Irr}(H)`$, that is, the $`R(G)`$-submodule of $`R(H)`$ consisting of the elements $`\chi {}_{}{}^{b}\chi `$ for all characters $`\chi `$ of $`H`$.
Given a character $`\phi `$ of $`G`$, as in Lemma 5.1, we use the same notation $`\phi `$ for the product $`G`$-vector bundle over $`S^{1\lambda }`$ with $`\phi `$ as the character of the fiber representation. Then Lemma 3.3 implies that
$$\phi \mathrm{ind}_H^G\left(\chi (\zeta 1)\right)=\mathrm{ind}_H^G\left(\mathrm{res}_H\phi \chi (\zeta 1)\right).$$
Since $`{}_{}{}^{b}(\mathrm{res}_H\phi )=\mathrm{res}_H\phi `$, we have the equalities
$`\mathrm{\Psi }\left(\phi \mathrm{ind}_H^G(\chi (\zeta 1))\right)`$ $`=\mathrm{res}_H\phi \chi {}_{}{}^{b}(\mathrm{res}_H\phi ){}_{}{}^{b}\chi `$
$`=\mathrm{res}_H\phi (\chi {}_{}{}^{b}\chi )`$
$`=\phi \mathrm{\Psi }\left(\mathrm{ind}_H^G(\chi (\zeta 1))\right)`$
showing that $`\mathrm{\Psi }`$ is an $`R(G)`$-module homomorphism.
It remains to show the ring structure on $`\stackrel{~}{K}_G(S^{1\lambda })`$. It suffices to show that the tensor product of any two generators in $`\stackrel{~}{K}_G(S^{1\lambda })`$ is zero. Note that, given an induced bundle $`\mathrm{ind}_H^G(\chi \zeta )`$, the image of $`\chi \zeta `$ mapped by the $`b`$-action, that is the $`{}_{}{}^{b}\chi `$-isotypical component of $`\mathrm{ind}_H^G(\chi \zeta )`$, is isomorphic to $`{}_{}{}^{b}\chi \zeta ^{}`$ where $`\zeta ^{}`$ denotes the dual bundle of $`\zeta `$. Indeed, the pull-back bundle $`(b^1)^{}(\zeta )`$ is isomorphic to $`\zeta ^{}`$, since the action $`b^1:S^{1\lambda }S^{1\lambda }`$ is a reflection so that it induces the multiplication by $`1`$ on the second cohomology level. It follows that
$`\mathrm{res}_H\mathrm{ind}_H^G\left(\chi (\zeta 1)\right)`$ $`=\chi (\zeta 1)+{}_{}{}^{b}\chi (\zeta ^{}1)`$
$`=\chi (\zeta 1){}_{}{}^{b}\chi (\zeta 1)`$
$`=(\chi {}_{}{}^{b}\chi )(\zeta 1),`$
since $`\zeta ^{}1=(\zeta 1)`$ in $`\stackrel{~}{K}(S^2)`$. Therefore, by Lemma 3.3, we have the equalities
$`\mathrm{ind}_H^G\left(\chi (\zeta 1)\right)\mathrm{ind}_H^G\left(\eta (\zeta 1)\right)`$
$`=\mathrm{ind}_H^G\left(\mathrm{res}_H\mathrm{ind}_H^G(\chi (\zeta 1))\eta (\zeta 1)\right)`$
$`=\mathrm{ind}_H^G(((\chi {}_{}{}^{b}\chi )\eta (\zeta 1)^2)`$
$`=0,`$
since $`(\zeta 1)^2=0`$ in $`\stackrel{~}{K}(S^2)`$ (see \[Ati67, Theorem 2.3.14\]). ∎
###### Proof of Corollary 1.2.
By assumption there exists an element $`bGH`$ such that $`bh=hb`$ for all $`hH`$. It follows that $`{}_{}{}^{b}\chi (h)=\chi (b^1hb)=\chi (h)`$ for any character $`\chi `$ of $`H`$, which completes the proof. ∎
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# Valence electronic structure of 𝑀𝑛 in undoped and doped lanthanum manganites from relative 𝐾 x-ray intensity studies
## I Introduction
The variety of physical properties of $`ABO_3`$ oxides with perovskite structures has made them a lively area of research in the last decade. Among these compounds, the hole doped $`La_{1x}B_xMnO_3`$ ($`B`$ = $`Ca`$, $`Sr`$, and $`Ba`$) and electron doped $`La_{1x}Ce_xMnO_3`$ compounds have attracted much attention recently due to the discovery of colossal magnetoresistance effects . Both end members of the above compounds behave like paramagnetic insulators at higher temperatures and antiferromagnetic insulators at low temperatures, but when trivalent $`La`$ is replaced by divalent $`Ca`$, $`Sr`$ or $`Ba`$ (hole doped) or tetravalent $`Ce`$ (electron doped) in the range of $`0.2x0.4`$ the material becomes a metallic ferromagnet below the transition temperature . From electronic point of view the doped compounds below the transition temperature are mixed valent systems with a disordered distribution of $`Mn^{3+}`$ and $`Mn^{4+}`$ ions in hole doped and $`Mn^{2+}`$ and $`Mn^{3+}`$ in electron doped compounds. The Hund coupled $`t_{2g}`$ electrons may be considered as a single localised spin with $`S=\frac{3}{2}`$ while the $`e_g`$ electrons are strongly hybridized with oxygen $`2p`$ states. In divalent doping a corresponding number of $`Mn`$ ions are converted into quadrivalent $`Mn^{4+}`$ ($`t_{2g}^3`$) i.e. the divalent dopants introduce holes in the $`e_g2p`$ band near the Fermi energy. The strong coupling between the magnetic ordering and the electrical conductivity is explained by the double exchange model , in which the holes in the $`e_g2p`$ band are the electrical carriers that move on a background of $`Mn^{4+}`$ ($`t_{2g}^3`$) ions in hole doped compounds whereas in electron doped compounds electrons in the $`e_g2p`$ band are electrical carriers.
There is much conflicting data on the valence of $`Mn`$ in $`La_{1x}B_xMnO_3`$ ($`B`$ = $`Ca`$, $`Sr`$, and $`Ba`$). The work of Hundley and Neumeier on thermoelectric power (TEP) experiments finds that more holelike charge carriers or alternatively fewer accesible $`Mn`$ sites are present than expected for the value $`x`$. They suggest a charge disproportionation model based on the instability of $`Mn^{3+}Mn^{3+}`$ relative to $`Mn^{2+}Mn^{4+}`$. This transformation provides excellent agreement with doping-depend trends exhibited by both TEP and resistivity. The electronic paramagnetic resonance (EPR) measurements of Oseroff et al. suggest that below 600 K there are no isolated $`Mn`$ atoms of $`2^+`$, $`3^+`$, or $`4^+`$. However they argue that EPR signals are consistent with a complex magnetic entity composed of $`Mn^{3+}`$ and $`Mn^{4+}`$ ions. $`Mn`$ $`2p`$ x-ray photoelectron spectroscopy (XPES) and $`O`$ $`1s`$ absorption studies of Park et al. suggest the double exchange theory with mixed valence $`Mn^{3+}/Mn^{4+}`$ ion. They were able to obtain approximate spectra of the intermediate doping XPES spectra by linearly combining the end-member spectra – consistent with a linear change of spectral features with doping. However, the significant discrepancy between the weighted spectrum and the prepared spectrum (for given $`x`$) suggests a more complex doping effect. Subias et al. examined the valence state of $`Mn`$ $`K`$-edge x-ray absorption near edge spectra (XANES) and found a large dicrepancy between intermediate doping spectra and linear combination of the end members. Tyson et al. from their high resolution $`Mn`$ $`K\beta `$ spectral studies show that the $`LaMnO_3`$ and $`CaMnO_3`$ to be covalent $`Mn^{3+}`$ and $`Mn^{4+}`$, respectively, by a clear comparison with $`Mn^{3+}`$$`Mn_2O_3`$ and $`Mn^{4+}`$$`MnO_2`$ covalent oxide standards. For $`La_{1x}Ca_xMnO_3`$ ($`0.3x0.9`$) their $`Mn`$ $`K\beta `$ emission results are consistent with a mixed valent $`Mn^{3+}/Mn^{4+}`$ while mixed spectra are well represented by linear superposition of end spectra in direct proportion to $`x`$.
Millis et al. showed that the double exchange model cannot explain the CMR effect in $`La_{1x}Sr_xMnO_3`$ and proposed that polaron effects due to a strong electron-phonon interaction arising from Jahn-Teller splitting of the $`Mn`$ $`d`$-levels play an important role.
The study of Dessau et al. suggested that changes in the density of states at the Fermi level play a dominant role in the ”colossal” conductivity changes which occur across the magnetic ordering temperature. This contrasts with the typical explanations (such as double exchange or Anderson localization) in which the most dominant cause for the conductivity is a change in the carrier mobility.
The purpose of the present study is to determine the electronic structure of valence states of $`Mn`$ in various manganese oxide compounds including the CMR materials above the transition temperature. The study mainly deals with a measurement of $`K\beta /K\alpha `$ x-ray intensity ratios of $`Mn`$ in which the atomic-type $`K\beta `$ transition is sensitive to the valence electronic structure of $`Mn`$. The change in the $`K\beta /K\alpha `$ x-ray intensity ratio is caused by a change in the $`3p`$ electron screening due to a change in the localized $`3d`$ electron population. Earlier studies on the influence of chemical effect in the $`K\beta /K\alpha `$ ratios of $`3d`$ metals in their compounds by Brunner et al. had shown that $`3d`$ electron delocalization of the transition metal causes changes in the $`3p`$ electron screening which is responsible for the change in the $`K\beta /K\alpha `$ ratio. In many compounds transfer of electrons from the ligand atom to the $`3d`$ state of the metal or vice versa can also cause a change in the $`3d`$ electron population of the metal which will cause a change in the $`K\beta /K\alpha `$ ratio.
## II Experimental details
Bulk ceramic samples were prepared through conventional solid state reaction route starting from $`La_2O_3`$, $`CaCO_3`$ ($`SrCO_3`$) and $`MnO_2`$ for the hole doped samples and $`La_2O_3`$, $`CeO_2`$ and $`Mn_2O_3`$ for the electron doped cerium compound. Stochiometric amounts of the various compounds were mixed, ground and heated in air for 18 hrs at 900 C for divalent doped samples and heated at 1100 C for $`Ce`$ doped sample. The reacted powder is then reground, pelletized and sintered for 15 hrs at 1450 C in oxygen flow, cooled down to 1000 C at 10 C $`/`$ min kept for 10 hrs in oxygen flow, and cooled to room temperature at 10 C $`/`$ min. The samples were characterized through x-ray diffraction (XRD) and energy dispersive x-ray microanalysis (EDX). The cell constants were calculated using the XLAT software. The composition was found to be nearly identical to the starting composition within the accuracy of 3% of EDX.
The $`\gamma `$-ray fluorescence experiments were carried out on pelletized samples of the size 15mm dia $`\times `$ 3mm thick. Gamma rays of 59.54 keV from a 200 mCi $`{}_{}{}^{241}Am`$ point-source have been used to ionize the target atoms and the emitted x-rays following the ionization were detected by a 30 mm$`{}_{}{}^{2}\times `$3mm thick Canberra Si(Li) detector having a 12.7 $`\mu `$m thick beryllium window. The resolution of the Si(Li) detector was $``$165 eV \[full width at half maximum(FWHM)\] for a 5.9 keV x-ray peak. Details of the experimental arrangements can be found in an earlier paper .
Pulses from the Si(Li) detector preamplifier were fed to an ORTEC-572 spectroscopy amplifier and then recorded in a Canberra PC based Model S-100 multichannel analyzer. The gain of the system was maintained at $``$16 eV/channel. The counting was continued until the counts under the less intense $`K\beta `$ peak were around 4.5 $`\times `$ 10<sup>4</sup>. Two sets of measurements were carried out for each sample and an average of the two measurements is found for the $`K\beta /K\alpha `$ x-ray intensity ratio which is reported.
## III Data analysis and corrections
All the x-ray spectra were carefully analyzed with the help of a multi-Gaussian least-square fitting programme incorporating a non-linear background subtraction. No low energy tail was included in the fitting as its contribution to the ratio was shown to be quite small . The $`K\beta /K\alpha `$ x-ray intensity ratios were determined from the fitted peak areas after applying necessary corrections to the data. A typical x-ray spectrum of $`LaMnO_3`$ is shown in Fig. 1.
In the experiment it was found that the $`L\gamma `$ x-rays of $`La`$ and $`Ce`$ interfere in the $`K`$ x-ray peaks of $`Mn`$. In order to make suitable corrections to the measured $`K\alpha `$ and $`K\beta `$ x-ray intensities of $`Mn`$ from $`L\gamma `$ x-ray peaks of $`La`$ and $`Ce`$ we have recorded the $`L`$ x-ray spectra of $`La`$ and $`Ce`$ in $`La_2O_3`$ and $`CeO_2`$ samples which are shown in Figs. 2 and 3, respectively. A typical $`K`$ x-ray spectrum of $`Mn`$ for the sample $`LaMnO_3`$ is shown in Fig. 4 in which the fitted spectrum is also shown.
Corrections to the measured $`K\beta /K\alpha `$ ratios come from the $`L\gamma _{15}`$ x-rays of $`La`$ and $`Ce`$ interfering with the $`K\alpha `$ peak of $`Mn`$ and $`L\gamma _{23}`$ x-ray peak of $`Ce`$ interfering with the $`K\beta `$ peak of $`Mn`$. We did not find any $`L\gamma _{23}`$ peak in the $`L`$ x-ray spectrum of $`La`$ (see Fig. 2) and hence its interference to the $`K`$ x-ray spectrum of $`Mn`$ is assumed to be negligible and not considered for the correction. The interference correction was made by measuring the $`L\gamma _{15}/L\alpha `$ and $`L\gamma _{23}/L\alpha `$ intensity ratios of $`La`$ and $`Ce`$ in their $`L`$ x-ray spectra in $`La_2O_3`$ and $`CeO_2`$ samples and equating these ratios for the CMR samples.
The interference of $`L\gamma _{15}`$ x-ray peak of $`La`$ in the $`K\alpha `$ x-ray peak of $`Mn`$ was estimated by using the following equation:
$$(\frac{I_{L\gamma _{15}}^{La}}{I_{L\alpha }^{La}})_{La_2O_3}C_1=(\frac{I_{L\gamma _{15}}^{La}}{I_{L\alpha }^{La}})_iC_i$$
(1)
where $`i`$ stands for $`LaMnO_3`$, $`La_{0.7}Ca_{0.3}MnO_3`$, and $`La_{0.7}Sr_{0.3}MnO_3`$ samples, $`C_1`$ corresponds to self absorption correction for the ratio $`(\frac{I_{L\gamma _{15}}^{La}}{I_{L\alpha }^{La}})`$ in $`La_2O_3`$ and $`C_i`$ ’s are the self-absorption corrections for the ratio $`(\frac{I_{L\gamma _{15}}^{La}}{I_{L\alpha }^{La}})_i`$ in respective lanthanum manganite samples. For the estimation of $`L\gamma _{15}`$ and $`L\gamma _{23}`$ x-ray peak intensities in $`K\alpha `$ and $`K\beta `$ x-ray peaks of $`Mn`$ in $`La_{0.7}Ce_{0.3}MnO_3`$, respectively, we have used the following equations:
$$(\frac{I_{L\gamma _{15}}^{La}}{I_{L\alpha }^{La}})_{La_2O_3}C_1=(\frac{I_{L\gamma _{15}}^{La}}{I_{L\alpha }^{La}})_{La_{0.7}Ce_{0.3}MnO_3}C_3$$
(2)
$$(\frac{I_{L\gamma _{15}}^{Ce}}{I_{L\alpha }^{Ce}})_{CeO_2}C_2=(\frac{I_{L\gamma _{15}}^{Ce}}{I_{L\alpha }^{Ce}})_{La_{0.7}Ce_{0.3}MnO_3}C_4$$
(3)
where $`C_2`$, $`C_3`$, and $`C_4`$ are self absorption corrections for the ratio $`(\frac{I_{L\gamma _{15}}^{Ce}}{I_{L\alpha }^{Ce}})`$ in $`CeO_2`$ sample, $`(\frac{I_{L\gamma _{15}}^{La}}{I_{L\alpha }^{La}})`$ in $`La_{0.7}Ce_{0.3}MnO_3`$ sample, and $`(\frac{I_{L\gamma _{15}}^{Ce}}{I_{L\alpha }^{Ce}})`$ in $`La_{0.7}Ce_{0.3}MnO_3`$, respectively. The interference of $`L\gamma _{23}`$ x-ray peak of $`Ce`$ in the $`K\beta `$ x-ray peak of $`Mn`$ has been obtained by using,
$$(\frac{I_{L\gamma _{23}}^{Ce}}{I_{L\alpha }^{Ce}})_{CeO_2}C_5=(\frac{I_{L\gamma _{23}}^{Ce}}{I_{L\alpha }^{Ce}})_{La_{0.7}Ce_{0.3}MnO_3}C_6$$
(4)
where $`C_5`$ corresponds to the self absorption correction of $`(\frac{I_{L\gamma _{23}}^{Ce}}{I_{L\alpha }^{Ce}})`$ ratio in $`CeO_2`$ sample and $`C_6`$ corresponds to the self absorption correction of $`(\frac{I_{L\gamma _{23}}^{Ce}}{I_{L\alpha }^{Ce}})`$ ratio in $`La_{0.7}Ce_{0.3}MnO_3`$ sample. For the sample $`La_{0.7}Ce_{0.3}MnO_3`$ the $`L\alpha `$ peak is a composite one consisting of $`L\alpha `$ x-rays of $`La`$ and $`Ce`$ whose intensities were obtained by making a two Gaussian fit to the composite $`L\alpha `$ peak. Using the above equations we have estimated the intensities of $`L\gamma _{15}^{La}`$ and $`L\gamma _{15}^{Ce}`$ which interfered with the $`K\alpha `$ peak of $`Mn`$ and $`L\gamma _{23}^{Ce}`$ which interfered with the $`K\beta `$ peak of $`Mn`$. After correcting for the interference the $`K\beta /K\alpha `$ ratios are further corrected for the difference in the $`K\alpha `$ and $`K\beta `$ self attenuations in the sample, difference in the efficiency of the Si(Li) detector and air absorption on the path between the sample and the Si(Li) detector window. The efficiency of the detector is estimated theoretically as mentioned in our previous paper . Our theoretically estimated efficiency was shown to be in good agreement with the measured efficiency . It has been found that discrepancy between the measured and theoretical efficiency at the energy region of present interest is less than 1%.
The self absorption correction in the sample and the absorption correction for the air path are determined as per the procedure described before . For the estimation of these corrections and absorption factors in equations 1, 2, 3 and 4 we used the mass attenuation coefficients compiled in a computer programme XCOM by Berger and Hubbell . The mass attenuation coefficients for the compounds are estimated using the elemental values in the following Bragg’s-rule formula :
$$(\mu /\rho )=\underset{i}{}w_i\mu _i/\rho _i$$
(5)
where, $`w_i`$ is the proportion by weight of the $`i^{th}`$ constituent and $`\mu _i/\rho _i`$ is the mass attenuation coefficient for the $`i^{th}`$ constituent. The measured ratios after all the corrections are presented in Table I. The errors quoted for the results given in Table I are statistical only. They are calculated by the least-square fitting programme .
## IV Results and discussion
The experimental results for the $`K\beta /K\alpha `$ x-ray intensity ratios of $`Mn`$ in various materials along with the theoretical results based on the multi configuration Dirac-Fock (MCDF) theory are presented in Table I. The theoretical calculations are made assuming atomic configurations based on the valencies of $`Mn`$ in various compounds. The formal $`d`$ electron numbers of $`Mn`$ in various materials based on the manganese valency are presented in the second column of Table II. The $`d`$-electron occupation numbers obtained by comparing the experimental $`K\beta /K\alpha `$ intensity ratios with the theoretical results for different $`3d^n`$ ($`n=37`$)configurations of $`Mn`$ are presented in the fourth column of the same table.
As is seen from Table I, the experimental $`K\beta /K\alpha `$ ratio of $`Mn`$ is in agreement with the theoretical ratio obtained for the $`3d^54s^2`$ valence electronic configuration of manganese metal. However, the results for $`MnO_2`$ and $`LaMnO_3`$ are not consistent with the $`d^4`$ and $`d^3`$ valence electronic configurations of $`Mn`$. In an earlier electronic structure study of early first-row transition metal oxides it was also shown that the net $`d`$-electron occupation $`n_d`$ differed by about one unit from the $`d`$-occupation number obtained from the valency.
Our measured $`K\beta /K\alpha `$ ratio for $`MnO_2`$ is found to be in very good agreement with the one reported earlier by Mukoyama et al. . The inferred minimum d-electron occupancy in this case is 5.26 (see the last column of Table - II) which is $`2.26`$ more than the formal $`d`$ electron occupation number of $`3`$. In the case of $`LaMnO_3`$, our result suggests a minimum $`d`$-electron occupancy of $`6.5`$ which is about $`2.5`$ more than the formal $`d`$ electron occupation number of $`4`$. In fact in this case almost all the $`4s`$ electrons of $`Mn`$ are transferred to the $`d`$-band and there is almost no transfer of electrons from manganese to the oxygen atom.
When we look at our results for the doped lanthanum manganites they are reasonably in good agreement with the theoretical results assuming various valence electron configurations based on the valency of $`Mn`$. The experimental result for $`La_{0.7}Ce_{0.3}MnO_3`$ shows a lower $`d`$-electron occupation than expected from the ionic model. However, this $`d`$-electron discrepancy can, to some extent, be accounted as arising due to a mixture of $`Mn^{2+}`$ and $`Mn^{3+}`$ ions in $`CeMnO_3`$ as per the $`Ce`$ valency between 3 and 4 suggested by Tranquada et al. .
We also see that our $`K\beta /K\alpha `$ ratio results for doped lanthanum manganites cannot be explained as a superposition of results for its end members because the result of $`LaMnO_3`$ is unusually lower than the value that could be obtained for a $`d^4`$ valence state of $`Mn`$. So without having the result for $`CaMnO_3`$ we can confidently say that the $`K\beta /K\alpha `$ ratio result of $`La_{0.7}Ca_{0.3}MnO_3`$ cannot be explained as a linear superposition of the results of $`LaMnO_3`$ and $`CaMnO_3`$. However, Tyson et al. from their $`Mn`$ $`K\beta `$ spectra suggested that doped lanthanum manganite can be considered as a linear superposition of its end members which is not borne out by our measured $`K\beta /K\alpha `$ intensity ratio results. It appears that $`La_{0.7}Ca_{0.3}MnO_3`$ is not just a mixed compound of $`LaMnO_3`$ and $`CaMnO_3`$ in its true sense but some electronic rearrangement takes place in the formation of the doped compound. Similar arguments hold good for the other doped compounds of lanthanum manganite.
## V Conclusion
Our results for the doped lanthanum compounds suggest that $`Mn`$ has a mixed valency of $`Mn^{3+}`$ and $`Mn^{4+}`$ for $`Ca`$ and $`Sr`$ doped compounds whereas for $`Ce`$ doped compound it is of the type $`Mn^{3+}`$ and $`Mn^{2+}`$. The $`d`$ electron occupations of $`Mn`$ in $`MnO_2`$ and $`LaMnO_3`$ suggest that they are more like covalent compounds. Our results for the doped compounds suggest that the physical properities of doped CMR compounds cannot be considered as a linear superposition of their end members.
Acknowledgment
The authors S. Raj and H. C. Padhi are thankful to Council of Scientific and Industrial Research, India for the financial support for the work.This work was also supported in part by the Department of Science and Technology, Government of India and the Polish Committee for Scientific Research (KBN), grant no. 2 P03B 019 16.
These correspond to average $`K\beta /K\alpha `$ ratio taken over the mixed valence states of $`Mn`$ in the doped compounds as given in column - 3 of Table II.
These correspond to average $`d`$-electron occupancy taking into account the formal mixed valency of $`Mn`$ in the doped compounds.
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# Self-Dual Conformal Supergravity and the Hamiltonian Formulation
## I Introduction
Among the various approaches to the construction of a unified model for the fundamental interactions including gravity many attempts have been made to write down gravity as a Yang-mills type gauge theory where the basic dynamical object is a connection one-form associated with some group. In this approach the metric (the tetrad) and the Lorentz connection are identified as different components of a connection one-form. A famous example is the MacDowell-Mansouri gravitational formalism which mimics, as much as possible, the Yang-Mills type gauge theory in four space-time dimensions and has been successfully applied to construct different supergravity theories .
In 1986, a somewhat different, but nonetheless related approach was initiated with introducing the new variables in general relativity which can be thought of as a Yang-Mills connection one form on a spacelike hypersurface. much of the success associated with the new variables appears to be intimately related to their character as gauge fields. Not long after Ashtekar’s results, Jacobson was able to formulate supergravity in the new variables . Further, Capovilla, Jacobson, and dell developed a pure-connection theory of gravity, i.e., a formulation of general relativity without metric . On the other hand, as early as 1974, Chern and Simons constructed a pure-connection theory of gravity .
Recently, several authors \[7-11\] proposed a self-dual generalization of the MacDowell-Mansouri formalism which includes the Ashtekar-Jacobson theory as well as Yang-Mills theory starting from the (anti-) de Sitter group. Beside the de Sitter or Poincare supergravity there is another class of supergravity i. e., the conformal supergravity.. And it is conformal supergravity that provides a true unification of gravity and gauge fields. By gauging SU(2,2$`|`$1) group and imposing some constraints on curvature a simple conformal supergravity has been developed by Nieuwenhuizen et al \[2, 12-14\]. However, in this theory tetrad rather than connection was taken to be a basic dynamical variable in the second-order formalism. Therefore, it is not a connection dynamical but a geomitrodynamical theory in a sense. On the other hand , the Lagrangian in this theory is quadratic in the curvature and then is different from the Einstein-Hilbert Lagrangian.. It is reasonable to expect that one of the basic dynamical variable be the connection instead of the tetrad. In this paper we show that this is the case. A self-dual conformal supergravity is developed and its Hamiltonian formulation is obtained. In Sec. 2 we start by recalling the conformal superalgebra su(2,2$`|`$1) and then define the dual of a element of su(2,2$`|`$1), its self-dual and anti-self-dual part using the Dirac matrix $`\gamma _5.`$ The Lagrangian of the conformal supergravity is constructed in Sec. 3 and then the decomposition into self-dual and anti-self-dual is given in Sec. 4, a self-dual conformal supergravity is obtained. In Sec. 5 its Hamiltonian formulation is investigated and the structure of the constraints is discussed. In the appendix we list the Poison brackets of the constraints. The complicated structure of these Poison brackets makes the classification of the constraints impossible. The Dirac brackets, however, permit us to get rid of the second class constraints. We obtain a constrained Hamiltonian system. The action is first order in the time derivatives and the Hamiltonian results to be a linear combination of the constraints.
## II The conformal superalgebra su(2,2$`|`$1)
The conformal superalgebra su(2,2$`|`$1) is given by
$`[M_{IJ},M_{KL}]=\eta _{JK}M_{IL}+\eta _{IL}M_{JK}\eta _{JL}M_{IK}\eta _{IK}M_{JL}`$
$`[M_{IJ},P_K]=\eta _{JK}P_I\eta _{IK}P_J,[M_{IJ},K_K]=\eta _{JK}K_I\eta _{IK}K_J,`$
$`[P_I,D]=P_I,[K_I,D]=K_I,[P_I,K_J]=2\eta _{IJ}D2M_{IJ},`$
$`[Q^\alpha ,M_{IJ}]=\frac{1}{2}(\gamma _{IJ})_\beta ^\alpha Q^\beta ,[S^\alpha ,M_{IJ}]=\frac{1}{2}(\gamma _{IJ})_\beta ^\alpha S^\beta ,`$
$`[S^\alpha ,P_I]=(\gamma _I)_\beta ^\alpha Q^\beta ,[Q^\alpha ,K_I]=(\gamma _I)_\beta ^\alpha S^\beta ,`$
$`[Q^\alpha ,D]=\frac{1}{2}Q^\alpha ,[S^\alpha ,D]=\frac{1}{2}S^\alpha ,`$
$`[Q^\alpha ,A]=\frac{3}{4}(\gamma _5)_\beta ^\alpha Q^\beta ,[S^\alpha ,A]=\frac{3}{4}(\gamma _5)_\beta ^\alpha S^\beta ,`$
$`\{Q^\alpha ,Q^\beta \}=\frac{1}{2}(\gamma ^IC^1)^{\alpha \beta }P_I,\{S^\alpha ,S^\beta \}=\frac{1}{2}(\gamma ^IC^1)^{\alpha \beta }K_I,`$
$`\{Q^\alpha ,S^\beta \}=\frac{1}{2}(C^1)^{\alpha \beta }D+\frac{1}{2}(\gamma ^{IJ}C^1)^{\alpha \beta }M_{IJ}+(\gamma _5C^1)^{\alpha \beta }A,`$
(1)
where
$$\{\gamma _I,\gamma _J\}=2\eta _{IJ},\{\gamma _I,\gamma _5\}=0,\gamma _5^2=1,$$
(2)
and
$$\gamma ^{IJ}=\frac{1}{2}(\gamma ^I\gamma ^J\gamma ^J\gamma ^I).$$
(3)
To fulfill these relations we can choose the matrix representations of the Bose basis
$`P_I`$ $`=`$ $`{\displaystyle \frac{1}{2}}\gamma _I(1+i\gamma _5),K_I={\displaystyle \frac{1}{2}}\gamma _I(1i\gamma _5),`$ (4)
$`M_{IJ}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\gamma _{IJ},D={\displaystyle \frac{i}{2}}\gamma _5,A={\displaystyle \frac{i}{4}}I,`$ (5)
and the Majorana spinor representations of the Fermi basis
$$Q^\alpha =\left(\begin{array}{c}Q^A\\ \overline{Q}_A^{}\end{array}\right),andS^\alpha =\left(\begin{array}{c}S^A\\ \overline{S}_A^{}\end{array}\right).$$
(6)
In this paper we adopt the following index notation: $`I,J,K,L,\mathrm{}`$ are group indices; $`\alpha ,\beta ,\mathrm{}`$ are Majorana spinor indices; $`\mu ,\nu ,\rho ,\mathrm{}`$ are spacetime indices ; $`i,j,k,\mathrm{}`$ are spatial indices, $`A,B,\mathrm{}`$ and $`A^{},B^{},\mathrm{}`$ are used to denote $`SL(2C)`$ spinor indices.
Using the identities
$$ϵ^{IJKL}\gamma _{IJ}=2\gamma _5\gamma ^{KL},andϵ^{IJKL}\gamma _I\gamma _J\gamma _K=6\gamma _5\gamma ^L,$$
(7)
for any element $`O`$ of SU(2,2$`|`$1), we can define its dual by
$$O=\gamma _5O$$
(8)
then the self-dual and the anti-self-dual parts of $`O`$ are given by, respectively,
$`O^+`$ $`=`$ $`{\displaystyle \frac{1}{2}}(OiO)={\displaystyle \frac{1}{2}}(1i\gamma _5)O,`$
$`O^{}`$ $`=`$ $`{\displaystyle \frac{1}{2}}(O+iO)={\displaystyle \frac{1}{2}}(1+i\gamma _5)O.`$
## III Conformal supergravity
Introducing the su(2,2$`|`$1) algebra valued connection one-form
$`\mathrm{\Gamma }`$ $`=`$ $`\omega +𝐞+𝐟+𝐛+𝐀+\psi +\varphi `$ (9)
$`=`$ $`{\displaystyle \frac{1}{2}}\omega ^{IJ}M_{IJ}+e^IP_I+f^IK_I+bD+`$ (11)
$`aA+\psi ^\alpha Q_\alpha +\varphi ^\alpha S_\alpha ,`$
and its curvature
$$\mathrm{\Omega }=D\mathrm{\Gamma }=d\mathrm{\Gamma }+\frac{1}{2}[\mathrm{\Gamma },\mathrm{\Gamma }],$$
(12)
we can compute
$`\mathrm{\Omega }`$ $`=`$ $`\mathrm{\Omega }(M)+\mathrm{\Omega }(P)+\mathrm{\Omega }(K)+\mathrm{\Omega }(D)+\mathrm{\Omega }(A)+\mathrm{\Omega }(Q)+\mathrm{\Omega }(S)`$ (13)
$`=`$ $`{\displaystyle \frac{1}{2}}\mathrm{\Omega }^{IJ}(M)M_{IJ}+\mathrm{\Omega }^I(P)P_I+\mathrm{\Omega }^I(K)K_I+\mathrm{\Omega }(D)D`$ (15)
$`+\mathrm{\Omega }(A)A+\mathrm{\Omega }^\alpha (Q)Q_\alpha +\mathrm{\Omega }^\alpha (S)S_\alpha ,`$
where
$`\mathrm{\Omega }^{IJ}(M)=d\omega ^{IJ}+\omega ^{IK}\omega _K{}_{}{}^{J}4(e^If^Je^Jf^I)+\frac{1}{2}\overline{\psi }\gamma ^{IJ}\varphi ,`$
$`\mathrm{\Omega }^I(P)=de^I+\omega ^{IJ}e_J\frac{1}{4\sqrt{2}}\overline{\psi }\gamma ^I\psi 2e^I{\scriptscriptstyle }b,`$
$`\mathrm{\Omega }^I(K)=df^I+\omega ^{IJ}f_J+\frac{1}{4\sqrt{2}}\overline{\varphi }\gamma ^I\varphi +2f^I{\scriptscriptstyle }b,`$
$`\mathrm{\Omega }`$$`(D)=db2e^If_I+\frac{1}{4}\overline{\psi }\varphi ,`$
$`\mathrm{\Omega }(A)=da+\frac{1}{4}\overline{\psi }\gamma _5\varphi `$
$`\mathrm{\Omega }(Q)=d\psi +\frac{1}{4}\omega ^{IJ}\gamma _{IJ}\psi +b\psi +3a\gamma _5\psi +\sqrt{2}\gamma _Ie^I\varphi ,`$
$`\mathrm{\Omega }(S)=d\varphi +\frac{1}{4}\omega ^{IJ}\gamma _{IJ}\varphi b\varphi 3a\gamma _5\varphi \sqrt{2}\gamma _Jf^I\psi .`$
(16)
For a gauge theory its Lagrangian can be chosen among the four types
$`\mathrm{\Omega }{\displaystyle }\mathrm{\Omega },\mathrm{\Omega }{\displaystyle }\mathrm{\Omega },\mathrm{\Omega }{\displaystyle }\mathrm{\Omega },and\mathrm{\Omega }{\displaystyle }\mathrm{\Omega }`$
,where $`\mathrm{\Omega }`$denotes the usual Hodge dual of $`\mathrm{\Omega }`$with respect to the spacetime metric and $`,`$is the Killing inner product defined in the superalgebra su(2,2$`|`$1). In the bosonic sector
$`O,O^{}=Tr(OO^{}),`$
and in the fermionic sector
$`O,O^{}=\overline{O}O^{},`$
where $`\overline{O}`$is the Dirac conjugation of $`O.`$Using (11) and (12) we can compute, for example,
$$\mathrm{\Omega }\mathrm{\Omega }=\mathrm{\Omega }(M)\mathrm{\Omega }(M)+\mathrm{\Omega }(D)\mathrm{\Omega }(A)+\mathrm{\Omega }(A)\mathrm{\Omega }(D),$$
(17)
where
$`\mathrm{\Omega }(M){\displaystyle }\mathrm{\Omega }(M)`$ $`=`$ $`{\displaystyle \frac{1}{4}}ϵ^{IJKL}R(\omega )_{IJ}{\displaystyle R(\omega )_{KL}}8ϵ^{IJKL}e_I{\displaystyle f_Je_Kf_L}`$ (19)
$`{\displaystyle \frac{1}{16}}ϵ^{IJKL}\overline{\psi }\gamma _{IJ}\varphi {\displaystyle \overline{\psi }\gamma _{KL}\varphi },`$
with $`R(\omega )_{IJ}=D\omega _{IJ}=d\omega _{IJ}+\omega _I^K\omega _{KJ}`$ and
$`\mathrm{\Omega }(D){\displaystyle }\mathrm{\Omega }(A)+\mathrm{\Omega }(A){\displaystyle }\mathrm{\Omega }(D)`$ (20)
$`=`$ $`2da{\displaystyle db}+{\displaystyle \frac{i}{2}}(\psi _A{\displaystyle \varphi ^A}+\overline{\psi }^A^{}{\displaystyle \overline{\varphi }_A^{}}){\displaystyle db}`$ (24)
$`da{\displaystyle (4e^If_I\frac{1}{2}\psi _A\varphi ^A+\frac{1}{2}\overline{\psi }^A^{}\overline{\varphi }_A^{})}`$
$`ie^I{\displaystyle f_I(\psi _A\varphi ^A+\overline{\psi }^A^{}\overline{\varphi }_A^{})}`$
$`+{\displaystyle \frac{i}{8}}(\psi _A{\displaystyle \varphi ^A\psi _B\varphi ^B}\overline{\psi }^A^{}{\displaystyle \overline{\varphi }_A^{}\overline{\psi }^B^{}\overline{\varphi }_B^{}}).`$
It is notable that the property
$$\overline{\psi }\varphi =\overline{\varphi }\psi $$
(25)
leads to
$$\mathrm{\Omega }(Q)\mathrm{\Omega }(S)=\mathrm{\Omega }(S)\mathrm{\Omega }(Q)$$
(26)
and then there are no dynamical terms of the Fermi fields $`\psi `$and $`\varphi `$in the Lagrangian, which is different from the Lagrangian given by Nieuwenhuizen \[6–8\]:
$$=4\mathrm{\Omega }(M)\mathrm{\Omega }(M)32\mathrm{\Omega }(D)\mathrm{\Omega }(A)+\mathrm{\Omega }(Q)\mathrm{\Omega }(S)$$
(27)
It is notable that the Lagragian (13) is obtained without using the constraints on curvature which is indispensable for the Nieuwenhuizen approach.
## IV Self-dual conformal supergravity
Using the definition of the self-dual and the anti-self-dual introduced in Sec. 2, the connection $`\mathrm{\Gamma }`$can be decomposed into two parts:
$`\mathrm{\Gamma }=\mathrm{\Gamma }^++\mathrm{\Gamma }^{},`$
where
$$\mathrm{\Gamma }^\pm =\omega ^\pm +𝐞^\pm +𝐟^\pm +𝐛^\pm +𝐀^\pm +\psi {}_{}{}^{\pm }+\varphi ^\pm ,$$
(28)
and so can the curvature
$$\mathrm{\Omega }=\mathrm{\Omega }^++\mathrm{\Omega }^{},$$
(29)
where
$$\mathrm{\Omega }^\pm =\mathrm{\Omega }^\pm (M)+\mathrm{\Omega }^\pm (P)+\mathrm{\Omega }^\pm (K)+\mathrm{\Omega }^\pm (D)+\mathrm{\Omega }^\pm (A)+\mathrm{\Omega }^\pm (Q)+\mathrm{\Omega }^\pm (S).$$
(30)
Since
$$\mathrm{\Omega }\mathrm{\Omega }=\mathrm{\Omega }\mathrm{\Omega }^++\mathrm{\Omega }\mathrm{\Omega }^{},$$
(31)
where
$`\mathrm{\Omega }{\displaystyle }\mathrm{\Omega }^+`$ $`=`$ $`\mathrm{\Omega }^+{\displaystyle }\mathrm{\Omega }^+=i\mathrm{\Omega }^+{\displaystyle }\mathrm{\Omega }^+,`$ (32)
$`\mathrm{\Omega }{\displaystyle }\mathrm{\Omega }^{}`$ $`=`$ $`\mathrm{\Omega }^{}{\displaystyle }\mathrm{\Omega }^{}=i\mathrm{\Omega }^{}{\displaystyle }\mathrm{\Omega }^{},`$ (33)
and $`\mathrm{\Omega }\mathrm{\Omega }`$does not include dynamical terms of the fields $`\psi `$ and $`\varphi `$, we choose the self-dual part of the Nieuwenhuizen Lagrangian
$$=4\mathrm{\Omega }(M)\mathrm{\Omega }(M)^+32\mathrm{\Omega }(D)\mathrm{\Omega }(A)^++8\overline{\mathrm{\Omega }(Q)}\mathrm{\Omega }(S)$$
(34)
to be the Lagrangian of the self-dual conformal supergravity theory instead of $`\mathrm{\Omega }\mathrm{\Omega }`$.
In order to obtain the explicit expression of$`L`$we use the matrix representation of the superalgebra su(2,2$`|`$1). In the chiral representation of the Dirac matrices we have
$`\gamma ^I`$ $`=`$ $`\sqrt{2}\left[\begin{array}{cc}0& \sigma ^{IAA^{}}\\ (\sigma ^I{}_{AA^{}}{}^{})^t& 0\end{array}\right],`$ (37)
$`\gamma ^{IJ}`$ $`=`$ $`\left[\begin{array}{cc}\sigma ^{IAA^{}}\sigma ^J{}_{BA^{}}{}^{}\sigma ^{JAA^{}}\sigma ^I_{BA^{}}& 0\\ 0& \sigma ^I{}_{AA^{}}{}^{}\sigma _{}^{JAB^{}}\sigma ^J{}_{AA^{}}{}^{}\sigma _{}^{IAB^{}}\end{array}\right]`$ (40)
$`=`$ $`\left[\begin{array}{cc}\gamma ^{+IJA}_B& 0\\ 0& \gamma ^{IJ}{}_{A^{}}{}^{}^B^{}\end{array}\right],`$ (43)
$`A`$ $`=`$ $`{\displaystyle \frac{i}{4}}\left[\begin{array}{cc}I& 0\\ 0& I\end{array}\right],andD={\displaystyle \frac{1}{2}}\left[\begin{array}{cc}I& 0\\ 0& I\end{array}\right].`$ (48)
In this representation the spin connection$`\omega `$and its curvature$`R(\omega )=d\omega +\frac{1}{2}[\omega ,\omega ]`$have the two component spinor forms
$`\omega =\left[\begin{array}{cc}\omega ^{+A}_B& 0\\ 0& \omega ^{}{}_{A^{}}{}^{}^B^{}\end{array}\right],`$
and
$$R(\omega )=\left[\begin{array}{cc}R^+(\omega )_B^A& 0\\ & R^{}(\omega )_A^{}^B^{}\end{array}\right]$$
(49)
where$`\omega `$$`{}_{}{}^{+A}{}_{B}{}^{}=\frac{1}{2}\omega ^{IJ}\gamma _{IJ}{}_{}{}^{A}_B`$and$`R^{+A}{}_{B}{}^{}(\omega )=\frac{1}{2}R(\omega )^{IJ}\gamma _{IJ}{}_{}{}^{A}_B`$are the self-dual parts of $`\omega `$ and $`R(\omega )`$ respectively. From (25) we get$`\gamma ^{IJC}`$$`{}_{D}{}^{}\gamma _{IJ}^{}`$<sup>A</sup>$`{}_{B}{}^{}=4ϵ^{CA}ϵ_{DB}4\delta _B`$$`{}_{}{}^{C}\delta _{A}^{}`$$`^D,`$and$`\gamma ^{IJ}`$$`_C^{}`$$`{}_{}{}^{D^{}}\gamma _{IJ}^{}`$<sup>A</sup><sub>B</sub> $`=0.`$Then we can obtain
$`4\mathrm{\Omega }(M)\mathrm{\Omega }(M)^+`$
$`=i\{4BB4\overline{C}\overline{C}+32(e^{AA^{}}f_{BA^{}}e^{BB^{}}f_{AB^{}}f^{AA^{}}e_{BA^{}}e^{BB^{}}f_{AB^{}})+2\psi ^A\varphi _B\psi ^B\varphi _A\}\sigma d^4x,`$
(50)
where $`\sigma =det(\sigma _I{}_{}{}^{AA^{}}),f^{AA^{}}=f^I\sigma _I^{AA^{}}`$and
$`BB`$ $`=`$ $`{\displaystyle \frac{1}{16}}R_{AE^{}B}{}_{CF^{}D}{}^{E^{}}{}_{}{}^{F^{}}R_{}^{AG^{}B}{}_{G^{}}{}^{CH^{}D}{}_{H^{}}{}^{},`$ (51)
$`\overline{C}\overline{C}`$ $`=`$ $`{\displaystyle \frac{1}{16}}R_{EA^{}}{}_{B^{}CF^{}D}{}^{E}{}_{}{}^{F^{}}R_{}^{GA^{}}{}_{G}{}^{}{}_{}{}^{B^{}CH^{}D}_{H^{},}`$ (52)
and the spacetime indices $`\mu ,\nu ,\mathrm{}\mathrm{}`$have been transformed to spinor indices $`AB^{},CD^{},\mathrm{}\mathrm{}`$ using the formula, for example
$$V^{AB^{}}=V^\mu e_\mu {}_{}{}^{I}\sigma _{I}^{}{}_{}{}^{AB^{}}.$$
(53)
From the matrix expression of $`D`$ and $`A`$ we see that
$`\mathrm{\Omega }^+(A)=\mathrm{\Omega }^{}(A),\mathrm{\Omega }^+(D)=\mathrm{\Omega }^{}(D),`$
and then
$$\mathrm{\Omega }(D)\mathrm{\Omega }(A)^+.=\mathrm{\Omega }(D)\mathrm{\Omega }(A)^{}=\frac{1}{2}\mathrm{\Omega }(D)\mathrm{\Omega }(A).$$
(54)
Using (12) and (25) and (31) we have
$`32\mathrm{\Omega }(D){\displaystyle }\mathrm{\Omega }(A)^+`$ (55)
$`=`$ $`16da{\displaystyle db}8i\psi _A{\displaystyle \varphi ^Adb}+da{\displaystyle (32e^If_I8\psi _A\varphi ^A)}+`$ (57)
$`16i\psi _A{\displaystyle \varphi ^Ae^If_I}2i\psi _A{\displaystyle \varphi ^A\psi _B\varphi ^B}.`$
From (12), (11), (5), (20) and (8) we obtain
$`8i\overline{\mathrm{\Omega }(Q)}^+{\displaystyle \mathrm{\Omega }(S)^+}`$ (58)
$`=`$ $`8iD\psi _A{\displaystyle D\varphi ^A}8(3aib){\displaystyle (D\psi ^A\varphi _AD\varphi ^A\psi _A)}+`$ (61)
$`16(3aib){\displaystyle (\psi ^Af_{AA^{}}\overline{\psi }^A^{}\varphi ^A\sigma _{AA^{}}\overline{\varphi }^A^{})}`$
$`16i(D\psi ^A{\displaystyle f_{AA^{}}\overline{\psi }^A^{}}+D\varphi ^A{\displaystyle \sigma _{AA^{}}\overline{\varphi }^A^{}})32i\overline{\varphi }^A^{}\sigma _{AA^{}}e_B^{}^A\overline{\psi }^B^{}.`$
Equation (24) with (27), (32) and (33) gives the Lagrangian for a self -dual conformal supergravity.
## V Hamiltonian formulation
Following standard methods a 3+1 decomposition of the Lagrangian can be carried out to pass on to the Hamiltonian framework. In this decomposition the tetrad variables $`\sigma `$<sub>μ</sub>$`^{AA^{}}`$are split into $`\sigma `$<sub>0</sub>$`^{AA^{}}`$and$`\sigma _i^{AA^{}}`$( $`i,j,\mathrm{}`$= 1, 2, 3). The spatial spinor-valued forms$`\sigma _i^{AA^{}}`$ determine the spatial metric $`q_{ij}=tr\sigma _i\sigma _j`$on a surface $`\mathrm{\Sigma }_t`$with$`t`$= const. The spinor version $`n^{AA^{}}`$of the unit timelike future directed normal $`n^\mu `$to $`\mathrm{\Sigma }_t`$ can be used together with the $`\sigma _i^{AA^{}}`$to make a basis for the space of spinors with one unprimed and one primed index. It is determined by the $`\sigma _i^{AA^{}}`$through the conditions $`n_{AA^{}}`$ $`\sigma _i^{AA^{}}=0,n_{AA^{}}`$ $`n^{AA^{}}=1.`$ The remaining variables$`\sigma _0^{AA^{}}`$ can be expanded out as
$$\sigma _0^{AA^{}}=Nn^{AA^{}}+N^i\sigma _i^{AA^{}},$$
(62)
where $`N`$ and $`N^i`$are the lapse and shift, respectively. Similarly the other forms, e. g. the$`\psi _\mu `$ <sup>A</sup> are split in to$`\psi _0^A,`$and$`\psi _i^A`$and their conjugates. Then a 3+1 decomposition of the Lagrangian can be computed:
$``$ $`=`$ $`\stackrel{~}{p}_A^i{}_{}{}^{B}(\omega )\underset{i}{\overset{.}{\omega }}{}_{B}{}^{A}+\stackrel{~}{p}^i(a)\underset{i}{\overset{.}{a}}+\stackrel{~}{p}^i(b)\underset{i}{\overset{.}{b}}+\underset{i}{\overset{.}{\psi }}{}_{}{}^{A}\stackrel{~}{\pi }_{A}^{i}(q)+\underset{i}{\overset{.}{\phi }}{}_{}{}^{A}\stackrel{~}{\pi }_{A}^{i}(s)`$ (65)
$`\sigma _0^{AA^{}}\stackrel{~}{H}_{AA^{}}(e)f_0^{AA^{}}\stackrel{~}{H}_{AA^{}}(f)\omega _0{}_{B}{}^{A}\stackrel{~}{J}_{A}^{B}a_0\stackrel{~}{H}(a)b_0\stackrel{~}{H}(b)`$
$`\psi _0{}_{}{}^{A}\stackrel{~}{S}_{A}^{}(q)\phi _0{}_{}{}^{A}\stackrel{~}{S}_{A}^{}(s)\overline{\psi }_0^A^{}\stackrel{~}{S}_A^{}(\overline{q})\overline{\phi }_0^A^{}\stackrel{~}{S}_A^{}(\overline{s}),`$
where
$`\stackrel{~}{p}^i`$<sub>A</sub>$`{}_{}{}^{B}(\omega )=4i\stackrel{~}{\eta }^{ijk}D_j`$ $`\omega _k{}_{A}{}^{B},`$
$`\stackrel{~}{p}^i(a)=8\stackrel{~}{\eta }^{ijk}`$ $`(2_jb_k+4f_{jk}+\psi _{jA}\phi _k`$$`{}_{}{}^{A}),`$
$`\stackrel{~}{p}^i(b)=8\stackrel{~}{\eta }^{ijk}`$ $`(2_ja_k+i\psi _{jA}\phi _k`$$`{}_{}{}^{A}),`$
$`\stackrel{~}{\pi }^i`$<sub>A</sub>$`(q)`$ $`=8\stackrel{~}{\eta }^{ijk}[iD_j\phi _{kA}+(3a_jib_j)\phi _{kA}+2if_{jAA^{}}\overline{\psi }_k`$$`{}_{}{}^{A^{}}],`$
$`\stackrel{~}{\pi }^i`$<sub>A</sub>$`(s)`$ $`=8\stackrel{~}{\eta }^{ijk}[iD_j\psi _{kA}+(3a_jib_j)\psi _{kA}+2i\sigma _{jAA^{}}\overline{\phi }_k^A^{}],`$
(66)
and
$`\stackrel{~}{H}_{AA^{}}(e)=64i\stackrel{~}{\eta }^{ijk}f_{iBA^{}}(f_j^{BB^{}}\sigma _{kAB^{}}\sigma _j^{BB^{}}f_{kAB^{}})+2f_{iAA^{}}\stackrel{~}{p}^i(b)+2\stackrel{~}{\pi }_A^i`$$`(q)`$$`\overline{\phi }_{iA^{}},`$
$`\stackrel{~}{H}_{AA^{}}(f)=64i\stackrel{~}{\eta }^{ijk}\sigma _{iBA^{}}(\sigma _j`$$`{}_{}{}^{BB^{}}f_{kAB^{}}^{}`$ $`f_j`$$`{}_{}{}^{BB^{}}\sigma _{kAB^{}}^{})2\sigma _{iAA^{}}\stackrel{~}{p}^i(b)+2\stackrel{~}{\pi }^i_A`$$`(s)`$$`\overline{\psi }_{iA^{}},`$
$`\stackrel{~}{J}_A^B=D_i\stackrel{~}{p}^i`$<sub>A</sub>$`{}_{}{}^{B}(\omega )`$
$`\stackrel{~}{H}(a)=2i[\stackrel{~}{\pi }_A^i`$$`(q)\psi _i`$$`{}_{}{}^{A}\stackrel{~}{\pi }_A^i`$$`(s)\phi _i`$$`{}_{}{}^{A}]`$
$`+16\stackrel{~}{\eta }^{ijk}(2D_if_{jk}+\psi _i`$$`{}_{}{}^{A}f_{jAA^{}}^{}`$$`\overline{\psi }_k`$$`{}_{}{}^{A^{}}\phi _i^A\sigma _{jAA^{}}\overline{\phi }_k^A^{})],`$
$`\stackrel{\mathrm{~}}{H(}b)=2[\stackrel{~}{\pi }_A^i(q)\psi _i^A\stackrel{~}{\pi }_A^i(s)\phi _i^A]16i\stackrel{~}{\eta }^{ijk}(\psi _i`$$`{}_{}{}^{A}f_{jAA^{}}^{}`$ $`\underset{k}{\overset{\mathrm{\_}}{\psi }}`$$`{}_{}{}^{A^{}}\phi _i^A\sigma _{jAA^{}}\underset{k}{\overset{A^{}}{\stackrel{\mathrm{\_}}{\phi }}})],`$
$`\stackrel{~}{S}_A`$$`(q)`$$`=D_i\stackrel{~}{\pi }_A^i`$$`(q)i(3a_iib_i)\stackrel{~}{\pi }_A^i`$$`(q)+\frac{1}{2}\phi _{iA}[\stackrel{~}{p}^i(b)+i\stackrel{~}{p}^i(a)]`$
$`+16i\stackrel{~}{\eta }^{ijk}\phi _{iA}\psi _{jB}\phi _k`$$`^B,`$
$`\stackrel{~}{S}_A`$$`(s)`$$`=D_i\stackrel{~}{\pi }_A^i`$$`(s)i(3a_iib_i)\stackrel{~}{\pi }_A^i`$$`(s)\frac{1}{2}\psi _{iA}[\stackrel{~}{p}^i(b)+i\stackrel{~}{p}^i(a)]`$
$`16i\stackrel{~}{\eta }^{ijk}\psi _{iA}\psi _{jB}\phi _k`$$`^B,`$
$`\stackrel{~}{\overline{S}}_A^{}(q)=2f_{iA^{}}^A\stackrel{~}{\pi }_A^i`$$`(s),`$
$`\stackrel{~}{\overline{S}}_A^{}(s)=2\sigma _{iA^{}}^A\stackrel{~}{\pi }_A^i`$$`(q).`$
(67)
Here we use $`\stackrel{ijk}{\stackrel{\mathrm{~}}{\eta }}`$to denote the Levi-Civita tensor density on $`\mathrm{\Sigma }_t`$and the tilde ~over a tensor density to indicate its weight +1. The meaning of all terms in (35) will be clear in the following. To pass on to the Hamiltonian formulation we have to use the Legendre transformation and the Dirac-Bergmann algorithm . Calculating the canonical momenta conjugate to all the field variables gives primary constraints.
$`\stackrel{~}{\mathrm{\Phi }}^0`$$`{}_{AA^{}}{}^{}(e)=\stackrel{~}{p}`$<sup>0</sup>$`{}_{AA^{}}{}^{}(e)=0,\stackrel{~}{\mathrm{\Phi }}^i`$$`{}_{AA^{}}{}^{}(e)=\stackrel{~}{p}^i`$$`{}_{AA^{}}{}^{}(e)=0,`$
$`\stackrel{~}{\mathrm{\Phi }}^0`$$`{}_{AA^{}}{}^{}(f)=\stackrel{~}{p}^0`$$`{}_{AA^{}}{}^{}(f)=0,\stackrel{~}{\mathrm{\Phi }}^i`$$`{}_{AA^{}}{}^{}(f)=\stackrel{~}{p}^i`$$`{}_{AA^{}}{}^{}(f)=0,`$
$`\stackrel{~}{\mathrm{\Phi }}^0`$<sub>A</sub>$`{}_{}{}^{B}(\omega )=\stackrel{~}{p}^0`$<sub>A</sub>$`{}_{}{}^{B}(\omega )=0,\stackrel{~}{\mathrm{\Phi }}^i`$<sub>A</sub>$`{}_{}{}^{B}(\omega )=\stackrel{~}{p}^i`$<sub>A</sub>$`{}_{}{}^{B}(\omega )4i\stackrel{ijk}{\stackrel{\mathrm{~}}{\eta }}R^+{}_{ikA}{}^{B}(\omega )0,`$
$`\stackrel{~}{\mathrm{\Phi }}^0`$$`(a)=\stackrel{~}{p}^0`$$`(a)=0,\stackrel{~}{\mathrm{\Phi }}^i(a)`$$`=\stackrel{~}{p}^i(a)`$$`+\stackrel{ijk}{\stackrel{\mathrm{~}}{\eta }}(16_jb_k+32f_{jk}+8\psi _{jA}\phi _k^A)0,`$
$`\stackrel{~}{\mathrm{\Phi }}^0(b)`$$`=\stackrel{~}{p}^0(b)`$$`=0,\stackrel{~}{\mathrm{\Phi }}^i(b)`$$`=\stackrel{~}{p}^i(b)`$$`+\stackrel{ijk}{\stackrel{\mathrm{~}}{\eta }}(16_ja_k+8i\psi _{jA}\phi _k^A)0,`$
$`\stackrel{~}{\mathrm{\Phi }}^0`$$`{}_{A}{}^{}(q)=\stackrel{~}{\pi }^0`$$`{}_{A}{}^{}(q)=0,`$
$`\stackrel{~}{\mathrm{\Phi }}^i`$$`{}_{A}{}^{}(q)=\stackrel{~}{\pi }^i`$$`{}_{A}{}^{}(q)+\stackrel{ijk}{\stackrel{\mathrm{~}}{\eta }}[8iD_j\phi _{kA}8\phi _{jA}(3a_kib_k)+16f_{jAA^{}}\overline{\psi }_k`$$`{}_{}{}^{A^{}}]0,`$
$`\stackrel{~}{\mathrm{\Phi }}^0`$$`{}_{A}{}^{}(s)=\stackrel{~}{\pi }^0`$$`{}_{A}{}^{}(s)=0,`$
$`\stackrel{~}{\mathrm{\Phi }}^i`$$`{}_{A}{}^{}(s)=\stackrel{~}{\pi }^i`$$`{}_{A}{}^{}(s)+\stackrel{ijk}{\stackrel{\mathrm{~}}{\eta }}[8iD_j\psi _{kA}8\psi _{jA}(3a_kib_k)+16\sigma _{jAA^{}}\overline{\phi }_k`$$`{}_{}{}^{A^{}}]0,`$
$`\stackrel{~}{\mathrm{\Phi }}^0`$$`{}_{A^{}}{}^{}(\overline{q})=\stackrel{~}{\pi }^0`$$`{}_{A^{}}{}^{}(\overline{q})=0,\stackrel{~}{\mathrm{\Phi }}^i`$$`{}_{A^{}}{}^{}(\overline{q})=\stackrel{~}{\pi }^i`$$`{}_{A^{}}{}^{}(\overline{q})=0,`$
$`\stackrel{~}{\mathrm{\Phi }}^0`$$`{}_{A^{}}{}^{}(\overline{s})=\stackrel{~}{\pi }^0`$$`{}_{A^{}}{}^{}(\overline{s})=0,\stackrel{~}{\mathrm{\Phi }}^i`$$`{}_{A^{}}{}^{}(\overline{s})=\stackrel{~}{\pi }^i`$$`{}_{A^{}}{}^{}(\overline{s})=0,`$
(68)
The basic canonical variables in the theory can then be reduced to$`\omega _i{}_{B}{}^{A},a_i,b_i,\psi _i`$$`{}_{}{}^{A},\phi _i`$<sup>A</sup> and their conjugate momenta$`\stackrel{~}{p}^i`$<sub>A</sub>$`{}_{}{}^{B}(\omega ),\stackrel{~}{p}^i(a),\stackrel{~}{p}^i(b),\stackrel{~}{\pi }^i`$<sub>A</sub>$`(q)`$, and $`\stackrel{~}{\pi }^i`$<sub>A</sub>$`(s)`$. The $`\omega _i_B^A`$is just the Ashtekar connection. The canonical momentum conjugate to $`\omega _i_B^A`$, however, is not the $`\stackrel{~}{\sigma }^i`$<sub>A</sub><sup>B</sup> but the $`\stackrel{~}{p}^i`$<sub>A</sub>$`{}_{}{}^{B}(\omega )`$ $`=4i\stackrel{~}{\eta }^{ijk}D_j\omega _k_A^B`$ being different from the Ashtekar theory. The remaining variables $`\sigma _0^{AA^{}},f_0^{AA^{}},\omega _0{}_{B}{}^{A},a_0,b_0`$,$`\psi _0`$$`{}_{}{}^{A},\phi _0`$$`{}_{}{}^{A},\overline{\psi }_0`$$`^A^{},`$and $`\overline{\phi }_0`$$`^A^{}`$play the role of Lagrange multipliers. The $`\sigma _i^{AA^{}},f_i^{AA^{}}`$are neither dynamical variables nor Lagrange multipliers. The canonical Hamiltonian is
$`H_c`$ $`=`$ $`{\displaystyle _{\mathrm{\Sigma }_t}}\sigma _0^{AA^{}}\stackrel{}{\stackrel{~}{H}_{AA^{}}}(e)+f_0^{AA^{}}\stackrel{~}{H}_{AA^{}}(f)+\omega _0{}_{B}{}^{A}\stackrel{~}{J}_{A}^{B}+a_0\stackrel{~}{H}(a)+b_0\stackrel{~}{H}(b)+`$ (69)
$`\psi _0{}_{}{}^{A}\stackrel{~}{S}_{A}^{}(q)+\phi _0{}_{}{}^{A}\stackrel{~}{S}_{A}^{}(s)+\overline{\psi }_0^A^{}\stackrel{~}{S}_A^{}(\stackrel{\mathrm{\_}}{q})+\overline{\phi }_0^A^{}\stackrel{~}{S}_A^{}(\stackrel{\mathrm{\_}}{s}).`$ (70)
Using $`H_c`$and the linear combination of the primary constraints with arbitrary function coefficients we can construct the primary (or total) Hamiltonian. Then the consistency conditions i.e. the requirements of preserving constraints under time evolution lead to secondary constraints
$`\stackrel{~}{H}_{AA^{}}(e)`$ $`=`$ $`0,\stackrel{~}{H}_{AA^{}}(f)=0,\stackrel{~}{J}_A^B=0,\stackrel{~}{H}(a)=0,\stackrel{~}{H}(b)=0,`$ (71)
$`\stackrel{~}{S}_A(q)`$ $`=`$ $`0,\stackrel{~}{S}_A(s)=0,\stackrel{~}{S}_A^{}(\stackrel{\mathrm{\_}}{q})=0,\stackrel{~}{S}_A^{}(\stackrel{\mathrm{\_}}{s})=0.`$ (72)
which are the generators of the superconformal group SU(2,2$`|`$1). In order to classify the constraints (36) and (38) we have to compute Poisson brackets between each pairs of them. The complicated results which are given in the appendix make this classification very difficult. However using Dirac brackets instead of Poisson brackets one finds that all the constraints are first class and the constraints (38) are the generators of the superconformal group SU(2,2$`|`$1).
In summary, we have given a Hamiltonian formulation of the self-dual conformal supergravity which is a constrained Hamiltonian system. The Lagrangian (33) is first order in the time derivatives and the Hamiltonian (37) results to be a linear combination of the constraints.. This is a theory of connection dynamics in which one of the basic dynamical variables is the self-dual spin connection (i.e. the Ashtekar connection) $`\omega _i_B^A`$rather than the triad $`\sigma _i`$<sup>AB</sup> . Unfortunately, the Dirac bracket structure is very involved in our case , and we were not able to compute it explicitly.
## VI Appendix
In order to classify the constraints we compute the Poisson brackets between them according to the method given by Casalbuoni the nonvanishing Poisson brackets are listed here.
The nonvanishing Poisson brackets between the primary constraints are
$`\{\stackrel{~}{\mathrm{\Phi }}^i`$$`{}_{AA^{}}{}^{}(e),\stackrel{~}{\mathrm{\Phi }}^j(a)\}=32_{\mathrm{\Sigma }_t}\stackrel{~}{\eta }^{ijk}f_{kAA^{}},`$
$`\{\stackrel{~}{\mathrm{\Phi }}^i`$$`{}_{AA^{}}{}^{}(e),\stackrel{~}{\mathrm{\Phi }}^j`$$`{}_{B}{}^{}(s)\}=16i_{\mathrm{\Sigma }_t}\stackrel{~}{\eta }^{ijk}ϵ_{AB}\stackrel{\mathrm{\_}}{\phi }_{kA^{}},`$
$`\{\stackrel{~}{\mathrm{\Phi }}^i`$$`{}_{AA^{}}{}^{}(f),\stackrel{~}{\mathrm{\Phi }}^j(a)\}=32_{\mathrm{\Sigma }_t}\stackrel{~}{\eta }^{ijk}\sigma _{kAA^{}},`$
$`\{\stackrel{~}{\mathrm{\Phi }}^i`$$`{}_{AA^{}}{}^{}(f),\stackrel{~}{\mathrm{\Phi }}^j`$$`{}_{B}{}^{}(q)\}=16i_{\mathrm{\Sigma }_t}\stackrel{~}{\eta }^{ijk}ϵ_{AB}\stackrel{\mathrm{\_}}{\psi }_{kA^{}},`$
$`\{\stackrel{~}{\mathrm{\Phi }}^i`$<sub>A</sub>$`{}_{}{}^{B}(\omega ),\stackrel{~}{\mathrm{\Phi }}^j`$$`{}_{A}{}^{}(q)\}=8i_{\mathrm{\Sigma }_t}\stackrel{~}{\eta }^{ijk}\delta _C^B\phi _{kA},`$
$`\{\stackrel{~}{\mathrm{\Phi }}^i`$<sub>A</sub>$`{}_{}{}^{B}(\omega ),\stackrel{~}{\mathrm{\Phi }}^j`$$`{}_{A}{}^{}(s)\}=8i_{\mathrm{\Sigma }_t}\stackrel{~}{\eta }^{ijk}\delta _C^B\psi _{kA},`$
$`\{\stackrel{~}{\mathrm{\Phi }}^i`$$`{}_{A}{}^{}(q),\stackrel{~}{\mathrm{\Phi }}^j`$$`{}_{A^{}}{}^{}(\overline{q})\}=16i_{\mathrm{\Sigma }_t}\stackrel{~}{\eta }^{ijk}f_{kAA^{}},`$
$`\{\stackrel{~}{\mathrm{\Phi }}^i`$$`{}_{A}{}^{}(s),\stackrel{~}{\mathrm{\Phi }}^j`$$`{}_{A^{}}{}^{}(\overline{s})\}=16i_{\mathrm{\Sigma }_t}\stackrel{~}{\eta }^{ijk}\sigma _{kAA^{}},`$
(73)
The remaining Poisson brackets between the primary constraints vanish. One can find that the constraints $`\stackrel{~}{\mathrm{\Phi }}^0`$$`{}_{AA^{}}{}^{}(e),\stackrel{~}{\mathrm{\Phi }}^0`$$`{}_{AA^{}}{}^{}(f),\stackrel{~}{\mathrm{\Phi }}^0`$<sub>A</sub>$`{}_{}{}^{B}(\omega ),\stackrel{~}{\mathrm{\Phi }}^0(a),\stackrel{~}{\mathrm{\Phi }}^0(b),\stackrel{~}{\mathrm{\Phi }}^0`$$`{}_{A}{}^{}(q),\stackrel{~}{\mathrm{\Phi }}^0`$$`{}_{A}{}^{}(s),\stackrel{~}{\mathrm{\Phi }}^0`$$`{}_{A^{}}{}^{}(\overline{q}),\stackrel{~}{\mathrm{\Phi }}^0`$$`{}_{A^{}}{}^{}(\overline{s})`$are first class. In addition there are vanishing Poisson brackets
$`\{\sigma _k^{AA^{}}\stackrel{~}{\mathrm{\Phi }}^i`$$`{}_{AA^{}}{}^{}(e)+f_k^{AA^{}}\stackrel{~}{\mathrm{\Phi }}_{AA^{}}^i(f),\stackrel{~}{\mathrm{\Phi }}^j(a)\}=0,`$
$`\{\stackrel{~}{\mathrm{\Phi }}^i`$$`{}_{AA^{}}{}^{}(e)+\stackrel{~}{\mathrm{\Phi }}_{AA^{}}^i(f),\overline{\psi }_j^B^{}\stackrel{~}{\mathrm{\Phi }}_B^j(s)\overline{\phi }_j^B^{}\stackrel{~}{\mathrm{\Phi }}_B^j(q)\}=0,`$
$`\{\stackrel{~}{\mathrm{\Phi }}^i`$<sub>A</sub>$`{}_{}{}^{B}(\omega ),\psi _j`$$`{}_{}{}^{C}\stackrel{~}{\mathrm{\Phi }}_{D}^{j}(q)\phi _j`$$`{}_{}{}^{C}\stackrel{~}{\mathrm{\Phi }}_{D}^{j}(s)\}=0,`$
$`\{\stackrel{~}{\mathrm{\Phi }}^i`$$`{}_{A}{}^{}(q)+\stackrel{~}{\mathrm{\Phi }}_A^i(s),\stackrel{~}{\mathrm{\Phi }}^j`$$`{}_{A^{}}{}^{}(\overline{q})\sigma _k^{BA^{}}+\stackrel{~}{\mathrm{\Phi }}^j`$$`{}_{A^{}}{}^{}(\overline{s})f_k^{BA^{}}\}=0.`$
(74)
This means that there are more primary constraints which are first class.
The nonvanishing Poisson brackets between the primary constraints and the secondary constraints are
$`\{\stackrel{~}{\mathrm{\Phi }}^i`$$`{}_{AA^{}}{}^{}(e),\stackrel{~}{H}_{BB^{}}(e)\}=64i_{\mathrm{\Sigma }_t}\stackrel{~}{\eta }^{ijk}(f_{jAB^{}}f_{kBA^{}}+f_j`$<sup>C</sup>$`{}_{A^{}}{}^{}f_{kCB^{}}^{}ϵ_{AB}),`$
$`\{\stackrel{~}{\mathrm{\Phi }}^i`$$`{}_{AA^{}}{}^{}(e),\stackrel{~}{H}_{BB^{}}(f)\}=`$
$`_{\mathrm{\Sigma }_t}2ϵ_{AB}ϵ_{A^{}B^{}}\stackrel{~}{p}^i(b)+64i\stackrel{~}{\eta }^{ijk}ϵ_{A^{}B^{}}(\sigma _{jA}`$$`{}_{}{}^{C^{}}f_{kBC^{}}^{}f_{jA}`$$`{}_{}{}^{C^{}}\sigma _{kBC^{}}^{})+`$
$`64i\stackrel{~}{\eta }^{ijk}(\sigma _{jAB^{}}f_{kBA^{}}+f_J`$<sup>C</sup>$`{}_{A^{}}{}^{}\sigma _{kCB^{}}^{}`$ $`ϵ_{AB}),`$
$`\{\stackrel{~}{\mathrm{\Phi }}^i`$$`{}_{AA^{}}{}^{}(e),\stackrel{~}{H}(a)\}=`$ $`_{\mathrm{\Sigma }_t}\stackrel{~}{\eta }^{ijk}(32D_jf_{kAA^{}}16\phi _{jA}\overline{\phi }_{kA^{}}),`$
$`\{\stackrel{~}{\mathrm{\Phi }}^i`$$`{}_{AA^{}}{}^{}(e),\stackrel{~}{H}(b)\}=16i`$ $`_{\mathrm{\Sigma }_t}\stackrel{~}{\eta }^{ijk}\phi _{jA}\overline{\phi }_{kA^{}},`$
$`\{\stackrel{~}{\mathrm{\Phi }}^i`$$`{}_{AA^{}}{}^{}(f),\stackrel{~}{H}_{BB^{}}(e)\}=`$
$`_{\mathrm{\Sigma }_t}2ϵ_{AB}ϵ_{A^{}B^{}}\stackrel{~}{p}^i(b)+64i\stackrel{~}{\eta }^{ijk}ϵ_{A^{}B^{}}(\sigma _{jA}`$$`{}_{}{}^{C^{}}f_{kBC^{}}^{}f_{jA}`$$`{}_{}{}^{C^{}}\sigma _{kBC^{}}^{})+`$
$`64i\stackrel{~}{\eta }^{ijk}(\sigma _{jAB^{}}f_{kBA^{}}+f_j`$<sup>C</sup>$`{}_{A^{}}{}^{}\sigma _{kCB^{}}^{}`$ $`ϵ_{AB}),`$
$`\{\stackrel{~}{\mathrm{\Phi }}^i`$$`{}_{AA^{}}{}^{}(f),\stackrel{~}{H}_{BB^{}}(f)\}=64i_{\mathrm{\Sigma }_t}\stackrel{~}{\eta }^{ijk}(\sigma _{jAB^{}}\sigma _{kBA^{}}\sigma _j`$<sup>C</sup>$`{}_{A^{}}{}^{}\sigma _{kCB^{}}^{}ϵ_{AB}),`$
$`\{\stackrel{~}{\mathrm{\Phi }}^i`$$`{}_{AA^{}}{}^{}(f),\stackrel{~}{H}(a)\}=`$ $`_{\mathrm{\Sigma }_t}\stackrel{~}{\eta }^{ijk}(32D_j\sigma _{kAA^{}}+16\psi _{jA}\overline{\psi }_{kA^{}}),`$
$`\{\stackrel{~}{\mathrm{\Phi }}^i`$$`{}_{AA^{}}{}^{}(f),\stackrel{~}{H}(b)\}=16i`$ $`_{\mathrm{\Sigma }_t}\stackrel{~}{\eta }^{ijk}\psi _{jA}\overline{\psi }_{kA^{}},`$
$`\{\stackrel{~}{\mathrm{\Phi }}^i`$<sub>A</sub>$`{}_{}{}^{B}(\omega ),J`$<sub>C</sub>$`{}_{}{}^{D}\}=8i_{\mathrm{\Sigma }_t}\stackrel{~}{\eta }^{ijk}(\delta _A^D\omega `$<sub>jE</sub>$`{}_{}{}^{B}\omega `$<sub>kC</sub>$`{}_{}{}^{E}+\delta _C^B\omega `$<sub>jA</sub>$`{}_{}{}^{E}\omega `$<sub>kE</sub>$`{}_{}{}^{D})+`$
$`_{\mathrm{\Sigma }_t}`$ $`\delta _A^D`$ $`\stackrel{i}{\stackrel{\mathrm{~}}{p}}`$<sub>C</sub>$`{}_{}{}^{B}(\omega )\delta _C^B\stackrel{i}{\stackrel{\mathrm{~}}{p}}`$<sub>A</sub>$`{}_{}{}^{D}(\omega ),`$
$`\{\stackrel{~}{\mathrm{\Phi }}^i`$<sub>A</sub>$`{}_{}{}^{B}(\omega ),\stackrel{~}{S}`$<sub>C</sub>$`(q)`$$`\}=`$ $`_{\mathrm{\Sigma }_t}\delta _C^B\stackrel{~}{\pi }^i`$$`{}_{A}{}^{}(q),`$
$`\{\stackrel{~}{\mathrm{\Phi }}^i`$<sub>A</sub>$`{}_{}{}^{B}(\omega ),\stackrel{\mathrm{~}}{S}`$<sub>C</sub>$`(s)`$$`\}=`$ $`_{\mathrm{\Sigma }_t}\delta _C^B\stackrel{~}{\pi }^i`$$`{}_{A}{}^{}(s),`$
$`\{\stackrel{~}{\mathrm{\Phi }}^i(a),\stackrel{~}{S}`$<sub>A</sub>$`(q)`$$`\}=_{\mathrm{\Sigma }_t}8\stackrel{~}{\eta }^{ijk}[\omega `$<sub>jA</sub>$`{}_{}{}^{B}\phi _{kB}^{}+(3ia_j+b_j)\phi _{kA}]+3i\stackrel{~}{\pi }^i`$$`{}_{A}{}^{}(q),`$
$`\{\stackrel{~}{\mathrm{\Phi }}^i(a),\stackrel{~}{S}`$<sub>A</sub>$`(s)`$$`\}=_{\mathrm{\Sigma }_t}8\stackrel{~}{\eta }^{ijk}[\omega `$<sub>jA</sub>$`{}_{}{}^{B}\psi _{kB}^{}+(3ia_j+b_j)\psi _{kA}]+3i\stackrel{~}{\pi }^i`$$`{}_{A}{}^{}(s),`$
$`\{\stackrel{~}{\mathrm{\Phi }}^i(b),\stackrel{~}{S}`$<sub>A</sub>$`(q)`$$`\}=_{\mathrm{\Sigma }_t}8\stackrel{~}{\eta }^{ijk}[\omega `$<sub>jA</sub>$`{}_{}{}^{B}\phi _{kB}^{}(3ia_j+b_j)\phi _{kA}]+\stackrel{~}{\pi }^i`$$`{}_{A}{}^{}(q),`$
$`\{\stackrel{~}{\mathrm{\Phi }}^i(b),\stackrel{~}{S}`$<sub>A</sub>$`(s)`$$`\}=_{\mathrm{\Sigma }_t}8\stackrel{~}{\eta }^{ijk}[\omega `$<sub>jA</sub>$`{}_{}{}^{B}\psi _{kB}^{}(3ia_j+b_j)\psi _{kA}]+\stackrel{~}{\pi }^i`$$`{}_{A}{}^{}(s),`$
$`\{\stackrel{~}{\mathrm{\Phi }}^i`$$`{}_{A}{}^{}(q),\stackrel{~}{H}_{BB^{}}(e)\}=16i_{\mathrm{\Sigma }_t}\stackrel{~}{\eta }^{ijk}\phi _{jA}f_{kBB^{}},`$
$`\{\stackrel{~}{\mathrm{\Phi }}^i`$$`{}_{A}{}^{}(q),\stackrel{~}{H}_{BB^{}}(f)\}=16i_{\mathrm{\Sigma }_t}\stackrel{~}{\eta }^{ijk}\phi _{jA}\sigma _{kBB^{}},`$
$`\{\stackrel{~}{\mathrm{\Phi }}^i`$$`{}_{C}{}^{}(q),\stackrel{~}{J}_A^B\}=8i_{\mathrm{\Sigma }_t}\stackrel{~}{\eta }^{ijk}(\delta _C^B\omega _{jA}^D\phi _{kD}\omega _j`$<sup>B</sup>$`{}_{C}{}^{}\phi _{kA}^{}),`$
$`\{\stackrel{~}{\mathrm{\Phi }}^i`$$`{}_{A}{}^{}(q),\stackrel{~}{H}(a)\}=_{\mathrm{\Sigma }_t}16\stackrel{~}{\eta }^{ijk}[\omega _{jAB}\phi _k^B+(3ia_j+b_j)\phi _{kA}`$
$`f_{jAA^{}}\overline{\psi }_k`$$`{}_{}{}^{A^{}}]+2i\stackrel{~}{\pi }^i`$$`{}_{A}{}^{}(q),`$
$`\{\stackrel{~}{\mathrm{\Phi }}^i`$$`{}_{A}{}^{}(q),\stackrel{~}{H}(b)\}=_{\mathrm{\Sigma }_t}16\stackrel{~}{\eta }^{ijk}[i\omega _{jAB}\phi _k^B+(3a_jib_j)\phi _{kA}+`$
$`if_{jAA^{}}\overline{\psi }_k`$$`{}_{}{}^{A^{}}]+2i\stackrel{~}{\pi }^i`$$`{}_{A}{}^{}(q),`$
$`\{\stackrel{~}{\mathrm{\Phi }}^i`$$`{}_{A}{}^{}(q),\stackrel{~}{S}`$<sub>B</sub>$`(q)`$$`\}=8i_{\mathrm{\Sigma }_t}\stackrel{~}{\eta }^{ijk}\phi _{jA}\phi _{kB},`$
$`\{\stackrel{~}{\mathrm{\Phi }}^i`$$`{}_{A}{}^{}(q),\stackrel{~}{S}`$<sub>B</sub>$`(s)`$$`\}=_{\mathrm{\Sigma }_t}8i\stackrel{~}{\eta }^{ijk}[\omega `$<sub>jAC</sub>$`\omega `$<sub>kB</sub>$`{}_{}{}^{C}+2\omega `$<sub>jAB</sub>$`(3ia_k+b_k)\phi _{jA}\psi _{kB}+`$
$`2ϵ_{AB}\phi _{jC}\psi _k^C]+\frac{1}{2}ϵ_{AB}[i\stackrel{~}{p}^i(a)+\stackrel{~}{p}^i(b)],`$
$`\{\stackrel{~}{\mathrm{\Phi }}^i`$$`{}_{A}{}^{}(s),\stackrel{~}{H}_{BB^{}}(e)\}=16i_{\mathrm{\Sigma }_t}\stackrel{~}{\eta }^{ijk}\psi _{jA}f_{kBB^{}},`$
$`\{\stackrel{~}{\mathrm{\Phi }}^i`$$`{}_{A}{}^{}(s),\stackrel{~}{H}_{BB^{}}(f)\}=16i_{\mathrm{\Sigma }_t}\stackrel{~}{\eta }^{ijk}\phi _{jA}\sigma _{kBB^{}},`$
$`\{\stackrel{~}{\mathrm{\Phi }}^i`$$`{}_{C}{}^{}(s),\stackrel{~}{J}_A^B\}=8i_{\mathrm{\Sigma }_t}\stackrel{~}{\eta }^{ijk}(\delta _C^B\omega _{jA}^D\psi _{kD}\omega _j`$<sup>B</sup>$`{}_{C}{}^{}\psi _{kA}^{}),`$
$`\{\stackrel{~}{\mathrm{\Phi }}^i`$$`{}_{A}{}^{}(s),\stackrel{~}{H}(a)\}=_{\mathrm{\Sigma }_t}16\stackrel{~}{\eta }^{ijk}[\omega _{jAB}\psi _k^B+(3ia_j+b_j)\psi _{kA}+`$
$`\sigma _{jAA^{}}\overline{\phi }_k`$$`{}_{}{}^{A^{}}]2i\stackrel{~}{\pi }^i`$$`{}_{A}{}^{}(s),`$
$`\{\stackrel{~}{\mathrm{\Phi }}^i`$$`{}_{A}{}^{}(s),\stackrel{~}{H}(b)\}=_{\mathrm{\Sigma }_t}16\stackrel{~}{\eta }^{ijk}[i\omega _{jAB}\psi _k^B+(3a_jib_j)\psi _{kA}`$
$`i\sigma _{jAA^{}}\overline{\phi }_k`$$`{}_{}{}^{A^{}}]2i\stackrel{~}{\pi }^i`$$`{}_{A}{}^{}(s),`$
$`\{\stackrel{~}{\mathrm{\Phi }}^i`$$`{}_{A}{}^{}(s),\stackrel{~}{S}`$<sub>B</sub>$`(q)`$$`\}=_{\mathrm{\Sigma }_t}8i\stackrel{~}{\eta }^{ijk}[\omega `$<sub>jAC</sub>$`\omega `$<sub>kB</sub>$`{}_{}{}^{C}+2\omega `$<sub>jAB</sub>$`(3ia_k+b_k)+\psi _{jA}\phi _{kB}`$
$`2ϵ_{AB}\phi _{jC}\psi _k^C]+\frac{1}{2}ϵ_{AB}[i\stackrel{~}{p}^i(a)+\stackrel{~}{p}^i(b)],`$
$`\{\stackrel{~}{\mathrm{\Phi }}^i`$$`{}_{A}{}^{}(s),\stackrel{~}{S}`$<sub>B</sub>$`(s)`$$`\}=8i_{\mathrm{\Sigma }_t}\stackrel{~}{\eta }^{ijk}\psi _{jA}\psi _{kB},`$
$`\{\stackrel{~}{\mathrm{\Phi }}^i`$$`{}_{A^{}}{}^{}(\overline{q}),\stackrel{~}{H}_{BB^{}}(f)\}=2_{\mathrm{\Sigma }_t}\stackrel{~}{\pi }^i`$$`{}_{B}{}^{}(s)ϵ_{A^{}B^{}},`$
$`\{\stackrel{~}{\mathrm{\Phi }}^i`$$`{}_{A^{}}{}^{}(\overline{s}),\stackrel{~}{H}_{BB^{}}(e)\}=2_{\mathrm{\Sigma }_t}\stackrel{~}{\pi }^i`$$`{}_{B}{}^{}(q)ϵ_{A^{}B^{}}.`$
(75)
The nonvanishing Poisson brackets between the secondary constraints are
$`\{\stackrel{~}{H}_{AA^{}}(e),\stackrel{~}{S}_B(q)\}=2_{\mathrm{\Sigma }_t}f_{iAA^{}}\stackrel{~}{\pi }^i`$$`{}_{B}{}^{}(q),`$
$`\{\stackrel{~}{H}_{AA^{}}(e),\stackrel{~}{S}_B(s)\}=2_{\mathrm{\Sigma }_t}f_{iAA^{}}\stackrel{~}{\pi }^i`$$`{}_{B}{}^{}(s),`$
$`\{\stackrel{~}{H}_{AA^{}}(f),\stackrel{~}{S}_B(q)\}=2_{\mathrm{\Sigma }_t}\sigma _{iAA^{}}\stackrel{~}{\pi }^i`$$`{}_{B}{}^{}(q),`$
$`\{\stackrel{~}{H}_{AA^{}}(f),\stackrel{~}{S}_B(s)\}=2_{\mathrm{\Sigma }_t}\sigma _{iAA^{}}\stackrel{~}{\pi }^i`$$`{}_{B}{}^{}(s),`$
$`\{\stackrel{~}{J}_A^B,\stackrel{~}{S}`$<sub>C</sub>$`(q)`$$`\}=_{\mathrm{\Sigma }_t}\delta _C^B\omega _{iA}^D\stackrel{~}{\pi }^i`$$`{}_{D}{}^{}(q)\omega _{iC}^B\stackrel{~}{\pi }^i`$$`{}_{A}{}^{}(q),`$
$`\{\stackrel{~}{J}_A^B,\stackrel{~}{S}`$<sub>C</sub>$`(s)`$$`\}=_{\mathrm{\Sigma }_t}\delta _C^B\omega _{iA}^D\stackrel{~}{\pi }^i`$$`{}_{D}{}^{}(s)\omega _{iC}^B\stackrel{~}{\pi }^i`$$`{}_{A}{}^{}(s),`$
$`\{\stackrel{~}{H}(a),\stackrel{~}{S}_A(q)\}=_{\mathrm{\Sigma }_t}2i\omega _{iA}^B\stackrel{~}{\pi }^i`$$`{}_{B}{}^{}(q)2(3a_iib_i)\stackrel{~}{\pi }_A^i(q)[\stackrel{~}{p}^i(a)i\stackrel{~}{p}^i(b)]\phi _{iA}`$
$`16\stackrel{~}{\eta }^{ijk}[\omega _{iA}^Bf_{jBB^{}}+(3ia_i+b_i)f_{jAB^{}}\overline{\psi }_k`$$`{}_{}{}^{B^{}}+32\stackrel{~}{\eta }^{ijk}\phi _{iA}\psi _{jB}\phi _k^B,`$
$`\{\stackrel{~}{H}(a),\stackrel{~}{S}_A(s)\}=_{\mathrm{\Sigma }_t}2i\omega _{iA}^B\stackrel{~}{\pi }^i`$$`{}_{B}{}^{}(s)+2(3a_iib_i)\stackrel{~}{\pi }_A^i(s)[\stackrel{~}{p}^i(a)i\stackrel{~}{p}^i(b)]\psi _{iA}`$
$`16\stackrel{~}{\eta }^{ijk}[\omega _{iA}^B\sigma _{jBB^{}}+(3ia_i+b_i)\sigma _{jAB^{}}\overline{\phi }_k`$$`{}_{}{}^{B^{}}96\stackrel{~}{\eta }^{ijk}\psi _{iA}\psi _{jB}\phi _k^B,`$
$`\{\stackrel{~}{H}(a),\stackrel{~}{\overline{S}}_A^{}(\overline{q)}\}=_{\mathrm{\Sigma }_t}4if_i`$<sup>A</sup>$`{}_{A^{}}{}^{}\stackrel{~}{\pi }_{}^{i}`$$`{}_{A}{}^{}(s)32\stackrel{~}{\eta }^{ijk}f_i`$<sup>A</sup>$`{}_{A^{}}{}^{}\sigma _{jAB^{}}^{}\overline{\phi }_k`$$`^B^{},`$
$`\{\stackrel{~}{H}(a),\stackrel{~}{\overline{S}}_A^{}(\overline{s)}\}=_{\mathrm{\Sigma }_t}4i\sigma _i`$<sup>A</sup>$`{}_{A^{}}{}^{}\stackrel{~}{\pi }_{}^{i}`$$`{}_{A}{}^{}(q)+32\stackrel{~}{\eta }^{ijk}\sigma _i`$<sup>A</sup>$`{}_{A^{}}{}^{}f_{jAB^{}}^{}\overline{\psi }_k`$$`^B^{},`$
$`\{\stackrel{~}{H}(b),\stackrel{~}{S}_A(q)\}=_{\mathrm{\Sigma }_t}2\omega _{iA}^B\stackrel{~}{\pi }^i`$$`{}_{B}{}^{}(q)+2(3ia_i+b_i)\stackrel{~}{\pi }_A^i(q)+[i\stackrel{~}{p}^i(a)+\stackrel{~}{p}^i(b)]\phi _{iA}`$
$`16\stackrel{~}{\eta }^{ijk}[i\omega _{iA}^Bf_{jBB^{}}(3a_iib_i)f_{jAB^{}}\overline{\psi }_k`$$`{}_{}{}^{B^{}}+32\stackrel{~}{\eta }^{ijk}\phi _{iA}\psi _{jB}\phi _k^B,`$
$`\{\stackrel{~}{H}(b),\stackrel{~}{S}_A(s)\}=_{\mathrm{\Sigma }_t}2\omega _{iA}^B\stackrel{~}{\pi }^i`$$`{}_{B}{}^{}(s)2(3ia_i+b_i)\stackrel{~}{\pi }_A^i(s)+[i\stackrel{~}{p}^i(a)+\stackrel{~}{p}^i(b)]\psi _{iA}`$
$`16\stackrel{~}{\eta }^{ijk}[i\omega _{iA}^B\sigma _{jBB^{}}(3a_iib_i)\sigma _{jAB^{}}\overline{\phi }_k`$$`{}_{}{}^{B^{}}+96\stackrel{~}{\eta }^{ijk}\psi _{iA}\psi _{jB}\phi _k^B,`$
$`\{\stackrel{~}{H}(b),\stackrel{~}{\overline{S}}_A^{}(\overline{q)}\}=_{\mathrm{\Sigma }_t}4f_i`$<sup>A</sup>$`{}_{A^{}}{}^{}\stackrel{~}{\pi }_{}^{i}`$$`{}_{A}{}^{}(s)+32i\stackrel{~}{\eta }^{ijk}f_i`$<sup>A</sup>$`{}_{A^{}}{}^{}\sigma _{jAB^{}}^{}\overline{\phi }_k`$$`^B^{},`$
$`\{\stackrel{~}{H}(b),\stackrel{~}{\overline{S}}_A^{}(\overline{s)}\}=_{\mathrm{\Sigma }_t}4\sigma _i`$<sup>A</sup>$`{}_{A^{}}{}^{}\stackrel{~}{\pi }_{}^{i}`$$`{}_{A}{}^{}(q)32i\stackrel{~}{\eta }^{ijk}\sigma _i`$<sup>A</sup>$`{}_{A^{}}{}^{}f_{jAB^{}}^{}\overline{\psi }_k`$$`^B^{},`$
$`\{\stackrel{~}{S}_A(q),\stackrel{~}{S}_B(s)\}=_{\mathrm{\Sigma }_t}\stackrel{~}{\pi }^i`$$`{}_{A}{}^{}(q)\psi _{iB}+\stackrel{~}{\pi }^i`$$`{}_{A}{}^{}(s)\phi _{iB}+ϵ_{AB}(3a_iib_i)[\stackrel{~}{p}^i(a)i\stackrel{~}{p}^i(b)]+`$
$`16i\stackrel{~}{\eta }^{ijk}(\omega _{iAC}\psi _{jB}\phi _k^C\omega _{iBC}\phi _{jA}\psi _k^C)+`$
$`\mathrm{\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}32}ϵ_{AB}\stackrel{~}{\eta }^{ijk}(3a_iib_i)\psi _{jC}\phi _k^C,`$
$`\{\stackrel{~}{S}_A(q),\stackrel{~}{\overline{S}}_A^{}(\overline{q)}\}=_{\mathrm{\Sigma }_t}f_{iAA^{}}[i\stackrel{~}{p}^i(a)+\stackrel{~}{p}^i(b)]+32i\stackrel{~}{\eta }^{ijk}(f_{iAA^{}}\psi _{jB}\phi _k^B+f_{iBA^{}}\phi _{jA}\psi _k^B),`$
$`\{\stackrel{~}{S}_A(q),\stackrel{~}{\overline{S}}_A^{}(\overline{s)}\}=32i_{\mathrm{\Sigma }_t}\stackrel{~}{\eta }^{ijk}\sigma _i`$<sup>B</sup>$`{}_{A^{}}{}^{}\phi _{jA}^{}\phi _{kB},`$
$`\{\stackrel{~}{S}_A(s),\stackrel{~}{\overline{S}}_A^{}(\overline{q)}\}=32i_{\mathrm{\Sigma }_t}\stackrel{~}{\eta }^{ijk}f_i`$<sup>B</sup>$`{}_{A^{}}{}^{}\psi _{jA}^{}\psi _{kB},`$
$`\{\stackrel{~}{S}_A(s),\stackrel{~}{\overline{S}}_A^{}(\overline{s)}\}=_{\mathrm{\Sigma }_t}\sigma _{iAA^{}}[i\stackrel{~}{p}^i(a)+\stackrel{~}{p}^i(b)]+32i\stackrel{~}{\eta }^{ijk}(\sigma _{iAA^{}}\psi _{jB}\phi _k^B+\sigma _{iBA^{}}\phi _{jA}\psi _k^B).`$
(76)
It is very difficult to classify constraints using these Poisson brackets.. Only two first class secondary constraints can be found out:
$`\sigma _i^{AA^{}}\stackrel{~}{H}_{AA^{}}(e)+f_i^{AA^{}}\stackrel{~}{H}_{AA^{}}(f)`$and $`\stackrel{~}{H}(a)i\stackrel{~}{H}(a).`$
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# Non-extensive statistics effects in quark-gluon plasma and in relativistic heavy-ion collisions
## 1 Introduction
Lattice QCD calculations predict that nucleons brought to high enough temperature or pressure will make a transition to a state where the quarks are no longer confined into individual hadrons but dissociate into a plasma of quarks and gluons (QGP).
Such a QGP can be found in: early universe, dense and hot stars, neutron stars and nucleus-nucleus high energy collisions where heavy-ions are accelerated to relativistic energies and made to collide. After collision, a fireball is created, expands, cools, freezes-out into hadrons, photons, leptons that are detected and analysed.
Under the hypothesis that QGP is generated in the early stage of the relativistic collisions, the quantities characterizing the plasma, such as lifetime and damping rate of quasiparticles, are usually calculated within finite temperature perturbative QCD since the interactions among quarks and gluons become weak at small distance or high energy. However, this is rigorously true only at very high temperature (even up to five times the critical temperature) while around the critical temperature (that corresponds approximately to the energy scale of the SPS-Cern experiments) lattice calculations show that there are strong non-perturbative QCD effects and QGP cannot be considered as a weakly interacting plasma .
In order to understand well the relevance of this point, let us consider the color-Coulombic QGP parameter, which can be expressed as the ratio of the average potential energy to the average kinetic energy of particles
$$\mathrm{\Gamma }=\frac{P.E.}{K.E.}\left(\frac{4\pi n}{3}\right)^{1/3}\frac{4}{3}\frac{\alpha _s}{T},$$
(1)
In perturbative QCD, $`\alpha _s0`$, $`\mathrm{\Gamma }1`$ and the plasma is considered as an ideal gas. At $`T=T_c200`$ MeV, $`\alpha _s=g^2/4\pi 0.5`$, $`<r>1`$ fm and we get $`\mathrm{\Gamma }2/3<1`$. Therefore, during hadronization, the plasma parameter lies in an intermediate region typical of a non-ideal plasma: collective and individual effects coexist; memory effects and long-range interactions are present. On the other hand, it is not a true strongly coupled plasma ($`\mathrm{\Gamma }>1`$), and a suitable approach describing a system at these intermediate conditions is still non available.
Recent progresses in statistical mechanics have shown that the non-extensive statistics, proposed by Tsallis , can be considered as the natural generalization of the extensive Boltzmann-Gibbs statistics in presence of long-range forces and/or in irreversible processes related to microscopic long-time memory effects. Since these features are present in the early stage of the collisions, we argue that the non-extensive statistics can be more appropriate than the Boltzmann–Gibbs one in the context of high-energy heavy-ion collisions. Here we investigate how these statistical effects can affect the equilibrium properties of experimental observables such as the transverse momentum spectrum and the fluctuation-correlation measure of pions emitted during the collisions.
## 2 Transverse momentum spectrum and $`q`$-blue shift
The transverse momentum distribution depends on the phase-space distribution and usually an exponential shape is employed to fit the experimental data. This shape is obtained by assuming a purely thermal source with a Boltzmann distribution. High energy deviations from the exponential shape are taken into account by introducing a dynamical effect due to collective transverse flow, also called blue-shift.
Let us consider a different point of view and argue that the deviation from the Boltzmann slope at high $`p_{}`$ can be ascribed to the presence of non-extensive statistical effects in the steady state distribution of the particle gas. In this framework, at the first order in $`(q1)`$ the transverse mass spectrum can be written as
$$\frac{dN}{m_{}dm_{}}=Cm_{}\left\{K_1\left(z\right)+\frac{(q1)}{8}z^2\left[3K_1(z)+K_3(z)\right]\right\},$$
(2)
where $`z=m_{}/T`$, $`m_{}=\sqrt{p^2+m^2}`$, $`K_1`$ and $`K_3`$ are the modified Bessel function of the first and the third order, respectively. In the asymptotic limit, $`z1`$, we have
$$\frac{dN}{m_{}dm_{}}=D\sqrt{m_{}}\mathrm{exp}\left(z+\frac{q1}{2}z^2\right),$$
(3)
and we may obtain the generalized slope parameter or $`q`$-blue shift (if $`q>1`$)
$$T_q=T+(q1)m_{}.$$
(4)
Let us notice that the slope parameter depends on the detected particle mass and it increases with the energy (if $`q>1`$) as it was observed in the experimental results .
In Fig. 2, we report the experimental $`S+S`$ transverse momentum distribution (NA35 data ) compared with the purely thermal distribution ($`q=1`$) and the one obtained in the framework of Tsallis statistics ($`q=1.038`$). We will use, consistently, the same value of $`q`$ to determine the experimental transverse momenta fluctuations. Similar calculations in the framework of non–extensive statistics have been done in Ref..
## 3 Transverse momentum fluctuations
Gaździcki and Mrówczyński introduced the following quantity
$$\mathrm{\Phi }_p_{}=\sqrt{\frac{Z_p_{}^2}{N}}\sqrt{\overline{z_p_{}^2}},$$
(5)
where $`z_p_{}=p_{}\overline{p_{}}`$ and $`Z_p_{}=_{i=1}^N(p_i\overline{p}_i)`$, $`N`$ is the multiplicity of particles produced in a single event. Non-vanishing $`\mathrm{\Phi }`$ implies effective correlations among particles which alter the momentum distribution.
In the framework of non–extensive statistics and keeping in mind that it preserves the whole mathematical structure of the thermodynamical relations, it is easy to show that the two terms in the right hand side of Eq.(5) can be expressed in the following simple form
$`\overline{z_p_{}^2}={\displaystyle \frac{1}{\rho }}{\displaystyle \frac{d^3p}{(2\pi )^3}\left(p_{}\overline{p}_{}\right)^2n_q},\mathrm{and}{\displaystyle \frac{Z_p_{}^2}{N}}={\displaystyle \frac{1}{\rho }}{\displaystyle \frac{d^3p}{(2\pi )^3}\left(p_{}\overline{p}_{}\right)^2\mathrm{\Delta }n^2_q},`$ (6)
where
$$\overline{p}_{}=\frac{1}{\rho }\frac{d^3p}{(2\pi )^3}p_{}n_q\mathrm{with}\rho =\frac{d^3p}{(2\pi )^3}n_q.$$
(7)
In the above equations we have indicated with $`n_q`$ the following mean occupation number of bosons (valid only for dilute gas and/or small value of $`q`$, see Ref. for details)
$$n_q=\frac{1}{[1+(q1)\beta (E\mu )]^{1/(q1)}\pm 1},$$
(8)
and with $`\mathrm{\Delta }n^2_q=n^2_qn_q^2`$ the generalized particle fluctuations, given by
$`\mathrm{\Delta }n^2_q{\displaystyle \frac{1}{\beta }}{\displaystyle \frac{n_q}{\mu }}={\displaystyle \frac{n_q}{1+(q1)\beta (E\mu )}}(1n_q)=n_q^q(1n_q)^{2q}.`$ (9)
NA49 Collaboration has recently measured the correlation $`\mathrm{\Phi }_p_{}`$ of the pion transverse momentum (Pb+Pb at 158 A GeV) obtaining $`\mathrm{\Phi }_p_{}^{exp}=(0.6\pm 1)\mathrm{MeV}`$. This value is the sum of two contributions: $`\mathrm{\Phi }_p_{}^{st}=(5\pm 1.5)\mathrm{MeV}`$, the measure of the statistical two-particle correlation, and $`\mathrm{\Phi }_p_{}^{tt}=(4\pm 0.5)\mathrm{MeV}`$, the anti-correlation from limitation in two-track resolution.
Standard statistical calculations ($`q=1`$) give $`\mathrm{\Phi }_p_{}^{st}=24.7\mathrm{MeV}\mathrm{at}T=170\mathrm{MeV},\mu =60\mathrm{MeV}`$. In the frame of non–extensive statistics, instead, for $`q=1.038`$, we obtain the experimental (statistical) value: $`\mathrm{\Phi }_p_{}^{st}=5\mathrm{MeV}\mathrm{at}T=170\mathrm{MeV},\mu =60\mathrm{MeV}`$.
In Fig. 2, we show the partial contributions to the quantity $`\mathrm{\Phi }_p_{}`$, by using Eq.s (6), and by extending the integration over $`p_{}`$ to partial intervals $`\mathrm{\Delta }p_{}=0.5`$ GeV at $`T=170`$ MeV and $`\mu =60`$ MeV. In the standard statistics (dashed line), $`\mathrm{\Phi }_p_{}`$ is always positive and vanishes in the $`p_{}`$-intervals above $`1`$ GeV. In the non-extensive statistics (solid line), instead, the fluctuation measure $`\mathrm{\Phi }_p_{}`$ becomes negative for $`p_{}`$ larger than $`0.5`$ GeV and becomes vanishingly small only in $`p_{}`$-intervals above $`3`$ GeV. Such a negative value of $`\mathrm{\Phi }_p_{}`$ at high $`p_{}`$ could be a clear and unambiguos evidence of the presence of non-extensive regime in heavy-ions collisions.
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